Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 41,792 : : Positions : : 14,446 21,446 7,145 601 186 965 8,025 1,836 12,095 4,435 3,895 : : : : Changes from: May 22, 2018 : : -158 -628 247 0 -41 0 21 -18 3 714 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 51.3 17.1 1.4 0.4 2.3 19.2 4.4 28.9 10.6 9.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 15 12 4 . . . 6 4 7 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 4,677 : : Positions : : 2,236 2,528 112 284 77 235 125 30 1,090 888 343 : : : : Changes from: May 22, 2018 : : 55 65 5 0 0 5 0 0 -5 0 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 54.1 2.4 6.1 1.6 5.0 2.7 0.6 23.3 19.0 7.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 6 . . . . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 47,902 : : Positions : : 29,740 34,269 1,910 4,397 5,255 8,225 21 131 1,659 3,166 127 : : : : Changes from: May 22, 2018 : : 46 -21 -88 0 0 -46 21 0 88 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 71.5 4.0 9.2 11.0 17.2 0.0 0.3 3.5 6.6 0.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 23 . . . 5 . . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 48,658 : : Positions : : 37,968 40,571 50 2,341 3,900 400 901 375 5,500 0 450 : : : : Changes from: May 22, 2018 : : 742 1,092 0 -116 -10 -100 -99 100 175 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 83.4 0.1 4.8 8.0 0.8 1.9 0.8 11.3 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 18 . . . . . . 7 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 25,491 : : Positions : : 22,611 15,894 25 6,587 1,055 75 0 25 695 925 1,005 : : : : Changes from: May 22, 2018 : : 630 1,105 0 -425 -125 0 0 0 50 0 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 62.4 0.1 25.8 4.1 0.3 0.0 0.1 2.7 3.6 3.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 175,466 : : Positions : : 140,706 123,682 8,932 10,511 11,344 7,620 19,127 1,240 2,476 6,386 2,906 : : : : Changes from: May 22, 2018 : : -686 -440 299 -182 -70 -200 -325 0 -134 216 134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 70.5 5.1 6.0 6.5 4.3 10.9 0.7 1.4 3.6 1.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 32 31 4 . 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 56,798 : : Positions : : 35,571 34,959 15,927 11,792 2,376 1,097 6,138 506 1,125 952 75 : : : : Changes from: May 22, 2018 : : 848 -465 25 1,125 -160 50 13 -150 -325 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 61.5 28.0 20.8 4.2 1.9 10.8 0.9 2.0 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 15 . . . 4 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 33,980 : : Positions : : 29,259 21,935 4,070 11,445 325 150 0 0 75 175 100 : : : : Changes from: May 22, 2018 : : -75 75 175 25 -185 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 64.6 12.0 33.7 1.0 0.4 0.0 0.0 0.2 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 49,310 : : Positions : : 34,859 36,465 5,210 6,310 3,520 3,050 1,850 0 1,935 375 590 : : : : Changes from: May 22, 2018 : : 525 -25 0 540 0 0 -50 0 50 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 74.0 10.6 12.8 7.1 6.2 3.8 0.0 3.9 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 77,339 : : Positions : : 49,243 53,717 5,246 10,955 8,420 11,925 2,520 660 1,055 427 625 : : : : Changes from: May 22, 2018 : : 1,858 1,378 -125 365 335 200 0 0 -100 -230 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 69.5 6.8 14.2 10.9 15.4 3.3 0.9 1.4 0.6 0.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 26 . . 4 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 69,454 : : Positions : : 45,913 49,829 16,895 15,795 1,690 600 140 275 2,325 50 1,280 : : : : Changes from: May 22, 2018 : : -80 495 360 45 0 0 50 0 155 -145 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 71.7 24.3 22.7 2.4 0.9 0.2 0.4 3.3 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 102,348 : : Positions : : 67,928 63,279 25,680 34,849 2,990 1,260 0 0 3,050 50 895 : : : : Changes from: May 22, 2018 : : -340 215 410 155 0 0 0 0 300 0 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 61.8 25.1 34.0 2.9 1.2 0.0 0.0 3.0 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 24 . 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 31,355 : : Positions : : 22,855 27,075 3,780 0 3,830 300 0 0 150 185 20 : : : : Changes from: May 22, 2018 : : 55 5 0 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 86.3 12.1 0.0 12.2 1.0 0.0 0.0 0.5 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 30,255 : : Positions : : 24,170 23,985 575 1,680 4,275 0 300 0 1,075 0 0 : : : : Changes from: May 22, 2018 : : -95 25 0 0 0 0 0 0 130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 79.3 1.9 5.6 14.1 0.0 1.0 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 15 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 11,001 : : Positions : : 9,155 9,701 250 850 200 475 0 50 871 200 0 : : : : Changes from: May 22, 2018 : : 75 0 0 0 0 -75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 88.2 2.3 7.7 1.8 4.3 0.0 0.5 7.9 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 8 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 47,360 : : Positions : : 27,691 29,944 600 6,908 3,467 5,471 277 659 4,489 1,139 4,446 : : : : Changes from: May 22, 2018 : : 501 166 0 114 127 168 122 -269 -546 -344 505 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 63.2 1.3 14.6 7.3 11.6 0.6 1.4 9.5 2.4 9.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 26 . . . 4 . 4 9 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 40,293 : : Positions : : 30,608 36,563 6,420 0 2,840 300 600 0 120 220 5 : : : : Changes from: May 22, 2018 : : -98 -398 -300 0 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 90.7 15.9 0.0 7.0 0.7 1.5 0.0 0.3 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 21 4 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 48,191 : : Positions : : 41,621 31,441 920 11,335 800 2,475 3,045 0 995 895 675 : : : : Changes from: May 22, 2018 : : -393 26 0 -100 -200 0 -99 0 145 -75 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 65.2 1.9 23.5 1.7 5.1 6.3 0.0 2.1 1.9 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 49,404 : : Positions : : 39,535 39,709 6,599 7,465 635 700 0 0 990 300 660 : : : : Changes from: May 22, 2018 : : 610 670 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 80.4 13.4 15.1 1.3 1.4 0.0 0.0 2.0 0.6 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 55,586 : : Positions : : 45,305 42,961 6,546 8,170 1,320 0 0 0 1,720 2,300 550 : : : : Changes from: May 22, 2018 : : 715 825 0 -100 0 0 0 0 50 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 77.3 11.8 14.7 2.4 0.0 0.0 0.0 3.1 4.1 1.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 80,088 : : Positions : : 67,561 72,176 8,994 3,352 2,151 0 450 0 0 602 1,197 : : : : Changes from: May 22, 2018 : : 1,241 493 80 105 -28 0 0 0 -406 322 281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 90.1 11.2 4.2 2.7 0.0 0.6 0.0 0.0 0.8 1.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 22 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 118,451 : : Positions : : 101,647 103,400 11,237 3,604 2,779 60 1,931 200 1,220 5,373 989 : : : : Changes from: May 22, 2018 : : 729 132 60 180 0 -5 2 55 -133 470 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 87.3 9.5 3.0 2.3 0.1 1.6 0.2 1.0 4.5 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 20 . . . . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 53,690 : : Positions : : 47,336 48,480 3,279 1,835 3,000 0 225 75 0 75 0 : : : : Changes from: May 22, 2018 : : -150 850 500 -275 175 0 0 0 0 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 90.3 6.1 3.4 5.6 0.0 0.4 0.1 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 15 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 40,384 : : Positions : : 31,989 29,964 775 4,690 3,420 950 1,650 250 1,855 0 325 : : : : Changes from: May 22, 2018 : : -60 110 120 0 -120 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 74.2 1.9 11.6 8.5 2.4 4.1 0.6 4.6 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 44,624 : : Positions : : 25,896 34,844 5,100 3,120 3,540 6,228 1,300 690 2,585 1,100 25 : : : : Changes from: May 22, 2018 : : 215 260 20 0 -120 -75 0 0 -395 -100 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 78.1 11.4 7.0 7.9 14.0 2.9 1.5 5.8 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 20 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 41,314 : : Positions : : 22,084 37,928 18,786 0 277 10 1,315 50 0 1,300 3 : : : : Changes from: May 22, 2018 : : -5 -3 -5 0 0 0 10 0 0 -17 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 91.8 45.5 0.0 0.7 0.0 3.2 0.1 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 4 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 34,066 : : Positions : : 17,240 30,761 15,586 70 1,180 0 1,580 0 0 0 0 : : : : Changes from: May 22, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 90.3 45.8 0.2 3.5 0.0 4.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 35,374 : : Positions : : 28,467 31,729 3,869 40 975 588 2,475 90 850 25 10 : : : : Changes from: May 22, 2018 : : 751 719 -85 0 32 22 -40 -110 -10 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 89.7 10.9 0.1 2.8 1.7 7.0 0.3 2.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 17 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 22,543 : : Positions : : 19,027 21,727 1,884 0 486 0 105 165 555 0 0 : : : : Changes from: May 22, 2018 : : -25 -10 0 -15 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 96.4 8.4 0.0 2.2 0.0 0.5 0.7 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 54,805 : : Positions : : 48,307 33,033 3,391 12,341 1,107 940 8,064 10 780 35 145 : : : : Changes from: May 22, 2018 : : 669 355 180 0 -76 -140 135 0 -117 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 60.3 6.2 22.5 2.0 1.7 14.7 0.0 1.4 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 45,124 : : Positions : : 39,723 27,120 4,151 13,613 638 0 3,445 0 40 100 160 : : : : Changes from: May 22, 2018 : : -407 -100 225 -99 -50 0 -70 0 0 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 60.1 9.2 30.2 1.4 0.0 7.6 0.0 0.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 16 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 23,057 : : Positions : : 11,276 19,698 6,053 0 2,775 2,350 341 225 100 0 0 : : : : Changes from: May 22, 2018 : : 0 -3 3 0 0 0 6 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 85.4 26.3 0.0 12.0 10.2 1.5 1.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 19,540 : : Positions : : 11,785 16,815 4,815 0 1,700 30 950 0 1,075 75 0 : : : : Changes from: May 22, 2018 : : 50 0 -25 0 25 -20 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 86.1 24.6 0.0 8.7 0.2 4.9 0.0 5.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 9 . 0 . . . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 22,195 : : Positions : : 13,710 17,070 6,725 0 650 30 4,425 0 800 25 25 : : : : Changes from: May 22, 2018 : : 475 200 475 0 -180 -20 700 0 -25 25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 76.9 30.3 0.0 2.9 0.1 19.9 0.0 3.6 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 8 . 0 . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CM Open Interest is 17,760 : : Positions : : 10,125 11,270 4,500 4,440 1,500 0 0 0 85 0 0 : : : : Changes from: May 22, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 63.5 25.3 25.0 8.4 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 23,320 : : Positions : : 14,100 15,775 6,750 5,890 1,595 0 0 0 85 0 0 : : : : Changes from: May 22, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 67.6 28.9 25.3 6.8 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 22,490 : : Positions : : 8,436 17,410 11,365 3,680 1,225 1,025 0 0 0 75 100 : : : : Changes from: May 22, 2018 : : 30 180 0 -150 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 77.4 50.5 16.4 5.4 4.6 0.0 0.0 0.0 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 10 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 17,860 : : Positions : : 6,886 12,835 7,735 3,030 1,870 1,025 0 0 0 25 100 : : : : Changes from: May 22, 2018 : : 15 15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 71.9 43.3 17.0 10.5 5.7 0.0 0.0 0.0 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 8 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 10,845 : : Positions : : 7,265 4,595 1,000 70 1,655 0 3,800 0 600 550 125 : : : : Changes from: May 22, 2018 : : 50 0 0 0 0 0 25 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 42.4 9.2 0.6 15.3 0.0 35.0 0.0 5.5 5.1 1.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 7,625 : : Positions : : 5,645 4,845 225 395 960 0 675 0 600 625 75 : : : : Changes from: May 22, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 63.5 3.0 5.2 12.6 0.0 8.9 0.0 7.9 8.2 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 42,131 : : Positions : : 28,572 35,535 10,590 0 1,185 1,000 75 0 200 5,225 75 : : : : Changes from: May 22, 2018 : : 1,625 2,500 -225 0 -100 0 0 0 0 -1,100 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 84.3 25.1 0.0 2.8 2.4 0.2 0.0 0.5 12.4 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 42,485 : : Positions : : 29,547 35,390 9,550 82 1,602 1,000 75 0 200 5,225 75 : : : : Changes from: May 22, 2018 : : 1,625 2,500 -225 0 50 0 0 0 0 -1,100 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 83.3 22.5 0.2 3.8 2.4 0.2 0.0 0.5 12.3 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 114,730 : : Positions : : 83,815 77,516 14,940 28,785 3,631 850 1,450 1,300 8,456 309 1,484 : : : : Changes from: May 22, 2018 : : 1,921 1,231 0 -250 400 -150 -70 150 -875 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 67.6 13.0 25.1 3.2 0.7 1.3 1.1 7.4 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 24 . 4 4 . . . 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 133,773 : : Positions : : 96,948 88,282 17,180 38,960 1,724 6,925 2,365 600 8,868 539 1,303 : : : : Changes from: May 22, 2018 : : 1,570 216 0 619 2 250 -45 0 -874 156 139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 66.0 12.8 29.1 1.3 5.2 1.8 0.4 6.6 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 27 . 5 4 . . . 8 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 272,878 : : Positions : : 198,184 183,656 5,122 8,681 23,043 18,907 27,492 8,162 8,765 11,573 10,241 : : : : Changes from: May 22, 2018 : : -909 -1,988 707 -32 -496 -544 300 497 -521 465 494 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 67.3 1.9 3.2 8.4 6.9 10.1 3.0 3.2 4.2 3.8 : : : : Number of Traders in Each Category Total Traders: 88 : : 34 39 4 4 4 9 7 7 15 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 32,785 : : Positions : : 22,626 31,021 6,247 0 1,059 680 225 175 1,723 300 0 : : : : Changes from: May 22, 2018 : : 120 120 200 0 0 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 94.6 19.1 0.0 3.2 2.1 0.7 0.5 5.3 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 8 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 31,443 : : Positions : : 21,210 29,515 7,057 0 748 0 380 695 1,358 0 100 : : : : Changes from: May 22, 2018 : : -60 140 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 93.9 22.4 0.0 2.4 0.0 1.2 2.2 4.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 8 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 17,177 : : Positions : : 7,665 10,677 3,657 1,670 2,325 1,050 100 100 50 0 0 : : : : Changes from: May 22, 2018 : : 200 -300 -200 0 200 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 62.2 21.3 9.7 13.5 6.1 0.6 0.6 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 13,575 : : Positions : : 4,250 11,160 6,065 425 415 900 75 175 450 0 0 : : : : Changes from: May 22, 2018 : : 100 -300 -100 0 0 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 82.2 44.7 3.1 3.1 6.6 0.6 1.3 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 56,385 : : Positions : : 18,036 26,806 17,415 17,455 125 13,795 0 100 575 5,520 625 : : : : Changes from: May 22, 2018 : : 1,745 1,200 1,960 3,060 125 650 0 -175 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 47.5 30.9 31.0 0.2 24.5 0.0 0.2 1.0 9.8 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 53,923 : : Positions : : 17,598 25,341 16,215 17,435 125 13,965 0 0 575 5,520 625 : : : : Changes from: May 22, 2018 : : 2,130 1,620 1,960 3,060 125 650 0 -175 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 47.0 30.1 32.3 0.2 25.9 0.0 0.0 1.1 10.2 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 22,280 : : Positions : : 15,540 6,730 50 835 2,435 260 9,045 140 565 25 35 : : : : Changes from: May 22, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 30.2 0.2 3.7 10.9 1.2 40.6 0.6 2.5 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 21,375 : : Positions : : 14,455 6,670 585 0 2,770 460 8,995 0 0 60 0 : : : : Changes from: May 22, 2018 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 31.2 2.7 0.0 13.0 2.2 42.1 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 11 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 29,531 : : Positions : : 12,046 23,141 2,140 1,185 1,210 11,000 0 0 0 600 0 : : : : Changes from: May 22, 2018 : : 0 250 0 0 0 250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 78.4 7.2 4.0 4.1 37.2 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 24,639 : : Positions : : 8,649 18,684 1,275 385 1,335 9,975 0 0 0 600 0 : : : : Changes from: May 22, 2018 : : 0 250 0 0 0 250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 75.8 5.2 1.6 5.4 40.5 0.0 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 39,070 : : Positions : : 15,015 33,835 15,300 0 1,250 5,105 0 25 0 1,585 0 : : : : Changes from: May 22, 2018 : : 595 395 -200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 86.6 39.2 0.0 3.2 13.1 0.0 0.1 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 35,095 : : Positions : : 13,260 30,580 13,675 0 875 5,180 0 25 0 1,535 0 : : : : Changes from: May 22, 2018 : : 740 360 -200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 87.1 39.0 0.0 2.5 14.8 0.0 0.1 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 14,925 : : Positions : : 12,525 4,020 400 4,995 305 0 3,685 0 0 500 0 : : : : Changes from: May 22, 2018 : : 60 10 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 26.9 2.7 33.5 2.0 0.0 24.7 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 13,405 : : Positions : : 10,575 3,690 400 3,795 805 0 3,665 0 0 100 0 : : : : Changes from: May 22, 2018 : : 35 5 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 27.5 3.0 28.3 6.0 0.0 27.3 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 27,025 : : Positions : : 22,725 10,225 0 14,590 300 1,320 220 525 795 0 370 : : : : Changes from: May 22, 2018 : : 350 0 0 350 0 75 0 0 -75 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 37.8 0.0 54.0 1.1 4.9 0.8 1.9 2.9 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 26,090 : : Positions : : 21,360 8,645 0 15,245 300 1,220 120 625 855 0 310 : : : : Changes from: May 22, 2018 : : 350 0 0 350 0 75 0 0 -75 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 33.1 0.0 58.4 1.1 4.7 0.5 2.4 3.3 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 38,095 : : Positions : : 27,555 10,830 0 23,645 175 6,685 300 565 2,160 1,650 0 : : : : Changes from: May 22, 2018 : : 400 400 0 -50 0 -50 0 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 28.4 0.0 62.1 0.5 17.5 0.8 1.5 5.7 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 7 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 34,790 : : Positions : : 24,040 13,535 0 17,545 175 6,955 350 125 2,060 1,650 0 : : : : Changes from: May 22, 2018 : : 400 400 0 -50 0 -50 0 125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 38.9 0.0 50.4 0.5 20.0 1.0 0.4 5.9 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 8 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 100,555 : : Positions : : 37,425 88,415 42,805 0 200 8,255 0 2,925 2,095 2,160 20 : : : : Changes from: May 22, 2018 : : 295 1,135 680 0 0 85 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 87.9 42.6 0.0 0.2 8.2 0.0 2.9 2.1 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 25 . 0 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 91,700 : : Positions : : 36,505 79,080 35,185 0 175 7,510 240 2,320 2,185 2,060 0 : : : : Changes from: May 22, 2018 : : 105 945 680 0 0 85 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 86.2 38.4 0.0 0.2 8.2 0.3 2.5 2.4 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 24 . 0 . . . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 29,800 : : Positions : : 14,995 15,585 6,840 3,805 3,205 0 3,970 175 2,525 1,000 200 : : : : Changes from: May 22, 2018 : : 775 175 0 300 0 0 300 -175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 52.3 23.0 12.8 10.8 0.0 13.3 0.6 8.5 3.4 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 22,515 : : Positions : : 9,400 12,035 5,600 4,425 3,865 0 175 0 2,875 1,300 0 : : : : Changes from: May 22, 2018 : : -95 -795 0 300 0 -180 0 -70 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 53.5 24.9 19.7 17.2 0.0 0.8 0.0 12.8 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 53,875 : : Positions : : 34,020 33,150 1,265 1,915 6,910 380 0 1,180 0 600 100 : : : : Changes from: May 22, 2018 : : -245 355 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 61.5 2.3 3.6 12.8 0.7 0.0 2.2 0.0 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 21 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 40,680 : : Positions : : 20,460 20,565 560 2,525 5,620 2,330 0 0 0 400 100 : : : : Changes from: May 22, 2018 : : -860 -260 0 -600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 50.6 1.4 6.2 13.8 5.7 0.0 0.0 0.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 . . . . 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 1, 2018