Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 28,806 : : Positions : : 11,488 14,728 2,776 330 384 734 9,186 899 11,341 1,752 500 : : : : Changes from: October 23, 2018 : : -749 -1,758 -364 -12 -131 39 128 -60 -803 -196 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 51.1 9.6 1.1 1.3 2.5 31.9 3.1 39.4 6.1 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 14 13 4 . . . . . 7 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 32,584 : : Positions : : 19,402 22,266 0 4,010 4,057 7,122 0 92 571 1,419 250 : : : : Changes from: October 23, 2018 : : 167 -1 0 231 168 21 0 0 65 2 166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 68.3 0.0 12.3 12.5 21.9 0.0 0.3 1.8 4.4 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 20 0 4 . . 0 . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 44,998 : : Positions : : 29,104 39,341 5,100 0 2,908 590 1,200 321 5,950 325 900 : : : : Changes from: October 23, 2018 : : 825 261 -341 0 136 -98 -150 80 -200 75 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 87.4 11.3 0.0 6.5 1.3 2.7 0.7 13.2 0.7 2.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 24 . 0 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 23,870 : : Positions : : 18,406 18,635 860 3,575 425 125 0 0 3,050 300 875 : : : : Changes from: October 23, 2018 : : 800 425 -250 125 -50 100 0 0 25 125 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 78.1 3.6 15.0 1.8 0.5 0.0 0.0 12.8 1.3 3.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 157,753 : : Positions : : 142,433 112,943 1,615 28,486 5,505 1,365 4,976 1,830 2,735 1,790 2,005 : : : : Changes from: October 23, 2018 : : 1,775 444 -30 1,326 53 0 -50 0 10 40 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 71.6 1.0 18.1 3.5 0.9 3.2 1.2 1.7 1.1 1.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 32 . . 4 4 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 45,182 : : Positions : : 32,167 29,954 8,711 5,358 2,367 376 5,032 766 100 1,130 500 : : : : Changes from: October 23, 2018 : : 856 637 -681 -123 159 -75 -279 59 -25 -160 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 66.3 19.3 11.9 5.2 0.8 11.1 1.7 0.2 2.5 1.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 18 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 29,975 : : Positions : : 24,988 20,160 3,807 8,470 970 150 0 0 0 375 0 : : : : Changes from: October 23, 2018 : : 332 75 -67 25 60 0 0 0 0 225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 67.3 12.7 28.3 3.2 0.5 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 13 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 45,679 : : Positions : : 35,134 35,654 6,250 7,065 1,540 1,000 800 100 1,105 0 410 : : : : Changes from: October 23, 2018 : : 572 182 -250 -120 -20 -300 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 78.1 13.7 15.5 3.4 2.2 1.8 0.2 2.4 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 25 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 71,742 : : Positions : : 46,770 45,662 6,384 19,310 4,835 11,165 1,320 235 1,605 0 380 : : : : Changes from: October 23, 2018 : : 48 -207 -625 -420 625 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 63.6 8.9 26.9 6.7 15.6 1.8 0.3 2.2 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 30, 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 79,059 : : Positions : : 57,945 57,318 14,070 19,215 300 740 130 285 4,155 0 1,260 : : : : Changes from: October 23, 2018 : : 1,063 2,228 800 220 0 340 -260 260 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 72.5 17.8 24.3 0.4 0.9 0.2 0.4 5.3 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 23 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 113,439 : : Positions : : 80,384 71,363 23,955 39,490 1,055 1,660 130 0 5,210 0 825 : : : : Changes from: October 23, 2018 : : 594 1,754 1,230 720 0 690 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 62.9 21.1 34.8 0.9 1.5 0.1 0.0 4.6 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 25 . . . 4 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 40,675 : : Positions : : 28,425 38,535 9,900 50 1,600 455 0 0 75 75 100 : : : : Changes from: October 23, 2018 : : 1,275 1,845 570 0 -290 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 94.7 24.3 0.1 3.9 1.1 0.0 0.0 0.2 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 16 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 26,672 : : Positions : : 23,612 22,787 0 1,580 2,245 0 0 0 695 0 60 : : : : Changes from: October 23, 2018 : : -50 -50 0 300 -280 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 85.4 0.0 5.9 8.4 0.0 0.0 0.0 2.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 20 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 54,692 : : Positions : : 36,445 34,254 605 7,013 8,000 2,766 0 272 3,624 2,449 2,693 : : : : Changes from: October 23, 2018 : : 1,109 1,185 455 -1,027 193 -273 0 162 144 1,305 -565 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 62.6 1.1 12.8 14.6 5.1 0.0 0.5 6.6 4.5 4.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 25 . . . 5 0 . 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 11,315 : : Positions : : 7,075 7,625 860 600 900 100 0 0 1,000 900 1,050 : : : : Changes from: October 23, 2018 : : -175 975 0 0 0 0 0 0 1,000 -150 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 67.4 7.6 5.3 8.0 0.9 0.0 0.0 8.8 8.0 9.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 53,413 : : Positions : : 38,978 50,013 10,655 100 3,000 405 0 0 180 25 140 : : : : Changes from: October 23, 2018 : : 1,115 1,805 570 0 20 -50 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 93.6 19.9 0.2 5.6 0.8 0.0 0.0 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 42,789 : : Positions : : 38,229 29,664 690 12,065 705 1,800 0 0 580 80 275 : : : : Changes from: October 23, 2018 : : 570 1,250 0 -680 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 69.3 1.6 28.2 1.6 4.2 0.0 0.0 1.4 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 25 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 68,990 : : Positions : : 55,830 59,277 6,833 7,175 1,160 1,000 0 0 3,244 500 225 : : : : Changes from: October 23, 2018 : : 6,565 7,135 300 -120 280 50 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 85.9 9.9 10.4 1.7 1.4 0.0 0.0 4.7 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 73,822 : : Positions : : 58,695 61,184 7,193 7,620 2,210 1,000 0 0 3,691 2,000 240 : : : : Changes from: October 23, 2018 : : 4,385 4,605 70 0 400 50 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 82.9 9.7 10.3 3.0 1.4 0.0 0.0 5.0 2.7 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 90,627 : : Positions : : 80,130 79,777 7,050 6,873 2,545 0 50 0 90 638 729 : : : : Changes from: October 23, 2018 : : 1,246 2,136 120 -180 205 0 0 0 10 -540 179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 88.0 7.8 7.6 2.8 0.0 0.1 0.0 0.1 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 22 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 118,494 : : Positions : : 103,278 103,733 9,415 7,129 2,447 315 750 229 1,136 2,863 1,313 : : : : Changes from: October 23, 2018 : : 2,103 1,927 649 -551 246 0 149 10 -48 1,079 -369 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 87.5 7.9 6.0 2.1 0.3 0.6 0.2 1.0 2.4 1.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 27 . . . . . . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 51,275 : : Positions : : 44,744 46,410 1,339 223 3,967 25 250 75 1,000 225 125 : : : : Changes from: October 23, 2018 : : 175 -25 -100 25 0 25 -25 -25 -125 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 90.5 2.6 0.4 7.7 0.0 0.5 0.1 2.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 50,693 : : Positions : : 42,067 40,918 2,780 4,314 3,166 800 1,075 250 0 185 690 : : : : Changes from: October 23, 2018 : : -1,144 -794 480 5 -210 0 50 0 0 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 80.7 5.5 8.5 6.2 1.6 2.1 0.5 0.0 0.4 1.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 57,845 : : Positions : : 29,268 48,024 60 3,755 4,075 23,575 950 5 0 645 315 : : : : Changes from: October 23, 2018 : : -1,808 -1,388 60 -490 490 10 50 0 0 -10 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 83.0 0.1 6.5 7.0 40.8 1.6 0.0 0.0 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 21 . . . 5 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 37,349 : : Positions : : 20,551 36,289 15,726 0 356 65 0 415 0 0 0 : : : : Changes from: October 23, 2018 : : 25 5 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 97.2 42.1 0.0 1.0 0.2 0.0 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 14 4 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 33,826 : : Positions : : 19,960 32,546 13,131 0 470 0 555 0 100 0 0 : : : : Changes from: October 23, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 96.2 38.8 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 30, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 35,705 : : Positions : : 32,141 32,416 1,217 239 1,630 75 850 0 198 270 300 : : : : Changes from: October 23, 2018 : : 399 814 0 -405 420 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 90.8 3.4 0.7 4.6 0.2 2.4 0.0 0.6 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 25,103 : : Positions : : 21,236 23,781 2,303 100 446 0 55 195 210 0 340 : : : : Changes from: October 23, 2018 : : 451 366 -35 0 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 94.7 9.2 0.4 1.8 0.0 0.2 0.8 0.8 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 20 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 46,772 : : Positions : : 39,380 33,854 5,578 10,039 384 0 1,331 735 420 82 233 : : : : Changes from: October 23, 2018 : : 1,316 1,459 68 -10 -45 0 -53 0 120 70 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 72.4 11.9 21.5 0.8 0.0 2.8 1.6 0.9 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 20 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 41,804 : : Positions : : 35,895 27,921 3,183 12,607 826 1,440 0 90 120 285 65 : : : : Changes from: October 23, 2018 : : 546 456 -200 60 0 50 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 66.8 7.6 30.2 2.0 3.4 0.0 0.2 0.3 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 22,358 : : Positions : : 11,439 18,837 4,278 0 3,512 2,755 0 0 150 0 0 : : : : Changes from: October 23, 2018 : : 1,173 1,774 878 -96 -528 -373 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 84.3 19.1 0.0 15.7 12.3 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 20,350 : : Positions : : 11,395 17,225 2,589 0 2,050 0 650 0 3,941 75 350 : : : : Changes from: October 23, 2018 : : -100 280 -120 0 0 0 -400 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 84.6 12.7 0.0 10.1 0.0 3.2 0.0 19.4 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 30, 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 20,680 : : Positions : : 12,435 17,150 2,811 0 1,680 0 1,425 0 3,309 75 350 : : : : Changes from: October 23, 2018 : : -400 -20 -120 0 0 0 -400 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 82.9 13.6 0.0 8.1 0.0 6.9 0.0 16.0 0.4 1.7 : : : : 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 30, 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 OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CM Open Interest is 16,720 : : Positions : : 10,535 10,240 3,650 5,505 875 0 0 0 960 100 0 : : : : Changes from: October 23, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 61.2 21.8 32.9 5.2 0.0 0.0 0.0 5.7 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 21,325 : : Positions : : 13,435 13,150 5,800 7,105 970 0 0 0 960 100 0 : : : : Changes from: October 23, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 61.7 27.2 33.3 4.5 0.0 0.0 0.0 4.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 26,501 : : Positions : : 11,494 16,630 9,875 5,015 485 140 100 60 3,170 3,230 965 : : : : Changes from: October 23, 2018 : : 0 -50 600 -150 150 0 0 0 -650 150 425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 62.8 37.3 18.9 1.8 0.5 0.4 0.2 12.0 12.2 3.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 23,050 : : Positions : : 9,906 13,105 8,690 4,715 785 140 125 60 2,175 3,230 1,020 : : : : Changes from: October 23, 2018 : : 0 -50 600 -150 150 0 0 0 -650 150 475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 56.9 37.7 20.5 3.4 0.6 0.5 0.3 9.4 14.0 4.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 54,123 : : Positions : : 38,248 46,171 7,810 0 4,095 450 0 50 890 1,710 2,080 : : : : Changes from: October 23, 2018 : : 150 0 0 0 0 -150 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 85.3 14.4 0.0 7.6 0.8 0.0 0.1 1.6 3.2 3.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 13 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 53,110 : : Positions : : 38,019 45,920 7,631 0 3,560 450 0 50 0 460 3,120 : : : : Changes from: October 23, 2018 : : 150 0 0 0 0 -150 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 86.5 14.4 0.0 6.7 0.8 0.0 0.1 0.0 0.9 5.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 14 4 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 116,251 : : Positions : : 86,566 81,677 14,470 18,569 2,784 815 125 1,105 6,821 8,512 3,384 : : : : Changes from: October 23, 2018 : : -111 448 0 -384 85 -135 65 -65 200 -175 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 70.3 12.4 16.0 2.4 0.7 0.1 1.0 5.9 7.3 2.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 28 . 4 4 . . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 130,730 : : Positions : : 98,585 85,323 16,980 25,937 1,660 2,300 2,820 590 7,321 11,335 2,940 : : : : Changes from: October 23, 2018 : : 331 64 0 -2 -136 -335 315 5 200 -181 131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 65.3 13.0 19.8 1.3 1.8 2.2 0.5 5.6 8.7 2.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 29 . 4 5 . 4 . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 259,394 : : Positions : : 169,843 171,260 37,695 25,950 12,489 10,547 20,294 6,562 9,826 10,984 11,723 : : : : Changes from: October 23, 2018 : : 4,551 735 -1,924 -546 2,413 -104 960 258 1,479 2,783 -761 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 66.0 14.5 10.0 4.8 4.1 7.8 2.5 3.8 4.2 4.5 : : : : Number of Traders in Each Category Total Traders: 87 : : 37 38 4 . 5 10 7 8 12 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 33,284 : : Positions : : 16,354 32,699 9,607 0 0 1,305 0 20 5,518 230 335 : : : : Changes from: October 23, 2018 : : 525 150 -25 0 0 -100 0 0 -250 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 98.2 28.9 0.0 0.0 3.9 0.0 0.1 16.6 0.7 1.0 : : : : 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 30, 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 32,294 : : Positions : : 15,382 30,344 10,084 0 0 650 1,345 195 5,481 80 330 : : : : Changes from: October 23, 2018 : : 525 150 -25 0 0 -100 0 0 -250 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 94.0 31.2 0.0 0.0 2.0 4.2 0.6 17.0 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 30, 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 18,307 : : Positions : : 5,320 9,437 8,577 2,020 910 200 2,490 850 200 350 0 : : : : Changes from: October 23, 2018 : : 150 50 -100 -50 150 0 100 -100 100 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 51.5 46.9 11.0 5.0 1.1 13.6 4.6 1.1 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 12,575 : : Positions : : 2,365 8,665 7,590 150 900 75 1,340 635 125 0 0 : : : : Changes from: October 23, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.8 68.9 60.4 1.2 7.2 0.6 10.7 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 30, 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 69,979 : : Positions : : 30,610 22,141 14,898 28,390 175 7,935 5,540 1,690 2,965 0 2,400 : : : : Changes from: October 23, 2018 : : 45 65 50 230 0 200 0 -60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 31.6 21.3 40.6 0.3 11.3 7.9 2.4 4.2 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 68,411 : : Positions : : 30,619 21,532 13,625 28,135 175 8,880 5,540 1,790 2,550 0 2,435 : : : : Changes from: October 23, 2018 : : 265 45 50 180 0 -90 0 40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 31.5 19.9 41.1 0.3 13.0 8.1 2.6 3.7 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 23,515 : : Positions : : 12,840 5,250 2,085 0 1,165 0 10,615 275 1,245 600 2,280 : : : : Changes from: October 23, 2018 : : -125 -50 -200 0 0 -35 90 -35 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 22.3 8.9 0.0 5.0 0.0 45.1 1.2 5.3 2.6 9.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 23,640 : : Positions : : 11,925 5,275 3,000 0 965 0 10,490 275 1,145 600 2,480 : : : : Changes from: October 23, 2018 : : -225 -50 -200 0 0 -60 65 -10 500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 22.3 12.7 0.0 4.1 0.0 44.4 1.2 4.8 2.5 10.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 23, 2018 : : 0 0 0 0 0 0 0 0 0 0 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: 21 : : 12 7 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 28,226 : : Positions : : 11,036 21,801 4,117 2,155 385 9,930 880 0 0 0 0 : : : : Changes from: October 23, 2018 : : 300 0 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 77.2 14.6 7.6 1.4 35.2 3.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 38,400 : : Positions : : 14,700 32,475 10,880 0 410 3,950 1,350 50 4,905 875 775 : : : : Changes from: October 23, 2018 : : 125 1,040 625 0 -80 50 0 -100 240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 84.6 28.3 0.0 1.1 10.3 3.5 0.1 12.8 2.3 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 35,745 : : Positions : : 13,230 30,115 10,000 0 260 3,640 1,350 400 4,855 525 775 : : : : Changes from: October 23, 2018 : : 125 1,040 625 0 -80 0 -50 50 240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 84.2 28.0 0.0 0.7 10.2 3.8 1.1 13.6 1.5 2.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 8 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 10,860 : : Positions : : 8,310 2,375 1,075 4,925 50 0 2,105 40 0 325 100 : : : : Changes from: October 23, 2018 : : 230 0 0 280 0 0 -50 40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 21.9 9.9 45.3 0.5 0.0 19.4 0.4 0.0 3.0 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 43,135 : : Positions : : 26,360 15,025 0 12,470 1,265 1,250 9,615 390 9,055 125 3,040 : : : : Changes from: October 23, 2018 : : 250 -235 0 -100 0 -225 -50 50 -410 0 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 34.8 0.0 28.9 2.9 2.9 22.3 0.9 21.0 0.3 7.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 0 . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 42,650 : : Positions : : 26,870 13,810 0 13,110 1,265 650 9,590 565 8,575 125 2,950 : : : : Changes from: October 23, 2018 : : 170 -315 0 -100 0 -225 -50 50 -410 0 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 32.4 0.0 30.7 3.0 1.5 22.5 1.3 20.1 0.3 6.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 0 . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 47,710 : : Positions : : 24,115 17,370 0 18,835 430 15,555 50 975 2,080 5,495 2,080 : : : : Changes from: October 23, 2018 : : 820 295 0 275 0 925 0 0 0 1,175 -375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 36.4 0.0 39.5 0.9 32.6 0.1 2.0 4.4 11.5 4.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 10 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 45,480 : : Positions : : 21,650 18,785 0 14,810 585 15,530 50 1,035 1,960 5,495 2,080 : : : : Changes from: October 23, 2018 : : 820 295 0 275 0 925 0 0 0 1,175 -375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 41.3 0.0 32.6 1.3 34.1 0.1 2.3 4.3 12.1 4.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 10 0 . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 114,200 : : Positions : : 52,645 82,900 30,280 1,475 1,285 8,655 80 5,490 1,000 8,065 5,435 : : : : Changes from: October 23, 2018 : : 1,235 1,355 775 -175 -60 -900 -25 135 0 -45 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 72.6 26.5 1.3 1.1 7.6 0.1 4.8 0.9 7.1 4.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 25 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 107,729 : : Positions : : 48,415 76,875 26,810 1,085 1,490 9,767 155 4,072 650 7,290 6,160 : : : : Changes from: October 23, 2018 : : 1,565 1,665 655 -175 115 -700 -25 -20 0 55 -425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 71.4 24.9 1.0 1.4 9.1 0.1 3.8 0.6 6.8 5.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 24 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 33,560 : : Positions : : 10,270 21,915 11,760 2,930 3,105 6,480 1,550 365 0 2,450 0 : : : : Changes from: October 23, 2018 : : 25 120 230 0 -50 -115 0 115 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 65.3 35.0 8.7 9.3 19.3 4.6 1.1 0.0 7.3 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 30, 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 25,940 : : Positions : : 7,865 16,715 11,205 3,175 2,040 3,295 75 370 0 2,400 0 : : : : Changes from: October 23, 2018 : : -25 255 180 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 64.4 43.2 12.2 7.9 12.7 0.3 1.4 0.0 9.3 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 30, 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 22,935 : : Positions : : 8,925 12,175 0 6,460 1,880 9,500 1,170 80 1,200 0 0 : : : : Changes from: October 23, 2018 : : 0 300 0 -300 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 53.1 0.0 28.2 8.2 41.4 5.1 0.3 5.2 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 30, 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 58,115 : : Positions : : 32,380 28,805 6,285 1,400 7,585 50 8,920 755 350 0 0 : : : : Changes from: October 23, 2018 : : -435 -40 695 300 -950 0 0 300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 49.6 10.8 2.4 13.1 0.1 15.3 1.3 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 18 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 30, 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 42,665 : : Positions : : 21,795 18,000 1,415 1,720 5,905 855 4,975 0 0 0 0 : : : : Changes from: October 23, 2018 : : -550 -50 415 -185 -415 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 42.2 3.3 4.0 13.8 2.0 11.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . . . . . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 2, 2018