Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 39,613 : : Positions : : 12,895 21,420 6,854 577 318 740 7,461 1,804 12,327 3,099 3,506 : : : : Changes from: April 24, 2018 : : -548 -1,485 -606 -66 -16 -85 -40 -220 -787 -437 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 54.1 17.3 1.5 0.8 1.9 18.8 4.6 31.1 7.8 8.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 14 10 4 . 4 . 6 . 7 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 67,965 : : Positions : : 39,479 42,875 919 3,957 12,459 8,277 490 2,205 1,708 3,511 1,975 : : : : Changes from: April 24, 2018 : : -123 245 83 -99 -747 119 54 24 94 -22 117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 63.1 1.4 5.8 18.3 12.2 0.7 3.2 2.5 5.2 2.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 29 . . . 4 . . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 41,984 : : Positions : : 33,873 35,127 0 2,752 2,935 375 535 135 4,450 300 200 : : : : Changes from: April 24, 2018 : : -1,276 -1,657 0 -605 -15 -75 235 107 -675 0 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 83.7 0.0 6.6 7.0 0.9 1.3 0.3 10.6 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 19 0 . . . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 23,642 : : Positions : : 21,147 13,250 25 7,692 455 75 0 25 795 1,100 1,120 : : : : Changes from: April 24, 2018 : : -1,630 -2,490 25 585 -980 25 0 -25 -1,100 -775 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 56.0 0.1 32.5 1.9 0.3 0.0 0.1 3.4 4.7 4.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 . . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 181,144 : : Positions : : 148,598 134,404 8,140 11,592 10,394 7,735 14,032 1,140 2,103 6,647 2,782 : : : : Changes from: April 24, 2018 : : 4,435 4,050 829 -772 -151 285 2,231 -200 -36 0 151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 74.2 4.5 6.4 5.7 4.3 7.7 0.6 1.2 3.7 1.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 32 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 63,480 : : Positions : : 36,943 38,409 18,534 10,263 2,706 976 9,526 1,223 2,948 1,325 27 : : : : Changes from: April 24, 2018 : : -195 -804 465 612 -370 90 275 228 -327 -50 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 60.5 29.2 16.2 4.3 1.5 15.0 1.9 4.6 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 16 . . . . . . 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 34,976 : : Positions : : 30,128 21,861 4,660 11,680 185 0 0 0 0 1,250 0 : : : : Changes from: April 24, 2018 : : -1,351 -1 150 -1,325 -100 0 0 0 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 62.5 13.3 33.4 0.5 0.0 0.0 0.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 52,264 : : Positions : : 38,064 38,350 4,875 5,530 4,135 2,400 3,050 0 1,991 435 624 : : : : Changes from: April 24, 2018 : : -1,665 -685 -125 1,075 -55 2,100 -50 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 73.4 9.3 10.6 7.9 4.6 5.8 0.0 3.8 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 76,658 : : Positions : : 46,761 52,717 5,778 10,845 7,963 13,215 2,585 910 940 1,057 575 : : : : Changes from: April 24, 2018 : : -2,093 -648 -95 2,755 -600 4,050 50 -125 -5 -300 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 68.8 7.5 14.1 10.4 17.2 3.4 1.2 1.2 1.4 0.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 27 . . 4 . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 71,737 : : Positions : : 49,928 51,578 15,955 16,220 1,690 0 90 275 2,195 141 1,344 : : : : Changes from: April 24, 2018 : : -551 1,179 -115 -1,070 -60 0 50 0 0 -625 625 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 71.9 22.2 22.6 2.4 0.0 0.1 0.4 3.1 0.2 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 21 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 103,517 : : Positions : : 73,416 64,072 22,080 35,199 2,990 860 0 0 2,845 50 925 : : : : Changes from: April 24, 2018 : : -382 733 -715 -1,070 -80 0 0 0 490 -65 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 61.9 21.3 34.0 2.9 0.8 0.0 0.0 2.7 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 24 . 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 30,570 : : Positions : : 19,970 26,300 6,050 0 3,745 300 0 0 345 50 110 : : : : Changes from: April 24, 2018 : : 810 1,115 280 0 20 0 0 0 75 50 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 86.0 19.8 0.0 12.3 1.0 0.0 0.0 1.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 15 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 33,890 : : Positions : : 28,510 27,875 615 1,375 4,215 0 300 0 385 0 120 : : : : Changes from: April 24, 2018 : : 115 480 250 0 0 0 0 0 85 -30 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 82.3 1.8 4.1 12.4 0.0 0.9 0.0 1.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 15 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 11,052 : : Positions : : 7,980 10,152 200 700 200 500 0 0 2,172 0 0 : : : : Changes from: April 24, 2018 : : 300 320 0 0 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 91.9 1.8 6.3 1.8 4.5 0.0 0.0 19.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 8 . . . . 0 0 5 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 41,649 : : Positions : : 23,261 26,556 500 5,634 2,649 4,632 14 1,577 4,361 704 4,057 : : : : Changes from: April 24, 2018 : : -130 322 100 -577 88 258 14 113 -492 -7 297 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 63.8 1.2 13.5 6.4 11.1 0.0 3.8 10.5 1.7 9.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 19 23 . . . . . . 7 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 9,130 : : Positions : : 8,505 8,200 150 555 0 50 0 0 0 375 0 : : : : Changes from: April 24, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 89.8 1.6 6.1 0.0 0.5 0.0 0.0 0.0 4.1 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 May 1, 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 39,486 : : Positions : : 26,875 36,066 9,361 0 2,720 300 500 0 225 100 5 : : : : Changes from: April 24, 2018 : : 645 1,580 765 0 -320 0 0 0 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 91.3 23.7 0.0 6.9 0.8 1.3 0.0 0.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 4 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 50,794 : : Positions : : 44,704 33,219 990 11,620 870 2,375 3,210 0 310 1,020 845 : : : : Changes from: April 24, 2018 : : 762 582 0 30 250 0 0 0 0 150 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 65.4 1.9 22.9 1.7 4.7 6.3 0.0 0.6 2.0 1.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 17 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 49,896 : : Positions : : 39,520 39,439 7,469 9,035 175 700 0 0 1,065 300 662 : : : : Changes from: April 24, 2018 : : 2,740 455 0 1,420 0 0 0 0 -560 300 475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 79.0 15.0 18.1 0.4 1.4 0.0 0.0 2.1 0.6 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 54,705 : : Positions : : 44,042 40,655 7,598 10,495 765 0 0 0 1,560 1,800 650 : : : : Changes from: April 24, 2018 : : 3,170 850 0 1,420 20 0 0 0 -560 300 475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 74.3 13.9 19.2 1.4 0.0 0.0 0.0 2.9 3.3 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 82,931 : : Positions : : 70,555 73,730 9,500 4,497 2,009 0 350 0 139 1,538 640 : : : : Changes from: April 24, 2018 : : 2,184 1,524 5 570 -220 0 0 0 20 115 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 88.9 11.5 5.4 2.4 0.0 0.4 0.0 0.2 1.9 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 21 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 122,876 : : Positions : : 105,153 102,549 11,413 5,609 2,343 170 1,593 310 1,548 8,512 1,718 : : : : Changes from: April 24, 2018 : : 4,499 3,675 -295 270 170 -159 88 84 30 117 -262 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 83.5 9.3 4.6 1.9 0.1 1.3 0.3 1.3 6.9 1.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 23 22 . . . . 4 4 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 51,810 : : Positions : : 45,998 45,630 2,317 2,560 2,995 50 0 150 225 400 75 : : : : Changes from: April 24, 2018 : : 2,380 1,830 -600 100 850 0 0 0 -75 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 88.1 4.5 4.9 5.8 0.1 0.0 0.3 0.4 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 14 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 41,025 : : Positions : : 32,753 29,995 450 4,698 3,897 950 1,775 250 1,707 0 375 : : : : Changes from: April 24, 2018 : : -418 347 -190 -430 1,045 0 0 0 525 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 73.1 1.1 11.5 9.5 2.3 4.3 0.6 4.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 20 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 46,210 : : Positions : : 26,117 35,500 5,120 3,300 3,990 7,143 1,300 670 2,755 1,200 250 : : : : Changes from: April 24, 2018 : : 2,402 1,612 -925 -50 50 120 0 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 76.8 11.1 7.1 8.6 15.5 2.8 1.4 6.0 2.6 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 19 . . . 5 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 42,513 : : Positions : : 22,359 39,021 19,777 0 210 0 1,445 50 0 1,317 3 : : : : Changes from: April 24, 2018 : : 105 115 0 0 0 0 -4 50 0 -1 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 91.8 46.5 0.0 0.5 0.0 3.4 0.1 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 4 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 34,388 : : Positions : : 16,835 31,393 16,818 70 670 0 1,750 0 0 0 0 : : : : Changes from: April 24, 2018 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 91.3 48.9 0.2 1.9 0.0 5.1 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 May 1, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 33,318 : : Positions : : 27,161 29,711 2,632 0 972 554 2,310 255 1,109 0 70 : : : : Changes from: April 24, 2018 : : 846 363 -46 0 3 0 445 55 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 89.2 7.9 0.0 2.9 1.7 6.9 0.8 3.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 17 5 0 4 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 22,687 : : Positions : : 19,157 21,702 1,682 75 480 10 0 310 535 10 50 : : : : Changes from: April 24, 2018 : : 315 300 -50 -25 22 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 95.7 7.4 0.3 2.1 0.0 0.0 1.4 2.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 51,970 : : Positions : : 44,693 33,505 4,125 8,580 522 1,015 7,944 401 799 720 170 : : : : Changes from: April 24, 2018 : : 321 846 436 -96 -70 146 83 -8 1 151 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 64.5 7.9 16.5 1.0 2.0 15.3 0.8 1.5 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 40,349 : : Positions : : 35,839 25,823 3,290 10,030 551 0 3,605 10 0 195 65 : : : : Changes from: April 24, 2018 : : -33 -242 96 55 3 0 250 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 64.0 8.2 24.9 1.4 0.0 8.9 0.0 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 20,859 : : Positions : : 10,701 17,182 6,475 0 2,925 325 509 225 50 0 0 : : : : Changes from: April 24, 2018 : : 296 600 -225 0 0 325 -225 125 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 82.4 31.0 0.0 14.0 1.6 2.4 1.1 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 21,390 : : Positions : : 12,895 18,390 4,935 0 2,050 70 950 0 1,280 0 0 : : : : Changes from: April 24, 2018 : : 4,350 2,675 -1,700 0 1,000 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 86.0 23.1 0.0 9.6 0.3 4.4 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 9 . 0 . . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 21,630 : : Positions : : 13,595 18,390 5,085 0 1,590 120 1,650 0 950 0 0 : : : : Changes from: April 24, 2018 : : 4,720 2,775 -1,970 0 820 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 85.0 23.5 0.0 7.4 0.6 7.6 0.0 4.4 0.0 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 May 1, 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 RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 258,054 : : Positions : : 202,803 122,967 382 69,907 28,765 0 2,170 16,226 0 8,523 9,496 : : : : Changes from: April 24, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 47.7 0.1 27.1 11.1 0.0 0.8 6.3 0.0 3.3 3.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 21,455 : : Positions : : 15,360 15,440 4,045 4,755 1,200 0 0 0 170 0 0 : : : : Changes from: April 24, 2018 : : 0 0 -120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 72.0 18.9 22.2 5.6 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 22,675 : : Positions : : 8,303 17,360 11,605 3,725 1,215 825 0 200 50 75 100 : : : : Changes from: April 24, 2018 : : 575 475 -150 0 0 100 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 76.6 51.2 16.4 5.4 3.6 0.0 0.9 0.2 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 9 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 18,995 : : Positions : : 7,114 13,930 8,320 2,825 2,115 1,025 0 0 50 25 100 : : : : Changes from: April 24, 2018 : : 500 500 -100 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 73.3 43.8 14.9 11.1 5.4 0.0 0.0 0.3 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 7 . . . 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 10,010 : : Positions : : 6,600 4,380 1,355 620 1,120 0 3,775 0 675 0 50 : : : : Changes from: April 24, 2018 : : 0 125 -25 0 25 0 25 0 75 -100 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 43.8 13.5 6.2 11.2 0.0 37.7 0.0 6.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 6,850 : : Positions : : 4,880 4,490 625 970 550 0 675 0 600 25 75 : : : : Changes from: April 24, 2018 : : 50 175 -25 0 25 0 25 0 0 -175 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 65.5 9.1 14.2 8.0 0.0 9.9 0.0 8.8 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 38,656 : : Positions : : 24,196 31,120 10,700 0 1,995 1,000 75 0 225 5,405 0 : : : : Changes from: April 24, 2018 : : 278 1,678 1,250 0 -100 -25 75 0 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 80.5 27.7 0.0 5.2 2.6 0.2 0.0 0.6 14.0 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 May 1, 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 38,046 : : Positions : : 24,731 30,416 9,525 77 2,022 1,000 75 0 225 5,405 0 : : : : Changes from: April 24, 2018 : : 189 1,574 1,235 0 -100 -25 75 0 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 79.9 25.0 0.2 5.3 2.6 0.2 0.0 0.6 14.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 111,676 : : Positions : : 89,159 75,611 8,490 29,088 2,526 1,600 1,560 655 7,343 334 1,647 : : : : Changes from: April 24, 2018 : : 1,775 3,116 0 -1,650 603 0 -50 50 -365 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 67.7 7.6 26.0 2.3 1.4 1.4 0.6 6.6 0.3 1.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 25 . . 5 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 133,312 : : Positions : : 106,751 89,989 9,694 36,902 1,793 5,000 2,490 490 8,091 400 1,238 : : : : Changes from: April 24, 2018 : : 3,570 5,781 -1 -2,605 216 -250 35 250 -114 -6 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 67.5 7.3 27.7 1.3 3.8 1.9 0.4 6.1 0.3 0.9 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 29 . 4 4 . 5 . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 289,196 : : Positions : : 212,792 195,085 1,565 10,554 28,377 19,197 24,655 10,282 9,882 13,461 6,759 : : : : Changes from: April 24, 2018 : : 7,563 2,254 945 1,908 -617 -145 3,377 1,197 666 1,460 -567 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 67.5 0.5 3.6 9.8 6.6 8.5 3.6 3.4 4.7 2.3 : : : : Number of Traders in Each Category Total Traders: 88 : : 37 40 . 5 4 13 4 6 12 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 33,114 : : Positions : : 23,046 30,358 4,917 0 2,271 695 200 175 1,723 100 0 : : : : Changes from: April 24, 2018 : : 25 -240 -300 0 50 35 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 91.7 14.8 0.0 6.9 2.1 0.6 0.5 5.2 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 May 1, 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 31,550 : : Positions : : 21,780 28,702 5,517 0 1,688 0 230 820 1,358 0 100 : : : : Changes from: April 24, 2018 : : 60 -240 -300 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 91.0 17.5 0.0 5.4 0.0 0.7 2.6 4.3 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 May 1, 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 16,652 : : Positions : : 6,600 12,072 5,652 1,330 900 1,380 200 100 50 100 0 : : : : Changes from: April 24, 2018 : : 710 1,005 145 0 170 150 0 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 72.5 33.9 8.0 5.4 8.3 1.2 0.6 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 14,090 : : Positions : : 4,610 11,110 6,150 260 580 1,200 150 175 375 100 0 : : : : Changes from: April 24, 2018 : : -150 720 720 0 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 78.9 43.6 1.8 4.1 8.5 1.1 1.2 2.7 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 51,030 : : Positions : : 15,010 26,636 14,405 12,555 0 13,860 0 275 1,150 5,180 50 : : : : Changes from: April 24, 2018 : : 905 -2,170 0 4,675 -320 400 0 100 1,150 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 52.2 28.2 24.6 0.0 27.2 0.0 0.5 2.3 10.2 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 48,456 : : Positions : : 14,046 24,650 13,265 12,595 0 14,060 0 175 1,150 5,180 50 : : : : Changes from: April 24, 2018 : : 2,060 -1,695 0 5,575 -495 620 0 0 1,150 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 50.9 27.4 26.0 0.0 29.0 0.0 0.4 2.4 10.7 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 18 . . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 23,665 : : Positions : : 17,010 6,100 250 2,050 2,435 125 9,845 0 430 50 170 : : : : Changes from: April 24, 2018 : : 1,250 -50 -50 1,300 -340 -25 25 0 100 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 25.8 1.1 8.7 10.3 0.5 41.6 0.0 1.8 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 8 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 23,155 : : Positions : : 16,320 6,105 250 860 3,305 125 9,745 0 0 220 0 : : : : Changes from: April 24, 2018 : : 1,300 0 -490 860 -470 -25 25 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 26.4 1.1 3.7 14.3 0.5 42.1 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 27,542 : : Positions : : 11,442 21,252 2,015 1,690 730 10,025 0 0 0 300 0 : : : : Changes from: April 24, 2018 : : 1,040 2,440 600 -1,200 185 -100 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 77.2 7.3 6.1 2.7 36.4 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 23,158 : : Positions : : 8,808 17,533 1,165 890 855 8,970 0 0 0 300 0 : : : : Changes from: April 24, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 75.7 5.0 3.8 3.7 38.7 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 39,290 : : Positions : : 14,855 34,240 16,890 0 1,375 3,875 25 175 0 1,690 0 : : : : Changes from: April 24, 2018 : : -150 850 650 0 0 575 0 25 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 87.1 43.0 0.0 3.5 9.9 0.1 0.4 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 10 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 35,410 : : Positions : : 12,820 31,320 15,855 0 925 4,025 25 25 0 1,690 0 : : : : Changes from: April 24, 2018 : : -150 850 650 0 0 575 0 25 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 88.4 44.8 0.0 2.6 11.4 0.1 0.1 0.0 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 10 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 15,440 : : Positions : : 12,820 4,405 0 4,375 900 0 3,825 0 0 500 0 : : : : Changes from: April 24, 2018 : : -70 -20 0 -100 175 0 -50 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 28.5 0.0 28.3 5.8 0.0 24.8 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 14,100 : : Positions : : 10,860 4,275 0 3,015 1,560 0 3,755 0 0 100 0 : : : : Changes from: April 24, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 30.3 0.0 21.4 11.1 0.0 26.6 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 7 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 27,600 : : Positions : : 22,315 11,090 0 13,450 300 1,445 270 600 1,015 300 630 : : : : Changes from: April 24, 2018 : : 525 -490 0 525 0 150 -5 400 -175 300 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 40.2 0.0 48.7 1.1 5.2 1.0 2.2 3.7 1.1 2.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 25,965 : : Positions : : 20,445 8,705 0 14,360 300 1,445 170 600 1,035 300 610 : : : : Changes from: April 24, 2018 : : 980 -45 0 525 0 150 -5 400 -175 300 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 33.5 0.0 55.3 1.2 5.6 0.7 2.3 4.0 1.2 2.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 37,480 : : Positions : : 26,455 9,710 0 24,655 0 7,340 225 440 2,160 1,375 0 : : : : Changes from: April 24, 2018 : : 550 -50 0 -150 0 -300 150 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 25.9 0.0 65.8 0.0 19.6 0.6 1.2 5.8 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 33,630 : : Positions : : 23,080 12,645 0 17,590 0 6,735 275 75 2,060 1,375 0 : : : : Changes from: April 24, 2018 : : 500 200 0 -150 0 0 150 -20 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 37.6 0.0 52.3 0.0 20.0 0.8 0.2 6.1 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 9 0 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 99,085 : : Positions : : 36,430 86,430 42,445 0 0 8,535 295 2,655 1,960 2,635 170 : : : : Changes from: April 24, 2018 : : -560 2,305 2,070 0 0 -175 30 25 800 -200 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 87.2 42.8 0.0 0.0 8.6 0.3 2.7 2.0 2.7 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 16 24 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 91,535 : : Positions : : 36,825 78,165 33,805 0 0 8,285 345 2,315 2,140 2,535 100 : : : : Changes from: April 24, 2018 : : -635 2,005 2,070 0 0 -400 30 -15 800 -200 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 85.4 36.9 0.0 0.0 9.1 0.4 2.5 2.3 2.8 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 14 22 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 28,340 : : Positions : : 14,130 14,535 5,605 2,960 3,540 0 4,070 175 2,650 1,000 200 : : : : Changes from: April 24, 2018 : : 50 3,550 5,100 300 -25 0 100 0 -200 1,000 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 51.3 19.8 10.4 12.5 0.0 14.4 0.6 9.4 3.5 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 22,700 : : Positions : : 10,370 13,120 4,290 3,450 4,275 0 175 0 3,225 1,200 0 : : : : Changes from: April 24, 2018 : : 600 4,200 4,290 -510 485 0 0 0 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 57.8 18.9 15.2 18.8 0.0 0.8 0.0 14.2 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 20,990 : : Positions : : 8,570 12,095 0 2,845 2,250 8,620 0 0 0 2,250 0 : : : : Changes from: April 24, 2018 : : 700 0 0 1,300 175 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 57.6 0.0 13.6 10.7 41.1 0.0 0.0 0.0 10.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 51,355 : : Positions : : 34,060 32,415 0 885 7,165 300 460 1,120 0 600 100 : : : : Changes from: April 24, 2018 : : -1,305 695 0 -1,900 1,295 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 63.1 0.0 1.7 14.0 0.6 0.9 2.2 0.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 38,995 : : Positions : : 20,635 21,420 0 1,055 5,630 2,115 0 0 0 400 100 : : : : Changes from: April 24, 2018 : : 395 1,600 0 -1,080 1,500 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 54.9 0.0 2.7 14.4 5.4 0.0 0.0 0.0 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 0 . . . 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated May 4, 2018