Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 31,544 : : Positions : : 10,143 15,191 3,336 327 436 1,050 8,766 956 12,173 2,105 2,596 : : : : Changes from: October 2, 2018 : : -129 -188 -186 93 -2 60 60 0 81 -22 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 48.2 10.6 1.0 1.4 3.3 27.8 3.0 38.6 6.7 8.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 12 11 4 . . . 4 . 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 3,808 : : Positions : : 1,618 2,291 85 245 46 215 0 0 1,298 564 280 : : : : Changes from: October 2, 2018 : : -20 0 0 15 -15 10 0 0 15 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 60.2 2.2 6.4 1.2 5.6 0.0 0.0 34.1 14.8 7.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 5 . . . . 0 0 6 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 31,997 : : Positions : : 19,235 22,267 0 3,779 3,889 7,101 0 92 506 1,417 84 : : : : Changes from: October 2, 2018 : : -1,445 -2,418 0 239 -771 -209 -14 0 -222 -399 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 69.6 0.0 11.8 12.2 22.2 0.0 0.3 1.6 4.4 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 19 0 4 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 43,001 : : Positions : : 29,700 35,968 1,643 255 4,503 700 975 0 5,075 100 1,200 : : : : Changes from: October 2, 2018 : : 75 1,550 1,250 50 -609 225 0 0 50 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 83.6 3.8 0.6 10.5 1.6 2.3 0.0 11.8 0.2 2.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 20 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 21,410 : : Positions : : 17,276 15,935 0 3,685 830 0 0 0 2,450 175 725 : : : : Changes from: October 2, 2018 : : 543 1,210 -25 -467 350 0 0 0 25 -200 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 74.4 0.0 17.2 3.9 0.0 0.0 0.0 11.4 0.8 3.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 149,996 : : Positions : : 133,395 108,517 1,655 24,565 6,731 2,085 5,040 1,140 2,600 1,650 2,120 : : : : Changes from: October 2, 2018 : : -71 -1,672 277 1,640 -982 -100 -352 -165 -30 -62 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 72.3 1.1 16.4 4.5 1.4 3.4 0.8 1.7 1.1 1.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 30 . . 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 43,910 : : Positions : : 30,288 28,128 9,629 5,906 1,967 375 5,993 621 700 1,145 150 : : : : Changes from: October 2, 2018 : : -1,848 -2,027 -399 85 -396 0 -345 116 -275 -235 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 64.1 21.9 13.5 4.5 0.9 13.6 1.4 1.6 2.6 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 18 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 29,565 : : Positions : : 24,681 20,085 3,874 8,495 860 150 0 0 0 125 0 : : : : Changes from: October 2, 2018 : : -1,889 -1,425 17 -297 -113 0 0 0 -25 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 67.9 13.1 28.7 2.9 0.5 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 14 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 44,992 : : Positions : : 34,087 34,772 7,095 8,005 785 1,300 800 100 1,100 0 410 : : : : Changes from: October 2, 2018 : : -1,160 1,467 900 -1,065 70 500 -50 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 77.3 15.8 17.8 1.7 2.9 1.8 0.2 2.4 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 25 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 69,529 : : Positions : : 47,227 45,394 5,889 18,110 4,340 9,885 1,120 185 1,255 0 380 : : : : Changes from: October 2, 2018 : : -865 698 665 -121 -360 525 -140 -25 -10 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 65.3 8.5 26.0 6.2 14.2 1.6 0.3 1.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 25 4 . 4 5 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 73,326 : : Positions : : 53,612 52,790 13,270 18,025 300 400 390 25 4,155 0 1,260 : : : : Changes from: October 2, 2018 : : -2,371 -1,687 -400 -1,040 0 -50 -105 0 -55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 72.0 18.1 24.6 0.4 0.5 0.5 0.0 5.7 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 23 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 106,365 : : Positions : : 76,535 66,344 21,600 37,405 1,085 720 130 0 5,210 0 825 : : : : Changes from: October 2, 2018 : : -3,108 -2,887 -265 -1,924 0 -250 -10 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 62.4 20.3 35.2 1.0 0.7 0.1 0.0 4.9 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 25 . . . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 33,585 : : Positions : : 22,035 31,180 8,860 50 2,040 455 0 0 75 25 0 : : : : Changes from: October 2, 2018 : : -1,310 -1,325 105 0 -200 -110 0 0 -75 -205 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 92.8 26.4 0.1 6.1 1.4 0.0 0.0 0.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 4 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 25,047 : : Positions : : 22,077 20,322 0 2,210 2,155 0 300 0 695 0 60 : : : : Changes from: October 2, 2018 : : -3,345 -445 0 -2,885 -515 0 0 0 30 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 81.1 0.0 8.8 8.6 0.0 1.2 0.0 2.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 19 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 51,053 : : Positions : : 33,130 31,322 150 8,640 7,017 3,422 0 125 3,420 424 3,496 : : : : Changes from: October 2, 2018 : : -1,141 -2,665 -150 6 73 -1,271 0 -2 -378 -270 -221 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 61.4 0.3 16.9 13.7 6.7 0.0 0.2 6.7 0.8 6.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 26 . . . 6 0 . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 9,790 : : Positions : : 6,650 6,400 1,060 600 700 200 0 0 0 1,000 850 : : : : Changes from: October 2, 2018 : : -705 -1,045 100 0 -100 0 0 0 -50 200 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 65.4 10.8 6.1 7.2 2.0 0.0 0.0 0.0 10.2 8.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 46,063 : : Positions : : 32,658 42,653 9,880 100 3,005 455 0 0 0 25 0 : : : : Changes from: October 2, 2018 : : -1,805 -2,445 -570 0 385 -110 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 92.6 21.4 0.2 6.5 1.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 21 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 42,186 : : Positions : : 37,271 27,671 690 13,545 665 1,800 0 0 1,025 80 225 : : : : Changes from: October 2, 2018 : : -3,805 -2,410 -30 -1,630 295 -100 0 0 -145 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 65.6 1.6 32.1 1.6 4.3 0.0 0.0 2.4 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 October 9, 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 53,940 : : Positions : : 41,760 44,217 6,913 7,945 400 900 0 0 3,044 500 225 : : : : Changes from: October 2, 2018 : : -1,070 -2,189 353 -225 0 -100 0 0 75 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 82.0 12.8 14.7 0.7 1.7 0.0 0.0 5.6 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 59,382 : : Positions : : 46,445 47,394 6,928 7,870 1,310 200 0 0 3,466 2,000 240 : : : : Changes from: October 2, 2018 : : -875 -1,265 448 -315 0 0 0 0 195 -450 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 79.8 11.7 13.3 2.2 0.3 0.0 0.0 5.8 3.4 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 83,001 : : Positions : : 73,282 72,235 7,322 6,424 1,924 0 50 0 0 1,947 406 : : : : Changes from: October 2, 2018 : : -5,097 -6,225 -568 -268 62 0 -50 0 0 989 -449 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 87.0 8.8 7.7 2.3 0.0 0.1 0.0 0.0 2.3 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 24 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 109,947 : : Positions : : 95,417 97,128 8,807 7,609 1,984 296 387 219 1,202 905 1,703 : : : : Changes from: October 2, 2018 : : -6,196 -8,110 -1,309 -913 64 -15 44 5 -1,532 -10 -327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 88.3 8.0 6.9 1.8 0.3 0.4 0.2 1.1 0.8 1.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 26 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 49,700 : : Positions : : 44,044 44,660 864 623 3,867 25 300 0 775 125 125 : : : : Changes from: October 2, 2018 : : -2,069 -3,040 -1,406 -60 60 -50 -25 0 -50 -450 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 89.9 1.7 1.3 7.8 0.1 0.6 0.0 1.6 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 16 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 48,943 : : Positions : : 41,152 38,878 2,060 4,684 3,086 800 975 250 0 380 595 : : : : Changes from: October 2, 2018 : : 1,525 210 40 1,875 -646 0 -175 0 0 125 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 79.4 4.2 9.6 6.3 1.6 2.0 0.5 0.0 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 55,291 : : Positions : : 28,839 47,276 0 3,935 3,020 22,345 200 10 0 355 430 : : : : Changes from: October 2, 2018 : : -1,844 -385 -710 3,115 -1,855 5,075 0 -150 0 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 85.5 0.0 7.1 5.5 40.4 0.4 0.0 0.0 0.6 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 21 0 . . 4 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 36,808 : : Positions : : 20,047 35,680 15,713 0 283 15 50 465 0 0 0 : : : : Changes from: October 2, 2018 : : 546 2,535 2,466 0 -36 -120 0 120 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 96.9 42.7 0.0 0.8 0.0 0.1 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 5 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 33,361 : : Positions : : 19,610 32,076 13,016 0 470 0 555 0 100 0 0 : : : : Changes from: October 2, 2018 : : 1,120 2,805 1,593 0 -840 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 96.1 39.0 0.0 1.4 0.0 1.7 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 33,891 : : Positions : : 30,567 31,367 1,217 144 1,360 75 400 50 183 270 300 : : : : Changes from: October 2, 2018 : : -1,065 -915 -70 -258 100 0 0 50 -51 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 92.6 3.6 0.4 4.0 0.2 1.2 0.1 0.5 0.8 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 24,377 : : Positions : : 20,595 22,760 1,773 100 891 0 55 195 360 0 190 : : : : Changes from: October 2, 2018 : : -798 -538 -5 0 197 0 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 93.4 7.3 0.4 3.7 0.0 0.2 0.8 1.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 44,073 : : Positions : : 38,132 29,989 4,363 10,574 444 0 2,341 300 403 0 330 : : : : Changes from: October 2, 2018 : : 1,226 -588 -172 3,550 -333 -25 -1,577 300 67 -100 97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 68.0 9.9 24.0 1.0 0.0 5.3 0.7 0.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 20 . . . 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 40,366 : : Positions : : 35,142 26,003 3,088 12,847 786 620 0 285 120 275 130 : : : : Changes from: October 2, 2018 : : 2,024 145 -739 1,942 -154 100 0 -100 120 -90 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 64.4 7.7 31.8 1.9 1.5 0.0 0.7 0.3 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 20,798 : : Positions : : 10,166 17,013 3,830 276 3,500 2,928 0 0 150 0 0 : : : : Changes from: October 2, 2018 : : 640 190 -549 276 99 375 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 81.8 18.4 1.3 16.8 14.1 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 20,270 : : Positions : : 11,695 16,745 3,190 0 2,050 0 1,050 0 2,960 75 350 : : : : Changes from: October 2, 2018 : : -710 205 -210 0 45 -50 -125 0 465 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 82.6 15.7 0.0 10.1 0.0 5.2 0.0 14.6 0.4 1.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 21,300 : : Positions : : 12,885 17,245 3,310 0 1,830 0 1,800 0 2,830 75 350 : : : : Changes from: October 2, 2018 : : -680 205 -225 0 60 -50 -125 0 500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 81.0 15.5 0.0 8.6 0.0 8.5 0.0 13.3 0.4 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 21,225 : : Positions : : 13,335 13,030 5,800 7,105 970 0 0 0 960 0 0 : : : : Changes from: October 2, 2018 : : -140 -405 0 190 -100 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 61.4 27.3 33.5 4.6 0.0 0.0 0.0 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 25,311 : : Positions : : 11,004 17,190 9,275 4,565 335 190 100 35 3,770 2,680 390 : : : : Changes from: October 2, 2018 : : 80 -100 -285 220 -220 -285 -25 35 1,190 500 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 67.9 36.6 18.0 1.3 0.8 0.4 0.1 14.9 10.6 1.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 21,910 : : Positions : : 8,935 13,765 8,090 4,265 635 190 125 35 2,875 2,680 395 : : : : Changes from: October 2, 2018 : : 210 670 -55 320 -320 -85 -25 35 1,190 500 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 62.8 36.9 19.5 2.9 0.9 0.6 0.2 13.1 12.2 1.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 51,803 : : Positions : : 34,258 45,381 8,085 0 4,095 575 0 0 2,030 50 2,260 : : : : Changes from: October 2, 2018 : : -1,664 2,050 765 0 -710 -100 0 -25 1,025 -1,410 -405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 87.6 15.6 0.0 7.9 1.1 0.0 0.0 3.9 0.1 4.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 50,645 : : Positions : : 34,034 45,315 8,086 0 3,455 575 0 0 2,390 50 1,825 : : : : Changes from: October 2, 2018 : : -1,739 1,902 777 0 -722 -175 0 0 2,390 -635 -1,770 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 89.5 16.0 0.0 6.8 1.1 0.0 0.0 4.7 0.1 3.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 15 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 114,114 : : Positions : : 86,687 78,119 14,470 19,438 2,496 1,575 0 1,120 4,911 10,292 2,544 : : : : Changes from: October 2, 2018 : : -1,833 -5,401 0 -169 -53 130 -50 -360 -397 3,450 -2,038 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 68.5 12.7 17.0 2.2 1.4 0.0 1.0 4.3 9.0 2.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 25 . 4 4 . 0 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 128,094 : : Positions : : 97,336 81,404 16,980 26,921 1,944 3,185 1,770 575 5,611 13,271 2,094 : : : : Changes from: October 2, 2018 : : -3,632 -7,083 0 -380 -337 85 -210 -250 -877 3,188 -1,888 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 63.6 13.3 21.0 1.5 2.5 1.4 0.4 4.4 10.4 1.6 : : : : Number of Traders in Each Category Total Traders: 58 : : 34 28 . 4 5 . . . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 244,005 : : Positions : : 158,921 166,734 35,619 26,629 10,160 12,014 18,411 5,130 11,284 6,639 10,026 : : : : Changes from: October 2, 2018 : : -6,768 -7,432 3,373 -38 -1,883 -4,515 478 339 -1,652 -1,002 259 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 68.3 14.6 10.9 4.2 4.9 7.5 2.1 4.6 2.7 4.1 : : : : Number of Traders in Each Category Total Traders: 82 : : 35 38 5 . 5 10 6 8 13 5 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 33,040 : : Positions : : 16,090 32,505 9,762 0 0 930 0 20 5,808 230 285 : : : : Changes from: October 2, 2018 : : -470 -607 -375 0 0 -75 0 0 -200 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 98.4 29.5 0.0 0.0 2.8 0.0 0.1 17.6 0.7 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 9 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 32,095 : : Positions : : 15,118 30,170 10,259 0 0 250 1,320 195 5,771 80 330 : : : : Changes from: October 2, 2018 : : -835 -472 -478 0 0 0 85 -85 -197 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 94.0 32.0 0.0 0.0 0.8 4.1 0.6 18.0 0.2 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 9 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 15,967 : : Positions : : 4,740 8,997 8,317 2,670 760 200 1,390 0 100 300 0 : : : : Changes from: October 2, 2018 : : -830 -570 230 -55 -230 -50 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 56.3 52.1 16.7 4.8 1.3 8.7 0.0 0.6 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 10,885 : : Positions : : 2,385 8,475 6,830 800 600 75 140 35 125 0 0 : : : : Changes from: October 2, 2018 : : -330 -635 -335 -85 0 -25 -25 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 77.9 62.7 7.3 5.5 0.7 1.3 0.3 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 66,654 : : Positions : : 27,999 20,770 14,188 25,380 0 8,135 5,540 1,750 1,705 0 3,600 : : : : Changes from: October 2, 2018 : : -794 -547 -365 -1,335 0 -1,170 -315 0 135 0 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 31.2 21.3 38.1 0.0 12.2 8.3 2.6 2.6 0.0 5.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 18 . . 0 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 64,881 : : Positions : : 27,639 19,932 12,865 25,125 0 9,070 5,540 1,750 1,490 0 3,635 : : : : Changes from: October 2, 2018 : : -715 -600 -420 -1,415 0 -1,330 -315 0 135 0 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 30.7 19.8 38.7 0.0 14.0 8.5 2.7 2.3 0.0 5.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . 0 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 22,965 : : Positions : : 12,850 5,200 2,475 0 1,125 110 10,675 80 745 600 2,280 : : : : Changes from: October 2, 2018 : : -585 -300 -100 0 0 -95 150 -5 630 0 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 22.6 10.8 0.0 4.9 0.5 46.5 0.3 3.2 2.6 9.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 23,140 : : Positions : : 12,100 5,225 3,400 0 965 110 10,625 80 545 600 2,480 : : : : Changes from: October 2, 2018 : : -510 -250 -225 0 0 5 -50 -5 425 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 22.6 14.7 0.0 4.2 0.5 45.9 0.3 2.4 2.6 10.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 15,825 : : Positions : : 11,505 3,955 0 3,495 1,035 0 1,225 1,500 0 2,815 0 : : : : Changes from: October 2, 2018 : : -575 40 0 -570 90 0 -675 600 0 625 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 25.0 0.0 22.1 6.5 0.0 7.7 9.5 0.0 17.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 26,501 : : Positions : : 10,776 21,641 3,917 55 1,020 8,130 880 0 0 0 0 : : : : Changes from: October 2, 2018 : : -874 -1,799 -220 -280 -120 -1,035 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 81.7 14.8 0.2 3.8 30.7 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 October 9, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 36,900 : : Positions : : 14,330 30,790 10,155 0 490 4,000 1,350 150 4,340 950 700 : : : : Changes from: October 2, 2018 : : -535 -1,805 -745 0 0 -700 -5 100 1,025 900 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 83.4 27.5 0.0 1.3 10.8 3.7 0.4 11.8 2.6 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 34,145 : : Positions : : 12,835 28,405 9,275 0 340 3,740 1,400 350 4,290 600 700 : : : : Changes from: October 2, 2018 : : -720 -1,655 -560 0 0 -1,000 45 300 1,175 550 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 83.2 27.2 0.0 1.0 11.0 4.1 1.0 12.6 1.8 2.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 8 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 40,810 : : Positions : : 24,685 12,155 0 13,420 1,265 1,575 10,165 185 9,060 150 2,460 : : : : Changes from: October 2, 2018 : : -255 100 0 -2,080 250 -150 6,700 0 5,170 0 -470 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 29.8 0.0 32.9 3.1 3.9 24.9 0.5 22.2 0.4 6.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 0 . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 40,185 : : Positions : : 24,970 10,715 0 14,060 1,265 975 10,140 360 8,580 150 2,370 : : : : Changes from: October 2, 2018 : : -645 120 0 -2,070 250 -150 6,700 0 5,570 0 -470 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 26.7 0.0 35.0 3.1 2.4 25.2 0.9 21.4 0.4 5.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 0 . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 39,875 : : Positions : : 23,180 13,315 0 17,310 460 7,005 0 975 1,960 1,520 3,130 : : : : Changes from: October 2, 2018 : : -1,110 -95 0 -1,610 210 60 -50 0 -85 620 -600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 33.4 0.0 43.4 1.2 17.6 0.0 2.4 4.9 3.8 7.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 10 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 37,680 : : Positions : : 20,685 14,820 0 13,285 615 6,980 0 1,035 1,960 1,520 3,130 : : : : Changes from: October 2, 2018 : : -845 -245 0 -1,250 315 285 -50 0 -60 925 -600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 39.3 0.0 35.3 1.6 18.5 0.0 2.7 5.2 4.0 8.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 10 0 . . . 0 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 111,185 : : Positions : : 44,645 80,540 29,465 0 2,125 15,340 130 3,215 1,100 9,880 5,405 : : : : Changes from: October 2, 2018 : : 105 -1,015 -3,755 0 -30 7,695 115 -930 900 5,845 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 72.4 26.5 0.0 1.9 13.8 0.1 2.9 1.0 8.9 4.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 25 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 104,244 : : Positions : : 40,250 73,965 26,175 0 1,835 16,302 180 2,017 750 9,275 6,280 : : : : Changes from: October 2, 2018 : : 210 -800 -3,140 0 -130 7,620 105 -1,245 550 5,935 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 71.0 25.1 0.0 1.8 15.6 0.2 1.9 0.7 8.9 6.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 23 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 32,140 : : Positions : : 9,965 20,665 11,730 3,360 2,740 5,925 1,500 250 0 2,450 0 : : : : Changes from: October 2, 2018 : : -1,135 -240 1,980 -115 -595 -50 -100 250 0 1,250 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 64.3 36.5 10.5 8.5 18.4 4.7 0.8 0.0 7.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 24,370 : : Positions : : 7,640 15,510 10,625 2,855 2,005 2,575 75 390 0 2,400 0 : : : : Changes from: October 2, 2018 : : -615 125 1,855 -480 -785 10 -25 40 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 63.6 43.6 11.7 8.2 10.6 0.3 1.6 0.0 9.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 21,235 : : Positions : : 8,675 10,475 0 6,730 1,610 8,350 1,200 50 1,200 0 0 : : : : Changes from: October 2, 2018 : : 145 -420 0 1,865 -300 -100 -200 50 1,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 49.3 0.0 31.7 7.6 39.3 5.7 0.2 5.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 56,375 : : Positions : : 32,095 28,725 4,765 875 8,680 0 7,370 455 50 0 0 : : : : Changes from: October 2, 2018 : : -65 -1,315 -175 -35 300 -50 1,085 -435 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 51.0 8.5 1.6 15.4 0.0 13.1 0.8 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 9, 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 41,415 : : Positions : : 21,415 18,300 880 2,205 6,020 855 3,275 0 0 0 0 : : : : Changes from: October 2, 2018 : : 235 -1,025 -40 575 -575 -185 450 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 44.2 2.1 5.3 14.5 2.1 7.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . . . . . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 12, 2018