Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 34,790 : : Positions : : 12,431 17,839 3,892 296 354 954 8,189 1,184 12,299 2,924 2,915 : : : : Changes from: September 11, 2018 : : -438 -203 318 12 17 55 87 0 268 171 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 51.3 11.2 0.9 1.0 2.7 23.5 3.4 35.4 8.4 8.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 14 13 4 . . . . . 8 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 4,133 : : Positions : : 1,537 2,474 82 279 122 195 0 0 1,639 578 325 : : : : Changes from: September 11, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 59.9 2.0 6.8 3.0 4.7 0.0 0.0 39.7 14.0 7.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 5 . . . . 0 0 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 35,269 : : Positions : : 21,076 25,098 0 3,143 4,913 7,490 14 0 585 1,723 62 : : : : Changes from: September 11, 2018 : : -472 -472 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 71.2 0.0 8.9 13.9 21.2 0.0 0.0 1.7 4.9 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 22 0 . . 4 . 0 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 42,050 : : Positions : : 30,557 34,238 450 872 4,740 318 975 0 4,825 225 1,000 : : : : Changes from: September 11, 2018 : : 222 797 350 375 -141 175 75 0 500 0 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 81.4 1.1 2.1 11.3 0.8 2.3 0.0 11.5 0.5 2.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 16 . . . . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 22,492 : : Positions : : 18,178 16,645 50 4,072 785 0 0 0 2,640 200 710 : : : : Changes from: September 11, 2018 : : 475 400 0 -75 0 0 0 0 -50 100 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 74.0 0.2 18.1 3.5 0.0 0.0 0.0 11.7 0.9 3.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 154,763 : : Positions : : 134,462 113,249 1,626 21,588 8,315 3,410 5,545 1,215 2,625 1,785 2,820 : : : : Changes from: September 11, 2018 : : 2,455 2,467 -25 3,012 -1,737 -50 -3,298 300 -397 -190 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 73.2 1.1 13.9 5.4 2.2 3.6 0.8 1.7 1.2 1.8 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 33 . . 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 42,903 : : Positions : : 28,175 24,236 11,233 8,761 1,251 250 6,126 524 825 1,480 525 : : : : Changes from: September 11, 2018 : : 521 570 845 629 -276 25 171 -25 -50 -25 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 56.5 26.2 20.4 2.9 0.6 14.3 1.2 1.9 3.4 1.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 13 21 . . . . 4 . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 30,205 : : Positions : : 25,330 18,165 3,407 10,497 1,293 150 0 0 25 250 0 : : : : Changes from: September 11, 2018 : : -25 150 -350 -600 150 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 60.1 11.3 34.8 4.3 0.5 0.0 0.0 0.1 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 16 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 43,740 : : Positions : : 34,387 32,855 5,745 8,720 645 800 800 100 1,260 0 490 : : : : Changes from: September 11, 2018 : : -142 -342 0 -630 490 -950 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 75.1 13.1 19.9 1.5 1.8 1.8 0.2 2.9 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 25 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 68,738 : : Positions : : 47,021 43,737 6,499 19,576 3,625 8,805 1,160 210 1,760 0 430 : : : : Changes from: September 11, 2018 : : -125 -640 -250 -160 50 -1,275 -150 0 700 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 63.6 9.5 28.5 5.3 12.8 1.7 0.3 2.6 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 25 . . 4 5 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 75,104 : : Positions : : 54,989 53,553 14,220 18,645 300 450 495 25 3,275 0 1,600 : : : : Changes from: September 11, 2018 : : 20 540 75 230 0 0 0 0 915 0 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 71.3 18.9 24.8 0.4 0.6 0.7 0.0 4.4 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 23 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 108,443 : : Positions : : 78,618 67,831 22,095 37,704 1,265 750 140 0 4,155 0 1,190 : : : : Changes from: September 11, 2018 : : -340 -560 75 70 -75 -900 0 0 915 0 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 62.5 20.4 34.8 1.2 0.7 0.1 0.0 3.8 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 24 . 4 . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 32,690 : : Positions : : 22,115 29,130 6,575 0 3,165 565 0 0 150 215 0 : : : : Changes from: September 11, 2018 : : 0 325 325 0 -325 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 89.1 20.1 0.0 9.7 1.7 0.0 0.0 0.5 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 4 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 26,410 : : Positions : : 22,425 18,920 0 3,945 3,130 0 300 0 665 0 110 : : : : Changes from: September 11, 2018 : : -725 -350 0 -375 400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 71.6 0.0 14.9 11.9 0.0 1.1 0.0 2.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 51,201 : : Positions : : 30,526 32,534 300 7,173 7,255 4,481 5 168 5,236 1,094 2,955 : : : : Changes from: September 11, 2018 : : 778 1,220 0 -611 384 33 -5 -1 -488 80 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 63.5 0.6 14.0 14.2 8.8 0.0 0.3 10.2 2.1 5.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 24 26 . . . 6 . . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 10,435 : : Positions : : 7,095 7,125 900 600 800 200 0 0 50 800 1,050 : : : : Changes from: September 11, 2018 : : 320 845 90 0 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 68.3 8.6 5.7 7.7 1.9 0.0 0.0 0.5 7.7 10.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 44,313 : : Positions : : 32,113 40,453 8,035 0 3,545 565 0 0 0 25 0 : : : : Changes from: September 11, 2018 : : 184 574 375 0 -350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 91.3 18.1 0.0 8.0 1.3 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 45,659 : : Positions : : 41,169 30,279 720 14,855 200 1,900 0 0 900 100 225 : : : : Changes from: September 11, 2018 : : 750 590 0 175 0 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 66.3 1.6 32.5 0.4 4.2 0.0 0.0 2.0 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 23 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 50,779 : : Positions : : 39,700 41,016 6,095 7,740 425 400 0 0 3,031 500 425 : : : : Changes from: September 11, 2018 : : 2,185 2,425 560 0 0 0 0 0 60 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 80.8 12.0 15.2 0.8 0.8 0.0 0.0 6.0 1.0 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 57,697 : : Positions : : 45,005 45,104 6,630 7,780 1,340 200 0 0 3,304 2,450 425 : : : : Changes from: September 11, 2018 : : 1,340 1,950 560 0 0 200 0 0 230 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 78.2 11.5 13.5 2.3 0.3 0.0 0.0 5.7 4.2 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 81,173 : : Positions : : 70,583 73,324 7,865 4,517 1,612 0 100 0 0 448 1,036 : : : : Changes from: September 11, 2018 : : 2,631 2,834 -155 15 -20 0 0 0 0 -493 372 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 90.3 9.7 5.6 2.0 0.0 0.1 0.0 0.0 0.6 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 25 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 112,320 : : Positions : : 94,619 99,901 9,978 7,882 1,541 211 318 189 4,216 1,045 1,309 : : : : Changes from: September 11, 2018 : : 4,213 5,607 85 3 -8 31 -7 24 1,424 0 -449 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 88.9 8.9 7.0 1.4 0.2 0.3 0.2 3.8 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 25 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 50,570 : : Positions : : 44,443 45,280 1,945 758 3,657 25 200 0 500 675 0 : : : : Changes from: September 11, 2018 : : 633 1,950 1,275 325 -705 25 50 0 475 75 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 89.5 3.8 1.5 7.2 0.0 0.4 0.0 1.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 18 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 42,738 : : Positions : : 34,598 34,003 2,770 3,480 2,700 800 1,150 250 0 355 710 : : : : Changes from: September 11, 2018 : : 2,183 2,983 450 -550 200 0 0 0 0 -75 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 79.6 6.5 8.1 6.3 1.9 2.7 0.6 0.0 0.8 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 49,161 : : Positions : : 28,899 41,011 1,315 3,515 3,515 14,110 200 160 0 235 465 : : : : Changes from: September 11, 2018 : : -1,419 -1,410 0 -300 0 0 200 0 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 83.4 2.7 7.1 7.1 28.7 0.4 0.3 0.0 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 21 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 33,531 : : Positions : : 19,641 32,556 13,091 0 306 20 50 460 0 50 0 : : : : Changes from: September 11, 2018 : : 825 825 0 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 97.1 39.0 0.0 0.9 0.1 0.1 1.4 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 4 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 29,063 : : Positions : : 16,250 26,568 11,353 70 1,240 0 700 0 100 0 0 : : : : Changes from: September 11, 2018 : : 1,000 1,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 91.4 39.1 0.2 4.3 0.0 2.4 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 33,562 : : Positions : : 30,046 30,941 1,345 267 1,439 50 450 0 234 165 300 : : : : Changes from: September 11, 2018 : : 245 -155 -588 267 118 50 -100 0 0 -300 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 92.2 4.0 0.8 4.3 0.1 1.3 0.0 0.7 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 25,190 : : Positions : : 21,331 23,610 1,535 0 1,119 0 40 210 605 0 25 : : : : Changes from: September 11, 2018 : : 785 630 -615 0 180 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 93.7 6.1 0.0 4.4 0.0 0.2 0.8 2.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 43,830 : : Positions : : 37,379 31,297 5,107 6,944 555 25 4,423 0 356 250 278 : : : : Changes from: September 11, 2018 : : 367 658 342 60 -105 0 4 0 0 7 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 71.4 11.7 15.8 1.3 0.1 10.1 0.0 0.8 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 21 . . 4 . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 39,334 : : Positions : : 33,560 26,646 4,172 10,655 596 0 325 510 0 490 65 : : : : Changes from: September 11, 2018 : : 1,094 1,089 10 0 4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 67.7 10.6 27.1 1.5 0.0 0.8 1.3 0.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 17 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 21,368 : : Positions : : 10,470 17,402 4,605 651 3,300 2,675 0 3 75 0 0 : : : : Changes from: September 11, 2018 : : -450 505 655 -225 165 75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 81.4 21.6 3.0 15.4 12.5 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 20,800 : : Positions : : 12,365 16,820 3,400 0 2,005 50 1,175 0 2,370 225 575 : : : : Changes from: September 11, 2018 : : 800 300 155 0 -5 0 100 0 -550 0 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 80.9 16.3 0.0 9.6 0.2 5.6 0.0 11.4 1.1 2.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 21,575 : : Positions : : 13,300 17,080 3,535 0 1,770 50 1,925 0 2,155 175 625 : : : : Changes from: September 11, 2018 : : 780 300 155 0 -5 0 100 0 -550 0 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 79.2 16.4 0.0 8.2 0.2 8.9 0.0 10.0 0.8 2.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 8 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 24,645 : : Positions : : 11,051 17,285 9,490 4,445 555 475 125 0 2,455 1,805 430 : : : : Changes from: September 11, 2018 : : 170 110 45 100 0 0 -100 0 -105 0 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 70.1 38.5 18.0 2.3 1.9 0.5 0.0 10.0 7.3 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 10 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 20,445 : : Positions : : 9,355 13,080 8,045 4,045 955 275 150 0 1,260 1,805 410 : : : : Changes from: September 11, 2018 : : -10 115 45 100 0 0 -100 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 64.0 39.3 19.8 4.7 1.3 0.7 0.0 6.2 8.8 2.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 7 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 8,160 : : Positions : : 5,535 3,680 205 80 1,455 0 2,275 0 650 475 125 : : : : Changes from: September 11, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 45.1 2.5 1.0 17.8 0.0 27.9 0.0 8.0 5.8 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 50,951 : : Positions : : 33,624 40,296 7,255 0 4,805 675 50 25 670 2,395 3,360 : : : : Changes from: September 11, 2018 : : -465 -355 15 0 50 0 0 0 -955 -925 1,425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 79.1 14.2 0.0 9.4 1.3 0.1 0.0 1.3 4.7 6.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 50,835 : : Positions : : 33,398 40,443 7,244 0 4,177 750 50 0 2,655 3,885 2,280 : : : : Changes from: September 11, 2018 : : -420 315 140 0 50 0 0 0 -355 -950 1,380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 79.6 14.3 0.0 8.2 1.5 0.1 0.0 5.2 7.6 4.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 4 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 111,748 : : Positions : : 79,628 73,023 14,440 25,168 3,103 1,530 50 1,465 7,368 4,937 3,917 : : : : Changes from: September 11, 2018 : : 675 1,080 0 205 125 -200 0 0 -865 -1,590 1,340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 65.3 12.9 22.5 2.8 1.4 0.0 1.3 6.6 4.4 3.5 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 26 . 4 5 4 . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 128,552 : : Positions : : 93,075 82,036 16,950 30,096 2,465 3,320 2,105 725 9,283 8,618 2,372 : : : : Changes from: September 11, 2018 : : -216 994 0 -495 225 700 200 -900 -890 -1,070 1,565 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 63.8 13.2 23.4 1.9 2.6 1.6 0.6 7.2 6.7 1.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 27 . 4 5 . 4 . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 254,601 : : Positions : : 166,638 175,179 30,175 23,484 12,708 16,657 18,975 4,798 12,974 9,441 9,895 : : : : Changes from: September 11, 2018 : : 3,265 1,906 2,617 6,243 -1,968 800 -2,252 206 -1,143 -317 702 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 68.8 11.9 9.2 5.0 6.5 7.5 1.9 5.1 3.7 3.9 : : : : Number of Traders in Each Category Total Traders: 76 : : 33 36 . . 5 12 4 7 11 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 31,412 : : Positions : : 17,425 30,742 9,312 0 0 1,005 0 20 3,113 235 355 : : : : Changes from: September 11, 2018 : : -5 -125 -75 0 0 200 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 97.9 29.6 0.0 0.0 3.2 0.0 0.1 9.9 0.7 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 9 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 30,272 : : Positions : : 16,303 28,212 9,887 0 0 250 1,235 280 2,943 85 400 : : : : Changes from: September 11, 2018 : : -10 -115 -75 0 0 200 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 93.2 32.7 0.0 0.0 0.8 4.1 0.9 9.7 0.3 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 8 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 15,637 : : Positions : : 5,825 9,392 6,492 2,710 990 250 165 35 0 300 0 : : : : Changes from: September 11, 2018 : : 0 -15 300 315 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 60.1 41.5 17.3 6.3 1.6 1.1 0.2 0.0 1.9 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 September 18, 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 11,605 : : Positions : : 2,775 9,095 5,890 885 600 1,135 0 100 175 0 0 : : : : Changes from: September 11, 2018 : : 0 0 300 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 78.4 50.8 7.6 5.2 9.8 0.0 0.9 1.5 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 September 18, 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 62,956 : : Positions : : 26,703 21,597 14,473 24,890 0 11,725 5,855 0 0 585 1,750 : : : : Changes from: September 11, 2018 : : 626 -819 565 1,740 0 -1,530 150 0 0 -1,410 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 34.3 23.0 39.5 0.0 18.6 9.3 0.0 0.0 0.9 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . 0 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 61,196 : : Positions : : 26,053 21,011 13,205 24,715 0 13,050 5,855 0 0 620 1,750 : : : : Changes from: September 11, 2018 : : 1,395 -105 555 1,760 0 -1,520 150 0 0 -1,375 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 34.3 21.6 40.4 0.0 21.3 9.6 0.0 0.0 1.0 2.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 18 . . 0 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 20,065 : : Positions : : 12,585 4,850 2,275 0 825 205 8,475 35 0 2,035 650 : : : : Changes from: September 11, 2018 : : -515 -1,115 700 0 -235 0 0 0 0 1,300 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 24.2 11.3 0.0 4.1 1.0 42.2 0.2 0.0 10.1 3.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 8 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 20,080 : : Positions : : 11,760 4,825 3,325 0 665 105 8,625 35 0 2,030 650 : : : : Changes from: September 11, 2018 : : -490 -1,090 700 0 -235 0 0 0 0 1,300 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 24.0 16.6 0.0 3.3 0.5 43.0 0.2 0.0 10.1 3.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 7 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 28,200 : : Positions : : 11,050 22,840 4,137 335 1,140 9,165 930 0 0 0 0 : : : : Changes from: September 11, 2018 : : 0 1,800 1,800 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 81.0 14.7 1.2 4.0 32.5 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 33,090 : : Positions : : 13,630 28,210 10,700 0 490 3,625 1,155 0 1,280 50 620 : : : : Changes from: September 11, 2018 : : 750 400 -430 0 0 400 0 0 -320 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 85.3 32.3 0.0 1.5 11.0 3.5 0.0 3.9 0.2 1.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 30,440 : : Positions : : 12,420 25,775 9,635 0 340 3,565 1,155 0 1,180 50 600 : : : : Changes from: September 11, 2018 : : 750 400 -730 0 0 400 0 -10 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 84.7 31.7 0.0 1.1 11.7 3.8 0.0 3.9 0.2 2.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 31,855 : : Positions : : 22,480 10,650 0 16,065 175 1,800 3,390 45 5,385 150 905 : : : : Changes from: September 11, 2018 : : 1,300 1,615 0 545 -125 0 2,560 0 3,420 0 -390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 33.4 0.0 50.4 0.5 5.7 10.6 0.1 16.9 0.5 2.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 31,360 : : Positions : : 23,120 9,180 0 16,695 175 1,200 3,340 220 4,505 150 915 : : : : Changes from: September 11, 2018 : : 1,230 1,545 0 625 -125 0 2,560 0 3,500 0 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 29.3 0.0 53.2 0.6 3.8 10.7 0.7 14.4 0.5 2.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 36,005 : : Positions : : 23,450 11,455 0 17,970 425 7,820 750 250 2,045 3,085 185 : : : : Changes from: September 11, 2018 : : 630 450 0 50 0 0 -75 0 120 105 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 31.8 0.0 49.9 1.2 21.7 2.1 0.7 5.7 8.6 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 33,035 : : Positions : : 20,465 13,080 0 13,585 475 7,770 750 250 2,020 2,780 185 : : : : Changes from: September 11, 2018 : : 510 450 0 50 0 0 -75 0 120 105 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 39.6 0.0 41.1 1.4 23.5 2.3 0.8 6.1 8.4 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 98,010 : : Positions : : 40,205 78,425 33,835 0 1,595 6,850 430 2,825 200 2,190 4,225 : : : : Changes from: September 11, 2018 : : 425 1,395 375 0 180 2,085 0 120 -1,225 265 1,205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 80.0 34.5 0.0 1.6 7.0 0.4 2.9 0.2 2.2 4.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 23 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 90,835 : : Positions : : 35,465 71,205 29,930 0 1,615 7,250 0 2,535 625 2,020 4,605 : : : : Changes from: September 11, 2018 : : 460 1,380 705 0 275 2,085 0 25 -1,750 120 1,730 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 78.4 32.9 0.0 1.8 8.0 0.0 2.8 0.7 2.2 5.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 21 . 0 . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 31,455 : : Positions : : 10,680 20,400 9,025 3,525 3,435 6,900 1,600 0 0 1,150 50 : : : : Changes from: September 11, 2018 : : 15 665 340 290 -50 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 64.9 28.7 11.2 10.9 21.9 5.1 0.0 0.0 3.7 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 18 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 22,465 : : Positions : : 7,945 14,455 7,965 3,385 2,790 3,160 100 30 0 1,200 0 : : : : Changes from: September 11, 2018 : : 65 -35 120 220 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 64.3 35.5 15.1 12.4 14.1 0.4 0.1 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 18,160 : : Positions : : 9,080 9,995 0 3,540 1,910 6,050 1,775 0 0 0 0 : : : : Changes from: September 11, 2018 : : 500 500 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 55.0 0.0 19.5 10.5 33.3 9.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 56,075 : : Positions : : 31,595 30,175 3,170 240 9,010 50 4,435 890 0 25 0 : : : : Changes from: September 11, 2018 : : 1,030 430 -300 -300 300 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 53.8 5.7 0.4 16.1 0.1 7.9 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 18, 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 42,390 : : Positions : : 20,675 20,250 1,340 1,250 6,675 1,040 2,075 200 0 0 0 : : : : Changes from: September 11, 2018 : : 600 0 -300 300 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 47.8 3.2 2.9 15.7 2.5 4.9 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 19 . . . . . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 21, 2018