COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 39,861: 13,204 21,495 6,861 589 306 815 7,567 1,806 12,128 3,081 3,577: 1,164 1,440 Old : 39,861: 13,204 21,495 6,861 589 306 815 7,567 1,806 12,128 3,081 3,577: 1,164 1,440 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : 248: 309 75 7 12 -12 75 106 2 -199 -18 71: -5 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.1 53.9 17.2 1.5 0.8 2.0 19.0 4.5 30.4 7.7 9.0: 2.9 3.6 Old : 100.0: 33.1 53.9 17.2 1.5 0.8 2.0 19.0 4.5 30.4 7.7 9.0: 2.9 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 14 11 4 . 4 . 6 4 8 6 9: Old : 42: 14 11 4 . 4 . 6 4 8 6 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.5 63.9 58.7 79.0 34.9 50.2 52.2 59.6 Old : 35.5 63.9 58.7 79.0 34.9 50.2 52.2 59.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 66,038: 37,614 40,939 633 3,844 12,619 8,134 445 2,381 1,668 3,149 2,117: 872 544 Old : 66,038: 37,614 40,939 633 3,844 12,619 8,134 445 2,381 1,668 3,149 2,117: 872 544 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,927: -1,865 -1,936 -286 -113 160 -142 -45 176 -40 -362 141: -72 52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.0 62.0 1.0 5.8 19.1 12.3 0.7 3.6 2.5 4.8 3.2: 1.3 0.8 Old : 100.0: 57.0 62.0 1.0 5.8 19.1 12.3 0.7 3.6 2.5 4.8 3.2: 1.3 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 30 29 . . . 4 . 4 6 4 7: Old : 52: 30 29 . . . 4 . 4 6 4 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.3 43.2 62.6 64.2 28.4 23.0 37.5 34.0 Old : 41.3 43.2 62.6 64.2 28.4 23.0 37.5 34.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 43,981: 34,684 37,256 0 1,797 3,532 425 830 125 5,000 0 200: 15 240 Old : 43,981: 34,684 37,256 0 1,797 3,532 425 830 125 5,000 0 200: 15 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : 1,997: 810 2,130 0 -955 597 50 296 -10 550 -300 0: 0 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.9 84.7 0.0 4.1 8.0 1.0 1.9 0.3 11.4 0.0 0.5: 0.0 0.5 Old : 100.0: 78.9 84.7 0.0 4.1 8.0 1.0 1.9 0.3 11.4 0.0 0.5: 0.0 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 22 19 0 . . . . . 7 0 .: Old : 37: 22 19 0 . . . . . 7 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 60.3 74.3 84.5 44.3 51.6 54.7 58.7 Old : 59.0 60.3 74.3 84.5 44.3 51.6 54.7 58.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 MWh) : : : Positions : All : 24,716: 22,071 13,904 75 7,912 555 75 0 25 820 1,225 1,095: 0 0 Old : 24,716: 22,071 13,904 75 7,912 555 75 0 25 820 1,225 1,095: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : 1,074: 924 654 50 220 100 0 0 0 25 125 -25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.3 56.3 0.3 32.0 2.2 0.3 0.0 0.1 3.3 5.0 4.4: 0.0 0.0 Old : 100.0: 89.3 56.3 0.3 32.0 2.2 0.3 0.0 0.1 3.3 5.0 4.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 18 16 . . . . 0 . . . 4: Old : 31: 18 16 . . . . 0 . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.1 61.5 85.3 81.0 66.4 51.5 73.9 68.7 Old : 71.1 61.5 85.3 81.0 66.4 51.5 73.9 68.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 Megawatt Hours) : : : Positions : All : 175,964: 142,552 125,726 8,238 10,962 11,465 7,625 17,552 1,140 2,095 6,247 2,612: 237 260 Old : 175,964: 142,552 125,726 8,238 10,962 11,465 7,625 17,552 1,140 2,095 6,247 2,612: 237 260 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -5,180: -6,046 -8,678 98 -630 1,071 -110 3,520 0 -8 -400 -170: -15 107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.0 71.4 4.7 6.2 6.5 4.3 10.0 0.6 1.2 3.6 1.5: 0.1 0.1 Old : 100.0: 81.0 71.4 4.7 6.2 6.5 4.3 10.0 0.6 1.2 3.6 1.5: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 32 31 4 . 4 4 . . . . .: Old : 52: 32 31 4 . 4 4 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.5 52.0 56.1 68.1 34.9 45.2 48.7 56.7 Old : 37.5 52.0 56.1 68.1 34.9 45.2 48.7 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 59,683: 35,231 35,268 17,750 10,294 3,036 1,072 9,485 998 1,348 475 127: 121 0 Old : 59,683: 35,231 35,268 17,750 10,294 3,036 1,072 9,485 998 1,348 475 127: 121 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -3,797: -1,712 -3,142 -784 31 330 96 -41 -225 -1,600 -850 100: -2 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.0 59.1 29.7 17.2 5.1 1.8 15.9 1.7 2.3 0.8 0.2: 0.2 0.0 Old : 100.0: 59.0 59.1 29.7 17.2 5.1 1.8 15.9 1.7 2.3 0.8 0.2: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 17 15 . . . . . . 6 . .: Old : 37: 17 15 . . . . . . 6 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.5 68.6 88.6 89.8 73.8 59.5 78.9 79.4 Old : 78.5 68.6 88.6 89.8 73.8 59.5 78.9 79.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 33,250: 28,744 21,060 4,345 11,555 85 75 0 0 0 550 0: 1 0 Old : 33,250: 28,744 21,060 4,345 11,555 85 75 0 0 0 550 0: 1 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,726: -1,384 -801 -315 -125 -100 75 0 0 0 -700 0: -2 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.4 63.3 13.1 34.8 0.3 0.2 0.0 0.0 0.0 1.7 0.0: 0.0 0.0 Old : 100.0: 86.4 63.3 13.1 34.8 0.3 0.2 0.0 0.0 0.0 1.7 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 10 . . . . 0 0 0 . 0: Old : 20: 9 10 . . . . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 88.4 92.7 98.7 98.4 86.4 87.4 92.2 92.0 Old : 88.4 92.7 98.7 98.4 86.4 87.4 92.2 92.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 50,215: 35,759 36,175 5,210 6,360 3,550 3,050 3,100 0 1,885 275 590: 171 165 Old : 50,215: 35,759 36,175 5,210 6,360 3,550 3,050 3,100 0 1,885 275 590: 171 165 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -2,049: -2,305 -2,175 335 830 -585 650 50 0 -106 -160 -34: -4 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.2 72.0 10.4 12.7 7.1 6.1 6.2 0.0 3.8 0.5 1.2: 0.3 0.3 Old : 100.0: 71.2 72.0 10.4 12.7 7.1 6.1 6.2 0.0 3.8 0.5 1.2: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 23 23 . . . . . 0 . . .: Old : 38: 23 23 . . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 46.3 70.6 64.3 42.7 34.1 58.6 48.2 Old : 46.6 46.3 70.6 64.3 42.7 34.1 58.6 48.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 75,911: 45,984 52,008 5,596 11,885 7,190 14,100 2,320 860 1,005 972 675: 501 1 Old : 75,911: 45,984 52,008 5,596 11,885 7,190 14,100 2,320 860 1,005 972 675: 501 1 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -747: -777 -709 -182 1,040 -773 885 -265 -50 65 -85 100: -15 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.6 68.5 7.4 15.7 9.5 18.6 3.1 1.1 1.3 1.3 0.9: 0.7 0.0 Old : 100.0: 60.6 68.5 7.4 15.7 9.5 18.6 3.1 1.1 1.3 1.3 0.9: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 24 26 . . 4 4 . 4 4 . .: Old : 48: 24 26 . . 4 4 . 4 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.8 48.5 67.7 70.6 43.6 42.3 56.8 56.6 Old : 44.8 48.5 67.7 70.6 43.6 42.3 56.8 56.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 68,043: 45,183 49,004 16,535 15,150 1,690 600 90 275 2,170 195 1,260: 330 379 Old : 68,043: 45,183 49,004 16,535 15,150 1,690 600 90 275 2,170 195 1,260: 330 379 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -3,694: -4,745 -2,574 580 -1,070 0 600 0 0 -25 54 -84: -20 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.4 72.0 24.3 22.3 2.5 0.9 0.1 0.4 3.2 0.3 1.9: 0.5 0.6 Old : 100.0: 66.4 72.0 24.3 22.3 2.5 0.9 0.1 0.4 3.2 0.3 1.9: 0.5 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 21 20 . . . . . . . . .: Old : 40: 21 20 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.9 72.7 61.7 86.0 43.8 70.2 59.3 81.5 Old : 43.9 72.7 61.7 86.0 43.8 70.2 59.3 81.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 99,938: 66,158 61,904 25,120 33,814 2,990 1,260 0 0 3,031 50 994: 385 186 Old : 99,938: 66,158 61,904 25,120 33,814 2,990 1,260 0 0 3,031 50 994: 385 186 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -3,579: -7,258 -2,168 3,040 -1,385 0 400 0 0 186 0 69: -16 -95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.2 61.9 25.1 33.8 3.0 1.3 0.0 0.0 3.0 0.0 1.0: 0.4 0.2 Old : 100.0: 66.2 61.9 25.1 33.8 3.0 1.3 0.0 0.0 3.0 0.0 1.0: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 23 24 . 4 . . 0 0 4 . .: Old : 46: 23 24 . 4 . . 0 0 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.2 69.3 64.3 85.5 44.1 66.3 63.1 79.3 Old : 44.2 69.3 64.3 85.5 44.1 66.3 63.1 79.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 29,265: 18,635 25,140 6,305 0 3,600 300 0 0 200 50 0: 225 475 Old : 29,265: 18,635 25,140 6,305 0 3,600 300 0 0 200 50 0: 225 475 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,305: -1,335 -1,160 255 0 -145 0 0 0 -145 0 -110: 175 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 85.9 21.5 0.0 12.3 1.0 0.0 0.0 0.7 0.2 0.0: 0.8 1.6 Old : 100.0: 63.7 85.9 21.5 0.0 12.3 1.0 0.0 0.0 0.7 0.2 0.0: 0.8 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 15 4 0 . . 0 0 . . 0: Old : 28: 18 15 4 0 . . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 74.0 85.1 85.2 44.6 65.9 66.4 72.9 Old : 60.8 74.0 85.1 85.2 44.6 65.9 66.4 72.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 30,960: 25,770 24,815 450 1,505 4,215 0 300 0 365 0 120: 40 5 Old : 30,960: 25,770 24,815 450 1,505 4,215 0 300 0 365 0 120: 40 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -2,930: -2,740 -3,060 -165 130 0 0 0 0 -20 0 0: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.2 80.2 1.5 4.9 13.6 0.0 1.0 0.0 1.2 0.0 0.4: 0.1 0.0 Old : 100.0: 83.2 80.2 1.5 4.9 13.6 0.0 1.0 0.0 1.2 0.0 0.4: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 19 14 . . . 0 . 0 . 0 .: Old : 28: 19 14 . . . 0 . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 68.7 75.7 89.1 41.8 55.9 50.0 59.5 Old : 55.7 68.7 75.7 89.1 41.8 55.9 50.0 59.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 11,151: 8,380 9,901 200 850 200 500 0 0 1,871 200 0: 0 0 Old : 11,151: 8,380 9,901 200 850 200 500 0 0 1,871 200 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : 99: 400 -251 0 150 0 0 0 0 -301 200 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 88.8 1.8 7.6 1.8 4.5 0.0 0.0 16.8 1.8 0.0: 0.0 0.0 Old : 100.0: 75.2 88.8 1.8 7.6 1.8 4.5 0.0 0.0 16.8 1.8 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 8 . . . . 0 0 4 . 0: Old : 24: 13 8 . . . . 0 0 4 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.9 82.0 73.6 98.0 49.7 77.9 70.4 88.2 Old : 52.9 82.0 73.6 98.0 49.7 77.9 70.4 88.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 41,977: 24,254 26,616 619 5,734 2,415 4,840 149 1,549 3,460 833 4,254: 587 427 Old : 41,977: 24,254 26,616 619 5,734 2,415 4,840 149 1,549 3,460 833 4,254: 587 427 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : 328: 992 59 119 100 -234 208 135 -28 -901 129 197: -25 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.8 63.4 1.5 13.7 5.8 11.5 0.4 3.7 8.2 2.0 10.1: 1.4 1.0 Old : 100.0: 57.8 63.4 1.5 13.7 5.8 11.5 0.4 3.7 8.2 2.0 10.1: 1.4 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 20 23 . . . . . . 7 5 8: Old : 46: 20 23 . . . . . . 7 5 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.1 40.8 59.9 56.9 33.1 29.6 45.2 40.5 Old : 40.1 40.8 59.9 56.9 33.1 29.6 45.2 40.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 38,036: 25,476 34,586 9,395 0 2,660 300 600 0 25 100 0: 180 90 Old : 38,036: 25,476 34,586 9,395 0 2,660 300 600 0 25 100 0: 180 90 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,450: -1,399 -1,480 34 0 -60 0 100 0 -200 0 -5: 180 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 90.9 24.7 0.0 7.0 0.8 1.6 0.0 0.1 0.3 0.0: 0.5 0.2 Old : 100.0: 67.0 90.9 24.7 0.0 7.0 0.8 1.6 0.0 0.1 0.3 0.0: 0.5 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 21 21 4 0 . . . 0 . . 0: Old : 35: 21 21 4 0 . . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 66.7 81.1 82.4 43.5 60.9 67.6 70.0 Old : 56.3 66.7 81.1 82.4 43.5 60.9 67.6 70.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 48,713: 42,943 30,579 920 12,460 640 2,475 3,294 0 220 895 845: 670 0 Old : 48,713: 42,943 30,579 920 12,460 640 2,475 3,294 0 220 895 845: 670 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -2,081: -1,761 -2,640 -70 840 -230 100 84 0 -90 -125 0: -30 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.2 62.8 1.9 25.6 1.3 5.1 6.8 0.0 0.5 1.8 1.7: 1.4 0.0 Old : 100.0: 88.2 62.8 1.9 25.6 1.3 5.1 6.8 0.0 0.5 1.8 1.7: 1.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 20 15 . . . . . 0 . . .: Old : 39: 20 15 . . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.9 57.1 71.9 82.5 48.3 55.1 68.2 76.8 Old : 50.9 57.1 71.9 82.5 48.3 55.1 68.2 76.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 46,494: 37,085 36,689 6,494 8,245 325 700 0 0 955 310 650: 285 275 Old : 46,494: 37,085 36,689 6,494 8,245 325 700 0 0 955 310 650: 285 275 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -3,402: -2,435 -2,750 -975 -790 150 0 0 0 -110 10 -12: -20 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.8 78.9 14.0 17.7 0.7 1.5 0.0 0.0 2.1 0.7 1.4: 0.6 0.6 Old : 100.0: 79.8 78.9 14.0 17.7 0.7 1.5 0.0 0.0 2.1 0.7 1.4: 0.6 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 15 . . . . 0 0 . . .: Old : 30: 19 15 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 87.0 74.8 94.5 59.7 84.1 72.9 87.4 Old : 60.1 87.0 74.8 94.5 59.7 84.1 72.9 87.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 51,476: 41,755 38,356 6,576 9,450 890 0 0 0 1,460 1,800 650: 145 330 Old : 51,476: 41,755 38,356 6,576 9,450 890 0 0 0 1,460 1,800 650: 145 330 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -3,229: -2,287 -2,299 -1,022 -1,045 125 0 0 0 -100 0 0: 55 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.1 74.5 12.8 18.4 1.7 0.0 0.0 0.0 2.8 3.5 1.3: 0.3 0.6 Old : 100.0: 81.1 74.5 12.8 18.4 1.7 0.0 0.0 0.0 2.8 3.5 1.3: 0.3 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 20 15 . . . 0 0 0 . . .: Old : 30: 20 15 . . . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.5 85.1 76.2 94.5 60.9 83.2 74.8 91.7 Old : 61.5 85.1 76.2 94.5 60.9 83.2 74.8 91.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 78,835: 67,333 71,373 8,554 3,212 2,179 0 300 0 114 1,047 579: 76 145 Old : 78,835: 67,333 71,373 8,554 3,212 2,179 0 300 0 114 1,047 579: 76 145 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -4,096: -3,222 -2,357 -946 -1,285 170 0 -50 0 -25 -491 -61: -12 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.4 90.5 10.9 4.1 2.8 0.0 0.4 0.0 0.1 1.3 0.7: 0.1 0.2 Old : 100.0: 85.4 90.5 10.9 4.1 2.8 0.0 0.4 0.0 0.1 1.3 0.7: 0.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 22 21 . . 4 0 . 0 . . .: Old : 34: 22 21 . . 4 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.5 59.8 75.9 78.0 54.7 53.8 72.3 68.7 Old : 55.5 59.8 75.9 78.0 54.7 53.8 72.3 68.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 114,882: 98,902 95,823 10,689 3,789 2,779 75 2,152 135 1,358 9,235 754: 190 215 Old : 114,882: 98,902 95,823 10,689 3,789 2,779 75 2,152 135 1,358 9,235 754: 190 215 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -7,994: -6,251 -6,726 -724 -1,820 436 -95 559 -175 -190 723 -964: -31 -27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 83.4 9.3 3.3 2.4 0.1 1.9 0.1 1.2 8.0 0.7: 0.2 0.2 Old : 100.0: 86.1 83.4 9.3 3.3 2.4 0.1 1.9 0.1 1.2 8.0 0.7: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 23 21 . . . . 5 . 4 . .: Old : 46: 23 21 . . . . 5 . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 45.0 79.0 66.8 53.3 44.1 69.6 60.2 Old : 56.9 45.0 79.0 66.8 53.3 44.1 69.6 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 51,360: 45,811 45,380 2,254 2,310 3,195 0 75 75 25 325 0: 0 0 Old : 51,360: 45,811 45,380 2,254 2,310 3,195 0 75 75 25 325 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -450: -187 -250 -63 -250 200 -50 75 -75 -200 -75 -75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.2 88.4 4.4 4.5 6.2 0.0 0.1 0.1 0.0 0.6 0.0: 0.0 0.0 Old : 100.0: 89.2 88.4 4.4 4.5 6.2 0.0 0.1 0.1 0.0 0.6 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 10 14 . . . 0 . . . . 0: Old : 27: 10 14 . . . 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 92.4 85.7 98.4 96.9 88.9 82.7 92.2 90.8 Old : 92.4 85.7 98.4 96.9 88.9 82.7 92.2 90.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 39,520: 31,360 28,830 455 4,785 3,595 950 1,650 250 1,755 0 325: 830 85 Old : 39,520: 31,360 28,830 455 4,785 3,595 950 1,650 250 1,755 0 325: 830 85 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,505: -1,393 -1,165 5 87 -302 0 -125 0 48 0 -50: 187 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.4 73.0 1.2 12.1 9.1 2.4 4.2 0.6 4.4 0.0 0.8: 2.1 0.2 Old : 100.0: 79.4 73.0 1.2 12.1 9.1 2.4 4.2 0.6 4.4 0.0 0.8: 2.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 18 . . . . . . . 0 .: Old : 27: 18 18 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 57.1 72.2 80.1 32.0 40.9 44.6 50.8 Old : 53.3 57.1 72.2 80.1 32.0 40.9 44.6 50.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 44,574: 25,281 34,004 5,180 3,540 3,640 6,723 1,300 690 2,700 1,200 200: 160 0 Old : 44,574: 25,281 34,004 5,180 3,540 3,640 6,723 1,300 690 2,700 1,200 200: 160 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,636: -836 -1,496 60 240 -350 -420 0 20 -55 0 -50: -5 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.7 76.3 11.6 7.9 8.2 15.1 2.9 1.5 6.1 2.7 0.4: 0.4 0.0 Old : 100.0: 56.7 76.3 11.6 7.9 8.2 15.1 2.9 1.5 6.1 2.7 0.4: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 20 19 . . . 5 . . 4 . .: Old : 35: 20 19 . . . 5 . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.2 49.7 65.3 75.0 36.1 38.5 54.0 61.3 Old : 45.2 49.7 65.3 75.0 36.1 38.5 54.0 61.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 41,299: 21,954 37,918 18,916 0 262 10 1,308 50 0 1,317 3: 104 441 Old : 41,299: 21,954 37,918 18,916 0 262 10 1,308 50 0 1,317 3: 104 441 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,214: -405 -1,103 -861 0 52 10 -137 0 0 0 0: -10 -26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.2 91.8 45.8 0.0 0.6 0.0 3.2 0.1 0.0 3.2 0.0: 0.3 1.1 Old : 100.0: 53.2 91.8 45.8 0.0 0.6 0.0 3.2 0.1 0.0 3.2 0.0: 0.3 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 13 4 0 . . . . 0 . .: Old : 25: 12 13 4 0 . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.0 80.5 87.7 92.6 65.6 74.6 82.9 83.8 Old : 66.0 80.5 87.7 92.6 65.6 74.6 82.9 83.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 32,164: 25,541 28,446 3,423 40 943 566 2,445 270 893 0 0: 528 20 Old : 32,164: 25,541 28,446 3,423 40 943 566 2,445 270 893 0 0: 528 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,154: -1,620 -1,265 791 40 -29 12 135 15 -216 0 -70: -37 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.4 88.4 10.6 0.1 2.9 1.8 7.6 0.8 2.8 0.0 0.0: 1.6 0.1 Old : 100.0: 79.4 88.4 10.6 0.1 2.9 1.8 7.6 0.8 2.8 0.0 0.0: 1.6 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 16 18 4 . 4 . . . . 0 0: Old : 35: 16 18 4 . 4 . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.6 59.9 75.1 81.6 48.0 54.5 65.2 73.1 Old : 57.6 59.9 75.1 81.6 48.0 54.5 65.2 73.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 21,097: 17,892 20,212 1,629 95 460 0 105 165 525 0 0: 426 60 Old : 21,097: 17,892 20,212 1,629 95 460 0 105 165 525 0 0: 426 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,590: -1,265 -1,490 -53 20 -20 -10 105 -145 -10 -10 -50: -37 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.8 95.8 7.7 0.5 2.2 0.0 0.5 0.8 2.5 0.0 0.0: 2.0 0.3 Old : 100.0: 84.8 95.8 7.7 0.5 2.2 0.0 0.5 0.8 2.5 0.0 0.0: 2.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 16 . . . 0 . . . 0 0: Old : 26: 13 16 . . . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.2 70.5 83.3 88.3 61.8 70.3 77.5 85.1 Old : 65.2 70.5 83.3 88.3 61.8 70.3 77.5 85.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 54,130: 46,028 32,886 4,951 12,746 453 1,188 7,422 295 847 95 145: 223 88 Old : 54,130: 46,028 32,886 4,951 12,746 453 1,188 7,422 295 847 95 145: 223 88 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : 2,161: 1,336 -619 826 4,166 -69 173 -521 -106 48 -625 -25: -22 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 60.8 9.1 23.5 0.8 2.2 13.7 0.5 1.6 0.2 0.3: 0.4 0.2 Old : 100.0: 85.0 60.8 9.1 23.5 0.8 2.2 13.7 0.5 1.6 0.2 0.3: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 19 22 . . . . . . . . .: Old : 37: 19 22 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.3 59.7 78.1 78.5 53.1 58.7 65.3 69.6 Old : 60.3 59.7 78.1 78.5 53.1 58.7 65.3 69.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 45,056: 39,328 27,173 4,683 13,677 476 0 3,440 0 0 195 65: 504 30 Old : 45,056: 39,328 27,173 4,683 13,677 476 0 3,440 0 0 195 65: 504 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : 4,707: 3,489 1,350 1,393 3,647 -75 0 -165 -10 0 0 0: -90 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.3 60.3 10.4 30.4 1.1 0.0 7.6 0.0 0.0 0.4 0.1: 1.1 0.1 Old : 100.0: 87.3 60.3 10.4 30.4 1.1 0.0 7.6 0.0 0.0 0.4 0.1: 1.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 20 16 . . . 0 . 0 0 . .: Old : 28: 20 16 . . . 0 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 66.0 78.9 87.6 50.4 62.4 67.5 76.2 Old : 56.0 66.0 78.9 87.6 50.4 62.4 67.5 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 21,253: 10,676 17,564 6,519 0 2,925 700 521 225 50 0 0: 158 18 Old : 21,253: 10,676 17,564 6,519 0 2,925 700 521 225 50 0 0: 158 18 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : 394: -25 382 44 0 0 375 12 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.2 82.6 30.7 0.0 13.8 3.3 2.5 1.1 0.2 0.0 0.0: 0.7 0.1 Old : 100.0: 50.2 82.6 30.7 0.0 13.8 3.3 2.5 1.1 0.2 0.0 0.0: 0.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 10 13 . 0 . . . . . 0 0: Old : 24: 10 13 . 0 . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.4 72.6 93.2 93.9 59.6 71.2 77.1 81.3 Old : 73.4 72.6 93.2 93.9 59.6 71.2 77.1 81.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 19,990: 12,335 17,015 4,415 0 2,000 50 950 0 1,075 25 0: 115 0 Old : 19,990: 12,335 17,015 4,415 0 2,000 50 950 0 1,075 25 0: 115 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,400: -560 -1,375 -520 0 -50 -20 0 0 -205 25 0: -45 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.7 85.1 22.1 0.0 10.0 0.3 4.8 0.0 5.4 0.1 0.0: 0.6 0.0 Old : 100.0: 61.7 85.1 22.1 0.0 10.0 0.3 4.8 0.0 5.4 0.1 0.0: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 9 . 0 . . . 0 4 . 0: Old : 26: 15 9 . 0 . . . 0 4 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.2 86.6 87.5 98.1 60.7 82.9 74.8 85.3 Old : 69.2 86.6 87.5 98.1 60.7 82.9 74.8 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 20,710: 13,455 17,065 4,925 0 1,270 50 2,300 0 775 75 0: 235 0 Old : 20,710: 13,455 17,065 4,925 0 1,270 50 2,300 0 775 75 0: 235 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -920: -140 -1,325 -160 0 -320 -70 650 0 -175 75 0: -55 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.0 82.4 23.8 0.0 6.1 0.2 11.1 0.0 3.7 0.4 0.0: 1.1 0.0 Old : 100.0: 65.0 82.4 23.8 0.0 6.1 0.2 11.1 0.0 3.7 0.4 0.0: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 8 . 0 . . . 0 . . 0: Old : 26: 16 8 . 0 . . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.9 86.6 87.1 97.7 62.9 86.0 77.8 89.3 Old : 66.9 86.6 87.1 97.7 62.9 86.0 77.8 89.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Any Multiple of 800 800MWhs : : : Positions : All : 252,147: 195,658 118,929 340 68,181 29,611 0 1,125 16,837 0 8,104 9,361: 340 0 Old : 252,147: 195,658 118,929 340 68,181 29,611 0 1,125 16,837 0 8,104 9,361: 340 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -5,907: -7,145 -4,039 -42 -1,726 845 0 -1,045 611 0 -419 -135: -42 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 47.2 0.1 27.0 11.7 0.0 0.4 6.7 0.0 3.2 3.7: 0.1 0.0 Old : 100.0: 77.6 47.2 0.1 27.0 11.7 0.0 0.4 6.7 0.0 3.2 3.7: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 13 . . . 0 . . 0 . .: Old : 20: 11 13 . . . 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.2 59.2 91.4 84.9 45.2 41.5 45.7 44.5 Old : 72.2 59.2 91.4 84.9 45.2 41.5 45.7 44.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 21,965: 12,865 15,500 6,750 4,810 1,595 0 0 0 85 0 0: 670 60 Old : 21,965: 12,865 15,500 6,750 4,810 1,595 0 0 0 85 0 0: 670 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : 510: -2,495 60 2,705 55 395 0 0 0 -85 0 0: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.6 70.6 30.7 21.9 7.3 0.0 0.0 0.0 0.4 0.0 0.0: 3.1 0.3 Old : 100.0: 58.6 70.6 30.7 21.9 7.3 0.0 0.0 0.0 0.4 0.0 0.0: 3.1 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 13 . . . 0 0 0 . 0 0: Old : 22: 10 13 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.2 66.7 91.5 88.7 67.5 66.5 77.5 78.9 Old : 74.2 66.7 91.5 88.7 67.5 66.5 77.5 78.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 22,060: 8,261 16,980 11,315 3,855 1,050 1,000 0 0 0 75 100: 334 0 Old : 22,060: 8,261 16,980 11,315 3,855 1,050 1,000 0 0 0 75 100: 334 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -615: -42 -380 -290 130 -165 175 0 -200 -50 0 0: -43 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.4 77.0 51.3 17.5 4.8 4.5 0.0 0.0 0.0 0.3 0.5: 1.5 0.0 Old : 100.0: 37.4 77.0 51.3 17.5 4.8 4.5 0.0 0.0 0.0 0.3 0.5: 1.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 12 8 . . . . 0 0 0 . .: Old : 26: 12 8 . . . . 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.9 72.5 89.6 93.9 71.9 68.0 81.7 85.5 Old : 75.9 72.5 89.6 93.9 71.9 68.0 81.7 85.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 17,695: 6,776 12,695 7,760 3,055 1,820 1,000 0 0 0 25 100: 239 0 Old : 17,695: 6,776 12,695 7,760 3,055 1,820 1,000 0 0 0 25 100: 239 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,300: -338 -1,235 -560 230 -295 -25 0 0 -50 0 0: -32 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.3 71.7 43.9 17.3 10.3 5.7 0.0 0.0 0.0 0.1 0.6: 1.4 0.0 Old : 100.0: 38.3 71.7 43.9 17.3 10.3 5.7 0.0 0.0 0.0 0.1 0.6: 1.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 7 . . . . 0 0 0 . .: Old : 24: 12 7 . . . . 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.5 76.2 87.7 98.7 62.7 65.4 72.5 78.3 Old : 73.5 76.2 87.7 98.7 62.7 65.4 72.5 78.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 9,575: 6,410 3,790 1,000 670 1,240 0 3,775 0 675 0 50: 200 50 Old : 9,575: 6,410 3,790 1,000 670 1,240 0 3,775 0 675 0 50: 200 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -435: -190 -590 -355 50 120 0 0 0 0 0 0: -10 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.9 39.6 10.4 7.0 13.0 0.0 39.4 0.0 7.0 0.0 0.5: 2.1 0.5 Old : 100.0: 66.9 39.6 10.4 7.0 13.0 0.0 39.4 0.0 7.0 0.0 0.5: 2.1 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 11 . . . 0 . 0 . 0 .: Old : 23: 12 11 . . . 0 . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 71.4 84.4 90.9 42.7 61.9 63.9 71.9 Old : 56.9 71.4 84.4 90.9 42.7 61.9 63.9 71.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 6,310: 4,645 3,845 225 995 645 0 675 0 600 25 75: 120 50 Old : 6,310: 4,645 3,845 225 995 645 0 675 0 600 25 75: 120 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -540: -235 -645 -400 25 95 0 0 0 0 0 0: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.6 60.9 3.6 15.8 10.2 0.0 10.7 0.0 9.5 0.4 1.2: 1.9 0.8 Old : 100.0: 73.6 60.9 3.6 15.8 10.2 0.0 10.7 0.0 9.5 0.4 1.2: 1.9 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 11 . . . 0 . 0 . . .: Old : 23: 12 11 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 58.7 83.7 88.2 42.3 56.3 63.5 71.4 Old : 47.8 58.7 83.7 88.2 42.3 56.3 63.5 71.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 39,401: 25,172 32,510 10,915 0 1,605 1,000 75 0 200 5,175 0: 509 36 Old : 39,401: 25,172 32,510 10,915 0 1,605 1,000 75 0 200 5,175 0: 509 36 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : 745: 976 1,390 215 0 -390 0 0 0 -25 -230 0: -31 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 82.5 27.7 0.0 4.1 2.5 0.2 0.0 0.5 13.1 0.0: 1.3 0.1 Old : 100.0: 63.9 82.5 27.7 0.0 4.1 2.5 0.2 0.0 0.5 13.1 0.0: 1.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 13 . 0 . . . 0 . . 0: Old : 28: 15 13 . 0 . . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 90.1 81.2 98.1 55.6 89.8 77.0 94.4 Old : 59.4 90.1 81.2 98.1 55.6 89.8 77.0 94.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 39,000: 25,922 31,940 9,675 82 1,692 1,000 75 0 200 5,175 0: 511 36 Old : 39,000: 25,922 31,940 9,675 82 1,692 1,000 75 0 200 5,175 0: 511 36 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : 954: 1,191 1,524 150 5 -330 0 0 0 -25 -230 0: -32 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.5 81.9 24.8 0.2 4.3 2.6 0.2 0.0 0.5 13.3 0.0: 1.3 0.1 Old : 100.0: 66.5 81.9 24.8 0.2 4.3 2.6 0.2 0.0 0.5 13.3 0.0: 1.3 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 12 . . . . . 0 . . 0: Old : 29: 15 12 . . . . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.8 91.2 80.2 97.7 54.0 90.8 76.0 94.2 Old : 57.8 91.2 80.2 97.7 54.0 90.8 76.0 94.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 104,303: 75,106 71,227 14,940 25,472 2,931 1,000 1,520 1,150 7,501 309 1,439: 236 255 Old : 104,303: 75,106 71,227 14,940 25,472 2,931 1,000 1,520 1,150 7,501 309 1,439: 236 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -7,373: -14,053 -4,384 6,450 -3,616 405 -600 -40 495 158 -25 -208: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.0 68.3 14.3 24.4 2.8 1.0 1.5 1.1 7.2 0.3 1.4: 0.2 0.2 Old : 100.0: 72.0 68.3 14.3 24.4 2.8 1.0 1.5 1.1 7.2 0.3 1.4: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 27 23 . 4 4 . . . 5 . 4: Old : 48: 27 23 . 4 4 . . . 5 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.2 51.6 62.3 74.0 39.3 43.9 57.5 58.9 Old : 41.2 51.6 62.3 74.0 39.3 43.9 57.5 58.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :352 MWh : : : Positions : All : 124,854: 90,486 85,413 17,180 33,167 1,942 5,200 2,310 650 8,202 383 969: 225 20 Old : 124,854: 90,486 85,413 17,180 33,167 1,942 5,200 2,310 650 8,202 383 969: 225 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -8,458: -16,265 -4,576 7,486 -3,735 149 200 -180 160 111 -17 -269: -30 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 68.4 13.8 26.6 1.6 4.2 1.9 0.5 6.6 0.3 0.8: 0.2 0.0 Old : 100.0: 72.5 68.4 13.8 26.6 1.6 4.2 1.9 0.5 6.6 0.3 0.8: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 31 26 . 5 4 . . . 6 . 4: Old : 53: 31 26 . 5 4 . . . 6 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.0 51.9 60.1 77.1 37.3 48.2 57.6 65.7 Old : 39.0 51.9 60.1 77.1 37.3 48.2 57.6 65.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 284,398: 203,936 189,767 2,950 5,848 29,735 18,164 27,531 11,914 8,344 10,885 8,699: 656 19 Old : 284,398: 203,936 189,767 2,950 5,848 29,735 18,164 27,531 11,914 8,344 10,885 8,699: 656 19 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -4,799: -8,857 -5,318 1,385 -4,706 1,358 -1,033 2,876 1,632 -1,539 -2,576 1,940: 314 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.7 66.7 1.0 2.1 10.5 6.4 9.7 4.2 2.9 3.8 3.1: 0.2 0.0 Old : 100.0: 71.7 66.7 1.0 2.1 10.5 6.4 9.7 4.2 2.9 3.8 3.1: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 86: 37 40 4 4 4 9 6 7 12 8 11: Old : 86: 37 40 4 4 4 9 6 7 12 8 11: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.9 45.0 54.7 60.8 27.6 35.5 39.0 44.2 Old : 34.9 45.0 54.7 60.8 27.6 35.5 39.0 44.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 30,952: 21,346 28,416 4,797 0 2,056 580 200 175 1,723 100 0: 275 5 Old : 30,952: 21,346 28,416 4,797 0 2,056 580 200 175 1,723 100 0: 275 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -2,162: -1,700 -1,942 -120 0 -215 -115 0 0 0 0 0: -12 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.0 91.8 15.5 0.0 6.6 1.9 0.6 0.6 5.6 0.3 0.0: 0.9 0.0 Old : 100.0: 69.0 91.8 15.5 0.0 6.6 1.9 0.6 0.6 5.6 0.3 0.0: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 18 8 . 0 . . . . . . 0: Old : 25: 18 8 . 0 . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 92.4 74.0 98.0 48.0 84.9 65.4 85.3 Old : 50.8 92.4 74.0 98.0 48.0 84.9 65.4 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 29,508: 19,925 26,855 5,657 0 1,498 0 355 695 1,358 0 100: 275 5 Old : 29,508: 19,925 26,855 5,657 0 1,498 0 355 695 1,358 0 100: 275 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -2,042: -1,855 -1,847 140 0 -190 0 125 -125 0 0 0: -12 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.5 91.0 19.2 0.0 5.1 0.0 1.2 2.4 4.6 0.0 0.3: 0.9 0.0 Old : 100.0: 67.5 91.0 19.2 0.0 5.1 0.0 1.2 2.4 4.6 0.0 0.3: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 17 8 . 0 . 0 . . . 0 .: Old : 24: 17 8 . 0 . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.4 89.9 76.5 97.6 48.4 84.5 70.6 85.0 Old : 53.4 89.9 76.5 97.6 48.4 84.5 70.6 85.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 16,262: 7,170 11,447 4,622 1,670 1,060 1,350 100 100 50 0 0: 1,910 1,885 Old : 16,262: 7,170 11,447 4,622 1,670 1,060 1,350 100 100 50 0 0: 1,910 1,885 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -390: 570 -625 -1,030 340 160 -30 -100 0 0 -100 0: -60 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.1 70.4 28.4 10.3 6.5 8.3 0.6 0.6 0.3 0.0 0.0: 11.7 11.6 Old : 100.0: 44.1 70.4 28.4 10.3 6.5 8.3 0.6 0.6 0.3 0.0 0.0: 11.7 11.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 11 . . . . . . . 0 0: Old : 20: 9 11 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.8 43.0 85.0 70.5 63.5 40.9 69.0 59.7 Old : 68.8 43.0 85.0 70.5 63.5 40.9 69.0 59.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 50,483: 14,948 25,240 15,185 13,675 0 13,325 0 275 575 5,080 625: 5,550 5,588 Old : 50,483: 14,948 25,240 15,185 13,675 0 13,325 0 275 575 5,080 625: 5,550 5,588 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -547: -62 -1,396 780 1,120 0 -535 0 0 -575 -100 575: -730 -746 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 50.0 30.1 27.1 0.0 26.4 0.0 0.5 1.1 10.1 1.2: 11.0 11.1 Old : 100.0: 29.6 50.0 30.1 27.1 0.0 26.4 0.0 0.5 1.1 10.1 1.2: 11.0 11.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 19 . . 0 . 0 . . . .: Old : 28: 17 19 . . 0 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.6 50.3 77.2 69.3 64.4 49.4 71.3 67.0 Old : 66.6 50.3 77.2 69.3 64.4 49.4 71.3 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 47,553: 13,733 22,986 13,985 13,655 0 13,495 0 175 575 5,080 625: 4,965 5,032 Old : 47,553: 13,733 22,986 13,985 13,655 0 13,495 0 175 575 5,080 625: 4,965 5,032 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -903: -313 -1,664 720 1,060 0 -565 0 0 -575 -100 575: -745 -774 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.9 48.3 29.4 28.7 0.0 28.4 0.0 0.4 1.2 10.7 1.3: 10.4 10.6 Old : 100.0: 28.9 48.3 29.4 28.7 0.0 28.4 0.0 0.4 1.2 10.7 1.3: 10.4 10.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 19 . . 0 . 0 . . . .: Old : 27: 14 19 . . 0 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.8 52.8 79.6 72.3 65.0 52.3 72.5 69.6 Old : 67.8 52.8 79.6 72.3 65.0 52.3 72.5 69.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 21,620: 15,240 6,430 100 835 2,435 0 8,835 50 565 25 35: 3,195 2,975 Old : 21,620: 15,240 6,430 100 835 2,435 0 8,835 50 565 25 35: 3,195 2,975 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -2,045: -1,770 330 -150 -1,215 0 -125 -1,010 50 135 -25 -135: -50 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.5 29.7 0.5 3.9 11.3 0.0 40.9 0.2 2.6 0.1 0.2: 14.8 13.8 Old : 100.0: 70.5 29.7 0.5 3.9 11.3 0.0 40.9 0.2 2.6 0.1 0.2: 14.8 13.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 9 . . . 0 . . . . .: Old : 25: 14 9 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.1 69.5 69.0 81.9 44.2 62.3 62.3 70.7 Old : 46.1 69.5 69.0 81.9 44.2 62.3 62.3 70.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 20,665: 14,105 6,320 635 0 2,770 50 8,635 0 0 60 0: 3,105 2,880 Old : 20,665: 14,105 6,320 635 0 2,770 50 8,635 0 0 60 0: 3,105 2,880 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -2,490: -2,215 215 385 -860 -535 -75 -1,110 0 0 -160 0: -50 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.3 30.6 3.1 0.0 13.4 0.2 41.8 0.0 0.0 0.3 0.0: 15.0 13.9 Old : 100.0: 68.3 30.6 3.1 0.0 13.4 0.2 41.8 0.0 0.0 0.3 0.0: 15.0 13.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 10 . 0 . . . 0 0 . 0: Old : 25: 15 10 . 0 . . . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 70.2 70.7 83.4 42.0 65.1 59.1 69.1 Old : 49.1 70.2 70.7 83.4 42.0 65.1 59.1 69.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 27,551: 11,416 21,141 1,780 1,665 730 10,450 0 0 0 600 0: 3,175 3,415 Old : 27,551: 11,416 21,141 1,780 1,665 730 10,450 0 0 0 600 0: 3,175 3,415 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : 9: -26 -111 -235 -25 0 425 0 0 0 300 0: -155 -155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.4 76.7 6.5 6.0 2.6 37.9 0.0 0.0 0.0 2.2 0.0: 11.5 12.4 Old : 100.0: 41.4 76.7 6.5 6.0 2.6 37.9 0.0 0.0 0.0 2.2 0.0: 11.5 12.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 11 . . . . 0 0 0 . 0: Old : 22: 10 11 . . . . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.2 67.9 84.7 80.9 71.9 63.8 79.3 74.9 Old : 72.2 67.9 84.7 80.9 71.9 63.8 79.3 74.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 23,339: 8,669 17,434 1,035 865 855 9,425 0 0 0 600 0: 3,355 3,585 Old : 23,339: 8,669 17,434 1,035 865 855 9,425 0 0 0 600 0: 3,355 3,585 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : 181: -139 -99 -130 -25 0 455 0 0 0 300 0: -5 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.1 74.7 4.4 3.7 3.7 40.4 0.0 0.0 0.0 2.6 0.0: 14.4 15.4 Old : 100.0: 37.1 74.7 4.4 3.7 3.7 40.4 0.0 0.0 0.0 2.6 0.0: 14.4 15.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 8 11 . . . . 0 0 0 . 0: Old : 20: 8 11 . . . . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.2 64.9 83.7 78.3 74.3 60.9 79.3 73.9 Old : 75.2 64.9 83.7 78.3 74.3 60.9 79.3 73.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 37,925: 13,925 32,810 14,985 0 1,275 5,150 0 25 0 1,585 0: 2,565 2,230 Old : 37,925: 13,925 32,810 14,985 0 1,275 5,150 0 25 0 1,585 0: 2,565 2,230 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,365: -930 -1,430 -1,905 0 -100 1,275 -25 -150 0 -105 0: 445 445 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.7 86.5 39.5 0.0 3.4 13.6 0.0 0.1 0.0 4.2 0.0: 6.8 5.9 Old : 100.0: 36.7 86.5 39.5 0.0 3.4 13.6 0.0 0.1 0.0 4.2 0.0: 6.8 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 8 . 0 . . 0 . 0 . 0: Old : 26: 13 8 . 0 . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 83.4 78.8 92.0 59.3 83.2 77.0 90.2 Old : 60.6 83.4 78.8 92.0 59.3 83.2 77.0 90.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 34,310: 12,220 29,755 13,685 0 875 5,100 0 25 0 1,585 0: 2,405 2,070 Old : 34,310: 12,220 29,755 13,685 0 875 5,100 0 25 0 1,585 0: 2,405 2,070 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,100: -600 -1,565 -2,170 0 -50 1,075 -25 0 0 -105 0: 645 645 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.6 86.7 39.9 0.0 2.6 14.9 0.0 0.1 0.0 4.6 0.0: 7.0 6.0 Old : 100.0: 35.6 86.7 39.9 0.0 2.6 14.9 0.0 0.1 0.0 4.6 0.0: 7.0 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 8 . 0 . . 0 . 0 . 0: Old : 26: 13 8 . 0 . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.8 82.7 78.8 92.2 60.3 82.4 76.5 90.8 Old : 61.8 82.7 78.8 92.2 60.3 82.4 76.5 90.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 14,245: 11,855 3,990 400 4,745 305 0 3,275 0 0 500 0: 1,685 1,430 Old : 14,245: 11,855 3,990 400 4,745 305 0 3,275 0 0 500 0: 1,685 1,430 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,195: -965 -415 400 370 -595 0 -550 0 0 0 0: -35 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.2 28.0 2.8 33.3 2.1 0.0 23.0 0.0 0.0 3.5 0.0: 11.8 10.0 Old : 100.0: 83.2 28.0 2.8 33.3 2.1 0.0 23.0 0.0 0.0 3.5 0.0: 11.8 10.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 8 . . . 0 . 0 0 . 0: Old : 21: 13 8 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.6 71.5 83.7 86.2 67.5 65.1 74.6 75.1 Old : 71.6 71.5 83.7 86.2 67.5 65.1 74.6 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 12,750: 9,930 3,685 400 3,545 805 0 3,255 0 0 100 0: 1,615 1,360 Old : 12,750: 9,930 3,685 400 3,545 805 0 3,255 0 0 100 0: 1,615 1,360 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,350: -930 -590 400 530 -755 0 -500 0 0 0 0: -65 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 28.9 3.1 27.8 6.3 0.0 25.5 0.0 0.0 0.8 0.0: 12.7 10.7 Old : 100.0: 77.9 28.9 3.1 27.8 6.3 0.0 25.5 0.0 0.0 0.8 0.0: 12.7 10.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 7 . . . 0 . 0 0 . 0: Old : 20: 13 7 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.0 76.0 81.0 86.9 62.9 65.0 71.8 74.7 Old : 65.0 76.0 81.0 86.9 62.9 65.0 71.8 74.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 26,490: 21,880 10,210 0 14,190 300 1,295 220 500 1,250 0 295: 970 775 Old : 26,490: 21,880 10,210 0 14,190 300 1,295 220 500 1,250 0 295: 970 775 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,110: -435 -880 0 740 0 -150 -50 -100 235 -300 -335: -325 -185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.6 38.5 0.0 53.6 1.1 4.9 0.8 1.9 4.7 0.0 1.1: 3.7 2.9 Old : 100.0: 82.6 38.5 0.0 53.6 1.1 4.9 0.8 1.9 4.7 0.0 1.1: 3.7 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 17 15 0 . . . . . . 0 .: Old : 29: 17 15 0 . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.3 72.1 79.7 86.5 57.6 69.4 71.5 81.9 Old : 64.3 72.1 79.7 86.5 57.6 69.4 71.5 81.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 25,170: 20,130 8,395 0 14,745 300 1,295 120 500 1,260 0 285: 1,400 825 Old : 25,170: 20,130 8,395 0 14,745 300 1,295 120 500 1,260 0 285: 1,400 825 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -795: -315 -310 0 385 0 -150 -50 -100 225 -300 -325: -130 -95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.0 33.4 0.0 58.6 1.2 5.1 0.5 2.0 5.0 0.0 1.1: 5.6 3.3 Old : 100.0: 80.0 33.4 0.0 58.6 1.2 5.1 0.5 2.0 5.0 0.0 1.1: 5.6 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 17 15 0 . . . . . . 0 .: Old : 29: 17 15 0 . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.8 75.8 78.6 88.0 60.4 74.6 74.0 83.9 Old : 62.8 75.8 78.6 88.0 60.4 74.6 74.0 83.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 37,110: 26,735 10,110 0 23,715 0 6,875 300 365 2,160 1,650 0: 975 970 Old : 37,110: 26,735 10,110 0 23,715 0 6,875 300 365 2,160 1,650 0: 975 970 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -370: 280 400 0 -940 0 -465 75 -75 0 275 0: -110 -105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.0 27.2 0.0 63.9 0.0 18.5 0.8 1.0 5.8 4.4 0.0: 2.6 2.6 Old : 100.0: 72.0 27.2 0.0 63.9 0.0 18.5 0.8 1.0 5.8 4.4 0.0: 2.6 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 7 0 . 0 . . . . . 0: Old : 26: 15 7 0 . 0 . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.8 80.6 84.2 94.7 62.9 79.9 81.2 90.9 Old : 63.8 80.6 84.2 94.7 62.9 79.9 81.2 90.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 33,360: 23,340 12,815 0 17,135 0 6,545 350 0 2,060 1,650 0: 1,415 1,410 Old : 33,360: 23,340 12,815 0 17,135 0 6,545 350 0 2,060 1,650 0: 1,415 1,410 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -270: 260 170 0 -455 0 -190 75 -75 0 275 0: -265 -260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.0 38.4 0.0 51.4 0.0 19.6 1.0 0.0 6.2 4.9 0.0: 4.2 4.2 Old : 100.0: 70.0 38.4 0.0 51.4 0.0 19.6 1.0 0.0 6.2 4.9 0.0: 4.2 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 8 0 . 0 . . 0 . . 0: Old : 25: 14 8 0 . 0 . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.6 74.5 82.5 92.9 61.3 73.6 80.8 88.5 Old : 61.6 74.5 82.5 92.9 61.3 73.6 80.8 88.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 98,190: 36,405 85,965 42,610 0 0 7,545 75 2,830 2,120 2,635 20: 6,660 6,665 Old : 98,190: 36,405 85,965 42,610 0 0 7,545 75 2,830 2,120 2,635 20: 6,660 6,665 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -895: -25 -465 165 0 0 -990 -220 175 160 0 -150: -230 -235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.1 87.5 43.4 0.0 0.0 7.7 0.1 2.9 2.2 2.7 0.0: 6.8 6.8 Old : 100.0: 37.1 87.5 43.4 0.0 0.0 7.7 0.1 2.9 2.2 2.7 0.0: 6.8 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 14 24 . 0 0 . . . . . .: Old : 40: 14 24 . 0 0 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.7 57.1 80.4 71.5 61.3 56.9 74.4 69.2 Old : 64.7 57.1 80.4 71.5 61.3 56.9 74.4 69.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 89,705: 35,825 77,090 34,385 0 0 7,420 310 2,240 2,310 2,535 0: 7,525 7,530 Old : 89,705: 35,825 77,090 34,385 0 0 7,420 310 2,240 2,310 2,535 0: 7,525 7,530 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,830: -1,000 -1,075 580 0 0 -865 -35 -75 170 0 -100: -540 -545 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.9 85.9 38.3 0.0 0.0 8.3 0.3 2.5 2.6 2.8 0.0: 8.4 8.4 Old : 100.0: 39.9 85.9 38.3 0.0 0.0 8.3 0.3 2.5 2.6 2.8 0.0: 8.4 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 14 23 . 0 0 . . . . . 0: Old : 39: 14 23 . 0 0 . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.5 53.1 78.9 67.8 59.2 52.7 74.8 67.5 Old : 61.5 53.1 78.9 67.8 59.2 52.7 74.8 67.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 28,800: 13,465 15,135 7,140 3,505 3,205 0 3,670 350 2,525 1,000 200: 1,915 1,735 Old : 28,800: 13,465 15,135 7,140 3,505 3,205 0 3,670 350 2,525 1,000 200: 1,915 1,735 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : 460: -665 600 1,535 545 -335 0 -400 175 -125 0 0: -125 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.8 52.6 24.8 12.2 11.1 0.0 12.7 1.2 8.8 3.5 0.7: 6.6 6.0 Old : 100.0: 46.8 52.6 24.8 12.2 11.1 0.0 12.7 1.2 8.8 3.5 0.7: 6.6 6.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 14 16 . . . 0 . . . . .: Old : 28: 14 16 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.3 44.5 83.0 67.5 57.8 39.8 70.2 57.5 Old : 68.3 44.5 83.0 67.5 57.8 39.8 70.2 57.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 23,250: 9,720 13,455 5,900 4,125 3,865 180 175 70 2,975 1,200 0: 540 360 Old : 23,250: 9,720 13,455 5,900 4,125 3,865 180 175 70 2,975 1,200 0: 540 360 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : 550: -650 335 1,610 675 -410 180 0 70 -250 0 0: 0 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.8 57.9 25.4 17.7 16.6 0.8 0.8 0.3 12.8 5.2 0.0: 2.3 1.5 Old : 100.0: 41.8 57.9 25.4 17.7 16.6 0.8 0.8 0.3 12.8 5.2 0.0: 2.3 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 13 . . . . . . . . 0: Old : 24: 12 13 . . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.9 54.5 92.7 76.3 58.3 40.4 63.4 58.0 Old : 82.9 54.5 92.7 76.3 58.3 40.4 63.4 58.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 50,100: 33,135 31,565 340 1,315 7,200 300 295 1,035 0 600 100: 7,990 7,990 Old : 50,100: 33,135 31,565 340 1,315 7,200 300 295 1,035 0 600 100: 7,990 7,990 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -1,255: -925 -850 340 430 35 0 -165 -85 0 0 0: -620 -620 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.1 63.0 0.7 2.6 14.4 0.6 0.6 2.1 0.0 1.2 0.2: 15.9 15.9 Old : 100.0: 66.1 63.0 0.7 2.6 14.4 0.6 0.6 2.1 0.0 1.2 0.2: 15.9 15.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 19 . . . . . . 0 . .: Old : 30: 18 19 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 39.4 75.2 57.3 48.3 25.5 51.1 38.1 Old : 60.1 39.4 75.2 57.3 48.3 25.5 51.1 38.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Options and Futures Combined, May 08, 2018 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 38,245: 20,220 20,385 215 1,745 5,445 1,955 0 0 0 400 100: 10,310 10,170 Old : 38,245: 20,220 20,385 215 1,745 5,445 1,955 0 0 0 400 100: 10,310 10,170 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 1, 2018 : : -750: -415 -1,035 215 690 -185 -160 0 0 0 0 0: -205 -220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.9 53.3 0.6 4.6 14.2 5.1 0.0 0.0 0.0 1.0 0.3: 27.0 26.6 Old : 100.0: 52.9 53.3 0.6 4.6 14.2 5.1 0.0 0.0 0.0 1.0 0.3: 27.0 26.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 18 . . . . 0 0 0 . .: Old : 26: 14 18 . . . . 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 37.5 65.1 54.2 42.7 23.6 44.3 36.5 Old : 49.2 37.5 65.1 54.2 42.7 23.6 44.3 36.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2018