Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 28,229 : : Positions : : 11,018 14,798 2,500 417 606 289 8,298 953 11,649 1,624 510 : : : : Changes from: October 30, 2018 : : -470 70 -276 87 222 -445 -888 54 308 -128 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 52.4 8.9 1.5 2.1 1.0 29.4 3.4 41.3 5.8 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 14 13 4 . 4 . . . 7 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 28,536 : : Positions : : 16,849 19,690 0 3,483 3,781 6,409 0 0 355 973 167 : : : : Changes from: October 30, 2018 : : -2,553 -2,576 0 -527 -276 -713 0 -92 -216 -446 -83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 69.0 0.0 12.2 13.2 22.5 0.0 0.0 1.2 3.4 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 20 0 . . . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 41,844 : : Positions : : 26,920 37,615 5,304 0 2,457 377 1,100 346 6,350 300 0 : : : : Changes from: October 30, 2018 : : -2,184 -1,726 204 0 -451 -213 -100 25 400 -25 -900 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 89.9 12.7 0.0 5.9 0.9 2.6 0.8 15.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 23 . 0 . 4 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 22,865 : : Positions : : 17,371 18,195 60 3,425 905 125 0 0 4,125 150 150 : : : : Changes from: October 30, 2018 : : -1,035 -440 -800 -150 480 0 0 0 1,075 -150 -725 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 79.6 0.3 15.0 4.0 0.5 0.0 0.0 18.0 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 153,503 : : Positions : : 138,785 109,799 1,551 29,408 4,619 1,255 4,555 1,860 2,690 540 2,490 : : : : Changes from: October 30, 2018 : : -3,648 -3,144 -64 922 -886 -110 -421 30 -45 -1,250 485 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 71.5 1.0 19.2 3.0 0.8 3.0 1.2 1.8 0.4 1.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 32 . . 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 41,879 : : Positions : : 30,672 28,200 7,394 4,898 2,450 150 4,735 791 150 575 200 : : : : Changes from: October 30, 2018 : : -1,495 -1,754 -1,317 -460 83 -226 -297 25 50 -555 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 67.3 17.7 11.7 5.9 0.4 11.3 1.9 0.4 1.4 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 27,500 : : Positions : : 23,113 18,560 3,442 7,935 755 150 0 0 0 250 0 : : : : Changes from: October 30, 2018 : : -1,875 -1,600 -365 -535 -215 0 0 0 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 67.5 12.5 28.9 2.7 0.5 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 46,111 : : Positions : : 35,621 34,451 6,295 8,995 1,570 1,100 700 0 1,115 0 300 : : : : Changes from: October 30, 2018 : : 487 -1,203 45 1,930 30 100 -100 -100 10 0 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 74.7 13.7 19.5 3.4 2.4 1.5 0.0 2.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 25 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 71,915 : : Positions : : 47,363 44,924 7,054 21,475 3,705 10,865 1,230 200 1,980 0 380 : : : : Changes from: October 30, 2018 : : 593 -738 670 2,165 -1,130 -300 -90 -35 375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 62.5 9.8 29.9 5.2 15.1 1.7 0.3 2.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 25 4 . 4 8 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 78,449 : : Positions : : 57,222 58,178 14,218 17,980 300 785 120 190 4,302 0 1,150 : : : : Changes from: October 30, 2018 : : -723 860 148 -1,235 0 45 -10 -95 147 0 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 74.2 18.1 22.9 0.4 1.0 0.2 0.2 5.5 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 23 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 110,609 : : Positions : : 77,905 70,558 23,854 37,510 1,055 1,305 120 0 5,356 0 800 : : : : Changes from: October 30, 2018 : : -2,479 -805 -101 -1,980 0 -355 -10 0 146 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 63.8 21.6 33.9 1.0 1.2 0.1 0.0 4.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 26 . . . 4 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 41,990 : : Positions : : 29,160 39,330 9,765 50 2,315 455 0 0 75 60 100 : : : : Changes from: October 30, 2018 : : 735 795 -135 0 715 0 0 0 0 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 93.7 23.3 0.1 5.5 1.1 0.0 0.0 0.2 0.1 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 November 6, 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 27,307 : : Positions : : 24,727 23,847 0 1,635 1,765 0 0 0 695 0 60 : : : : Changes from: October 30, 2018 : : 1,115 1,060 0 55 -480 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 87.3 0.0 6.0 6.5 0.0 0.0 0.0 2.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 21 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 54,870 : : Positions : : 36,581 34,232 605 6,878 8,110 2,620 0 321 3,604 2,599 2,707 : : : : Changes from: October 30, 2018 : : 136 -22 0 -135 110 -146 0 49 -20 150 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 62.4 1.1 12.5 14.8 4.8 0.0 0.6 6.6 4.7 4.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 25 . . . 5 0 . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 11,229 : : Positions : : 6,965 7,515 884 600 900 100 0 0 1,000 900 1,050 : : : : Changes from: October 30, 2018 : : -110 -110 24 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 66.9 7.9 5.3 8.0 0.9 0.0 0.0 8.9 8.0 9.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 54,618 : : Positions : : 39,418 50,378 10,535 100 3,780 380 0 0 310 25 140 : : : : Changes from: October 30, 2018 : : 440 365 -120 0 780 -25 0 0 130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 92.2 19.3 0.2 6.9 0.7 0.0 0.0 0.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 43,869 : : Positions : : 39,264 30,164 690 12,620 720 1,800 55 0 600 25 285 : : : : Changes from: October 30, 2018 : : 1,035 500 0 555 15 0 55 0 20 -55 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 68.8 1.6 28.8 1.6 4.1 0.1 0.0 1.4 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 25 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 66,110 : : Positions : : 53,455 56,617 6,624 7,000 1,090 900 0 0 3,123 500 225 : : : : Changes from: October 30, 2018 : : -2,375 -2,660 -209 -175 -70 -100 0 0 -121 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 85.6 10.0 10.6 1.6 1.4 0.0 0.0 4.7 0.8 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 November 6, 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 71,797 : : Positions : : 56,905 59,649 6,958 7,493 2,090 1,150 0 0 3,676 2,000 225 : : : : Changes from: October 30, 2018 : : -1,790 -1,535 -235 -127 -120 150 0 0 -15 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 83.1 9.7 10.4 2.9 1.6 0.0 0.0 5.1 2.8 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 89,290 : : Positions : : 79,031 78,655 7,207 6,110 2,573 0 0 0 135 1,702 240 : : : : Changes from: October 30, 2018 : : -1,099 -1,122 157 -763 28 0 -50 0 45 1,064 -489 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 88.1 8.1 6.8 2.9 0.0 0.0 0.0 0.2 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 22 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 116,255 : : Positions : : 102,159 102,112 9,068 6,245 2,698 180 707 141 1,053 3,707 600 : : : : Changes from: October 30, 2018 : : -1,119 -1,621 -347 -884 251 -135 -43 -88 -83 844 -713 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 87.8 7.8 5.4 2.3 0.2 0.6 0.1 0.9 3.2 0.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 21 24 . 4 . . . . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 48,560 : : Positions : : 43,067 44,045 1,078 0 4,040 0 75 75 250 275 50 : : : : Changes from: October 30, 2018 : : -1,677 -2,365 -261 -223 73 -25 -175 0 -750 50 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 90.7 2.2 0.0 8.3 0.0 0.2 0.2 0.5 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 50,432 : : Positions : : 40,986 41,802 3,570 3,449 3,011 1,050 950 250 0 235 640 : : : : Changes from: October 30, 2018 : : -1,081 884 790 -865 -155 250 -125 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 82.9 7.1 6.8 6.0 2.1 1.9 0.5 0.0 0.5 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 56,261 : : Positions : : 28,964 47,704 250 2,025 4,340 21,705 1,050 155 0 626 285 : : : : Changes from: October 30, 2018 : : -304 -320 190 -1,730 265 -1,870 100 150 0 -19 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 84.8 0.4 3.6 7.7 38.6 1.9 0.3 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 November 6, 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 35,168 : : Positions : : 19,601 34,244 14,510 0 356 180 0 300 0 0 0 : : : : Changes from: October 30, 2018 : : -950 -2,045 -1,216 0 0 115 0 -115 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 97.4 41.3 0.0 1.0 0.5 0.0 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 4 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 31,519 : : Positions : : 19,125 30,404 11,774 0 470 0 410 0 0 0 0 : : : : Changes from: October 30, 2018 : : -835 -2,142 -1,357 0 0 0 -145 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 96.5 37.4 0.0 1.5 0.0 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 33,926 : : Positions : : 30,486 30,881 1,147 0 1,671 0 825 0 142 110 300 : : : : Changes from: October 30, 2018 : : -1,655 -1,535 -70 -239 41 -75 -25 0 -56 -160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 91.0 3.4 0.0 4.9 0.0 2.4 0.0 0.4 0.3 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 23,731 : : Positions : : 19,895 22,556 2,195 0 529 30 0 250 295 0 190 : : : : Changes from: October 30, 2018 : : -1,341 -1,225 -108 -100 83 30 -55 55 85 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 95.0 9.2 0.0 2.2 0.1 0.0 1.1 1.2 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 44,449 : : Positions : : 37,603 32,089 5,069 9,874 336 25 1,066 695 480 103 200 : : : : Changes from: October 30, 2018 : : -1,777 -1,765 -509 -165 -48 25 -265 -40 60 21 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 72.2 11.4 22.2 0.8 0.1 2.4 1.6 1.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 39,087 : : Positions : : 33,542 25,727 3,149 12,204 776 1,230 0 90 120 280 0 : : : : Changes from: October 30, 2018 : : -2,353 -2,194 -34 -403 -50 -210 0 0 0 -5 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 65.8 8.1 31.2 2.0 3.1 0.0 0.2 0.3 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 17 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 21,408 : : Positions : : 11,366 18,046 3,874 0 3,356 2,552 0 0 50 0 0 : : : : Changes from: October 30, 2018 : : -73 -791 -404 0 -156 -203 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 84.3 18.1 0.0 15.7 11.9 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 19,300 : : Positions : : 10,530 16,480 2,654 0 1,870 0 550 0 3,881 50 350 : : : : Changes from: October 30, 2018 : : -865 -745 65 0 -180 0 -100 0 -60 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 85.4 13.8 0.0 9.7 0.0 2.8 0.0 20.1 0.3 1.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 7 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 19,660 : : Positions : : 11,580 16,405 2,846 0 1,530 0 1,325 0 3,284 50 350 : : : : Changes from: October 30, 2018 : : -855 -745 35 0 -150 0 -100 0 -25 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 83.4 14.5 0.0 7.8 0.0 6.7 0.0 16.7 0.3 1.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 15,880 : : Positions : : 10,015 9,580 3,500 5,425 775 0 0 0 930 100 0 : : : : Changes from: October 30, 2018 : : -520 -660 -150 -80 -100 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 60.3 22.0 34.2 4.9 0.0 0.0 0.0 5.9 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 20,330 : : Positions : : 12,740 12,365 5,650 6,995 870 0 0 0 930 100 0 : : : : Changes from: October 30, 2018 : : -695 -785 -150 -110 -100 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 60.8 27.8 34.4 4.3 0.0 0.0 0.0 4.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 26,251 : : Positions : : 11,389 15,155 9,480 5,660 440 215 150 60 3,445 3,830 940 : : : : Changes from: October 30, 2018 : : -105 -1,475 -395 645 -45 75 50 0 275 600 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 57.7 36.1 21.6 1.7 0.8 0.6 0.2 13.1 14.6 3.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 23,630 : : Positions : : 10,075 12,460 8,590 5,460 640 215 175 60 2,800 3,830 995 : : : : Changes from: October 30, 2018 : : 169 -645 -100 745 -145 75 50 0 625 600 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 52.7 36.4 23.1 2.7 0.9 0.7 0.3 11.8 16.2 4.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 51,789 : : Positions : : 36,133 44,450 8,025 0 3,660 325 0 50 800 1,295 2,320 : : : : Changes from: October 30, 2018 : : -2,115 -1,721 215 0 -435 -125 0 0 -90 -415 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 85.8 15.5 0.0 7.1 0.6 0.0 0.1 1.5 2.5 4.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 50,991 : : Positions : : 35,970 44,131 7,873 0 3,130 325 0 50 0 275 3,405 : : : : Changes from: October 30, 2018 : : -2,049 -1,789 242 0 -430 -125 0 0 0 -185 285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 86.5 15.4 0.0 6.1 0.6 0.0 0.1 0.0 0.5 6.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 15 4 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 109,166 : : Positions : : 80,599 75,249 14,500 18,843 2,191 1,065 265 655 7,504 9,517 2,366 : : : : Changes from: October 30, 2018 : : -5,967 -6,428 30 274 -593 250 140 -450 683 1,005 -1,018 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 68.9 13.3 17.3 2.0 1.0 0.2 0.6 6.9 8.7 2.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 25 . 4 4 . . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 124,942 : : Positions : : 93,561 80,711 17,010 26,128 1,333 2,450 2,750 285 7,989 11,678 1,977 : : : : Changes from: October 30, 2018 : : -5,024 -4,612 30 191 -327 150 -70 -305 668 343 -963 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 64.6 13.6 20.9 1.1 2.0 2.2 0.2 6.4 9.3 1.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 27 . 4 5 . 4 . 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 254,858 : : Positions : : 164,544 166,578 37,570 26,723 12,289 11,284 19,265 6,348 10,450 11,870 11,654 : : : : Changes from: October 30, 2018 : : -5,299 -4,682 -125 773 -200 737 -1,029 -214 624 886 -69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 65.4 14.7 10.5 4.8 4.4 7.6 2.5 4.1 4.7 4.6 : : : : Number of Traders in Each Category Total Traders: 85 : : 37 37 4 . 5 11 7 8 11 7 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 31,702 : : Positions : : 15,394 31,142 9,086 0 0 1,280 0 20 5,479 230 310 : : : : Changes from: October 30, 2018 : : -960 -1,557 -521 0 0 -25 0 0 -39 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 98.2 28.7 0.0 0.0 4.0 0.0 0.1 17.3 0.7 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 30,597 : : Positions : : 14,357 28,672 9,515 0 0 700 1,430 110 5,455 80 305 : : : : Changes from: October 30, 2018 : : -1,025 -1,672 -569 0 0 50 85 -85 -26 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 93.7 31.1 0.0 0.0 2.3 4.7 0.4 17.8 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 17,007 : : Positions : : 4,895 8,857 8,257 1,805 750 225 2,515 850 150 350 0 : : : : Changes from: October 30, 2018 : : -425 -580 -320 -215 -160 25 25 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 52.1 48.6 10.6 4.4 1.3 14.8 5.0 0.9 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 11,225 : : Positions : : 2,055 7,580 6,780 65 900 50 1,315 635 75 0 0 : : : : Changes from: October 30, 2018 : : -310 -1,085 -810 -85 0 -25 -25 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 67.5 60.4 0.6 8.0 0.4 11.7 5.7 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 68,051 : : Positions : : 28,917 21,447 16,363 26,460 175 6,715 5,590 1,790 1,840 0 2,965 : : : : Changes from: October 30, 2018 : : -1,693 -694 1,465 -1,930 0 -1,220 50 100 -1,125 0 565 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 31.5 24.0 38.9 0.3 9.9 8.2 2.6 2.7 0.0 4.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 66,678 : : Positions : : 28,970 20,873 15,070 26,265 175 7,730 5,590 1,840 1,425 0 3,075 : : : : Changes from: October 30, 2018 : : -1,649 -659 1,445 -1,870 0 -1,150 50 50 -1,125 0 640 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 31.3 22.6 39.4 0.3 11.6 8.4 2.8 2.1 0.0 4.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 22,310 : : Positions : : 12,200 4,890 1,415 0 1,165 0 10,510 300 1,575 25 1,860 : : : : Changes from: October 30, 2018 : : -640 -360 -670 0 0 0 -105 25 330 -575 -420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 21.9 6.3 0.0 5.2 0.0 47.1 1.3 7.1 0.1 8.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 22,435 : : Positions : : 11,385 4,915 2,230 0 965 0 10,385 300 1,475 25 2,060 : : : : Changes from: October 30, 2018 : : -540 -360 -770 0 0 0 -105 25 330 -575 -420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 21.9 9.9 0.0 4.3 0.0 46.3 1.3 6.6 0.1 9.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 27,124 : : Positions : : 10,334 21,029 3,932 2,005 385 9,845 830 0 0 0 0 : : : : Changes from: October 30, 2018 : : -702 -772 -185 -150 0 -85 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 77.5 14.5 7.4 1.4 36.3 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 November 6, 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 37,350 : : Positions : : 14,195 32,035 9,910 0 185 4,175 945 100 5,530 860 790 : : : : Changes from: October 30, 2018 : : -505 -440 -970 0 -225 225 -405 50 625 -15 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 85.8 26.5 0.0 0.5 11.2 2.5 0.3 14.8 2.3 2.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . 0 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 35,085 : : Positions : : 12,760 29,870 9,090 0 135 3,665 945 500 5,780 510 765 : : : : Changes from: October 30, 2018 : : -470 -245 -910 0 -125 25 -405 100 925 -15 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 85.1 25.9 0.0 0.4 10.4 2.7 1.4 16.5 1.5 2.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 8 . 0 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 46,460 : : Positions : : 29,210 20,585 0 11,170 1,365 1,375 9,495 265 10,255 150 1,940 : : : : Changes from: October 30, 2018 : : 2,850 5,560 0 -1,300 100 125 -120 -125 1,200 25 -1,100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 44.3 0.0 24.0 2.9 3.0 20.4 0.6 22.1 0.3 4.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 45,910 : : Positions : : 29,405 19,345 0 11,830 1,365 780 9,425 450 10,025 150 1,825 : : : : Changes from: October 30, 2018 : : 2,535 5,535 0 -1,280 100 130 -165 -115 1,450 25 -1,125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 42.1 0.0 25.8 3.0 1.7 20.5 1.0 21.8 0.3 4.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 45,590 : : Positions : : 22,655 15,355 0 18,160 530 15,960 25 725 2,030 7,055 1,255 : : : : Changes from: October 30, 2018 : : -1,460 -2,015 0 -675 100 405 -25 -250 -50 1,560 -825 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 33.7 0.0 39.8 1.2 35.0 0.1 1.6 4.5 15.5 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 43,260 : : Positions : : 20,125 16,645 0 14,345 685 15,985 25 725 1,910 6,955 1,255 : : : : Changes from: October 30, 2018 : : -1,525 -2,140 0 -465 100 455 -25 -310 -50 1,460 -825 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 38.5 0.0 33.2 1.6 37.0 0.1 1.7 4.4 16.1 2.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 109,754 : : Positions : : 53,345 78,324 28,615 705 1,325 5,999 30 6,285 1,085 9,730 4,505 : : : : Changes from: October 30, 2018 : : 700 -4,576 -1,665 -770 40 -2,656 -50 795 85 1,665 -930 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 71.4 26.1 0.6 1.2 5.5 0.0 5.7 1.0 8.9 4.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 25 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 102,483 : : Positions : : 48,935 72,639 25,540 565 1,565 7,836 45 3,907 735 9,330 4,855 : : : : Changes from: October 30, 2018 : : 520 -4,236 -1,270 -520 75 -1,931 -110 -165 85 2,040 -1,305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 70.9 24.9 0.6 1.5 7.6 0.0 3.8 0.7 9.1 4.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 22 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 32,260 : : Positions : : 10,125 20,955 12,020 3,505 2,215 5,905 2,750 365 0 1,350 0 : : : : Changes from: October 30, 2018 : : -145 -960 260 575 -890 -575 1,200 0 0 -1,100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 65.0 37.3 10.9 6.9 18.3 8.5 1.1 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 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 24,780 : : Positions : : 7,615 16,170 11,430 3,200 1,475 2,775 1,250 370 0 1,200 0 : : : : Changes from: October 30, 2018 : : -250 -545 225 25 -565 -520 1,175 0 0 -1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.7 65.3 46.1 12.9 6.0 11.2 5.0 1.5 0.0 4.8 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 November 6, 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 22,020 : : Positions : : 8,660 11,365 0 6,305 1,880 9,775 945 505 0 0 0 : : : : Changes from: October 30, 2018 : : -265 -810 0 -155 0 275 -225 425 -1,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 51.6 0.0 28.6 8.5 44.4 4.3 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 56,340 : : Positions : : 31,440 28,665 5,835 1,190 7,445 50 8,080 645 550 0 0 : : : : Changes from: October 30, 2018 : : -940 -140 -450 -210 -140 0 -840 -110 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 50.9 10.4 2.1 13.2 0.1 14.3 1.1 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 6, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 41,645 : : Positions : : 21,160 17,105 1,025 1,495 5,560 670 4,975 0 100 0 0 : : : : Changes from: October 30, 2018 : : -635 -895 -390 -225 -345 -185 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 41.1 2.5 3.6 13.4 1.6 11.9 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . . . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 9, 2018