Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 39,780 : : Positions : : 12,823 20,237 6,914 533 65 1,109 7,248 2,358 11,853 4,424 3,580 : : : : Changes from: June 12, 2018 : : -306 84 217 0 -107 64 -165 206 289 136 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 50.9 17.4 1.3 0.2 2.8 18.2 5.9 29.8 11.1 9.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 14 11 4 . . . 4 4 7 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 4,609 : : Positions : : 2,095 2,579 183 304 139 265 55 30 1,237 829 341 : : : : Changes from: June 12, 2018 : : 119 224 39 15 0 5 0 0 205 5 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 56.0 4.0 6.6 3.0 5.7 1.2 0.7 26.8 18.0 7.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 6 . . . . . . 7 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 44,417 : : Positions : : 27,294 31,569 1,059 4,077 5,255 8,310 42 0 1,326 2,895 87 : : : : Changes from: June 12, 2018 : : 0 0 0 0 0 0 0 0 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 71.1 2.4 9.2 11.8 18.7 0.1 0.0 3.0 6.5 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 25 . . . . . 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 46,506 : : Positions : : 36,136 38,658 1,350 1,650 4,435 400 843 325 3,500 225 350 : : : : Changes from: June 12, 2018 : : 605 485 240 220 700 0 -25 0 -175 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 83.1 2.9 3.5 9.5 0.9 1.8 0.7 7.5 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 17 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 23,971 : : Positions : : 21,041 15,439 25 5,597 1,130 100 0 0 1,020 1,150 655 : : : : Changes from: June 12, 2018 : : 375 800 0 475 -25 0 0 0 775 -125 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 64.4 0.1 23.3 4.7 0.4 0.0 0.0 4.3 4.8 2.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 164,639 : : Positions : : 133,084 116,234 6,355 11,675 10,811 7,735 16,487 1,270 2,468 5,219 2,649 : : : : Changes from: June 12, 2018 : : -1,433 -962 -1,000 91 475 550 -630 30 110 -270 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 70.6 3.9 7.1 6.6 4.7 10.0 0.8 1.5 3.2 1.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 31 4 . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 55,134 : : Positions : : 36,701 30,781 14,572 13,206 2,333 457 6,088 476 175 1,950 300 : : : : Changes from: June 12, 2018 : : -85 -535 150 0 50 -325 50 -25 0 225 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 55.8 26.4 24.0 4.2 0.8 11.0 0.9 0.3 3.5 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 32,595 : : Positions : : 28,350 20,660 3,630 11,595 290 150 0 0 150 25 25 : : : : Changes from: June 12, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 63.4 11.1 35.6 0.9 0.5 0.0 0.0 0.5 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 47,470 : : Positions : : 32,989 36,825 5,520 5,230 3,330 3,050 1,050 0 1,850 300 565 : : : : Changes from: June 12, 2018 : : 470 1,030 -100 0 0 0 -700 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 77.6 11.6 11.0 7.0 6.4 2.2 0.0 3.9 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 25 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 77,406 : : Positions : : 48,340 53,666 5,116 10,280 8,685 12,060 2,905 800 1,674 450 446 : : : : Changes from: June 12, 2018 : : -210 -640 -40 160 10 325 400 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 69.3 6.6 13.3 11.2 15.6 3.8 1.0 2.2 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 27 . . 4 . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 69,904 : : Positions : : 47,063 49,744 16,925 16,450 1,270 600 770 45 2,335 170 1,190 : : : : Changes from: June 12, 2018 : : 1,555 1,985 600 120 -420 0 100 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 71.2 24.2 23.5 1.8 0.9 1.1 0.1 3.3 0.2 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 103,147 : : Positions : : 69,319 64,258 25,595 35,029 2,650 1,000 0 0 3,050 170 890 : : : : Changes from: June 12, 2018 : : 2,057 3,350 600 -280 -340 400 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 62.3 24.8 34.0 2.6 1.0 0.0 0.0 3.0 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 24 . 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 30,045 : : Positions : : 22,220 26,150 3,860 0 3,520 300 0 0 125 130 20 : : : : Changes from: June 12, 2018 : : 135 105 -25 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 87.0 12.8 0.0 11.7 1.0 0.0 0.0 0.4 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 29,150 : : Positions : : 23,170 22,770 285 1,410 4,275 0 300 0 1,150 0 0 : : : : Changes from: June 12, 2018 : : -130 -10 0 0 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 78.1 1.0 4.8 14.7 0.0 1.0 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 11,630 : : Positions : : 10,455 9,780 50 750 200 225 0 50 650 850 0 : : : : Changes from: June 12, 2018 : : 500 0 0 0 0 0 0 0 0 500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 84.1 0.4 6.4 1.7 1.9 0.0 0.4 5.6 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 7 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 48,331 : : Positions : : 26,642 32,372 450 6,285 4,124 5,296 161 541 7,261 763 3,588 : : : : Changes from: June 12, 2018 : : -112 408 0 -340 693 -28 0 28 202 -25 203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 67.0 0.9 13.0 8.5 11.0 0.3 1.1 15.0 1.6 7.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 25 . . . 6 . 5 10 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 9,815 : : Positions : : 6,815 5,745 312 950 1,310 0 0 0 200 570 800 : : : : Changes from: June 12, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 58.5 3.2 9.7 13.3 0.0 0.0 0.0 2.0 5.8 8.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 40,358 : : Positions : : 31,258 36,083 5,080 0 3,495 300 600 0 225 125 0 : : : : Changes from: June 12, 2018 : : 80 80 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 89.4 12.6 0.0 8.7 0.7 1.5 0.0 0.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 21 4 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 42,675 : : Positions : : 36,505 29,559 850 9,540 640 2,500 1,236 70 970 1,130 500 : : : : Changes from: June 12, 2018 : : -260 255 0 0 0 70 -250 0 195 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 69.3 2.0 22.4 1.5 5.9 2.9 0.2 2.3 2.6 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 50,151 : : Positions : : 39,614 39,813 6,509 8,495 175 1,700 0 0 1,015 300 585 : : : : Changes from: June 12, 2018 : : 2,604 3,104 120 480 0 1,000 0 0 -45 -15 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 79.4 13.0 16.9 0.3 3.4 0.0 0.0 2.0 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 57,316 : : Positions : : 46,165 44,038 6,078 8,455 945 1,500 0 0 1,535 2,600 550 : : : : Changes from: June 12, 2018 : : 2,640 3,020 120 440 0 1,200 0 0 -80 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 76.8 10.6 14.8 1.6 2.6 0.0 0.0 2.7 4.5 1.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 79,229 : : Positions : : 67,189 70,583 8,686 4,597 2,106 0 400 0 0 485 1,058 : : : : Changes from: June 12, 2018 : : 527 429 880 295 85 0 0 0 -558 155 289 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 89.1 11.0 5.8 2.7 0.0 0.5 0.0 0.0 0.6 1.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 23 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 117,852 : : Positions : : 98,175 100,508 12,202 7,790 2,068 0 2,790 125 2,781 2,265 2,296 : : : : Changes from: June 12, 2018 : : 910 506 1,449 1,695 -624 0 1,085 -10 845 -170 98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 85.3 10.4 6.6 1.8 0.0 2.4 0.1 2.4 1.9 1.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 23 23 . . . 0 6 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 51,845 : : Positions : : 45,574 47,980 3,266 835 2,780 0 200 25 200 25 0 : : : : Changes from: June 12, 2018 : : 300 0 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 92.5 6.3 1.6 5.4 0.0 0.4 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 40,178 : : Positions : : 32,133 28,918 180 4,245 3,915 950 2,525 250 1,730 0 250 : : : : Changes from: June 12, 2018 : : 964 329 30 -370 370 0 1,000 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 72.0 0.4 10.6 9.7 2.4 6.3 0.6 4.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 43,842 : : Positions : : 26,089 31,934 4,550 2,780 3,830 5,427 3,600 570 2,910 1,100 0 : : : : Changes from: June 12, 2018 : : 1,568 380 300 0 -100 -581 1,200 -60 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 72.8 10.4 6.3 8.7 12.4 8.2 1.3 6.6 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 . . . 5 . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 39,493 : : Positions : : 21,652 36,356 17,393 0 277 20 1,205 50 0 1,183 2 : : : : Changes from: June 12, 2018 : : 260 470 112 0 0 10 0 0 0 -98 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 92.1 44.0 0.0 0.7 0.1 3.1 0.1 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 4 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 32,374 : : Positions : : 16,955 28,989 14,179 70 1,180 0 1,435 0 0 270 0 : : : : Changes from: June 12, 2018 : : 270 0 0 0 0 0 0 0 0 270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 89.5 43.8 0.2 3.6 0.0 4.4 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 34,388 : : Positions : : 28,346 31,473 3,861 110 910 96 1,750 40 769 25 60 : : : : Changes from: June 12, 2018 : : 455 720 -95 0 0 0 -530 30 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 91.5 11.2 0.3 2.6 0.3 5.1 0.1 2.2 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 17 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 22,749 : : Positions : : 19,220 21,765 1,871 10 644 0 145 125 500 0 0 : : : : Changes from: June 12, 2018 : : 240 240 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 95.7 8.2 0.0 2.8 0.0 0.6 0.5 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 51,511 : : Positions : : 45,211 31,503 4,022 11,937 877 510 6,952 10 696 75 90 : : : : Changes from: June 12, 2018 : : 262 437 24 -175 -20 -400 -494 0 -108 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 61.2 7.8 23.2 1.7 1.0 13.5 0.0 1.4 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 41,911 : : Positions : : 36,445 24,868 4,329 13,340 535 0 2,930 0 92 30 160 : : : : Changes from: June 12, 2018 : : -1,382 -977 190 185 -133 0 -350 0 52 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 59.3 10.3 31.8 1.3 0.0 7.0 0.0 0.2 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 16 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 22,116 : : Positions : : 10,340 18,768 6,258 0 2,775 2,375 530 25 75 0 0 : : : : Changes from: June 12, 2018 : : 50 350 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 84.9 28.3 0.0 12.5 10.7 2.4 0.1 0.3 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 June 19, 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 18,415 : : Positions : : 12,025 15,415 3,675 0 1,750 0 950 0 870 300 0 : : : : Changes from: June 12, 2018 : : 500 0 -300 0 50 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 83.7 20.0 0.0 9.5 0.0 5.2 0.0 4.7 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 21,395 : : Positions : : 14,085 15,695 5,495 0 850 105 4,575 0 600 225 50 : : : : Changes from: June 12, 2018 : : 550 160 -300 0 100 105 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 73.4 25.7 0.0 4.0 0.5 21.4 0.0 2.8 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 23,560 : : Positions : : 14,640 16,040 6,500 6,170 1,345 0 0 0 840 0 0 : : : : Changes from: June 12, 2018 : : 1,200 1,310 0 120 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 68.1 27.6 26.2 5.7 0.0 0.0 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 21,225 : : Positions : : 8,764 16,530 10,240 3,610 960 825 0 0 25 25 100 : : : : Changes from: June 12, 2018 : : 325 325 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 77.9 48.2 17.0 4.5 3.9 0.0 0.0 0.1 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 16,870 : : Positions : : 7,083 12,080 7,005 3,060 1,605 825 0 0 25 25 100 : : : : Changes from: June 12, 2018 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 71.6 41.5 18.1 9.5 4.9 0.0 0.0 0.1 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 10,915 : : Positions : : 7,440 4,500 745 120 1,710 0 3,825 0 600 550 125 : : : : Changes from: June 12, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 41.2 6.8 1.1 15.7 0.0 35.0 0.0 5.5 5.0 1.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 7,585 : : Positions : : 5,780 4,700 0 495 905 0 700 0 600 625 75 : : : : Changes from: June 12, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 62.0 0.0 6.5 11.9 0.0 9.2 0.0 7.9 8.2 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 42,096 : : Positions : : 27,989 37,876 10,735 0 1,195 1,000 450 0 175 2,120 455 : : : : Changes from: June 12, 2018 : : 585 1,385 600 0 0 0 0 0 0 -200 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 90.0 25.5 0.0 2.8 2.4 1.1 0.0 0.4 5.0 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 41,077 : : Positions : : 28,369 36,441 8,970 52 1,559 1,000 450 0 175 2,120 455 : : : : Changes from: June 12, 2018 : : 95 255 0 40 2 0 0 0 0 -200 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 88.7 21.8 0.1 3.8 2.4 1.1 0.0 0.4 5.2 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 114,583 : : Positions : : 86,226 76,701 14,690 28,521 3,139 595 2,045 1,950 6,084 299 1,651 : : : : Changes from: June 12, 2018 : : 1,252 680 0 -190 -150 200 1,000 -200 65 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 66.9 12.8 24.9 2.7 0.5 1.8 1.7 5.3 0.3 1.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 24 . 4 . . . . 9 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 136,257 : : Positions : : 102,593 91,473 17,037 36,842 1,470 6,095 3,755 650 6,624 604 1,463 : : : : Changes from: June 12, 2018 : : 3,652 3,472 37 -1,188 63 -50 1,600 0 115 -50 212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 67.1 12.5 27.0 1.1 4.5 2.8 0.5 4.9 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 26 . 5 4 . . . 8 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 258,398 : : Positions : : 184,690 174,745 5,393 5,453 23,963 19,007 29,217 6,476 7,624 7,761 10,606 : : : : Changes from: June 12, 2018 : : -1,401 -2,866 -358 -401 305 941 1,907 -144 -845 -285 446 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 67.6 2.1 2.1 9.3 7.4 11.3 2.5 3.0 3.0 4.1 : : : : Number of Traders in Each Category Total Traders: 87 : : 36 39 4 . 4 11 6 6 14 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 31,778 : : Positions : : 20,921 30,669 7,922 0 309 555 225 175 1,723 400 0 : : : : Changes from: June 12, 2018 : : 140 0 150 0 -150 0 100 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 96.5 24.9 0.0 1.0 1.7 0.7 0.6 5.4 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 7 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 30,621 : : Positions : : 19,453 29,163 8,657 0 183 0 480 595 1,358 100 100 : : : : Changes from: June 12, 2018 : : 38 0 150 0 -70 0 100 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 95.2 28.3 0.0 0.6 0.0 1.6 1.9 4.4 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 7 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 16,495 : : Positions : : 7,345 9,942 3,172 1,960 2,228 1,135 0 100 250 0 0 : : : : Changes from: June 12, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 60.3 19.2 11.9 13.5 6.9 0.0 0.6 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 60,742 : : Positions : : 21,791 27,291 17,243 21,450 125 14,180 0 0 600 5,090 600 : : : : Changes from: June 12, 2018 : : -367 1,134 350 0 0 1,020 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 44.9 28.4 35.3 0.2 23.3 0.0 0.0 1.0 8.4 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 58,528 : : Positions : : 19,535 26,013 15,870 21,245 125 16,480 0 0 600 5,240 600 : : : : Changes from: June 12, 2018 : : -381 1,472 350 0 0 1,400 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 44.4 27.1 36.3 0.2 28.2 0.0 0.0 1.0 9.0 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 21,015 : : Positions : : 14,430 6,425 0 465 2,415 310 8,700 40 600 0 0 : : : : Changes from: June 12, 2018 : : 450 -300 -405 445 405 100 0 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 30.6 0.0 2.2 11.5 1.5 41.4 0.2 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 7 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 19,965 : : Positions : : 13,265 6,375 1,205 20 2,080 410 8,700 0 0 0 0 : : : : Changes from: June 12, 2018 : : 550 -200 -750 0 750 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 31.9 6.0 0.1 10.4 2.1 43.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 7 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 31,121 : : Positions : : 11,866 24,829 2,327 1,160 1,175 12,645 0 0 0 600 0 : : : : Changes from: June 12, 2018 : : 225 581 275 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 79.8 7.5 3.7 3.8 40.6 0.0 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 36,465 : : Positions : : 14,790 31,635 13,545 0 1,200 4,530 0 20 0 1,230 0 : : : : Changes from: June 12, 2018 : : 100 100 100 0 0 -100 0 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 86.8 37.1 0.0 3.3 12.4 0.0 0.1 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 32,955 : : Positions : : 13,140 28,920 12,355 0 875 4,605 0 20 0 1,180 0 : : : : Changes from: June 12, 2018 : : 100 400 400 0 0 -100 0 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 87.8 37.5 0.0 2.7 14.0 0.0 0.1 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 24,735 : : Positions : : 20,620 9,315 0 14,025 300 1,470 270 50 805 75 160 : : : : Changes from: June 12, 2018 : : 25 0 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 37.7 0.0 56.7 1.2 5.9 1.1 0.2 3.3 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 24,465 : : Positions : : 20,415 8,220 0 14,855 300 1,370 170 150 855 75 110 : : : : Changes from: June 12, 2018 : : 10 0 0 10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 33.6 0.0 60.7 1.2 5.6 0.7 0.6 3.5 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 36,900 : : Positions : : 26,705 10,730 0 22,750 175 6,270 325 540 2,160 1,600 0 : : : : Changes from: June 12, 2018 : : -5 100 0 20 0 75 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 29.1 0.0 61.7 0.5 17.0 0.9 1.5 5.9 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 5 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 33,800 : : Positions : : 23,385 13,310 0 17,175 175 6,815 325 125 2,060 1,600 0 : : : : Changes from: June 12, 2018 : : 35 100 0 60 0 75 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 39.4 0.0 50.8 0.5 20.2 1.0 0.4 6.1 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 6 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 99,605 : : Positions : : 35,780 85,810 42,235 0 480 8,185 0 2,915 1,830 2,160 20 : : : : Changes from: June 12, 2018 : : 150 1,515 1,190 0 0 225 0 0 -50 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 86.2 42.4 0.0 0.5 8.2 0.0 2.9 1.8 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 25 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 90,130 : : Positions : : 35,205 77,270 35,555 0 455 6,830 130 2,420 1,930 2,060 0 : : : : Changes from: June 12, 2018 : : 410 1,215 830 0 0 -75 -100 100 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 85.7 39.4 0.0 0.5 7.6 0.1 2.7 2.1 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 23 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 31,315 : : Positions : : 13,410 19,635 8,900 3,445 3,045 300 2,250 0 3,650 1,000 200 : : : : Changes from: June 12, 2018 : : 1,280 2,530 0 0 0 0 -100 0 1,150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 62.7 28.4 11.0 9.7 1.0 7.2 0.0 11.7 3.2 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 17 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 23,965 : : Positions : : 9,210 14,345 7,310 3,625 3,805 0 175 0 2,975 1,300 0 : : : : Changes from: June 12, 2018 : : 1,265 1,565 0 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 59.9 30.5 15.1 15.9 0.0 0.7 0.0 12.4 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 14 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 55,495 : : Positions : : 34,020 33,205 725 245 8,000 500 105 1,075 0 1,750 0 : : : : Changes from: June 12, 2018 : : 385 -565 0 0 0 200 0 0 0 1,150 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 59.8 1.3 0.4 14.4 0.9 0.2 1.9 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 20 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 19, 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 41,225 : : Positions : : 20,350 21,080 110 1,240 6,740 2,270 0 0 0 700 100 : : : : Changes from: June 12, 2018 : : 805 655 0 0 0 150 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 51.1 0.3 3.0 16.3 5.5 0.0 0.0 0.0 1.7 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 18 . . . . 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 22, 2018