Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 39,709 : : Positions : : 13,109 19,963 6,727 533 97 1,094 7,462 2,309 11,810 4,508 3,554 : : : : Changes from: June 19, 2018 : : 286 -274 -187 0 32 -15 214 -49 -43 84 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 50.3 16.9 1.3 0.2 2.8 18.8 5.8 29.7 11.4 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 26, 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 4,912 : : Positions : : 2,234 2,714 93 294 196 190 55 30 1,330 799 487 : : : : Changes from: June 19, 2018 : : 139 135 -90 -10 57 -75 0 0 93 -30 146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 55.3 1.9 6.0 4.0 3.9 1.1 0.6 27.1 16.3 9.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 6 . . . . . . 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 19, 2018 : : 0 0 0 0 0 0 0 0 0 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: 46 : : 24 24 . . . . . 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 49,118 : : Positions : : 37,236 40,933 3,300 2,125 3,922 300 868 300 3,350 250 700 : : : : Changes from: June 19, 2018 : : 1,100 2,275 1,950 475 -513 -100 25 -25 -150 25 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 83.3 6.7 4.3 8.0 0.6 1.8 0.6 6.8 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 17 . . . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 24,262 : : Positions : : 21,057 16,180 25 5,147 1,355 100 0 0 1,070 925 655 : : : : Changes from: June 19, 2018 : : 16 741 0 -450 225 0 0 0 50 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 66.7 0.1 21.2 5.6 0.4 0.0 0.0 4.4 3.8 2.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 165,516 : : Positions : : 133,781 117,617 6,815 11,747 10,771 7,635 15,797 1,310 2,308 5,371 2,649 : : : : Changes from: June 19, 2018 : : 697 1,383 460 72 -40 -100 -690 40 -160 152 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 71.1 4.1 7.1 6.5 4.6 9.5 0.8 1.4 3.2 1.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 30 4 . 4 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 52,744 : : Positions : : 36,354 30,244 13,247 13,071 1,655 287 5,038 581 175 1,830 325 : : : : Changes from: June 19, 2018 : : -347 -537 -1,325 -135 -678 -170 -1,050 105 0 -120 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 57.3 25.1 24.8 3.1 0.5 9.6 1.1 0.3 3.5 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 17 . . . . 4 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 32,520 : : Positions : : 28,250 20,710 3,655 11,445 290 150 0 0 150 50 25 : : : : Changes from: June 19, 2018 : : -100 50 25 -150 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 63.7 11.2 35.2 0.9 0.5 0.0 0.0 0.5 0.2 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 26, 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 48,540 : : Positions : : 33,974 38,620 5,520 4,330 3,505 3,050 1,050 0 1,750 300 565 : : : : Changes from: June 19, 2018 : : 985 1,795 0 -900 175 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 79.6 11.4 8.9 7.2 6.3 2.2 0.0 3.6 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 79,123 : : Positions : : 50,458 55,390 4,808 9,141 9,182 11,930 3,405 800 1,074 450 586 : : : : Changes from: June 19, 2018 : : 2,118 1,724 -308 -1,139 497 -130 500 0 -600 0 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 70.0 6.1 11.6 11.6 15.1 4.3 1.0 1.4 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 25 . . 4 . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 74,744 : : Positions : : 51,678 54,209 17,325 16,700 1,270 600 770 45 2,140 275 1,210 : : : : Changes from: June 19, 2018 : : 4,615 4,465 400 250 0 0 0 0 -195 105 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 72.5 23.2 22.3 1.7 0.8 1.0 0.1 2.9 0.4 1.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 108,509 : : Positions : : 73,596 69,728 26,355 34,856 2,590 1,500 0 0 2,810 170 1,015 : : : : Changes from: June 19, 2018 : : 4,277 5,470 760 -173 -60 500 0 0 -240 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 64.3 24.3 32.1 2.4 1.4 0.0 0.0 2.6 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 24 . 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 30,505 : : Positions : : 22,680 26,635 3,885 0 3,495 300 0 0 125 130 20 : : : : Changes from: June 19, 2018 : : 460 485 25 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 87.3 12.7 0.0 11.5 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 26, 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 29,265 : : Positions : : 23,075 22,785 400 1,510 4,275 0 300 0 1,245 0 0 : : : : Changes from: June 19, 2018 : : -95 15 115 100 0 0 0 0 95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 77.9 1.4 5.2 14.6 0.0 1.0 0.0 4.3 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 26, 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 9,980 50 750 200 225 0 50 650 650 0 : : : : Changes from: June 19, 2018 : : 0 200 0 0 0 0 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 85.8 0.4 6.4 1.7 1.9 0.0 0.4 5.6 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 7 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 49,153 : : Positions : : 27,906 33,176 450 6,629 4,442 5,282 165 561 7,143 745 2,906 : : : : Changes from: June 19, 2018 : : 1,264 804 0 344 318 -14 4 20 -118 -18 -682 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 67.5 0.9 13.5 9.0 10.7 0.3 1.1 14.5 1.5 5.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 25 . . . 5 . 5 9 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 10,065 : : Positions : : 7,065 5,945 312 950 1,310 0 0 0 150 570 850 : : : : Changes from: June 19, 2018 : : 250 200 0 0 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 59.1 3.1 9.4 13.0 0.0 0.0 0.0 1.5 5.7 8.4 : : : : 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 26, 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 41,064 : : Positions : : 31,914 36,367 4,758 0 3,717 400 800 0 275 125 0 : : : : Changes from: June 19, 2018 : : 656 284 -322 0 222 100 200 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 88.6 11.6 0.0 9.1 1.0 1.9 0.0 0.7 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 22 4 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 42,986 : : Positions : : 36,172 30,635 850 9,173 987 2,705 1,091 70 1,060 530 500 : : : : Changes from: June 19, 2018 : : -333 1,076 0 -367 347 205 -145 0 90 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 71.3 2.0 21.3 2.3 6.3 2.5 0.2 2.5 1.2 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 19 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 51,271 : : Positions : : 40,464 40,653 6,689 8,855 150 1,600 0 0 1,195 300 585 : : : : Changes from: June 19, 2018 : : 850 840 180 360 -25 -100 0 0 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 79.3 13.0 17.3 0.3 3.1 0.0 0.0 2.3 0.6 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 59,381 : : Positions : : 47,310 45,413 6,338 9,015 875 2,050 0 0 1,715 2,800 550 : : : : Changes from: June 19, 2018 : : 1,145 1,375 260 560 -70 550 0 0 180 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 76.5 10.7 15.2 1.5 3.5 0.0 0.0 2.9 4.7 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 81,084 : : Positions : : 68,469 72,782 9,206 4,597 2,106 0 400 0 313 330 869 : : : : Changes from: June 19, 2018 : : 1,280 2,199 520 0 0 0 0 0 313 -155 -189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 89.8 11.4 5.7 2.6 0.0 0.5 0.0 0.4 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 23 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 120,477 : : Positions : : 100,734 103,564 13,113 8,050 1,921 0 2,720 125 2,542 2,265 1,822 : : : : Changes from: June 19, 2018 : : 2,559 3,056 911 260 -147 0 -70 0 -239 0 -474 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 86.0 10.9 6.7 1.6 0.0 2.3 0.1 2.1 1.9 1.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 24 . . . 0 6 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 54,650 : : Positions : : 47,074 50,080 3,266 235 4,085 0 200 25 200 25 0 : : : : Changes from: June 19, 2018 : : 1,500 2,100 0 -600 1,305 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 91.6 6.0 0.4 7.5 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 26, 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 40,818 : : Positions : : 32,673 29,608 150 4,385 3,835 950 2,425 250 1,830 0 250 : : : : Changes from: June 19, 2018 : : 540 690 -30 140 -80 0 -100 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 72.5 0.4 10.7 9.4 2.3 5.9 0.6 4.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 44,400 : : Positions : : 27,218 31,916 3,870 2,760 4,130 5,462 4,450 520 2,610 600 0 : : : : Changes from: June 19, 2018 : : 1,129 -18 -680 -20 300 35 850 -50 -300 -500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 71.9 8.7 6.2 9.3 12.3 10.0 1.2 5.9 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 . . . 5 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 39,504 : : Positions : : 21,693 36,459 17,413 0 277 0 1,245 20 0 1,081 2 : : : : Changes from: June 19, 2018 : : 41 103 20 0 0 -20 40 -30 0 -102 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 92.3 44.1 0.0 0.7 0.0 3.2 0.1 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 4 0 . 0 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 32,444 : : Positions : : 17,025 29,329 14,179 70 1,180 0 1,435 0 0 0 0 : : : : Changes from: June 19, 2018 : : 70 340 0 0 0 0 0 0 0 -270 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 90.4 43.7 0.2 3.6 0.0 4.4 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 June 26, 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 35,923 : : Positions : : 29,651 32,538 4,071 110 910 96 2,020 0 759 25 70 : : : : Changes from: June 19, 2018 : : 1,305 1,065 210 0 0 0 270 -40 -10 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 90.6 11.3 0.3 2.5 0.3 5.6 0.0 2.1 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 19 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 23,169 : : Positions : : 19,620 22,185 1,871 10 644 0 145 125 500 0 0 : : : : Changes from: June 19, 2018 : : 400 420 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 95.8 8.1 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 26, 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 51,233 : : Positions : : 45,334 30,780 3,833 11,967 902 175 7,207 160 594 15 140 : : : : Changes from: June 19, 2018 : : 123 -723 -189 30 25 -335 255 150 -102 -60 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 60.1 7.5 23.4 1.8 0.3 14.1 0.3 1.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 23 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 41,756 : : Positions : : 36,355 24,638 4,314 13,415 535 0 2,930 0 40 30 160 : : : : Changes from: June 19, 2018 : : -90 -230 -15 75 0 0 0 0 -52 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 59.0 10.3 32.1 1.3 0.0 7.0 0.0 0.1 0.1 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 June 26, 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 22,358 : : Positions : : 10,482 18,983 6,358 0 2,775 2,375 557 25 75 0 0 : : : : Changes from: June 19, 2018 : : 142 215 100 0 0 0 27 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 84.9 28.4 0.0 12.4 10.6 2.5 0.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 18,490 : : Positions : : 11,950 15,415 3,750 0 1,825 0 950 0 870 300 0 : : : : Changes from: June 19, 2018 : : -75 0 75 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 83.4 20.3 0.0 9.9 0.0 5.1 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 26, 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 21,470 : : Positions : : 14,080 15,695 5,520 0 925 105 4,575 0 600 225 50 : : : : Changes from: June 19, 2018 : : -5 0 25 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 73.1 25.7 0.0 4.3 0.5 21.3 0.0 2.8 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 23,665 : : Positions : : 14,745 15,935 6,500 6,380 1,345 0 0 0 840 0 0 : : : : Changes from: June 19, 2018 : : 105 -105 0 210 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 67.3 27.5 27.0 5.7 0.0 0.0 0.0 3.5 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 26, 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 22,425 : : Positions : : 9,029 17,630 10,840 3,360 1,210 675 0 100 175 25 100 : : : : Changes from: June 19, 2018 : : 265 1,100 600 -250 250 -150 0 100 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 78.6 48.3 15.0 5.4 3.0 0.0 0.4 0.8 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 17,800 : : Positions : : 7,263 12,910 7,605 2,910 1,755 675 0 100 75 25 100 : : : : Changes from: June 19, 2018 : : 180 830 600 -150 150 -150 0 100 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 72.5 42.7 16.3 9.9 3.8 0.0 0.6 0.4 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 19, 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 26, 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 19, 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 26, 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 46,601 : : Positions : : 33,204 39,541 9,335 0 1,935 1,000 450 0 175 4,270 405 : : : : Changes from: June 19, 2018 : : 5,215 1,665 -1,400 0 740 0 0 0 0 2,150 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 84.9 20.0 0.0 4.2 2.1 1.0 0.0 0.4 9.2 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 45,522 : : Positions : : 33,489 38,011 7,570 52 2,334 1,000 450 0 175 4,270 405 : : : : Changes from: June 19, 2018 : : 5,120 1,570 -1,400 0 775 0 0 0 0 2,150 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 83.5 16.6 0.1 5.1 2.2 1.0 0.0 0.4 9.4 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 12 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 118,457 : : Positions : : 87,429 79,996 14,690 28,273 3,314 495 2,385 2,200 8,099 149 1,985 : : : : Changes from: June 19, 2018 : : 1,203 3,295 0 -248 175 -100 340 250 2,015 -150 334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 67.5 12.4 23.9 2.8 0.4 2.0 1.9 6.8 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 24 . 5 4 . . . 9 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 138,732 : : Positions : : 104,155 93,068 17,000 36,708 1,514 5,060 4,455 650 8,545 854 1,483 : : : : Changes from: June 19, 2018 : : 1,562 1,595 -37 -134 44 -1,035 700 0 1,921 250 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 67.1 12.3 26.5 1.1 3.6 3.2 0.5 6.2 0.6 1.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 30 25 . 6 4 . . . 8 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 257,875 : : Positions : : 184,647 176,034 5,793 5,996 23,101 18,074 27,974 6,827 8,410 7,406 10,524 : : : : Changes from: June 19, 2018 : : -43 1,289 400 543 -862 -933 -1,243 351 786 -355 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 68.3 2.2 2.3 9.0 7.0 10.8 2.6 3.3 2.9 4.1 : : : : Number of Traders in Each Category Total Traders: 87 : : 35 39 4 . 4 12 5 7 14 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 32,233 : : Positions : : 21,001 31,124 8,222 0 309 555 225 175 1,798 400 0 : : : : Changes from: June 19, 2018 : : 80 455 300 0 0 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 96.6 25.5 0.0 1.0 1.7 0.7 0.5 5.6 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 7 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 30,996 : : Positions : : 19,453 29,538 8,957 0 183 0 480 595 1,433 100 100 : : : : Changes from: June 19, 2018 : : 0 375 300 0 0 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 95.3 28.9 0.0 0.6 0.0 1.5 1.9 4.6 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 7 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 16,450 : : Positions : : 7,230 10,002 3,372 1,960 2,028 1,135 0 100 325 100 0 : : : : Changes from: June 19, 2018 : : -115 60 200 0 -200 0 0 0 75 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 60.8 20.5 11.9 12.3 6.9 0.0 0.6 2.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 12,720 : : Positions : : 3,755 10,510 5,820 540 300 900 0 175 575 0 0 : : : : Changes from: June 19, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 82.6 45.8 4.2 2.4 7.1 0.0 1.4 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 60,702 : : Positions : : 21,751 27,331 17,283 20,850 125 14,040 0 0 300 5,210 800 : : : : Changes from: June 19, 2018 : : -40 40 40 -600 0 -140 0 0 -300 120 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 45.0 28.5 34.3 0.2 23.1 0.0 0.0 0.5 8.6 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 58,358 : : Positions : : 18,965 25,923 15,910 20,645 125 16,740 0 0 300 5,360 800 : : : : Changes from: June 19, 2018 : : -570 -90 40 -600 0 260 0 0 -300 120 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.5 44.4 27.3 35.4 0.2 28.7 0.0 0.0 0.5 9.2 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 21,615 : : Positions : : 15,030 6,425 0 465 2,415 310 8,700 40 600 600 0 : : : : Changes from: June 19, 2018 : : 600 0 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 29.7 0.0 2.2 11.2 1.4 40.2 0.2 2.8 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 7 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 20,565 : : Positions : : 13,865 6,375 1,205 20 2,080 410 8,700 0 0 600 0 : : : : Changes from: June 19, 2018 : : 600 0 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 31.0 5.9 0.1 10.1 2.0 42.3 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 7 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 31,361 : : Positions : : 12,001 24,589 2,432 1,160 1,175 12,645 0 0 0 1,080 0 : : : : Changes from: June 19, 2018 : : 135 -240 105 0 0 0 0 0 0 480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 78.4 7.8 3.7 3.7 40.3 0.0 0.0 0.0 3.4 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 26, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 37,435 : : Positions : : 14,885 32,510 14,070 0 950 4,430 0 120 600 1,475 0 : : : : Changes from: June 19, 2018 : : 95 875 525 0 -250 -100 0 100 600 245 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 86.8 37.6 0.0 2.5 11.8 0.0 0.3 1.6 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 33,825 : : Positions : : 13,235 29,595 12,680 0 725 4,505 0 120 600 1,425 0 : : : : Changes from: June 19, 2018 : : 95 675 325 0 -150 -100 0 100 600 245 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 87.5 37.5 0.0 2.1 13.3 0.0 0.4 1.8 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 24,435 : : Positions : : 20,320 8,865 0 14,175 300 1,470 270 50 805 75 160 : : : : Changes from: June 19, 2018 : : -300 -450 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 36.3 0.0 58.0 1.2 6.0 1.1 0.2 3.3 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 24,275 : : Positions : : 20,225 7,880 0 15,005 300 1,370 170 150 855 75 110 : : : : Changes from: June 19, 2018 : : -190 -340 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 32.5 0.0 61.8 1.2 5.6 0.7 0.6 3.5 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 36,920 : : Positions : : 26,725 10,730 0 22,770 175 6,270 325 540 2,160 1,600 0 : : : : Changes from: June 19, 2018 : : 20 0 0 20 0 0 0 0 0 0 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: 24 : : 13 5 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 19, 2018 : : 0 0 0 0 0 0 0 0 0 0 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: 23 : : 12 6 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 101,205 : : Positions : : 36,165 87,110 41,805 0 480 8,685 0 2,915 2,675 2,160 0 : : : : Changes from: June 19, 2018 : : 385 1,300 -430 0 0 500 0 0 845 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 86.1 41.3 0.0 0.5 8.6 0.0 2.9 2.6 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 24 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 91,405 : : Positions : : 35,790 78,550 35,305 0 455 6,830 30 2,520 2,775 2,060 0 : : : : Changes from: June 19, 2018 : : 585 1,280 -250 0 0 0 -100 100 845 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 85.9 38.6 0.0 0.5 7.5 0.0 2.8 3.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 22 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 8,300 3,445 3,045 900 2,250 0 3,650 1,000 200 : : : : Changes from: June 19, 2018 : : 0 0 -600 0 0 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 62.7 26.5 11.0 9.7 2.9 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 26, 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 19, 2018 : : 0 0 0 0 0 0 0 0 0 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 26, 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 56,295 : : Positions : : 34,920 33,405 725 945 7,900 500 105 1,075 0 1,750 0 : : : : Changes from: June 19, 2018 : : 900 200 0 700 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 59.3 1.3 1.7 14.0 0.9 0.2 1.9 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 20 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 26, 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 : : 20,230 21,080 110 1,120 6,860 2,270 0 0 0 700 100 : : : : Changes from: June 19, 2018 : : -120 0 0 -120 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 51.1 0.3 2.7 16.6 5.5 0.0 0.0 0.0 1.7 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 18 . . . . 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 29, 2018