Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 37,275 : : Positions : : 12,295 18,626 5,976 729 329 1,309 7,284 1,621 11,685 4,177 3,201 : : : : Changes from: June 26, 2018 : : -814 -1,337 -751 196 232 215 -178 -688 -125 -331 -353 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 50.0 16.0 2.0 0.9 3.5 19.5 4.3 31.3 11.2 8.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 14 11 4 . . . . . 7 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 4,469 : : Positions : : 2,135 2,743 55 239 211 245 0 0 1,192 670 337 : : : : Changes from: June 26, 2018 : : -99 29 -38 -55 15 55 -55 -30 -138 -129 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 61.4 1.2 5.3 4.7 5.5 0.0 0.0 26.7 15.0 7.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 7 . . . . 0 0 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 45,635 : : Positions : : 27,354 32,052 1,020 3,594 5,255 8,919 105 0 1,221 2,979 87 : : : : Changes from: June 26, 2018 : : 60 483 -39 -483 0 609 63 0 -105 84 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 70.2 2.2 7.9 11.5 19.5 0.2 0.0 2.7 6.5 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 23 . . . . . 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 42,948 : : Positions : : 32,251 36,002 3,390 1,335 3,847 275 1,194 0 2,875 250 300 : : : : Changes from: June 26, 2018 : : -4,985 -4,931 90 -790 -75 -25 326 -300 -475 0 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 83.8 7.9 3.1 9.0 0.6 2.8 0.0 6.7 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 17 . . . . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 20,962 : : Positions : : 17,907 14,345 0 3,757 1,455 0 0 0 1,020 825 580 : : : : Changes from: June 26, 2018 : : -3,150 -1,835 -25 -1,390 100 -100 0 0 -50 -100 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 68.4 0.0 17.9 6.9 0.0 0.0 0.0 4.9 3.9 2.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 166,253 : : Positions : : 131,308 115,652 6,210 11,798 10,826 7,095 15,597 1,310 2,268 4,505 2,724 : : : : Changes from: June 26, 2018 : : -2,473 -1,965 -605 51 55 -540 -200 0 -40 -866 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 69.6 3.7 7.1 6.5 4.3 9.4 0.8 1.4 2.7 1.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 31 4 . 4 4 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 52,547 : : Positions : : 36,298 29,994 13,719 13,921 1,154 225 5,189 584 175 1,505 200 : : : : Changes from: June 26, 2018 : : -56 -250 472 850 -501 -62 151 3 0 -325 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 57.1 26.1 26.5 2.2 0.4 9.9 1.1 0.3 2.9 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 16 . . . . 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 32,800 : : Positions : : 28,480 20,760 3,705 11,675 290 150 0 0 150 50 25 : : : : Changes from: June 26, 2018 : : 230 50 50 230 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 63.3 11.3 35.6 0.9 0.5 0.0 0.0 0.5 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 48,865 : : Positions : : 34,469 38,630 5,520 4,430 3,320 3,050 1,050 0 1,855 300 460 : : : : Changes from: June 26, 2018 : : 495 10 0 100 -185 0 0 0 105 0 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 79.1 11.3 9.1 6.8 6.2 2.1 0.0 3.8 0.6 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 78,030 : : Positions : : 49,390 53,775 5,498 9,700 8,308 11,350 3,105 1,205 924 450 586 : : : : Changes from: June 26, 2018 : : -1,068 -1,615 690 559 -874 -580 -300 405 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 68.9 7.0 12.4 10.6 14.5 4.0 1.5 1.2 0.6 0.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 25 . . 4 . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 74,890 : : Positions : : 51,730 54,069 16,960 16,950 970 600 770 45 2,140 195 1,210 : : : : Changes from: June 26, 2018 : : 52 -140 -365 250 -300 0 0 0 0 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 72.2 22.6 22.6 1.3 0.8 1.0 0.1 2.9 0.3 1.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 111,373 : : Positions : : 75,440 72,427 25,570 34,871 2,715 1,625 0 0 2,935 170 950 : : : : Changes from: June 26, 2018 : : 1,844 2,699 -785 15 125 125 0 0 125 0 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 65.0 23.0 31.3 2.4 1.5 0.0 0.0 2.6 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 24 . 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 30,620 : : Positions : : 22,495 26,670 3,805 0 3,575 300 0 0 425 130 20 : : : : Changes from: June 26, 2018 : : -185 35 -80 0 80 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 87.1 12.4 0.0 11.7 1.0 0.0 0.0 1.4 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 29,330 : : Positions : : 23,350 22,830 180 1,530 4,275 0 300 0 1,255 0 0 : : : : Changes from: June 26, 2018 : : 275 45 -220 20 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 77.8 0.6 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT 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 26, 2018 : : 0 0 0 0 0 0 0 0 0 0 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 52,389 : : Positions : : 29,648 35,081 450 7,273 5,466 5,452 156 437 7,703 748 2,789 : : : : Changes from: June 26, 2018 : : 1,742 1,905 0 644 1,024 170 -9 -124 560 3 -117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 67.0 0.9 13.9 10.4 10.4 0.3 0.8 14.7 1.4 5.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 24 26 . . . 6 . 4 9 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 10,350 : : Positions : : 7,350 6,230 312 950 1,310 0 0 0 150 570 850 : : : : Changes from: June 26, 2018 : : 285 285 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 60.2 3.0 9.2 12.7 0.0 0.0 0.0 1.4 5.5 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 41,384 : : Positions : : 31,639 36,607 4,748 0 3,797 550 800 0 625 100 25 : : : : Changes from: June 26, 2018 : : -275 240 -10 0 80 150 0 0 350 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 88.5 11.5 0.0 9.2 1.3 1.9 0.0 1.5 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 22 4 0 . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 45,581 : : Positions : : 38,312 32,224 850 9,708 1,212 2,675 1,192 70 1,320 675 500 : : : : Changes from: June 26, 2018 : : 2,140 1,589 0 535 225 -30 101 0 260 145 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 70.7 1.9 21.3 2.7 5.9 2.6 0.2 2.9 1.5 1.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 20 . . . . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 51,036 : : Positions : : 38,964 37,542 6,167 8,795 150 1,700 0 0 1,090 325 560 : : : : Changes from: June 26, 2018 : : -1,500 -3,111 -522 -60 0 100 0 0 -105 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 73.6 12.1 17.2 0.3 3.3 0.0 0.0 2.1 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 59,351 : : Positions : : 46,000 42,667 5,911 8,955 875 2,050 0 0 1,490 2,800 550 : : : : Changes from: June 26, 2018 : : -1,310 -2,746 -427 -60 0 0 0 0 -225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 71.9 10.0 15.1 1.5 3.5 0.0 0.0 2.5 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 82,213 : : Positions : : 69,491 73,840 9,234 4,554 2,121 0 400 0 271 325 973 : : : : Changes from: June 26, 2018 : : 1,022 1,058 28 -43 15 0 0 0 -42 -5 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 89.8 11.2 5.5 2.6 0.0 0.5 0.0 0.3 0.4 1.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 23 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 122,932 : : Positions : : 102,915 105,701 13,162 8,009 1,910 0 2,652 164 2,338 2,254 2,222 : : : : Changes from: June 26, 2018 : : 2,181 2,137 49 -41 -11 0 -68 39 -204 -11 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 86.0 10.7 6.5 1.6 0.0 2.2 0.1 1.9 1.8 1.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 25 . . . 0 6 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 54,700 : : Positions : : 47,049 50,130 3,341 235 4,085 0 200 25 200 25 0 : : : : Changes from: June 26, 2018 : : -25 50 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 91.6 6.1 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 40,563 : : Positions : : 31,854 28,578 150 4,590 3,630 900 2,525 250 1,765 0 250 : : : : Changes from: June 26, 2018 : : -819 -1,030 0 205 -205 -50 100 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 70.5 0.4 11.3 8.9 2.2 6.2 0.6 4.4 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 44,404 : : Positions : : 27,229 31,170 3,770 2,910 3,980 5,171 4,450 520 2,575 600 0 : : : : Changes from: June 26, 2018 : : 11 -746 -100 150 -150 -291 0 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 70.2 8.5 6.6 9.0 11.6 10.0 1.2 5.8 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 39,925 : : Positions : : 21,156 35,846 16,882 0 277 0 780 200 0 1,081 2 : : : : Changes from: June 26, 2018 : : -537 -613 -531 0 0 0 -465 180 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 89.8 42.3 0.0 0.7 0.0 2.0 0.5 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 4 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 32,654 : : Positions : : 16,700 28,112 14,002 70 1,180 0 1,290 0 0 0 0 : : : : Changes from: June 26, 2018 : : -325 -1,217 -177 0 0 0 -145 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 86.1 42.9 0.2 3.6 0.0 4.0 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 35,406 : : Positions : : 28,543 31,473 3,864 110 936 96 1,920 0 759 75 20 : : : : Changes from: June 26, 2018 : : -1,108 -1,065 -207 0 26 0 -100 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 88.9 10.9 0.3 2.6 0.3 5.4 0.0 2.1 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 18 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 23,829 : : Positions : : 19,485 21,695 1,858 10 644 0 160 110 500 0 0 : : : : Changes from: June 26, 2018 : : -135 -490 -13 0 0 0 15 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 91.0 7.8 0.0 2.7 0.0 0.7 0.5 2.1 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 51,864 : : Positions : : 45,185 30,341 4,248 12,017 862 75 7,263 95 561 143 135 : : : : Changes from: June 26, 2018 : : -149 -439 415 50 -40 -100 56 -65 -33 128 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 58.5 8.2 23.2 1.7 0.1 14.0 0.2 1.1 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 23 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 41,796 : : Positions : : 36,000 24,143 4,212 13,415 480 0 2,725 0 40 30 160 : : : : Changes from: June 26, 2018 : : -355 -495 -102 0 -55 0 -205 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 57.8 10.1 32.1 1.1 0.0 6.5 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,097 : : Positions : : 10,058 17,696 5,478 0 2,775 2,350 608 0 125 0 0 : : : : Changes from: June 26, 2018 : : -424 -1,287 -880 0 0 -25 51 -25 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 83.9 26.0 0.0 13.2 11.1 2.9 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 18,590 : : Positions : : 11,545 15,065 4,005 0 1,570 0 950 0 870 300 0 : : : : Changes from: June 26, 2018 : : -405 -350 255 0 -255 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 81.0 21.5 0.0 8.4 0.0 5.1 0.0 4.7 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 21,390 : : Positions : : 13,480 15,290 5,360 0 925 105 4,450 0 600 225 50 : : : : Changes from: June 26, 2018 : : -600 -405 -160 0 0 0 -125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 71.5 25.1 0.0 4.3 0.5 20.8 0.0 2.8 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 8 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 23,640 : : Positions : : 14,345 15,535 6,350 6,135 1,320 0 0 0 840 0 0 : : : : Changes from: June 26, 2018 : : -400 -400 -150 -245 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 65.7 26.9 26.0 5.6 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 22,595 : : Positions : : 9,078 17,165 11,005 3,260 1,210 545 0 100 125 25 150 : : : : Changes from: June 26, 2018 : : 49 -465 165 -100 0 -130 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 76.0 48.7 14.4 5.4 2.4 0.0 0.4 0.6 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 17,870 : : Positions : : 6,840 12,555 7,900 2,810 1,610 545 0 100 25 25 150 : : : : Changes from: June 26, 2018 : : -423 -355 295 -100 -145 -130 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 70.3 44.2 15.7 9.0 3.0 0.0 0.6 0.1 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 10,965 : : Positions : : 7,375 4,425 810 195 1,620 0 3,875 0 600 550 125 : : : : Changes from: June 26, 2018 : : -65 -75 65 75 -90 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 40.4 7.4 1.8 14.8 0.0 35.3 0.0 5.5 5.0 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 7,660 : : Positions : : 5,765 4,700 0 545 905 0 700 0 600 625 75 : : : : Changes from: June 26, 2018 : : -15 0 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 61.4 0.0 7.1 11.8 0.0 9.1 0.0 7.8 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 47,001 : : Positions : : 31,923 38,515 8,940 0 1,935 1,000 650 0 50 4,320 555 : : : : Changes from: June 26, 2018 : : -1,281 -1,026 -395 0 0 0 200 0 -125 50 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 81.9 19.0 0.0 4.1 2.1 1.4 0.0 0.1 9.2 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 45,812 : : Positions : : 32,010 36,725 7,140 52 2,334 1,000 650 0 50 4,270 605 : : : : Changes from: June 26, 2018 : : -1,479 -1,286 -430 0 0 0 200 0 -125 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 80.2 15.6 0.1 5.1 2.2 1.4 0.0 0.1 9.3 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 12 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 119,675 : : Positions : : 86,360 76,255 14,690 28,504 3,128 695 1,810 2,700 8,274 99 2,085 : : : : Changes from: June 26, 2018 : : -1,069 -3,741 0 231 -186 200 -575 500 175 -50 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 63.7 12.3 23.8 2.6 0.6 1.5 2.3 6.9 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 27 . 5 4 . . . 9 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 139,763 : : Positions : : 102,771 88,518 17,000 36,691 1,465 5,185 4,955 450 9,027 864 1,623 : : : : Changes from: June 26, 2018 : : -1,384 -4,550 0 -17 -49 125 500 -200 482 10 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 63.3 12.2 26.3 1.0 3.7 3.5 0.3 6.5 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 25 . 6 4 . . . 9 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 262,810 : : Positions : : 180,720 173,943 9,198 6,615 24,062 17,872 27,454 6,972 7,863 7,786 10,398 : : : : Changes from: June 26, 2018 : : -3,927 -2,091 3,405 619 961 -202 -520 145 -547 380 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 66.2 3.5 2.5 9.2 6.8 10.4 2.7 3.0 3.0 4.0 : : : : Number of Traders in Each Category Total Traders: 86 : : 35 40 4 . 4 12 5 9 13 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 33,083 : : Positions : : 20,956 30,432 8,042 0 509 1,155 95 30 1,798 490 5 : : : : Changes from: June 26, 2018 : : -45 -692 -180 0 200 600 -130 -145 0 90 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 92.0 24.3 0.0 1.5 3.5 0.3 0.1 5.4 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 7 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 31,331 : : Positions : : 19,503 27,616 8,752 0 303 0 950 625 1,433 190 105 : : : : Changes from: June 26, 2018 : : 50 -1,922 -205 0 120 0 470 30 0 90 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 88.1 27.9 0.0 1.0 0.0 3.0 2.0 4.6 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 8 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 16,620 : : Positions : : 7,880 10,072 2,867 1,960 2,128 1,135 0 100 250 100 0 : : : : Changes from: June 26, 2018 : : 650 70 -505 0 100 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 60.6 17.3 11.8 12.8 6.8 0.0 0.6 1.5 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 12,645 : : Positions : : 3,755 10,435 5,820 540 300 900 0 175 500 0 0 : : : : Changes from: June 26, 2018 : : 0 -75 0 0 0 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 82.5 46.0 4.3 2.4 7.1 0.0 1.4 4.0 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 60,702 : : Positions : : 21,651 27,331 17,283 20,450 125 14,040 0 0 250 5,460 850 : : : : Changes from: June 26, 2018 : : -100 0 0 -400 0 0 0 0 -50 250 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 45.0 28.5 33.7 0.2 23.1 0.0 0.0 0.4 9.0 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 58,633 : : Positions : : 19,205 25,863 15,910 20,645 0 16,740 0 0 300 5,660 800 : : : : Changes from: June 26, 2018 : : 240 -60 0 0 -125 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 44.1 27.1 35.2 0.0 28.6 0.0 0.0 0.5 9.7 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 20 . . 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 21,965 : : Positions : : 15,380 6,725 0 465 2,415 310 8,750 40 600 600 0 : : : : Changes from: June 26, 2018 : : 350 300 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 30.6 0.0 2.1 11.0 1.4 39.8 0.2 2.7 2.7 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 20,915 : : Positions : : 14,215 6,675 1,205 20 2,080 410 8,750 0 0 600 0 : : : : Changes from: June 26, 2018 : : 350 300 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 31.9 5.8 0.1 9.9 2.0 41.8 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_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 26, 2018 : : 0 0 0 0 0 0 0 0 0 0 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 38,075 : : Positions : : 15,245 32,775 14,070 0 950 4,180 0 370 830 1,550 0 : : : : Changes from: June 26, 2018 : : 360 265 0 0 0 -250 0 250 230 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 86.1 37.0 0.0 2.5 11.0 0.0 1.0 2.2 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 10 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 34,415 : : Positions : : 13,725 29,860 12,680 0 725 4,255 0 370 700 1,500 0 : : : : Changes from: June 26, 2018 : : 490 265 0 0 0 -250 0 250 100 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 86.8 36.8 0.0 2.1 12.4 0.0 1.1 2.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 10 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 24,725 : : Positions : : 20,610 8,865 0 14,175 300 1,470 330 50 805 305 160 : : : : Changes from: June 26, 2018 : : 290 0 0 0 0 0 60 0 0 230 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 35.9 0.0 57.3 1.2 5.9 1.3 0.2 3.3 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 24,450 : : Positions : : 20,400 7,880 0 15,005 300 1,370 245 150 855 175 110 : : : : Changes from: June 26, 2018 : : 175 0 0 0 0 0 75 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 32.2 0.0 61.4 1.2 5.6 1.0 0.6 3.5 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 37,550 : : Positions : : 26,825 11,505 0 22,645 175 6,720 225 490 2,160 1,600 0 : : : : Changes from: June 26, 2018 : : 100 775 0 -125 0 450 -100 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 30.6 0.0 60.3 0.5 17.9 0.6 1.3 5.8 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 6 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 34,530 : : Positions : : 23,505 14,105 0 17,050 175 7,265 225 175 2,060 1,600 0 : : : : Changes from: June 26, 2018 : : 120 795 0 -125 0 450 -100 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 40.8 0.0 49.4 0.5 21.0 0.7 0.5 6.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 7 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 102,625 : : Positions : : 37,600 88,055 41,430 0 555 8,595 0 3,065 2,650 2,160 250 : : : : Changes from: June 26, 2018 : : 1,435 945 -375 0 75 -90 0 150 -25 0 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 85.8 40.4 0.0 0.5 8.4 0.0 3.0 2.6 2.1 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 25 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 92,335 : : Positions : : 36,975 79,060 34,730 0 600 6,725 0 2,700 2,750 2,060 0 : : : : Changes from: June 26, 2018 : : 1,185 510 -575 0 145 -105 -30 180 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 85.6 37.6 0.0 0.6 7.3 0.0 2.9 3.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 22 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 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 26, 2018 : : 0 0 0 0 0 0 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 23,965 : : Positions : : 9,210 14,345 7,310 3,625 3,805 0 175 0 2,975 1,300 0 : : : : Changes from: June 26, 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 July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 56,245 : : Positions : : 35,100 33,085 725 1,445 7,700 500 105 1,075 0 1,750 0 : : : : Changes from: June 26, 2018 : : 180 -320 0 500 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 58.8 1.3 2.6 13.7 0.9 0.2 1.9 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 20 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 41,225 : : Positions : : 20,230 21,080 110 1,120 6,860 2,270 0 0 0 700 100 : : : : Changes from: June 26, 2018 : : 0 0 0 0 0 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 July 6, 2018