Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 31,095 : : Positions : : 12,303 17,032 3,468 342 401 725 8,734 959 11,887 1,854 607 : : : : Changes from: October 9, 2018 : : 2,160 1,841 132 15 -35 -325 -32 3 -286 -251 -1,989 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 54.8 11.2 1.1 1.3 2.3 28.1 3.1 38.2 6.0 2.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 14 13 4 . . . 4 . 7 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 9, 2018 : : 0 0 0 0 0 0 0 0 0 0 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 16, 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 43,498 : : Positions : : 29,252 37,432 3,433 0 3,571 617 1,350 20 5,450 150 975 : : : : Changes from: October 9, 2018 : : -448 1,464 1,790 -255 -932 -83 375 20 375 50 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 86.1 7.9 0.0 8.2 1.4 3.1 0.0 12.5 0.3 2.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 20 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 22,349 : : Positions : : 17,476 17,385 335 3,195 659 0 0 0 3,100 400 650 : : : : Changes from: October 9, 2018 : : 200 1,450 335 -490 -171 0 0 0 650 225 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 77.8 1.5 14.3 2.9 0.0 0.0 0.0 13.9 1.8 2.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 153,060 : : Positions : : 136,775 111,032 1,585 24,874 6,640 1,305 4,901 1,730 2,690 1,600 2,065 : : : : Changes from: October 9, 2018 : : 3,380 2,515 -70 309 -91 -780 -139 590 90 -50 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 72.5 1.0 16.3 4.3 0.9 3.2 1.1 1.8 1.0 1.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 31 . . 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 44,188 : : Positions : : 30,688 28,099 9,915 6,016 2,069 358 5,911 528 100 1,215 350 : : : : Changes from: October 9, 2018 : : 400 -29 286 110 102 -17 -82 -93 -600 70 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 63.6 22.4 13.6 4.7 0.8 13.4 1.2 0.2 2.7 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 29,590 : : Positions : : 24,681 20,085 3,874 8,470 885 150 0 0 0 150 0 : : : : Changes from: October 9, 2018 : : 0 0 0 -25 25 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 67.9 13.1 28.6 3.0 0.5 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 14 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 45,257 : : Positions : : 34,417 35,497 6,770 7,285 1,045 1,300 800 100 1,100 0 410 : : : : Changes from: October 9, 2018 : : 330 725 -325 -720 260 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 78.4 15.0 16.1 2.3 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 16, 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 69,752 : : Positions : : 47,045 45,897 5,994 17,510 4,410 10,015 1,320 235 1,305 0 380 : : : : Changes from: October 9, 2018 : : -182 503 105 -600 70 130 200 50 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 65.8 8.6 25.1 6.3 14.4 1.9 0.3 1.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 25 4 . 4 7 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 75,441 : : Positions : : 55,727 54,835 13,270 18,095 300 400 390 25 4,155 0 1,260 : : : : Changes from: October 9, 2018 : : 2,115 2,045 0 70 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 72.7 17.6 24.0 0.4 0.5 0.5 0.0 5.5 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 16, 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 109,220 : : Positions : : 78,045 68,754 22,725 37,880 1,055 970 130 0 5,210 0 825 : : : : Changes from: October 9, 2018 : : 1,510 2,410 1,125 475 -30 250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 63.0 20.8 34.7 1.0 0.9 0.1 0.0 4.8 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 25 . . . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 36,540 : : Positions : : 24,810 33,960 9,040 50 2,040 455 0 0 75 25 0 : : : : Changes from: October 9, 2018 : : 2,775 2,780 180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 92.9 24.7 0.1 5.6 1.2 0.0 0.0 0.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 16 4 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 27,422 : : Positions : : 24,092 22,607 0 1,940 2,515 0 300 0 695 0 60 : : : : Changes from: October 9, 2018 : : 2,015 2,285 0 -270 360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 82.4 0.0 7.1 9.2 0.0 1.1 0.0 2.5 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 16, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 52,163 : : Positions : : 33,751 32,162 150 7,878 7,627 3,417 0 110 3,404 922 3,430 : : : : Changes from: October 9, 2018 : : 621 840 0 -762 610 -5 0 -15 -16 498 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 61.7 0.3 15.1 14.6 6.6 0.0 0.2 6.5 1.8 6.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 25 . . . 5 0 . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 9,990 : : Positions : : 6,950 6,400 860 600 900 100 0 0 0 1,000 850 : : : : Changes from: October 9, 2018 : : 300 0 -200 0 200 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 64.1 8.6 6.0 9.0 1.0 0.0 0.0 0.0 10.0 8.5 : : : : 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 16, 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 49,598 : : Positions : : 35,688 46,008 10,085 100 3,005 455 0 0 190 25 140 : : : : Changes from: October 9, 2018 : : 3,030 3,355 205 0 0 0 0 0 190 0 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 92.8 20.3 0.2 6.1 0.9 0.0 0.0 0.4 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 42,874 : : Positions : : 38,279 27,574 690 14,200 735 1,800 0 0 575 80 285 : : : : Changes from: October 9, 2018 : : 1,008 -97 0 655 70 0 0 0 -450 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 64.3 1.6 33.1 1.7 4.2 0.0 0.0 1.3 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 23 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 58,820 : : Positions : : 46,640 48,617 6,433 7,945 880 900 0 0 3,044 500 225 : : : : Changes from: October 9, 2018 : : 4,880 4,400 -480 0 480 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 82.7 10.9 13.5 1.5 1.5 0.0 0.0 5.2 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 64,597 : : Positions : : 51,010 52,129 7,073 7,870 1,790 200 0 0 3,491 2,000 240 : : : : Changes from: October 9, 2018 : : 4,565 4,735 145 0 480 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 80.7 10.9 12.2 2.8 0.3 0.0 0.0 5.4 3.1 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 83,561 : : Positions : : 73,763 72,573 7,457 6,414 1,934 0 50 0 0 2,265 310 : : : : Changes from: October 9, 2018 : : 481 338 135 -10 10 0 0 0 0 318 -96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 86.9 8.9 7.7 2.3 0.0 0.1 0.0 0.0 2.7 0.4 : : : : 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 16, 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 110,857 : : Positions : : 96,189 97,661 8,952 7,655 1,928 296 482 219 1,185 1,297 1,573 : : : : Changes from: October 9, 2018 : : 772 533 145 46 -56 0 95 0 -17 392 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 88.1 8.1 6.9 1.7 0.3 0.4 0.2 1.1 1.2 1.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 21 26 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 50,775 : : Positions : : 44,394 45,835 1,214 523 3,867 25 225 75 1,125 175 75 : : : : Changes from: October 9, 2018 : : 350 1,175 350 -100 0 0 -75 75 350 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 90.3 2.4 1.0 7.6 0.0 0.4 0.1 2.2 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 11 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 48,657 : : Positions : : 41,586 38,652 1,100 4,384 3,326 800 975 250 0 380 595 : : : : Changes from: October 9, 2018 : : 434 -226 -960 -300 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 79.4 2.3 9.0 6.8 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 16, 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 56,429 : : Positions : : 29,272 47,163 0 5,520 2,670 23,405 200 10 0 355 430 : : : : Changes from: October 9, 2018 : : 433 -113 0 1,585 -350 1,060 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 83.6 0.0 9.8 4.7 41.5 0.4 0.0 0.0 0.6 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 21 0 . . 5 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 37,284 : : Positions : : 20,466 36,174 15,751 0 356 65 50 415 0 0 0 : : : : Changes from: October 9, 2018 : : 419 494 38 0 73 50 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 97.0 42.2 0.0 1.0 0.2 0.1 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 14 4 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 33,736 : : Positions : : 20,045 32,461 12,956 0 470 0 555 0 100 0 0 : : : : Changes from: October 9, 2018 : : 435 385 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 96.2 38.4 0.0 1.4 0.0 1.6 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 34,421 : : Positions : : 31,297 31,262 1,217 529 1,210 75 850 0 183 270 300 : : : : Changes from: October 9, 2018 : : 730 -105 0 385 -150 0 450 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 90.8 3.5 1.5 3.5 0.2 2.5 0.0 0.5 0.8 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 : : 20,655 22,760 1,713 100 891 0 55 195 360 0 190 : : : : Changes from: October 9, 2018 : : 60 0 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 93.4 7.0 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 16, 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 44,685 : : Positions : : 38,453 30,966 4,428 10,859 404 0 1,350 735 358 0 265 : : : : Changes from: October 9, 2018 : : 321 977 65 285 -40 0 -991 435 -45 0 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 69.3 9.9 24.3 0.9 0.0 3.0 1.6 0.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 20 . . . 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 40,914 : : Positions : : 35,040 26,786 3,138 12,862 811 1,400 0 90 185 275 65 : : : : Changes from: October 9, 2018 : : -102 783 50 15 25 780 0 -195 65 0 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 65.5 7.7 31.4 2.0 3.4 0.0 0.2 0.5 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 21,343 : : Positions : : 10,016 17,038 3,780 551 3,745 3,428 0 0 150 0 0 : : : : Changes from: October 9, 2018 : : -150 25 -50 275 245 500 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 79.8 17.7 2.6 17.5 16.1 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 16, 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 : : 11,495 16,745 3,190 0 2,050 0 1,050 0 3,160 75 350 : : : : Changes from: October 9, 2018 : : -200 0 0 0 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 82.6 15.7 0.0 10.1 0.0 5.2 0.0 15.6 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 16, 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 21,250 : : Positions : : 12,885 17,195 3,310 0 1,830 0 1,800 0 2,780 75 350 : : : : Changes from: October 9, 2018 : : 0 -50 0 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 80.9 15.6 0.0 8.6 0.0 8.5 0.0 13.1 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 16, 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 9, 2018 : : 0 0 0 0 0 0 0 0 0 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 16, 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 25,776 : : Positions : : 11,394 17,530 9,275 4,565 335 140 100 60 3,770 2,680 490 : : : : Changes from: October 9, 2018 : : 390 340 0 0 0 -50 0 25 0 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 68.0 36.0 17.7 1.3 0.5 0.4 0.2 14.6 10.4 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 22,275 : : Positions : : 9,806 14,005 8,090 4,265 635 140 125 60 2,775 2,680 495 : : : : Changes from: October 9, 2018 : : 871 240 0 0 0 -50 0 25 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 62.9 36.3 19.1 2.9 0.6 0.6 0.3 12.5 12.0 2.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 52,258 : : Positions : : 35,788 45,186 8,060 0 4,095 575 0 0 1,490 1,210 1,750 : : : : Changes from: October 9, 2018 : : 1,530 -195 -25 0 0 0 0 0 -540 1,160 -510 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 86.5 15.4 0.0 7.8 1.1 0.0 0.0 2.9 2.3 3.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 13 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 51,100 : : Positions : : 35,564 45,120 8,061 0 3,455 575 0 0 690 50 2,475 : : : : Changes from: October 9, 2018 : : 1,530 -195 -25 0 0 0 0 0 -1,700 0 650 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 88.3 15.8 0.0 6.8 1.1 0.0 0.0 1.4 0.1 4.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 14 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 115,114 : : Positions : : 87,232 80,124 14,470 19,353 2,526 1,075 0 1,145 5,571 9,077 2,784 : : : : Changes from: October 9, 2018 : : 545 2,005 0 -85 30 -500 0 25 660 -1,215 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 69.6 12.6 16.8 2.2 0.9 0.0 1.0 4.8 7.9 2.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 27 . 4 4 . 0 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 129,048 : : Positions : : 97,990 83,748 16,980 26,656 1,859 2,710 1,695 575 6,221 12,056 2,344 : : : : Changes from: October 9, 2018 : : 654 2,344 0 -265 -85 -475 -75 0 610 -1,215 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 64.9 13.2 20.7 1.4 2.1 1.3 0.4 4.8 9.3 1.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 29 . 4 5 . . . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 247,588 : : Positions : : 161,000 168,199 38,820 25,317 10,879 10,215 18,625 6,635 8,336 6,816 10,995 : : : : Changes from: October 9, 2018 : : 2,079 1,465 3,201 -1,312 719 -1,799 214 1,505 -2,948 177 969 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 67.9 15.7 10.2 4.4 4.1 7.5 2.7 3.4 2.8 4.4 : : : : Number of Traders in Each Category Total Traders: 85 : : 35 37 5 . 5 10 7 8 12 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 33,184 : : Positions : : 15,849 32,549 9,712 0 0 1,305 0 20 5,768 230 385 : : : : Changes from: October 9, 2018 : : -241 44 -50 0 0 375 0 0 -40 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 98.1 29.3 0.0 0.0 3.9 0.0 0.1 17.4 0.7 1.2 : : : : 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 16, 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 32,194 : : Positions : : 14,857 30,194 10,209 0 0 650 1,345 195 5,731 80 380 : : : : Changes from: October 9, 2018 : : -261 24 -50 0 0 400 25 0 -40 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 93.8 31.7 0.0 0.0 2.0 4.2 0.6 17.8 0.2 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 9 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 17,877 : : Positions : : 4,740 9,107 9,277 2,320 760 200 2,590 600 100 300 0 : : : : Changes from: October 9, 2018 : : 0 110 960 -350 0 0 1,200 600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 50.9 51.9 13.0 4.3 1.1 14.5 3.4 0.6 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 12,795 : : Positions : : 2,385 8,585 7,790 450 900 75 1,340 635 125 0 0 : : : : Changes from: October 9, 2018 : : 0 110 960 -350 300 0 1,200 600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 67.1 60.9 3.5 7.0 0.6 10.5 5.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 68,809 : : Positions : : 29,375 22,266 15,148 27,480 0 8,035 5,540 1,750 3,065 0 2,400 : : : : Changes from: October 9, 2018 : : 1,376 1,496 960 2,100 0 -100 0 0 1,360 0 -1,200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 32.4 22.0 39.9 0.0 11.7 8.1 2.5 4.5 0.0 3.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 18 . . 0 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 67,086 : : Positions : : 29,089 21,452 13,825 27,275 0 8,970 5,540 1,750 2,850 0 2,435 : : : : Changes from: October 9, 2018 : : 1,450 1,520 960 2,150 0 -100 0 0 1,360 0 -1,200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 32.0 20.6 40.7 0.0 13.4 8.3 2.6 4.2 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . 0 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 : : 12,890 5,200 2,435 0 1,165 110 10,675 80 745 600 2,280 : : : : Changes from: October 9, 2018 : : 40 0 -40 0 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 22.6 10.6 0.0 5.1 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 16, 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 9, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 16, 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 15,895 : : Positions : : 11,515 3,955 0 3,495 1,035 0 1,225 1,500 0 2,885 0 : : : : Changes from: October 9, 2018 : : 10 0 0 0 0 0 0 0 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 24.9 0.0 22.0 6.5 0.0 7.7 9.4 0.0 18.2 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 16, 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 27,666 : : Positions : : 10,776 21,641 3,917 1,855 385 9,930 880 0 0 0 0 : : : : Changes from: October 9, 2018 : : 0 0 0 1,800 -635 1,800 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 78.2 14.2 6.7 1.4 35.9 3.2 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 16, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 37,120 : : Positions : : 14,355 30,765 10,255 0 490 4,050 1,350 150 4,165 975 950 : : : : Changes from: October 9, 2018 : : 25 -25 100 0 0 50 0 0 -175 25 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 82.9 27.6 0.0 1.3 10.9 3.6 0.4 11.2 2.6 2.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 34,395 : : Positions : : 12,860 28,380 9,375 0 340 3,790 1,400 350 4,115 625 950 : : : : Changes from: October 9, 2018 : : 25 -25 100 0 0 50 0 0 -175 25 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 82.5 27.3 0.0 1.0 11.0 4.1 1.0 12.0 1.8 2.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 8 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 10,590 : : Positions : : 8,080 2,375 1,075 4,845 50 0 1,955 0 0 325 100 : : : : Changes from: October 9, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 22.4 10.2 45.8 0.5 0.0 18.5 0.0 0.0 3.1 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 43,040 : : Positions : : 26,115 14,190 0 13,695 1,265 1,575 9,790 270 9,540 125 2,670 : : : : Changes from: October 9, 2018 : : 1,430 2,035 0 275 0 0 -375 85 480 -25 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 33.0 0.0 31.8 2.9 3.7 22.7 0.6 22.2 0.3 6.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 42,635 : : Positions : : 26,660 13,010 0 14,335 1,265 975 9,765 445 9,060 125 2,580 : : : : Changes from: October 9, 2018 : : 1,690 2,295 0 275 0 0 -375 85 480 -25 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 30.5 0.0 33.6 3.0 2.3 22.9 1.0 21.3 0.3 6.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 42,460 : : Positions : : 23,270 13,875 0 18,210 210 11,055 50 975 2,080 4,270 2,105 : : : : Changes from: October 9, 2018 : : 90 560 0 900 -250 4,050 50 0 120 2,750 -1,025 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 32.7 0.0 42.9 0.5 26.0 0.1 2.3 4.9 10.1 5.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 10 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 40,145 : : Positions : : 20,805 15,290 0 14,185 315 11,030 50 1,035 1,960 4,270 2,105 : : : : Changes from: October 9, 2018 : : 120 470 0 900 -300 4,050 50 0 0 2,750 -1,025 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 38.1 0.0 35.3 0.8 27.5 0.1 2.6 4.9 10.6 5.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 10 0 . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 110,860 : : Positions : : 46,655 81,915 30,480 0 2,050 10,930 105 3,965 1,100 7,085 6,210 : : : : Changes from: October 9, 2018 : : 2,010 1,375 1,015 0 -75 -4,410 -25 750 0 -2,795 805 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 73.9 27.5 0.0 1.8 9.9 0.1 3.6 1.0 6.4 5.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 26 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 103,774 : : Positions : : 41,800 75,310 27,470 0 1,760 11,892 155 2,742 750 6,210 7,035 : : : : Changes from: October 9, 2018 : : 1,550 1,345 1,295 0 -75 -4,410 -25 725 0 -3,065 755 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 72.6 26.5 0.0 1.7 11.5 0.1 2.6 0.7 6.0 6.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 23 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 32,750 : : Positions : : 10,235 21,065 11,530 3,350 2,880 6,295 1,550 250 0 2,450 0 : : : : Changes from: October 9, 2018 : : 270 400 -200 -10 140 370 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 64.3 35.2 10.2 8.8 19.2 4.7 0.8 0.0 7.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 24,820 : : Positions : : 7,710 15,810 10,625 2,895 2,055 2,845 75 420 0 2,400 0 : : : : Changes from: October 9, 2018 : : 70 300 0 40 50 270 0 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 63.7 42.8 11.7 8.3 11.5 0.3 1.7 0.0 9.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 22,635 : : Positions : : 8,925 11,875 0 6,760 1,580 9,500 1,170 80 1,200 0 0 : : : : Changes from: October 9, 2018 : : 250 1,400 0 30 -30 1,150 -30 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 52.5 0.0 29.9 7.0 42.0 5.2 0.4 5.3 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 16, 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 57,780 : : Positions : : 32,945 28,650 5,265 1,100 8,535 50 8,920 455 350 0 0 : : : : Changes from: October 9, 2018 : : 850 -75 500 225 -145 50 1,550 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 49.6 9.1 1.9 14.8 0.1 15.4 0.8 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 18 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 42,265 : : Positions : : 22,415 18,050 880 2,205 6,020 855 4,525 0 0 0 0 : : : : Changes from: October 9, 2018 : : 1,000 -250 0 0 0 0 1,250 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 42.7 2.1 5.2 14.2 2.0 10.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 . . . . . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 19, 2018