Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 40,161 : : Positions : : 12,928 23,959 6,763 652 222 140 6,463 2,478 13,957 2,577 2,469 : : : : Changes from: March 27, 2018 : : -1,025 -2,420 -665 -58 -105 0 918 -510 -243 -714 -483 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 59.7 16.8 1.6 0.6 0.3 16.1 6.2 34.8 6.4 6.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 14 13 4 . . . 7 4 7 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 53,770 : : Positions : : 33,224 37,558 2,758 4,500 5,770 8,404 0 193 1,341 4,184 349 : : : : Changes from: March 27, 2018 : : -730 -526 -147 -558 31 -84 0 84 -189 -24 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 69.8 5.1 8.4 10.7 15.6 0.0 0.4 2.5 7.8 0.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 23 . . . 4 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 40,346 : : Positions : : 31,550 34,558 0 1,282 3,546 525 50 0 4,175 360 550 : : : : Changes from: March 27, 2018 : : -1,216 -2,661 0 -430 -210 -100 50 0 -1,725 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 85.7 0.0 3.2 8.8 1.3 0.1 0.0 10.3 0.9 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 17 0 . . . . 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 24,292 : : Positions : : 20,342 15,455 0 5,732 1,100 50 0 50 2,345 1,550 405 : : : : Changes from: March 27, 2018 : : -1,710 -1,620 0 -715 100 0 0 0 -275 350 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 63.6 0.0 23.6 4.5 0.2 0.0 0.2 9.7 6.4 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 173,834 : : Positions : : 136,017 129,573 10,907 9,666 8,232 7,105 9,312 2,570 2,558 7,400 1,621 : : : : Changes from: March 27, 2018 : : -6,662 -5,462 -381 -1,831 572 -320 175 -430 142 -853 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 74.5 6.3 5.6 4.7 4.1 5.4 1.5 1.5 4.3 0.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 33 32 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 63,956 : : Positions : : 39,225 36,365 17,114 12,393 2,573 816 9,250 575 3,575 2,725 75 : : : : Changes from: March 27, 2018 : : -410 25 375 -125 125 -25 0 50 -75 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 56.9 26.8 19.4 4.0 1.3 14.5 0.9 5.6 4.3 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 16 . . . . 4 . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 37,207 : : Positions : : 31,529 20,202 5,575 15,505 100 0 50 0 0 1,350 0 : : : : Changes from: March 27, 2018 : : -1,500 -1,425 -50 -150 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 54.3 15.0 41.7 0.3 0.0 0.1 0.0 0.0 3.6 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 April 3, 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 52,581 : : Positions : : 40,586 38,840 4,755 4,175 4,845 0 3,175 0 1,391 575 724 : : : : Changes from: March 27, 2018 : : 390 405 1,120 1,035 -1,260 0 0 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 73.9 9.0 7.9 9.2 0.0 6.0 0.0 2.6 1.1 1.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 22 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 74,548 : : Positions : : 52,382 53,452 6,638 7,730 7,588 4,200 2,500 1,720 966 525 620 : : : : Changes from: March 27, 2018 : : -101 1,975 793 960 -342 1,525 -385 635 280 -10 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 71.7 8.9 10.4 10.2 5.6 3.4 2.3 1.3 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 26 4 . 4 5 . 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 73,601 : : Positions : : 49,475 51,876 17,240 16,075 1,965 0 90 260 2,125 846 594 : : : : Changes from: March 27, 2018 : : -281 -685 -760 10 300 0 0 0 60 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 70.5 23.4 21.8 2.7 0.0 0.1 0.4 2.9 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 23 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 103,913 : : Positions : : 72,669 64,544 22,560 34,235 3,285 810 0 0 2,255 295 655 : : : : Changes from: March 27, 2018 : : -390 380 -145 180 275 200 0 0 60 95 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 62.1 21.7 32.9 3.2 0.8 0.0 0.0 2.2 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 24 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 30,846 : : Positions : : 20,156 26,620 6,115 0 3,870 300 0 0 350 0 0 : : : : Changes from: March 27, 2018 : : 15 5 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 86.3 19.8 0.0 12.5 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 April 3, 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 33,140 : : Positions : : 27,585 27,330 1,130 1,515 3,995 0 0 0 300 0 0 : : : : Changes from: March 27, 2018 : : 115 105 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 82.5 3.4 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 April 3, 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 39,078 : : Positions : : 22,001 26,307 0 7,045 1,832 4,196 0 542 7,396 380 2,585 : : : : Changes from: March 27, 2018 : : 1,338 872 0 -341 -160 117 0 -148 -808 140 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 67.3 0.0 18.0 4.7 10.7 0.0 1.4 18.9 1.0 6.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 22 0 . . 5 0 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 39,088 : : Positions : : 26,837 35,258 8,656 0 3,145 300 600 0 150 0 0 : : : : Changes from: March 27, 2018 : : 453 -100 -153 0 100 0 400 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 90.2 22.1 0.0 8.0 0.8 1.5 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 April 3, 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 46,328 : : Positions : : 40,898 30,372 1,060 12,280 670 1,925 2,245 0 504 175 541 : : : : Changes from: March 27, 2018 : : 255 265 0 -165 150 0 370 0 65 -150 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 65.6 2.3 26.5 1.4 4.2 4.8 0.0 1.1 0.4 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 19 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 44,874 : : Positions : : 32,145 36,721 8,291 7,305 175 700 0 0 1,649 0 163 : : : : Changes from: March 27, 2018 : : -866 320 -100 -100 0 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 81.8 18.5 16.3 0.4 1.6 0.0 0.0 3.7 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 April 3, 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 49,967 : : Positions : : 36,995 37,914 8,454 8,970 898 0 0 0 1,935 1,500 175 : : : : Changes from: March 27, 2018 : : -925 5 -225 -50 0 0 0 0 -185 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 75.9 16.9 18.0 1.8 0.0 0.0 0.0 3.9 3.0 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 78,787 : : Positions : : 65,182 70,861 9,654 4,057 2,280 0 350 0 414 0 1,065 : : : : Changes from: March 27, 2018 : : 658 812 215 300 -258 0 0 0 239 0 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 89.9 12.3 5.1 2.9 0.0 0.4 0.0 0.5 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 23 . . 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 114,279 : : Positions : : 96,730 95,010 11,616 5,147 2,137 554 1,259 226 1,600 9,005 1,126 : : : : Changes from: March 27, 2018 : : 1,312 1,639 350 240 -316 -191 -35 100 -20 -378 276 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 83.1 10.2 4.5 1.9 0.5 1.1 0.2 1.4 7.9 1.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 23 . . 4 4 4 . 4 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 45,910 : : Positions : : 38,240 39,760 2,080 1,230 3,820 275 0 150 825 450 500 : : : : Changes from: March 27, 2018 : : 1,550 1,625 225 425 -150 0 0 0 0 -275 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 86.6 4.5 2.7 8.3 0.6 0.0 0.3 1.8 1.0 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 35,095 : : Positions : : 27,083 23,590 2,620 5,503 2,087 975 1,850 250 375 143 972 : : : : Changes from: March 27, 2018 : : -22 -725 -100 108 -8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 67.2 7.5 15.7 5.9 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 April 3, 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 40,543 : : Positions : : 19,775 30,378 8,200 4,075 3,050 6,658 0 510 1,040 1,200 875 : : : : Changes from: March 27, 2018 : : -105 -520 -50 -50 100 -40 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 74.9 20.2 10.1 7.5 16.4 0.0 1.3 2.6 3.0 2.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 20 . . . 4 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 42,462 : : Positions : : 20,778 38,031 20,627 0 210 0 1,506 0 50 1,247 53 : : : : Changes from: March 27, 2018 : : 115 -547 -272 0 0 0 -140 0 0 -2 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 89.6 48.6 0.0 0.5 0.0 3.5 0.0 0.1 2.9 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 35,913 : : Positions : : 17,057 31,930 17,515 70 985 0 1,750 0 51 0 0 : : : : Changes from: March 27, 2018 : : -135 -898 -235 0 0 0 -170 0 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 88.9 48.8 0.2 2.7 0.0 4.9 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 33,089 : : Positions : : 25,301 30,170 2,482 0 1,080 802 1,445 0 1,617 0 80 : : : : Changes from: March 27, 2018 : : -593 286 -51 0 -5 2 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 91.2 7.5 0.0 3.3 2.4 4.4 0.0 4.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 5 0 4 . . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 23,681 : : Positions : : 18,535 21,495 1,782 215 491 10 0 310 740 10 50 : : : : Changes from: March 27, 2018 : : -1,195 -745 -18 -75 0 10 -125 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 90.8 7.5 0.9 2.1 0.0 0.0 1.3 3.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 49,125 : : Positions : : 42,538 30,896 3,511 8,533 900 685 7,470 0 715 745 345 : : : : Changes from: March 27, 2018 : : -1,263 -455 625 780 -673 -75 -390 0 1 -587 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 62.9 7.1 17.4 1.8 1.4 15.2 0.0 1.5 1.5 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 19 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 40,962 : : Positions : : 35,364 26,134 4,166 10,138 405 0 3,405 10 0 367 68 : : : : Changes from: March 27, 2018 : : -455 -440 175 685 10 0 5 -125 -125 -497 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 63.8 10.2 24.7 1.0 0.0 8.3 0.0 0.0 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 20,675 : : Positions : : 9,095 16,232 8,355 0 3,075 0 1,350 0 0 0 0 : : : : Changes from: March 27, 2018 : : -513 -900 -320 0 0 0 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 78.5 40.4 0.0 14.9 0.0 6.5 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 April 3, 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 : : 8,285 11,985 3,270 0 835 135 300 0 960 50 0 : : : : Changes from: March 27, 2018 : : -60 -560 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 87.3 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 7 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 13,780 : : Positions : : 8,365 12,035 3,420 0 825 185 300 0 760 50 0 : : : : Changes from: March 27, 2018 : : 0 -510 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 87.3 24.8 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 7 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 : : 14,400 14,545 4,515 4,565 1,200 0 0 0 170 0 0 : : : : Changes from: March 27, 2018 : : -365 -575 -150 0 0 0 0 0 -85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 67.8 21.0 21.3 5.6 0.0 0.0 0.0 0.8 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 April 3, 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 22,850 : : Positions : : 8,103 16,650 12,490 3,370 1,205 175 0 200 150 0 0 : : : : Changes from: March 27, 2018 : : 44 -330 430 -350 70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 72.9 54.7 14.7 5.3 0.8 0.0 0.9 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 19,510 : : Positions : : 7,244 13,470 9,175 2,370 2,155 375 0 0 150 0 0 : : : : Changes from: March 27, 2018 : : 80 -640 350 -350 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 69.0 47.0 12.1 11.0 1.9 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 7 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 8,240 : : Positions : : 6,295 4,320 0 1,120 800 660 1,800 0 0 100 0 : : : : Changes from: March 27, 2018 : : -20 -90 0 -20 100 0 200 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 52.4 0.0 13.6 9.7 8.0 21.8 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 0 . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 6,070 : : Positions : : 5,235 4,480 15 945 445 0 0 0 0 100 0 : : : : Changes from: March 27, 2018 : : -110 -90 -80 0 10 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 73.8 0.2 15.6 7.3 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 31,178 : : Positions : : 18,503 26,458 6,210 0 2,860 1,025 25 0 225 700 1,000 : : : : Changes from: March 27, 2018 : : -341 560 130 0 -70 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 84.9 19.9 0.0 9.2 3.3 0.1 0.0 0.7 2.2 3.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 31,113 : : Positions : : 19,072 25,773 5,105 42 3,438 1,025 25 0 225 700 1,000 : : : : Changes from: March 27, 2018 : : -87 544 -38 -8 -84 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 82.8 16.4 0.1 11.1 3.3 0.1 0.0 0.7 2.2 3.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 17 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 108,901 : : Positions : : 88,015 71,395 8,740 24,697 3,239 325 1,305 600 2,050 75 2,905 : : : : Changes from: March 27, 2018 : : -2,910 -4,653 -70 240 -337 0 -100 0 45 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 65.6 8.0 22.7 3.0 0.3 1.2 0.6 1.9 0.1 2.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 25 . . 5 . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 128,262 : : Positions : : 105,373 83,545 9,730 31,366 2,852 1,725 2,810 485 2,547 160 2,308 : : : : Changes from: March 27, 2018 : : -656 -2,793 -190 310 -140 50 65 150 127 0 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 65.1 7.6 24.5 2.2 1.3 2.2 0.4 2.0 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 28 . 4 4 . 4 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 262,405 : : Positions : : 188,422 198,281 1,359 9,568 22,866 22,334 7,491 5,298 8,807 8,144 8,214 : : : : Changes from: March 27, 2018 : : -1,389 -3,695 -88 3,470 -3,266 -90 1,086 245 -420 -361 -223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 75.6 0.5 3.6 8.7 8.5 2.9 2.0 3.4 3.1 3.1 : : : : Number of Traders in Each Category Total Traders: 88 : : 36 39 . 5 5 11 5 9 14 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 35,106 : : Positions : : 23,291 31,465 5,147 0 2,491 660 0 175 1,723 150 0 : : : : Changes from: March 27, 2018 : : -1,075 -565 125 0 -100 -140 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 89.6 14.7 0.0 7.1 1.9 0.0 0.5 4.9 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 11 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 33,422 : : Positions : : 21,975 29,804 5,872 0 1,788 0 30 820 1,358 50 100 : : : : Changes from: March 27, 2018 : : -975 -540 125 0 -100 -70 30 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 89.2 17.6 0.0 5.3 0.0 0.1 2.5 4.1 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 13,847 : : Positions : : 4,960 10,197 4,912 820 1,150 1,530 300 0 0 100 0 : : : : Changes from: March 27, 2018 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 73.6 35.5 5.9 8.3 11.0 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 April 3, 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 42,760 : : Positions : : 12,650 27,328 15,895 4,260 320 7,795 0 175 0 4,505 0 : : : : Changes from: March 27, 2018 : : 895 775 0 1,200 -250 1,440 0 0 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.6 63.9 37.2 10.0 0.7 18.2 0.0 0.4 0.0 10.5 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 April 3, 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 40,391 : : Positions : : 11,416 25,669 15,415 4,060 495 7,825 0 175 0 4,505 0 : : : : Changes from: March 27, 2018 : : 1,005 885 0 1,200 -250 1,440 0 0 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 63.6 38.2 10.1 1.2 19.4 0.0 0.4 0.0 11.2 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 April 3, 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 24,815 : : Positions : : 18,100 5,850 450 2,950 3,105 100 9,680 50 0 320 160 : : : : Changes from: March 27, 2018 : : 105 105 0 100 -100 0 0 0 0 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 23.6 1.8 11.9 12.5 0.4 39.0 0.2 0.0 1.3 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 9 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 24,790 : : Positions : : 17,170 5,935 450 1,935 4,655 100 9,480 50 0 520 0 : : : : Changes from: March 27, 2018 : : 55 55 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 23.9 1.8 7.8 18.8 0.4 38.2 0.2 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 38,935 : : Positions : : 15,395 33,730 17,480 0 725 2,475 75 250 0 1,545 0 : : : : Changes from: March 27, 2018 : : 420 1,340 -80 0 180 1,000 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 86.6 44.9 0.0 1.9 6.4 0.2 0.6 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 36,140 : : Positions : : 13,655 31,770 17,110 0 575 2,625 75 100 0 1,545 0 : : : : Changes from: March 27, 2018 : : 180 950 -180 0 180 950 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 87.9 47.3 0.0 1.6 7.3 0.2 0.3 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 16,765 : : Positions : : 13,760 6,385 0 2,895 1,705 0 4,610 0 0 0 0 : : : : Changes from: March 27, 2018 : : 100 -20 0 0 0 0 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 38.1 0.0 17.3 10.2 0.0 27.5 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 April 3, 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 27, 2018 : : 0 0 0 0 0 0 0 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 April 3, 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 26,260 : : Positions : : 19,525 12,695 0 10,030 900 1,695 225 400 1,200 0 105 : : : : Changes from: March 27, 2018 : : 335 60 0 50 0 150 175 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 48.3 0.0 38.2 3.4 6.5 0.9 1.5 4.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 23,680 : : Positions : : 17,060 9,860 0 10,775 765 1,695 175 400 1,230 0 75 : : : : Changes from: March 27, 2018 : : 275 80 0 50 0 150 125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 41.6 0.0 45.5 3.2 7.2 0.7 1.7 5.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 38,830 : : Positions : : 26,470 10,205 0 25,545 0 8,355 125 515 2,160 1,125 0 : : : : Changes from: March 27, 2018 : : 210 -440 0 575 0 0 75 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 26.3 0.0 65.8 0.0 21.5 0.3 1.3 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 April 3, 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 12,925 0 18,045 20 7,125 125 95 2,060 1,125 0 : : : : Changes from: March 27, 2018 : : 0 -50 0 -25 0 0 75 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 37.7 0.0 52.7 0.1 20.8 0.4 0.3 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 April 3, 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 99,235 : : Positions : : 41,350 85,705 37,330 0 315 8,520 365 2,705 1,345 2,460 50 : : : : Changes from: March 27, 2018 : : -635 1,450 3,265 0 0 -715 365 35 -100 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 86.4 37.6 0.0 0.3 8.6 0.4 2.7 1.4 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 25 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 91,025 : : Positions : : 41,870 76,415 27,810 0 520 7,960 365 2,405 1,515 2,360 0 : : : : Changes from: March 27, 2018 : : -60 1,405 2,665 0 0 -835 365 85 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 83.9 30.6 0.0 0.6 8.7 0.4 2.6 1.7 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 15 24 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 23,985 : : Positions : : 15,085 11,005 170 2,885 3,935 0 3,820 325 2,275 0 0 : : : : Changes from: March 27, 2018 : : 500 1,850 170 -1,030 145 0 -150 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 45.9 0.7 12.0 16.4 0.0 15.9 1.4 9.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 17,540 : : Positions : : 10,350 8,745 0 4,315 3,790 0 175 0 2,825 0 0 : : : : Changes from: March 27, 2018 : : -100 1,100 0 -1,200 315 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 49.9 0.0 24.6 21.6 0.0 1.0 0.0 16.1 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 April 3, 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 17,565 : : Positions : : 5,900 12,370 260 135 2,035 8,020 0 0 0 1,675 0 : : : : Changes from: March 27, 2018 : : 250 250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 70.4 1.5 0.8 11.6 45.7 0.0 0.0 0.0 9.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 3, 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 49,065 : : Positions : : 34,880 30,360 0 3,635 5,145 50 335 1,395 0 600 100 : : : : Changes from: March 27, 2018 : : 1,350 0 0 1,200 -175 -150 0 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 61.9 0.0 7.4 10.5 0.1 0.7 2.8 0.0 1.2 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 April 3, 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 34,735 : : Positions : : 19,985 18,810 0 3,020 3,385 2,265 0 0 0 400 100 : : : : Changes from: March 27, 2018 : : 1,200 0 0 1,200 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 54.2 0.0 8.7 9.7 6.5 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 April 6, 2018