Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 42,541 : : Positions : : 13,579 26,100 7,441 710 402 485 4,888 3,102 13,424 3,366 2,929 : : : : Changes from: March 13, 2018 : : 529 -408 361 0 -87 -85 60 35 -950 119 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 61.4 17.5 1.7 0.9 1.1 11.5 7.3 31.6 7.9 6.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 14 14 4 . 4 . 6 5 7 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 70,430 : : Positions : : 41,225 44,832 1,735 3,899 12,881 8,267 22 1,637 1,292 4,239 2,430 : : : : Changes from: March 13, 2018 : : 98 248 -44 -76 128 -11 1 13 -5 -135 162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 63.7 2.5 5.5 18.3 11.7 0.0 2.3 1.8 6.0 3.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 28 . . . 5 . . 4 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 42,026 : : Positions : : 32,092 35,720 0 1,937 3,384 575 300 0 5,650 360 325 : : : : Changes from: March 13, 2018 : : 103 758 0 -225 120 25 0 0 450 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 85.0 0.0 4.6 8.1 1.4 0.7 0.0 13.4 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 18 0 . . . . 0 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 26,551 : : Positions : : 22,366 17,104 0 6,457 860 50 0 50 2,495 1,350 730 : : : : Changes from: March 13, 2018 : : 185 1,260 0 -25 0 0 0 0 200 -850 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 64.4 0.0 24.3 3.2 0.2 0.0 0.2 9.4 5.1 2.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 16 0 . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 176,839 : : Positions : : 141,891 136,512 11,883 11,324 7,195 7,140 7,637 4,300 2,546 8,100 1,596 : : : : Changes from: March 13, 2018 : : 3,063 1,652 -1,087 531 402 275 0 -1,045 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 77.2 6.7 6.4 4.1 4.0 4.3 2.4 1.4 4.6 0.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 34 33 5 . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 61,221 : : Positions : : 38,828 33,618 14,164 11,503 3,324 891 9,185 887 3,050 2,450 75 : : : : Changes from: March 13, 2018 : : 661 2,617 149 -1,521 -59 -42 -701 290 -75 300 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 54.9 23.1 18.8 5.4 1.5 15.0 1.4 5.0 4.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 17 . . . . 4 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 37,110 : : Positions : : 31,810 19,355 5,300 16,505 0 0 50 0 0 1,200 0 : : : : Changes from: March 13, 2018 : : 925 1,700 50 -975 0 0 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 52.2 14.3 44.5 0.0 0.0 0.1 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 52,421 : : Positions : : 40,471 37,115 3,110 3,060 6,495 0 4,375 0 1,496 525 724 : : : : Changes from: March 13, 2018 : : 1,154 45 200 1,695 -2,235 0 0 0 386 0 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 70.8 5.9 5.8 12.4 0.0 8.3 0.0 2.9 1.0 1.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 23 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 68,885 : : Positions : : 51,695 50,239 6,095 6,340 7,200 1,525 2,695 835 661 665 655 : : : : Changes from: March 13, 2018 : : 280 1,390 430 -1,430 1,265 150 700 25 -200 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 72.9 8.8 9.2 10.5 2.2 3.9 1.2 1.0 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 25 . . 4 . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 72,331 : : Positions : : 49,611 52,716 18,000 15,765 1,665 0 90 260 2,065 866 594 : : : : Changes from: March 13, 2018 : : 1,645 1,449 950 1,235 -630 0 0 0 0 -84 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 72.9 24.9 21.8 2.3 0.0 0.1 0.4 2.9 1.2 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 22 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 101,866 : : Positions : : 72,321 63,826 22,805 33,755 3,010 610 0 0 2,195 200 750 : : : : Changes from: March 13, 2018 : : 1,077 1,207 1,310 1,180 -675 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 62.7 22.4 33.1 3.0 0.6 0.0 0.0 2.2 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 24 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 29,371 : : Positions : : 18,731 25,705 6,665 0 3,320 300 0 0 300 0 0 : : : : Changes from: March 13, 2018 : : 415 115 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 87.5 22.7 0.0 11.3 1.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 4 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 33,040 : : Positions : : 27,475 27,050 1,155 1,515 3,995 0 0 0 300 415 65 : : : : Changes from: March 13, 2018 : : -470 -220 300 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 81.9 3.5 4.6 12.1 0.0 0.0 0.0 0.9 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 37,718 : : Positions : : 20,067 24,926 0 7,042 1,620 3,945 0 743 8,134 293 2,676 : : : : Changes from: March 13, 2018 : : 872 914 0 78 312 501 0 44 -409 6 138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 66.1 0.0 18.7 4.3 10.5 0.0 2.0 21.6 0.8 7.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 22 0 . . 6 0 . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 37,268 : : Positions : : 24,864 34,378 9,399 0 2,605 300 200 0 100 0 0 : : : : Changes from: March 13, 2018 : : 1,186 565 -621 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 92.2 25.2 0.0 7.0 0.8 0.5 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 19 4 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 45,511 : : Positions : : 40,576 30,095 1,060 12,210 440 1,925 1,775 0 389 555 391 : : : : Changes from: March 13, 2018 : : 345 635 0 -300 0 0 0 0 0 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 66.1 2.3 26.8 1.0 4.2 3.9 0.0 0.9 1.2 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 43,294 : : Positions : : 32,221 34,951 8,071 7,805 175 700 0 0 1,739 0 163 : : : : Changes from: March 13, 2018 : : -135 1,265 195 -1,080 0 0 0 0 65 0 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 80.7 18.6 18.0 0.4 1.6 0.0 0.0 4.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 48,572 : : Positions : : 37,190 36,329 8,259 9,420 898 0 0 0 2,030 1,500 175 : : : : Changes from: March 13, 2018 : : -318 612 100 -810 -20 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 74.8 17.0 19.4 1.8 0.0 0.0 0.0 4.2 3.1 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 77,003 : : Positions : : 64,859 68,146 9,026 4,597 1,880 0 350 0 0 810 1,046 : : : : Changes from: March 13, 2018 : : 2,643 1,973 110 0 -10 0 0 0 0 765 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 88.5 11.7 6.0 2.4 0.0 0.5 0.0 0.0 1.1 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 22 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 112,234 : : Positions : : 96,069 91,992 10,916 6,187 1,998 370 1,414 286 1,590 9,273 720 : : : : Changes from: March 13, 2018 : : 2,613 1,974 -380 -845 359 55 -119 126 10 1,288 365 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 82.0 9.7 5.5 1.8 0.3 1.3 0.3 1.4 8.3 0.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 23 . . 4 . 4 . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 39,985 : : Positions : : 32,290 34,935 2,050 0 4,075 350 0 75 750 525 375 : : : : Changes from: March 13, 2018 : : 1,175 1,750 600 0 0 50 0 0 75 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 87.4 5.1 0.0 10.2 0.9 0.0 0.2 1.9 1.3 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 14 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 34,215 : : Positions : : 26,865 23,265 1,720 5,095 2,475 975 1,850 250 325 143 972 : : : : Changes from: March 13, 2018 : : 735 1,655 1,120 -80 -620 0 0 0 0 -2 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 68.0 5.0 14.9 7.2 2.8 5.4 0.7 0.9 0.4 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 38,753 : : Positions : : 20,050 29,078 5,900 3,735 3,340 6,698 0 510 970 1,200 875 : : : : Changes from: March 13, 2018 : : 691 2,431 1,400 25 -25 350 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 75.0 15.2 9.6 8.6 17.3 0.0 1.3 2.5 3.1 2.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 . . . 4 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 42,152 : : Positions : : 20,458 38,573 21,104 0 150 0 1,646 0 50 1,249 51 : : : : Changes from: March 13, 2018 : : 10 30 15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 91.5 50.1 0.0 0.4 0.0 3.9 0.0 0.1 3.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 12 4 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 35,888 : : Positions : : 17,092 32,788 17,810 70 925 0 1,920 0 51 125 0 : : : : Changes from: March 13, 2018 : : 30 30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 91.4 49.6 0.2 2.6 0.0 5.3 0.0 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 30,031 : : Positions : : 23,421 27,414 2,576 0 1,162 850 1,375 0 1,517 0 80 : : : : Changes from: March 13, 2018 : : 430 650 80 -125 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 91.3 8.6 0.0 3.9 2.8 4.6 0.0 5.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 15 5 0 4 . . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 23,248 : : Positions : : 19,725 21,755 1,375 465 493 0 75 370 790 0 0 : : : : Changes from: March 13, 2018 : : 410 710 275 0 25 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 93.6 5.9 2.0 2.1 0.0 0.3 1.6 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 49,005 : : Positions : : 42,406 31,233 2,613 7,398 1,686 785 7,467 360 714 570 270 : : : : Changes from: March 13, 2018 : : 1,912 1,932 980 185 226 0 325 320 0 430 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 63.7 5.3 15.1 3.4 1.6 15.2 0.7 1.5 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 38,908 : : Positions : : 33,584 26,019 4,421 9,133 176 0 3,250 135 125 174 1 : : : : Changes from: March 13, 2018 : : 2,328 1,943 -240 100 54 0 225 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 66.9 11.4 23.5 0.5 0.0 8.4 0.3 0.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,471 : : Positions : : 9,711 17,100 8,525 0 3,075 0 1,275 0 0 0 0 : : : : Changes from: March 13, 2018 : : 150 25 325 0 0 0 450 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 79.6 39.7 0.0 14.3 0.0 5.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 13,555 : : Positions : : 8,420 12,545 2,895 0 960 135 0 0 960 50 0 : : : : Changes from: March 13, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 92.5 21.4 0.0 7.1 1.0 0.0 0.0 7.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 8 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 13,445 : : Positions : : 8,390 12,545 3,095 0 850 185 0 0 760 50 0 : : : : Changes from: March 13, 2018 : : 0 0 -30 0 30 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 93.3 23.0 0.0 6.3 1.4 0.0 0.0 5.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 8 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 21,335 : : Positions : : 14,885 15,120 4,665 4,445 1,200 0 0 0 255 0 0 : : : : Changes from: March 13, 2018 : : 1,275 0 -1,200 75 1,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 70.9 21.9 20.8 5.6 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 21,175 : : Positions : : 8,084 15,955 11,185 3,720 1,300 250 200 0 100 0 0 : : : : Changes from: March 13, 2018 : : 140 315 0 0 65 175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 75.3 52.8 17.6 6.1 1.2 0.9 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 10 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 18,880 : : Positions : : 7,189 13,685 8,550 2,720 2,475 250 0 0 100 0 0 : : : : Changes from: March 13, 2018 : : 100 200 -75 0 125 175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 72.5 45.3 14.4 13.1 1.3 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 6,390 : : Positions : : 5,255 4,475 0 1,615 250 660 0 0 0 0 0 : : : : Changes from: March 13, 2018 : : 125 250 0 -125 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 70.0 0.0 25.3 3.9 10.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 5,895 : : Positions : : 5,235 4,485 120 945 415 0 0 0 0 0 0 : : : : Changes from: March 13, 2018 : : 125 250 120 -5 -115 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 76.1 2.0 16.0 7.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 30,003 : : Positions : : 18,424 24,848 5,325 0 3,245 600 175 25 300 0 1,665 : : : : Changes from: March 13, 2018 : : 985 4,375 1,420 -445 -785 -25 150 25 0 -1,700 1,665 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 82.8 17.7 0.0 10.8 2.0 0.6 0.1 1.0 0.0 5.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 30,351 : : Positions : : 18,719 24,179 5,143 785 3,477 600 175 25 300 0 1,665 : : : : Changes from: March 13, 2018 : : 985 4,375 1,200 -665 -580 -25 150 25 0 -1,700 1,665 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 79.7 16.9 2.6 11.5 2.0 0.6 0.1 1.0 0.0 5.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 17 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 109,615 : : Positions : : 89,719 75,822 8,810 23,137 5,366 25 790 600 1,905 725 2,920 : : : : Changes from: March 13, 2018 : : 405 -3,530 0 2,380 -956 0 -80 0 -1,090 550 1,115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 69.2 8.0 21.1 4.9 0.0 0.7 0.5 1.7 0.7 2.7 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 25 . . 5 . 4 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 125,290 : : Positions : : 105,789 86,907 9,920 28,322 4,416 25 2,380 85 2,345 710 2,465 : : : : Changes from: March 13, 2018 : : 228 -3,869 0 2,475 -1,094 0 70 0 -1,030 542 1,123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 69.4 7.9 22.6 3.5 0.0 1.9 0.1 1.9 0.6 2.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 28 . 4 4 . 6 . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 270,407 : : Positions : : 190,081 209,082 4,206 3,633 28,834 23,523 6,260 5,736 8,945 8,095 8,752 : : : : Changes from: March 13, 2018 : : 4,352 -476 -2,297 457 789 -688 640 262 313 1,059 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 77.3 1.6 1.3 10.7 8.7 2.3 2.1 3.3 3.0 3.2 : : : : Number of Traders in Each Category Total Traders: 90 : : 37 39 4 4 5 9 7 9 13 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 34,496 : : Positions : : 24,191 31,285 4,412 0 2,871 840 0 175 1,723 150 0 : : : : Changes from: March 13, 2018 : : 254 779 515 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 90.7 12.8 0.0 8.3 2.4 0.0 0.5 5.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 11 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 32,757 : : Positions : : 22,755 29,579 5,137 0 2,163 110 0 850 1,358 50 100 : : : : Changes from: March 13, 2018 : : 149 674 515 0 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 90.3 15.7 0.0 6.6 0.3 0.0 2.6 4.1 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 167,425 : : Positions : : 68,253 113,952 41,918 15,945 33,537 22,362 0 1,327 0 2,636 28 : : : : Changes from: March 13, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 68.1 25.0 9.5 20.0 13.4 0.0 0.8 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 40,410 : : Positions : : 11,805 27,053 15,895 2,460 710 6,205 0 175 0 4,325 0 : : : : Changes from: March 13, 2018 : : 365 295 1,455 780 -710 -600 0 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 66.9 39.3 6.1 1.8 15.4 0.0 0.4 0.0 10.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 18 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 38,136 : : Positions : : 10,506 25,299 15,415 2,260 1,060 6,205 0 175 0 4,325 0 : : : : Changes from: March 13, 2018 : : 55 585 1,455 180 -360 -600 0 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 66.3 40.4 5.9 2.8 16.3 0.0 0.5 0.0 11.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 24,540 : : Positions : : 18,095 5,795 450 2,775 3,305 0 9,605 50 0 520 0 : : : : Changes from: March 13, 2018 : : 50 0 0 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 23.6 1.8 11.3 13.5 0.0 39.1 0.2 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 24,650 : : Positions : : 17,940 5,855 450 2,760 3,855 0 9,405 50 0 520 0 : : : : Changes from: March 13, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 23.8 1.8 11.2 15.6 0.0 38.2 0.2 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 36,640 : : Positions : : 14,875 31,590 16,935 0 545 1,400 75 250 0 1,545 0 : : : : Changes from: March 13, 2018 : : 350 850 150 0 0 350 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 86.2 46.2 0.0 1.5 3.8 0.2 0.7 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 34,385 : : Positions : : 13,325 30,170 16,865 0 395 1,600 75 100 0 1,545 0 : : : : Changes from: March 13, 2018 : : 350 850 150 0 0 350 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 87.7 49.0 0.0 1.1 4.7 0.2 0.3 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 16,445 : : Positions : : 13,610 6,505 0 2,970 1,530 0 4,265 0 0 0 0 : : : : Changes from: March 13, 2018 : : 100 -175 0 175 100 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 39.6 0.0 18.1 9.3 0.0 25.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 8 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 15,720 : : Positions : : 12,190 6,705 0 2,060 1,840 0 3,555 0 0 0 0 : : : : Changes from: March 13, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 42.7 0.0 13.1 11.7 0.0 22.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 8 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 25,585 : : Positions : : 18,685 12,660 0 9,615 900 1,420 0 400 1,200 0 105 : : : : Changes from: March 13, 2018 : : 530 1,670 0 -490 160 650 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 49.5 0.0 37.6 3.5 5.6 0.0 1.6 4.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 23,035 : : Positions : : 16,520 10,355 0 9,810 765 1,420 0 400 1,230 0 75 : : : : Changes from: March 13, 2018 : : 500 1,090 0 60 0 650 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 45.0 0.0 42.6 3.3 6.2 0.0 1.7 5.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 38,545 : : Positions : : 26,110 10,495 0 25,120 0 8,455 0 440 2,160 1,125 0 : : : : Changes from: March 13, 2018 : : 390 -135 0 725 0 125 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 27.2 0.0 65.2 0.0 21.9 0.0 1.1 5.6 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 0 . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 34,095 : : Positions : : 22,870 12,825 0 18,220 20 7,225 0 20 2,060 1,125 0 : : : : Changes from: March 13, 2018 : : 450 -75 0 725 -215 125 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 37.6 0.0 53.4 0.1 21.2 0.0 0.1 6.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 0 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 95,010 : : Positions : : 41,030 81,990 33,965 0 315 8,000 75 2,640 1,545 2,460 0 : : : : Changes from: March 13, 2018 : : 1,030 540 710 0 90 -950 75 25 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 86.3 35.7 0.0 0.3 8.4 0.1 2.8 1.6 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 17 26 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 87,920 : : Positions : : 41,580 73,550 25,345 0 520 7,560 75 2,290 1,515 2,360 0 : : : : Changes from: March 13, 2018 : : 780 615 1,085 0 100 -1,000 75 25 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 83.7 28.8 0.0 0.6 8.6 0.1 2.6 1.7 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 14 24 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 22,070 : : Positions : : 13,635 8,555 0 3,615 3,790 0 3,920 175 2,275 0 0 : : : : Changes from: March 13, 2018 : : -1,485 1,645 0 -1,900 2,065 0 170 0 1,400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 38.8 0.0 16.4 17.2 0.0 17.8 0.8 10.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 17,725 : : Positions : : 10,540 8,185 0 5,115 3,475 0 175 0 2,875 0 0 : : : : Changes from: March 13, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 46.2 0.0 28.9 19.6 0.0 1.0 0.0 16.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 47,540 : : Positions : : 33,305 30,160 0 1,735 5,570 200 810 920 0 800 0 : : : : Changes from: March 13, 2018 : : 300 0 0 390 -70 0 -90 70 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 63.4 0.0 3.6 11.7 0.4 1.7 1.9 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 0 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 33,500 : : Positions : : 18,765 18,535 100 1,220 3,900 1,790 0 0 0 600 0 : : : : Changes from: March 13, 2018 : : 300 0 -90 300 20 90 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 55.3 0.3 3.6 11.6 5.3 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 17 . . . . 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 23, 2018