Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 28,468 : : Positions : : 11,269 14,242 2,439 447 699 169 8,649 922 11,630 1,811 563 : : : : Changes from: November 20, 2018 : : 16 -521 157 0 -69 -5 422 0 -88 114 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 50.0 8.6 1.6 2.5 0.6 30.4 3.2 40.9 6.4 2.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 13 13 4 . 4 . 4 . 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 28,578 : : Positions : : 16,849 19,690 0 3,569 3,781 6,409 0 0 397 973 167 : : : : Changes from: November 20, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 68.9 0.0 12.5 13.2 22.4 0.0 0.0 1.4 3.4 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 20 0 4 . . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 44,027 : : Positions : : 28,612 40,469 6,329 0 1,874 350 1,111 267 6,425 205 100 : : : : Changes from: November 20, 2018 : : 60 70 -62 0 -80 0 123 3 200 5 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 91.9 14.4 0.0 4.3 0.8 2.5 0.6 14.6 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 24,663 : : Positions : : 17,774 19,963 0 3,260 1,060 125 0 0 5,450 215 125 : : : : Changes from: November 20, 2018 : : -205 275 0 -70 50 0 0 0 425 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 80.9 0.0 13.2 4.3 0.5 0.0 0.0 22.1 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 0 . . . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 152,455 : : Positions : : 137,483 108,836 1,627 30,104 3,248 480 4,669 2,420 4,072 8 2,863 : : : : Changes from: November 20, 2018 : : -870 -1,667 -8 125 -33 -55 97 0 -500 8 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 71.4 1.1 19.7 2.1 0.3 3.1 1.6 2.7 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 31 . . 4 . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 44,504 : : Positions : : 35,023 31,980 5,465 4,362 2,287 292 4,733 622 300 25 450 : : : : Changes from: November 20, 2018 : : 614 400 -406 130 -76 65 -152 2 50 -50 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 71.9 12.3 9.8 5.1 0.7 10.6 1.4 0.7 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 17 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 27,340 : : Positions : : 23,268 19,560 3,135 6,885 695 150 0 0 0 150 50 : : : : Changes from: November 20, 2018 : : -20 -25 -7 100 -100 0 0 0 0 -100 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 71.5 11.5 25.2 2.5 0.5 0.0 0.0 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 46,626 : : Positions : : 35,161 34,246 7,540 9,860 1,440 1,100 700 0 935 0 280 : : : : Changes from: November 20, 2018 : : 185 -575 -55 700 55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 73.4 16.2 21.1 3.1 2.4 1.5 0.0 2.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 25 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 71,868 : : Positions : : 46,605 44,931 7,486 21,315 3,710 10,395 1,330 100 2,663 0 475 : : : : Changes from: November 20, 2018 : : 246 -926 140 1,065 -115 -120 0 -50 -127 0 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 62.5 10.4 29.7 5.2 14.5 1.9 0.1 3.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 25 4 . 4 5 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 79,089 : : Positions : : 58,507 59,063 13,513 17,720 300 785 120 190 4,362 0 1,150 : : : : Changes from: November 20, 2018 : : 50 0 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 74.7 17.1 22.4 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 27, 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 111,864 : : Positions : : 79,360 71,798 23,444 37,525 1,055 1,305 120 0 5,566 0 800 : : : : Changes from: November 20, 2018 : : 125 -75 -150 -100 0 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 64.2 21.0 33.5 0.9 1.2 0.1 0.0 5.0 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 27, 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 40,820 : : Positions : : 27,720 38,635 10,660 0 1,825 345 0 0 0 80 150 : : : : Changes from: November 20, 2018 : : -75 75 250 0 -150 0 0 0 -50 50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 94.6 26.1 0.0 4.5 0.8 0.0 0.0 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 4 0 . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 27,460 : : Positions : : 24,535 24,297 344 1,120 1,835 0 0 0 536 0 170 : : : : Changes from: November 20, 2018 : : 305 179 -95 35 0 0 0 0 4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 88.5 1.3 4.1 6.7 0.0 0.0 0.0 2.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 20 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 8,100 : : Positions : : 6,660 7,350 240 350 200 0 200 0 1,000 0 0 : : : : Changes from: November 20, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 90.7 3.0 4.3 2.5 0.0 2.5 0.0 12.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 54,836 : : Positions : : 37,865 32,679 429 7,863 8,595 1,564 0 272 3,037 2,641 2,765 : : : : Changes from: November 20, 2018 : : 1,048 552 289 472 307 2 0 2 -292 75 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 59.6 0.8 14.3 15.7 2.9 0.0 0.5 5.5 4.8 5.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 26 . . . 5 0 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 10,317 : : Positions : : 5,558 7,093 2,096 600 250 100 0 0 850 900 1,150 : : : : Changes from: November 20, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 68.8 20.3 5.8 2.4 1.0 0.0 0.0 8.2 8.7 11.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 53,103 : : Positions : : 37,703 49,518 11,425 0 3,175 270 0 0 385 100 120 : : : : Changes from: November 20, 2018 : : -125 100 325 0 -250 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 93.2 21.5 0.0 6.0 0.5 0.0 0.0 0.7 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 43,719 : : Positions : : 39,583 30,479 660 12,110 495 1,800 150 0 326 165 315 : : : : Changes from: November 20, 2018 : : 194 -90 0 325 -240 0 0 0 26 45 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 69.7 1.5 27.7 1.1 4.1 0.3 0.0 0.7 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 69,815 : : Positions : : 56,595 60,372 6,409 7,100 1,265 900 0 0 3,853 300 100 : : : : Changes from: November 20, 2018 : : 1,185 1,345 -20 0 0 0 0 0 180 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 86.5 9.2 10.2 1.8 1.3 0.0 0.0 5.5 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 74,377 : : Positions : : 58,905 62,089 6,748 7,593 2,380 1,150 0 0 4,226 1,800 175 : : : : Changes from: November 20, 2018 : : 135 205 140 100 0 0 0 0 30 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 83.5 9.1 10.2 3.2 1.5 0.0 0.0 5.7 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 91,851 : : Positions : : 81,479 80,076 7,575 5,809 2,618 0 0 0 45 3,312 5 : : : : Changes from: November 20, 2018 : : 412 2 -8 -121 -29 0 0 0 0 492 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 87.2 8.2 6.3 2.9 0.0 0.0 0.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 22 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 118,573 : : Positions : : 104,333 104,856 9,656 6,339 2,567 164 844 76 1,126 3,577 267 : : : : Changes from: November 20, 2018 : : 493 -448 53 -87 -58 -6 73 0 7 988 -234 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 88.4 8.1 5.3 2.2 0.1 0.7 0.1 0.9 3.0 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 23 . 4 . . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 51,920 : : Positions : : 44,492 47,420 3,628 0 3,575 0 150 75 0 550 150 : : : : Changes from: November 20, 2018 : : 275 625 400 0 -220 0 0 0 -25 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 91.3 7.0 0.0 6.9 0.0 0.3 0.1 0.0 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 . 0 . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 49,686 : : Positions : : 40,191 40,860 3,670 3,479 3,065 1,050 950 250 0 420 540 : : : : Changes from: November 20, 2018 : : -950 -1,041 0 -65 65 0 0 0 0 200 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 82.2 7.4 7.0 6.2 2.1 1.9 0.5 0.0 0.8 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 58,629 : : Positions : : 29,642 50,168 1,050 2,343 4,047 22,900 1,050 50 0 656 270 : : : : Changes from: November 20, 2018 : : 82 1,131 0 140 -140 1,145 0 -100 0 50 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 85.6 1.8 4.0 6.9 39.1 1.8 0.1 0.0 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 23 . . . 5 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 36,511 : : Positions : : 21,334 35,797 14,145 0 326 180 0 300 0 0 0 : : : : Changes from: November 20, 2018 : : 658 833 195 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 98.0 38.7 0.0 0.9 0.5 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 4 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 33,649 : : Positions : : 21,375 32,739 11,534 0 460 0 410 0 0 0 0 : : : : Changes from: November 20, 2018 : : 830 1,055 225 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 97.3 34.3 0.0 1.4 0.0 1.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 34,737 : : Positions : : 31,190 31,742 1,169 0 1,600 0 650 150 142 160 300 : : : : Changes from: November 20, 2018 : : 389 560 49 -111 -49 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 91.4 3.4 0.0 4.6 0.0 1.9 0.4 0.4 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 18 5 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 23,637 : : Positions : : 19,790 22,401 2,149 0 575 30 0 250 280 0 215 : : : : Changes from: November 20, 2018 : : 0 -10 -11 0 1 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 94.8 9.1 0.0 2.4 0.1 0.0 1.1 1.2 0.0 0.9 : : : : 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 27, 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 46,046 : : Positions : : 39,089 32,709 5,023 10,439 376 75 1,336 861 325 57 246 : : : : Changes from: November 20, 2018 : : 191 30 145 190 0 10 67 116 -25 34 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 71.0 10.9 22.7 0.8 0.2 2.9 1.9 0.7 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 39,662 : : Positions : : 34,349 25,689 2,899 12,734 834 1,170 0 130 100 265 0 : : : : Changes from: November 20, 2018 : : 224 119 45 150 45 0 0 0 -20 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 64.8 7.3 32.1 2.1 2.9 0.0 0.3 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 27, 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 19,190 : : Positions : : 11,956 15,154 1,403 629 3,326 2,170 0 75 50 0 0 : : : : Changes from: November 20, 2018 : : 25 0 125 0 -50 -150 0 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 79.0 7.3 3.3 17.3 11.3 0.0 0.4 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 20,386 : : Positions : : 10,916 17,311 2,679 0 1,995 50 550 0 4,201 0 530 : : : : Changes from: November 20, 2018 : : 56 106 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 84.9 13.1 0.0 9.8 0.2 2.7 0.0 20.6 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 7 . 0 . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 20,754 : : Positions : : 11,974 17,344 2,971 0 1,555 0 1,275 50 3,604 0 530 : : : : Changes from: November 20, 2018 : : 64 114 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 83.6 14.3 0.0 7.5 0.0 6.1 0.2 17.4 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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: November 20, 2018 : : 0 0 0 0 0 0 0 0 0 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 27, 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: November 20, 2018 : : 0 0 0 0 0 0 0 0 0 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 27, 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 26,202 : : Positions : : 11,437 14,945 9,880 6,598 390 115 175 60 2,890 2,880 1,145 : : : : Changes from: November 20, 2018 : : -12 0 0 588 0 0 0 0 0 -600 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 57.0 37.7 25.2 1.5 0.4 0.7 0.2 11.0 11.0 4.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 23,542 : : Positions : : 10,083 12,210 8,990 6,398 590 115 200 60 2,245 2,880 1,200 : : : : Changes from: November 20, 2018 : : -12 0 0 588 0 0 0 0 0 -600 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 51.9 38.2 27.2 2.5 0.5 0.8 0.3 9.5 12.2 5.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 52,113 : : Positions : : 36,922 45,480 7,975 0 3,810 325 0 50 0 215 2,550 : : : : Changes from: November 20, 2018 : : -181 -221 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 87.3 15.3 0.0 7.3 0.6 0.0 0.1 0.0 0.4 4.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 51,566 : : Positions : : 36,815 45,051 7,868 0 3,285 325 0 50 700 895 2,285 : : : : Changes from: November 20, 2018 : : -175 -225 0 0 0 0 0 0 -50 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 87.4 15.3 0.0 6.4 0.6 0.0 0.1 1.4 1.7 4.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 15 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 114,727 : : Positions : : 84,243 81,295 14,500 15,871 3,543 1,075 150 880 7,934 10,632 2,276 : : : : Changes from: November 20, 2018 : : 1,571 1,646 0 -475 335 0 0 0 -400 1 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 70.9 12.6 13.8 3.1 0.9 0.1 0.8 6.9 9.3 2.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 26 . 4 4 . . 4 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 128,319 : : Positions : : 95,898 83,945 17,010 24,481 1,968 2,510 2,745 450 8,069 12,573 2,077 : : : : Changes from: November 20, 2018 : : 920 -80 0 275 -165 -50 0 50 -600 75 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 65.4 13.3 19.1 1.5 2.0 2.1 0.4 6.3 9.8 1.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 31 . 4 5 . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 256,089 : : Positions : : 169,574 164,654 33,099 27,306 14,832 10,162 19,860 6,200 9,517 11,215 11,945 : : : : Changes from: November 20, 2018 : : 1,512 -1,290 1,194 195 593 -7 2,371 -100 -711 703 -1,980 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 64.3 12.9 10.7 5.8 4.0 7.8 2.4 3.7 4.4 4.7 : : : : Number of Traders in Each Category Total Traders: 82 : : 37 37 . . 5 10 6 9 11 7 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 31,692 : : Positions : : 16,134 30,787 8,611 0 0 1,230 50 20 4,934 205 630 : : : : Changes from: November 20, 2018 : : 275 175 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 97.1 27.2 0.0 0.0 3.9 0.2 0.1 15.6 0.6 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 30,572 : : Positions : : 14,932 28,272 9,040 0 0 650 1,480 110 5,030 55 655 : : : : Changes from: November 20, 2018 : : 295 195 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 92.5 29.6 0.0 0.0 2.1 4.8 0.4 16.5 0.2 2.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 17,257 : : Positions : : 4,745 9,057 8,232 1,805 795 200 2,415 900 450 350 0 : : : : Changes from: November 20, 2018 : : -50 100 25 -100 45 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 52.5 47.7 10.5 4.6 1.2 14.0 5.2 2.6 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 11,275 : : Positions : : 2,055 7,580 6,830 65 900 25 1,315 660 75 25 0 : : : : Changes from: November 20, 2018 : : 0 0 0 0 0 25 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 67.2 60.6 0.6 8.0 0.2 11.7 5.9 0.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 68,886 : : Positions : : 29,162 21,632 16,653 26,460 140 4,940 5,740 2,815 3,415 0 2,840 : : : : Changes from: November 20, 2018 : : 0 300 240 0 -35 50 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 31.4 24.2 38.4 0.2 7.2 8.3 4.1 5.0 0.0 4.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 67,178 : : Positions : : 28,975 20,788 15,130 26,315 175 6,055 5,740 2,865 3,150 0 2,875 : : : : Changes from: November 20, 2018 : : 0 70 60 50 0 50 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 30.9 22.5 39.2 0.3 9.0 8.5 4.3 4.7 0.0 4.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 24,615 : : Positions : : 13,115 5,220 3,265 0 815 0 11,635 415 200 25 2,935 : : : : Changes from: November 20, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 21.2 13.3 0.0 3.3 0.0 47.3 1.7 0.8 0.1 11.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 24,700 : : Positions : : 12,260 5,205 4,080 0 615 0 11,510 415 100 25 3,135 : : : : Changes from: November 20, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 21.1 16.5 0.0 2.5 0.0 46.6 1.7 0.4 0.1 12.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 27,434 : : Positions : : 10,444 21,289 3,932 2,055 385 9,945 830 0 100 0 0 : : : : Changes from: November 20, 2018 : : 50 0 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 77.6 14.3 7.5 1.4 36.3 3.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 38,700 : : Positions : : 14,420 32,225 10,810 0 285 4,025 945 30 4,410 525 2,045 : : : : Changes from: November 20, 2018 : : 125 50 0 0 0 225 0 -200 -300 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 83.3 27.9 0.0 0.7 10.4 2.4 0.1 11.4 1.4 5.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 10 . 0 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 36,310 : : Positions : : 13,085 29,860 9,990 0 185 3,515 945 630 4,360 175 1,945 : : : : Changes from: November 20, 2018 : : 125 50 0 0 0 225 0 -200 -300 0 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 82.2 27.5 0.0 0.5 9.7 2.6 1.7 12.0 0.5 5.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . 0 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 11,195 : : Positions : : 8,715 2,155 1,225 4,825 0 0 2,025 0 0 1,250 100 : : : : Changes from: November 20, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 19.2 10.9 43.1 0.0 0.0 18.1 0.0 0.0 11.2 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . . 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 48,975 : : Positions : : 30,890 20,815 0 11,080 1,365 1,455 12,165 415 11,285 130 1,525 : : : : Changes from: November 20, 2018 : : -200 -140 0 -50 0 -125 640 -125 875 100 -330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 42.5 0.0 22.6 2.8 3.0 24.8 0.8 23.0 0.3 3.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 48,325 : : Positions : : 30,965 19,480 0 11,690 1,365 930 12,165 530 11,030 130 1,385 : : : : Changes from: November 20, 2018 : : -200 -140 0 -50 0 -125 640 -150 875 100 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 40.3 0.0 24.2 2.8 1.9 25.2 1.1 22.8 0.3 2.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 45,605 : : Positions : : 22,880 14,840 0 19,035 210 16,205 0 600 2,030 7,250 935 : : : : Changes from: November 20, 2018 : : 100 -80 0 25 0 -80 0 25 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 32.5 0.0 41.7 0.5 35.5 0.0 1.3 4.5 15.9 2.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 9 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 43,100 : : Positions : : 20,330 16,170 0 15,220 315 16,230 0 600 1,910 7,090 970 : : : : Changes from: November 20, 2018 : : 100 -80 0 25 0 -80 0 25 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 37.5 0.0 35.3 0.7 37.7 0.0 1.4 4.4 16.5 2.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 9 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 112,229 : : Positions : : 53,745 81,079 28,685 2,150 1,135 7,424 425 6,135 730 6,715 5,215 : : : : Changes from: November 20, 2018 : : -80 1,340 0 650 -95 865 45 -450 100 -1,150 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 72.2 25.6 1.9 1.0 6.6 0.4 5.5 0.7 6.0 4.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 26 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 105,863 : : Positions : : 49,575 75,874 25,550 2,110 1,045 9,141 220 4,977 380 6,050 5,790 : : : : Changes from: November 20, 2018 : : -255 1,265 0 650 -100 865 45 -25 100 -1,150 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 71.7 24.1 2.0 1.0 8.6 0.2 4.7 0.4 5.7 5.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 23 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 32,065 : : Positions : : 10,450 20,770 12,095 3,765 1,865 5,855 2,750 365 0 1,625 0 : : : : Changes from: November 20, 2018 : : 355 -105 -225 -100 -50 -50 0 0 0 225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 64.8 37.7 11.7 5.8 18.3 8.6 1.1 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 24,990 : : Positions : : 7,950 16,095 11,105 3,235 1,625 2,775 1,250 370 0 1,250 0 : : : : Changes from: November 20, 2018 : : 300 -50 -400 -150 100 -50 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 64.4 44.4 12.9 6.5 11.1 5.0 1.5 0.0 5.0 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 27, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 21,795 : : Positions : : 8,710 11,865 0 6,005 1,880 9,925 945 80 0 0 0 : : : : Changes from: November 20, 2018 : : 0 50 0 0 0 0 -50 -300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 54.4 0.0 27.6 8.6 45.5 4.3 0.4 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 27, 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 60,125 : : Positions : : 35,095 30,980 4,540 1,340 8,060 50 8,255 520 950 0 0 : : : : Changes from: November 20, 2018 : : 265 765 375 100 -460 0 200 -50 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 51.5 7.6 2.2 13.4 0.1 13.7 0.9 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 27, 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 45,595 : : Positions : : 23,500 19,805 1,685 1,945 6,075 595 5,025 0 375 0 0 : : : : Changes from: November 20, 2018 : : 115 515 550 150 -405 -200 50 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 43.4 3.7 4.3 13.3 1.3 11.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . . . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 30, 2018