Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 41,365 : : Positions : : 13,268 23,753 7,499 703 220 140 6,988 2,458 13,880 3,209 2,687 : : : : Changes from: April 3, 2018 : : 340 -206 736 51 -2 0 525 -20 -77 632 218 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 57.4 18.1 1.7 0.5 0.3 16.9 5.9 33.6 7.8 6.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 14 12 4 . . . 7 4 7 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 67,455 : : Positions : : 39,425 42,424 938 4,017 12,487 8,088 370 2,040 1,425 3,509 2,113 : : : : Changes from: April 3, 2018 : : -1,568 -1,773 -196 526 -357 -291 38 90 166 -751 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 62.9 1.4 6.0 18.5 12.0 0.5 3.0 2.1 5.2 3.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 27 . . . 4 . . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 41,737 : : Positions : : 32,208 35,673 0 1,832 3,277 500 27 27 5,125 300 600 : : : : Changes from: April 3, 2018 : : 189 629 0 550 -269 -25 -5 7 950 -60 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 85.5 0.0 4.4 7.9 1.2 0.1 0.1 12.3 0.7 1.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 17 0 . . . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 24,436 : : Positions : : 20,661 15,149 0 5,682 1,300 50 0 50 1,945 1,825 430 : : : : Changes from: April 3, 2018 : : 125 -500 0 -50 200 0 0 0 -400 275 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 62.0 0.0 23.3 5.3 0.2 0.0 0.2 8.0 7.5 1.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 171,245 : : Positions : : 138,815 130,095 10,876 9,908 8,268 7,280 11,201 1,460 1,769 7,627 2,521 : : : : Changes from: April 3, 2018 : : 2,798 522 -31 242 36 175 1,889 -1,110 -789 227 900 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 76.0 6.4 5.8 4.8 4.3 6.5 0.9 1.0 4.5 1.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 32 4 . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 62,366 : : Positions : : 35,306 37,519 18,894 9,639 2,848 820 9,441 945 3,500 1,925 50 : : : : Changes from: April 3, 2018 : : -4,283 798 1,780 -2,980 271 4 408 17 -75 -800 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 60.2 30.3 15.5 4.6 1.3 15.1 1.5 5.6 3.1 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 17 . . . . . . 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 49,939 : : Positions : : 38,479 37,150 5,100 4,640 3,930 0 3,050 0 1,691 400 624 : : : : Changes from: April 3, 2018 : : -2,107 -1,690 345 465 -915 0 -125 0 300 -175 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 74.4 10.2 9.3 7.9 0.0 6.1 0.0 3.4 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 22 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 72,556 : : Positions : : 49,509 52,527 6,103 6,990 8,178 5,545 2,485 1,435 995 455 470 : : : : Changes from: April 3, 2018 : : -2,873 -925 -535 -740 590 1,345 -15 -285 29 -70 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 72.4 8.4 9.6 11.3 7.6 3.4 2.0 1.4 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 26 4 . 4 . 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 68,015 : : Positions : : 47,200 48,655 15,815 15,175 1,965 0 100 250 2,100 996 494 : : : : Changes from: April 3, 2018 : : -2,275 -3,221 -1,425 -900 0 0 10 -10 -25 150 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 71.5 23.3 22.3 2.9 0.0 0.1 0.4 3.1 1.5 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 99,059 : : Positions : : 70,209 61,195 21,625 33,304 3,285 800 0 0 2,235 345 655 : : : : Changes from: April 3, 2018 : : -2,460 -3,349 -935 -931 0 -10 0 0 -20 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 61.8 21.8 33.6 3.3 0.8 0.0 0.0 2.3 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 23 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 28,990 : : Positions : : 18,595 24,835 5,965 0 3,805 300 0 0 275 0 0 : : : : Changes from: April 3, 2018 : : -1,561 -1,785 -150 0 -65 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 85.7 20.6 0.0 13.1 1.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 14 4 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 32,090 : : Positions : : 26,750 26,350 940 1,445 3,995 0 0 0 300 0 0 : : : : Changes from: April 3, 2018 : : -835 -980 -190 -70 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 82.1 2.9 4.5 12.4 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 10,211 : : Positions : : 7,510 9,261 0 700 200 500 0 0 1,951 0 50 : : : : Changes from: April 3, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 90.7 0.0 6.9 2.0 4.9 0.0 0.0 19.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 0 . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 38,140 : : Positions : : 20,990 26,172 0 5,421 2,091 3,775 0 1,222 6,941 222 2,631 : : : : Changes from: April 3, 2018 : : -1,134 -184 0 -1,612 222 -348 0 600 -455 -171 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 68.6 0.0 14.2 5.5 9.9 0.0 3.2 18.2 0.6 6.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 23 0 . . 4 0 . 5 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 37,463 : : Positions : : 25,592 33,728 8,471 0 3,040 300 500 0 50 100 0 : : : : Changes from: April 3, 2018 : : -1,245 -1,530 -185 0 -105 0 -100 0 -100 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 90.0 22.6 0.0 8.1 0.8 1.3 0.0 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 19 4 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 45,628 : : Positions : : 40,158 29,463 990 11,735 530 2,275 3,210 0 515 205 460 : : : : Changes from: April 3, 2018 : : -740 -909 -70 -545 -140 350 965 0 11 30 -81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 64.6 2.2 25.7 1.2 5.0 7.0 0.0 1.1 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 42,156 : : Positions : : 31,695 34,544 7,469 6,955 175 700 0 0 1,650 0 162 : : : : Changes from: April 3, 2018 : : -450 -2,177 -822 -350 0 0 0 0 1 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 81.9 17.7 16.5 0.4 1.7 0.0 0.0 3.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 46,418 : : Positions : : 35,832 35,130 7,498 8,415 898 0 0 0 1,935 1,500 175 : : : : Changes from: April 3, 2018 : : -1,163 -2,784 -956 -555 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 75.7 16.2 18.1 1.9 0.0 0.0 0.0 4.2 3.2 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 75,102 : : Positions : : 62,168 67,053 9,445 3,927 2,234 0 350 0 0 273 1,098 : : : : Changes from: April 3, 2018 : : -3,014 -3,808 -209 -130 -46 0 0 0 -414 273 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 89.3 12.6 5.2 3.0 0.0 0.5 0.0 0.0 0.4 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 21 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 110,757 : : Positions : : 93,784 91,010 11,087 5,224 1,983 334 1,312 226 1,360 8,931 1,714 : : : : Changes from: April 3, 2018 : : -3,216 -4,000 -529 77 -154 -220 -217 0 -240 -74 588 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 82.2 10.0 4.7 1.8 0.3 1.2 0.2 1.2 8.1 1.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 23 22 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 48,325 : : Positions : : 42,195 41,300 2,042 3,280 2,820 125 50 175 800 550 150 : : : : Changes from: April 3, 2018 : : 3,955 1,540 -38 2,050 -1,000 -150 50 25 -25 100 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 85.5 4.2 6.8 5.8 0.3 0.1 0.4 1.7 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 34,540 : : Positions : : 26,778 24,435 2,560 5,848 1,652 950 1,775 250 1,182 0 425 : : : : Changes from: April 3, 2018 : : -305 845 -60 345 -435 -25 -75 0 807 -143 -547 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 70.7 7.4 16.9 4.8 2.8 5.1 0.7 3.4 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 41,823 : : Positions : : 20,445 31,473 8,385 4,195 2,895 6,413 1,300 510 2,760 1,200 250 : : : : Changes from: April 3, 2018 : : 670 1,095 185 120 -155 -245 1,300 0 1,720 0 -625 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 75.3 20.0 10.0 6.9 15.3 3.1 1.2 6.6 2.9 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 18 . . . 4 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 41,463 : : Positions : : 21,674 38,006 19,473 0 210 0 1,450 0 0 1,318 2 : : : : Changes from: April 3, 2018 : : 896 -25 -1,154 0 0 0 -56 0 -50 71 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 91.7 47.0 0.0 0.5 0.0 3.5 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 13 4 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 33,393 : : Positions : : 16,265 30,073 16,078 70 985 0 1,750 0 0 0 0 : : : : Changes from: April 3, 2018 : : -792 -1,857 -1,437 0 0 0 0 0 -51 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 90.1 48.1 0.2 2.9 0.0 5.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 31,301 : : Positions : : 25,180 28,808 2,643 0 969 752 1,445 0 1,114 0 70 : : : : Changes from: April 3, 2018 : : -121 -1,362 161 0 -111 -50 0 0 -503 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 92.0 8.4 0.0 3.1 2.4 4.6 0.0 3.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 5 0 4 . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 21,994 : : Positions : : 18,365 20,975 1,832 150 424 10 0 310 540 10 50 : : : : Changes from: April 3, 2018 : : -170 -520 50 -65 -67 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 95.4 8.3 0.7 1.9 0.0 0.0 1.4 2.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 49,178 : : Positions : : 42,418 31,151 3,698 8,386 743 760 7,529 351 888 740 150 : : : : Changes from: April 3, 2018 : : -249 -34 187 -147 -157 75 218 -10 173 -5 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 63.3 7.5 17.1 1.5 1.5 15.3 0.7 1.8 1.5 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 39,504 : : Positions : : 34,586 25,659 3,874 9,735 400 0 3,405 10 0 195 65 : : : : Changes from: April 3, 2018 : : -778 -475 -292 -403 -5 0 0 0 0 -172 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 65.0 9.8 24.6 1.0 0.0 8.6 0.0 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 20,181 : : Positions : : 10,055 16,032 6,900 0 3,000 0 1,131 0 25 0 0 : : : : Changes from: April 3, 2018 : : 960 -200 -1,455 0 -75 0 -219 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 79.4 34.2 0.0 14.9 0.0 5.6 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 13,745 : : Positions : : 8,745 12,010 3,295 0 835 90 900 0 620 0 0 : : : : Changes from: April 3, 2018 : : 460 25 25 0 0 -45 600 0 -340 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 87.4 24.0 0.0 6.1 0.7 6.5 0.0 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 13,785 : : Positions : : 8,825 12,060 3,415 0 825 140 900 0 440 0 0 : : : : Changes from: April 3, 2018 : : 460 25 -5 0 0 -45 600 0 -320 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 87.5 24.8 0.0 6.0 1.0 6.5 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 7 . 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 20,155 : : Positions : : 14,060 14,040 4,165 4,355 1,200 0 0 0 170 0 0 : : : : Changes from: April 3, 2018 : : -340 -505 -350 -210 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 69.7 20.7 21.6 6.0 0.0 0.0 0.0 0.8 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 April 10, 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 21,600 : : Positions : : 7,703 16,735 11,605 3,725 815 750 0 200 50 25 100 : : : : Changes from: April 3, 2018 : : -400 85 -885 355 -390 575 0 0 -100 25 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 77.5 53.7 17.2 3.8 3.5 0.0 0.9 0.2 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 17,945 : : Positions : : 6,589 13,280 8,270 2,825 1,715 950 0 0 50 25 100 : : : : Changes from: April 3, 2018 : : -655 -190 -905 455 -440 575 0 0 -100 25 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 74.0 46.1 15.7 9.6 5.3 0.0 0.0 0.3 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 7 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 7,940 : : Positions : : 6,120 3,805 0 920 950 660 2,000 0 0 200 0 : : : : Changes from: April 3, 2018 : : -175 -515 0 -200 150 0 200 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 47.9 0.0 11.6 12.0 8.3 25.2 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 0 . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 5,565 : : Positions : : 5,010 3,915 20 970 415 0 0 0 0 200 0 : : : : Changes from: April 3, 2018 : : -225 -565 5 25 -30 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 70.4 0.4 17.4 7.5 0.0 0.0 0.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 34,163 : : Positions : : 22,078 26,742 7,840 0 2,455 1,025 0 0 225 4,905 0 : : : : Changes from: April 3, 2018 : : 3,575 284 1,630 0 -405 0 -25 0 0 4,205 -1,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 78.3 22.9 0.0 7.2 3.0 0.0 0.0 0.7 14.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 33,583 : : Positions : : 22,622 26,112 6,680 27 2,488 1,025 0 0 225 4,905 0 : : : : Changes from: April 3, 2018 : : 3,550 339 1,575 -15 -950 0 -25 0 0 4,205 -1,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 77.8 19.9 0.1 7.4 3.1 0.0 0.0 0.7 14.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 101,551 : : Positions : : 81,048 68,729 8,490 26,638 1,848 900 1,655 605 6,873 284 1,537 : : : : Changes from: April 3, 2018 : : -6,967 -2,666 -250 1,941 -1,391 575 350 5 4,823 209 -1,368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 67.7 8.4 26.2 1.8 0.9 1.6 0.6 6.8 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 25 . . 5 . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 120,075 : : Positions : : 96,885 79,752 9,680 33,717 1,717 2,750 3,155 240 7,470 406 1,078 : : : : Changes from: April 3, 2018 : : -8,488 -3,793 -50 2,351 -1,135 1,025 345 -245 4,923 246 -1,230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 66.4 8.1 28.1 1.4 2.3 2.6 0.2 6.2 0.3 0.9 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 29 . 4 4 . 5 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 263,118 : : Positions : : 195,536 194,385 1,130 6,526 26,279 19,214 14,197 6,074 7,524 8,568 7,012 : : : : Changes from: April 3, 2018 : : 2,059 -11,373 -229 -704 -1,110 -3,264 6,706 -721 -1,224 424 -1,513 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 73.9 0.4 2.5 10.0 7.3 5.4 2.3 2.9 3.3 2.7 : : : : Number of Traders in Each Category Total Traders: 84 : : 36 38 . 5 4 11 . 6 12 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 33,639 : : Positions : : 22,846 31,298 6,112 0 1,856 660 200 175 1,723 100 0 : : : : Changes from: April 3, 2018 : : -445 -167 965 0 -635 0 200 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 93.0 18.2 0.0 5.5 2.0 0.6 0.5 5.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 11 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 32,080 : : Positions : : 21,545 29,642 6,712 0 1,278 0 230 820 1,358 0 100 : : : : Changes from: April 3, 2018 : : -430 -162 840 0 -510 0 200 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 92.4 20.9 0.0 4.0 0.0 0.7 2.6 4.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 13,752 : : Positions : : 4,795 9,617 4,732 1,160 860 1,530 200 0 0 100 0 : : : : Changes from: April 3, 2018 : : -165 -580 -180 340 -290 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 69.9 34.4 8.4 6.3 11.1 1.5 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 40,245 : : Positions : : 12,430 25,031 15,245 3,860 320 6,380 0 175 0 4,930 0 : : : : Changes from: April 3, 2018 : : -220 -2,297 -650 -400 0 -1,415 0 0 0 425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 62.2 37.9 9.6 0.8 15.9 0.0 0.4 0.0 12.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 18 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 37,901 : : Positions : : 11,186 23,325 14,705 3,600 495 6,355 0 175 0 4,930 0 : : : : Changes from: April 3, 2018 : : -230 -2,344 -710 -460 0 -1,470 0 0 0 425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 61.5 38.8 9.5 1.3 16.8 0.0 0.5 0.0 13.0 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 April 10, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 22,520 : : Positions : : 15,485 5,505 300 910 3,105 150 9,865 0 165 50 355 : : : : Changes from: April 3, 2018 : : -2,615 -345 -150 -2,040 0 50 185 -50 165 -270 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 24.4 1.3 4.0 13.8 0.7 43.8 0.0 0.7 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 8 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 22,350 : : Positions : : 14,770 5,485 580 0 4,375 150 9,765 0 0 485 0 : : : : Changes from: April 3, 2018 : : -2,400 -450 130 -1,935 -280 50 285 -50 0 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 24.5 2.6 0.0 19.6 0.7 43.7 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 8 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 23,437 : : Positions : : 9,962 17,352 1,995 2,890 545 8,525 0 0 0 0 0 : : : : Changes from: April 3, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 74.0 8.5 12.3 2.3 36.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 20,698 : : Positions : : 8,208 15,133 1,165 2,390 545 8,370 0 0 0 0 0 : : : : Changes from: April 3, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 73.1 5.6 11.5 2.6 40.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 37,830 : : Positions : : 14,850 33,440 16,595 0 675 3,125 50 150 0 1,440 0 : : : : Changes from: April 3, 2018 : : -545 -290 -885 0 -50 650 -25 -100 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 88.4 43.9 0.0 1.8 8.3 0.1 0.4 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 34,410 : : Positions : : 12,815 30,520 15,560 0 575 3,275 50 0 0 1,440 0 : : : : Changes from: April 3, 2018 : : -840 -1,250 -1,550 0 0 650 -25 -100 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 88.7 45.2 0.0 1.7 9.5 0.1 0.0 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 16,060 : : Positions : : 13,650 5,370 0 3,450 1,150 0 4,535 0 0 580 0 : : : : Changes from: April 3, 2018 : : -110 -1,015 0 555 -555 0 -75 0 0 580 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 33.4 0.0 21.5 7.2 0.0 28.2 0.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 0 . . 0 4 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 24,320 : : Positions : : 19,790 10,930 0 11,570 300 1,295 225 200 1,135 0 70 : : : : Changes from: April 3, 2018 : : 265 -1,765 0 1,540 -600 -400 0 -200 -65 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 44.9 0.0 47.6 1.2 5.3 0.9 0.8 4.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 22,330 : : Positions : : 17,465 8,150 0 12,380 300 1,295 175 200 1,155 0 50 : : : : Changes from: April 3, 2018 : : 405 -1,710 0 1,605 -465 -400 0 -200 -75 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 36.5 0.0 55.4 1.3 5.8 0.8 0.9 5.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 37,010 : : Positions : : 25,650 9,805 0 24,280 0 7,115 125 540 2,160 1,075 0 : : : : Changes from: April 3, 2018 : : -820 -400 0 -1,265 0 -1,240 0 25 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 26.5 0.0 65.6 0.0 19.2 0.3 1.5 5.8 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 32,780 : : Positions : : 22,285 12,400 0 17,415 0 6,310 125 120 2,060 1,075 0 : : : : Changes from: April 3, 2018 : : -735 -525 0 -630 -20 -815 0 25 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 37.8 0.0 53.1 0.0 19.2 0.4 0.4 6.3 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 95,820 : : Positions : : 38,080 83,460 37,795 0 0 9,445 115 2,655 1,155 2,360 50 : : : : Changes from: April 3, 2018 : : -3,270 -2,245 465 0 -315 925 -250 -50 -190 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 87.1 39.4 0.0 0.0 9.9 0.1 2.8 1.2 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 24 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 87,265 : : Positions : : 37,575 74,235 29,680 0 0 8,560 115 2,355 1,335 2,260 0 : : : : Changes from: April 3, 2018 : : -4,295 -2,180 1,870 0 -520 600 -250 -50 -180 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 85.1 34.0 0.0 0.0 9.8 0.1 2.7 1.5 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 14 23 . 0 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 22,595 : : Positions : : 14,070 10,655 505 2,380 3,600 0 3,970 175 2,250 0 0 : : : : Changes from: April 3, 2018 : : -1,015 -350 335 -505 -335 0 150 -150 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 47.2 2.2 10.5 15.9 0.0 17.6 0.8 10.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 16,615 : : Positions : : 9,625 8,455 0 3,680 3,790 0 175 0 2,625 0 0 : : : : Changes from: April 3, 2018 : : -725 -290 0 -635 0 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 50.9 0.0 22.1 22.8 0.0 1.1 0.0 15.8 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 April 10, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 16,965 : : Positions : : 5,570 11,895 260 305 1,865 8,020 0 0 0 1,650 0 : : : : Changes from: April 3, 2018 : : -330 -475 0 170 -170 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 70.1 1.5 1.8 11.0 47.3 0.0 0.0 0.0 9.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 47,645 : : Positions : : 34,640 29,945 0 3,835 4,945 200 460 1,120 0 600 100 : : : : Changes from: April 3, 2018 : : -240 -415 0 200 -200 150 125 -275 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 62.9 0.0 8.0 10.4 0.4 1.0 2.4 0.0 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 10, 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 34,405 : : Positions : : 20,280 19,060 0 2,935 3,380 2,115 0 0 0 400 100 : : : : Changes from: April 3, 2018 : : 295 250 0 -85 -5 -150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 55.4 0.0 8.5 9.8 6.1 0.0 0.0 0.0 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 0 . . . 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated April 13, 2018