Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 41,760 : : Positions : : 14,604 22,074 6,898 601 227 965 8,004 1,854 12,092 3,721 3,896 : : : : Changes from: May 15, 2018 : : 519 366 94 -42 -61 40 -142 43 -228 195 186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 52.9 16.5 1.4 0.5 2.3 19.2 4.4 29.0 8.9 9.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 15 12 4 . 4 . 6 . 8 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 4,542 : : Positions : : 2,181 2,463 107 284 77 230 125 30 1,095 888 278 : : : : Changes from: May 15, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 54.2 2.4 6.3 1.7 5.1 2.8 0.7 24.1 19.6 6.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 6 . . . . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 66,698 : : Positions : : 37,973 41,358 679 3,929 12,485 8,176 486 2,604 1,893 3,265 2,028 : : : : Changes from: May 15, 2018 : : 239 228 85 92 -179 20 15 35 69 74 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 62.0 1.0 5.9 18.7 12.3 0.7 3.9 2.8 4.9 3.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 29 . . . 5 . 4 6 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 48,713 : : Positions : : 38,117 40,466 50 2,457 3,910 500 904 372 5,325 0 325 : : : : Changes from: May 15, 2018 : : 1,808 1,938 -25 750 -154 50 -180 117 675 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 83.1 0.1 5.0 8.0 1.0 1.9 0.8 10.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 19 . . . . . . 7 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 25,161 : : Positions : : 22,081 14,889 25 7,012 1,180 75 0 25 645 925 1,130 : : : : Changes from: May 15, 2018 : : -38 1,612 -25 -1,200 500 0 0 0 225 -250 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 59.2 0.1 27.9 4.7 0.3 0.0 0.1 2.6 3.7 4.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 176,273 : : Positions : : 141,392 124,122 8,633 10,693 11,414 7,820 19,452 1,240 2,610 6,170 2,772 : : : : Changes from: May 15, 2018 : : -158 -22 -28 -92 0 90 100 100 0 -77 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 70.4 4.9 6.1 6.5 4.4 11.0 0.7 1.5 3.5 1.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 32 4 . 4 4 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 57,682 : : Positions : : 35,289 36,086 15,902 10,961 2,536 1,233 5,922 976 1,450 1,027 75 : : : : Changes from: May 15, 2018 : : -64 142 -1,895 656 -650 57 -2,650 19 75 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 62.6 27.6 19.0 4.4 2.1 10.3 1.7 2.5 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 16 . . . 5 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 34,065 : : Positions : : 29,334 21,860 3,895 11,420 510 150 0 0 75 175 100 : : : : Changes from: May 15, 2018 : : 840 700 -50 90 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 64.2 11.4 33.5 1.5 0.4 0.0 0.0 0.2 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 48,760 : : Positions : : 34,334 36,490 5,210 5,770 3,520 3,050 1,900 0 1,885 325 590 : : : : Changes from: May 15, 2018 : : -1,440 100 0 -340 -30 0 -1,200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 74.8 10.7 11.8 7.2 6.3 3.9 0.0 3.9 0.7 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 75,486 : : Positions : : 47,385 52,339 5,371 10,590 8,085 11,725 2,520 660 1,155 657 625 : : : : Changes from: May 15, 2018 : : 1,950 250 -175 -620 495 -2,450 200 -200 150 -315 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 69.3 7.1 14.0 10.7 15.5 3.3 0.9 1.5 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 27 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 68,954 : : Positions : : 45,993 49,334 16,535 15,750 1,690 600 90 275 2,170 195 1,260 : : : : Changes from: May 15, 2018 : : 390 150 0 240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 71.5 24.0 22.8 2.5 0.9 0.1 0.4 3.1 0.3 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 102,073 : : Positions : : 68,268 63,064 25,270 34,694 2,990 1,260 0 0 2,750 50 1,020 : : : : Changes from: May 15, 2018 : : 705 385 150 270 0 0 0 0 -200 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 61.8 24.8 34.0 2.9 1.2 0.0 0.0 2.7 0.0 1.0 : : : : 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 22, 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 31,350 : : Positions : : 22,800 27,070 3,780 0 3,830 300 0 0 200 185 20 : : : : Changes from: May 15, 2018 : : 405 370 0 0 0 0 0 0 0 85 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 86.3 12.1 0.0 12.2 1.0 0.0 0.0 0.6 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 30,220 : : Positions : : 24,265 23,960 575 1,680 4,275 0 300 0 945 0 0 : : : : Changes from: May 15, 2018 : : -10 -280 -500 0 -100 0 0 0 230 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 79.3 1.9 5.6 14.1 0.0 1.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 15 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 11,001 : : Positions : : 9,080 9,701 250 850 200 550 0 50 871 200 0 : : : : Changes from: May 15, 2018 : : 300 0 50 0 0 -350 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 88.2 2.3 7.7 1.8 5.0 0.0 0.5 7.9 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 8 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 46,950 : : Positions : : 27,249 29,798 600 6,838 3,344 5,309 155 936 5,035 1,484 3,941 : : : : Changes from: May 15, 2018 : : 2,643 1,346 -484 1,629 581 101 -62 -648 966 316 190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 63.5 1.3 14.6 7.1 11.3 0.3 2.0 10.7 3.2 8.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 22 26 . . . 5 . 4 9 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 DA PK DLY FI - ICE FUTURES ENERGY DIV Megawatt Hours (MWh) : CFTC Code #0643A5 Open Interest is 10,650 : : Positions : : 7,850 5,400 0 650 2,050 0 950 200 550 1,150 0 : : : : Changes from: May 15, 2018 : : 1,100 -5,700 -6,800 150 2,000 -350 950 100 -100 -1,450 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 50.7 0.0 6.1 19.2 0.0 8.9 1.9 5.2 10.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 6 0 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 40,646 : : Positions : : 30,706 36,961 6,720 0 2,795 300 600 0 120 220 5 : : : : Changes from: May 15, 2018 : : 730 450 -125 0 75 0 0 0 -130 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 90.9 16.5 0.0 6.9 0.7 1.5 0.0 0.3 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 21 4 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 48,664 : : Positions : : 42,014 31,415 920 11,435 1,000 2,475 3,144 0 850 970 700 : : : : Changes from: May 15, 2018 : : -160 370 0 -175 225 0 -50 0 280 -25 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 64.6 1.9 23.5 2.1 5.1 6.5 0.0 1.7 2.0 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 48,759 : : Positions : : 38,925 39,039 6,599 7,465 635 700 0 0 990 300 660 : : : : Changes from: May 15, 2018 : : 795 1,190 35 -780 310 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 80.1 13.5 15.3 1.3 1.4 0.0 0.0 2.0 0.6 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 54,786 : : Positions : : 44,590 42,136 6,546 8,270 1,320 0 0 0 1,670 2,200 550 : : : : Changes from: May 15, 2018 : : 1,095 2,320 -50 -1,180 430 0 0 0 170 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 76.9 11.9 15.1 2.4 0.0 0.0 0.0 3.0 4.0 1.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 78,920 : : Positions : : 66,320 71,683 8,914 3,247 2,179 0 450 0 406 280 916 : : : : Changes from: May 15, 2018 : : 505 375 0 35 0 0 150 0 261 280 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 90.8 11.3 4.1 2.8 0.0 0.6 0.0 0.5 0.4 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 22 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 118,307 : : Positions : : 101,310 103,406 11,177 3,424 2,779 65 2,268 198 1,353 4,818 1,200 : : : : Changes from: May 15, 2018 : : 1,911 3,657 -77 -35 20 -10 102 63 -15 -1,914 82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 87.4 9.4 2.9 2.3 0.1 1.9 0.2 1.1 4.1 1.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 20 . . . . 5 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 53,165 : : Positions : : 47,486 47,630 2,779 2,110 2,825 0 225 75 0 300 0 : : : : Changes from: May 15, 2018 : : 900 825 300 375 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 89.6 5.2 4.0 5.3 0.0 0.4 0.1 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 15 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 40,394 : : Positions : : 32,049 29,854 655 4,690 3,540 950 1,650 250 1,805 0 325 : : : : Changes from: May 15, 2018 : : 530 445 -50 35 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 73.9 1.6 11.6 8.8 2.4 4.1 0.6 4.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 44,584 : : Positions : : 25,681 34,584 5,080 3,120 3,660 6,303 1,300 690 2,980 1,200 30 : : : : Changes from: May 15, 2018 : : 141 -109 0 -40 40 -600 0 0 310 0 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 77.6 11.4 7.0 8.2 14.1 2.9 1.5 6.7 2.7 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 20 . . . 5 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 41,324 : : Positions : : 22,089 37,931 18,791 0 277 10 1,305 50 0 1,317 3 : : : : Changes from: May 15, 2018 : : 145 100 -45 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 91.8 45.5 0.0 0.7 0.0 3.2 0.1 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 4 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 34,066 : : Positions : : 17,240 30,761 15,586 70 1,180 0 1,580 0 0 0 0 : : : : Changes from: May 15, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 90.3 45.8 0.2 3.5 0.0 4.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 34,753 : : Positions : : 27,716 31,010 3,954 40 943 566 2,515 200 860 25 0 : : : : Changes from: May 15, 2018 : : 840 1,184 451 0 0 -25 70 -70 -8 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 89.2 11.4 0.1 2.7 1.6 7.2 0.6 2.5 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 18 4 . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 22,568 : : Positions : : 19,052 21,737 1,884 15 486 0 105 165 555 0 0 : : : : Changes from: May 15, 2018 : : -40 215 145 -80 26 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 96.3 8.3 0.1 2.2 0.0 0.5 0.7 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 54,889 : : Positions : : 47,770 32,960 3,211 12,341 1,183 1,080 7,779 359 897 35 145 : : : : Changes from: May 15, 2018 : : 518 -79 -445 -85 325 -30 143 4 -52 35 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 60.0 5.9 22.5 2.2 2.0 14.2 0.7 1.6 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 45,443 : : Positions : : 40,130 27,220 3,926 13,712 688 0 3,515 0 40 95 165 : : : : Changes from: May 15, 2018 : : 205 90 -90 35 -5 0 0 0 40 -20 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 59.9 8.6 30.2 1.5 0.0 7.7 0.0 0.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 16 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 23,054 : : Positions : : 11,276 19,701 6,050 0 2,775 2,350 335 225 100 0 0 : : : : Changes from: May 15, 2018 : : 50 -1 -120 0 0 0 51 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 85.5 26.2 0.0 12.0 10.2 1.5 1.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 19,490 : : Positions : : 11,735 16,815 4,840 0 1,675 50 950 0 1,075 50 0 : : : : Changes from: May 15, 2018 : : -300 0 300 0 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 86.3 24.8 0.0 8.6 0.3 4.9 0.0 5.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . 0 . . . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 21,425 : : Positions : : 13,235 16,870 6,250 0 830 50 3,725 0 825 0 0 : : : : Changes from: May 15, 2018 : : -300 0 975 0 -290 0 825 0 50 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 78.7 29.2 0.0 3.9 0.2 17.4 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 8 . 0 . . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 253,600 : : Positions : : 204,824 123,209 340 71,408 25,946 0 437 15,763 0 10,763 6,074 : : : : Changes from: May 15, 2018 : : 6,594 3,234 0 1,473 -2,326 0 -203 -589 0 2,402 -3,125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 48.6 0.1 28.2 10.2 0.0 0.2 6.2 0.0 4.2 2.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 14 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CM Open Interest is 17,760 : : Positions : : 10,125 11,270 4,500 4,440 1,500 0 0 0 85 0 0 : : : : Changes from: May 15, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 63.5 25.3 25.0 8.4 0.0 0.0 0.0 0.5 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 May 22, 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 23,320 : : Positions : : 14,100 15,775 6,750 5,890 1,595 0 0 0 85 0 0 : : : : Changes from: May 15, 2018 : : 1,085 125 0 1,080 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 67.6 28.9 25.3 6.8 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 22,310 : : Positions : : 8,406 17,230 11,365 3,830 1,075 1,025 0 0 0 75 100 : : : : Changes from: May 15, 2018 : : -25 25 0 -25 25 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 77.2 50.9 17.2 4.8 4.6 0.0 0.0 0.0 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 10 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 17,845 : : Positions : : 6,871 12,820 7,735 3,030 1,870 1,025 0 0 0 25 100 : : : : Changes from: May 15, 2018 : : 75 125 0 -25 25 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 71.8 43.3 17.0 10.5 5.7 0.0 0.0 0.0 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 8 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 10,795 : : Positions : : 7,215 4,595 1,000 70 1,655 0 3,775 0 600 525 125 : : : : Changes from: May 15, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 42.6 9.3 0.6 15.3 0.0 35.0 0.0 5.6 4.9 1.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 7,625 : : Positions : : 5,645 4,845 225 395 960 0 675 0 600 625 75 : : : : Changes from: May 15, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 63.5 3.0 5.2 12.6 0.0 8.9 0.0 7.9 8.2 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 40,756 : : Positions : : 26,947 33,035 10,815 0 1,285 1,000 75 0 200 6,325 0 : : : : Changes from: May 15, 2018 : : 1,350 -150 -200 0 0 0 0 0 0 1,300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 81.1 26.5 0.0 3.2 2.5 0.2 0.0 0.5 15.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 40,960 : : Positions : : 27,922 32,890 9,775 82 1,552 1,000 75 0 200 6,325 0 : : : : Changes from: May 15, 2018 : : 1,500 200 0 0 0 0 0 0 0 1,300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 80.3 23.9 0.2 3.8 2.4 0.2 0.0 0.5 15.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 113,194 : : Positions : : 81,894 76,285 14,940 29,035 3,231 1,000 1,520 1,150 9,331 309 1,409 : : : : Changes from: May 15, 2018 : : 4,988 4,461 0 1,830 50 0 0 0 1,300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 67.4 13.2 25.7 2.9 0.9 1.3 1.0 8.2 0.3 1.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 24 . 4 4 . . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 132,686 : : Positions : : 95,378 88,066 17,180 38,341 1,722 6,675 2,410 600 9,742 383 1,164 : : : : Changes from: May 15, 2018 : : 2,635 1,320 0 3,135 -155 825 100 0 1,060 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 66.4 12.9 28.9 1.3 5.0 1.8 0.5 7.3 0.3 0.9 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 27 . 5 4 . . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 291,303 : : Positions : : 205,011 193,947 4,526 6,646 29,761 19,451 27,058 12,693 9,350 11,104 10,023 : : : : Changes from: May 15, 2018 : : 1,597 534 -713 46 1,288 442 411 -637 -292 -207 710 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 66.6 1.6 2.3 10.2 6.7 9.3 4.4 3.2 3.8 3.4 : : : : Number of Traders in Each Category Total Traders: 88 : : 33 39 4 4 4 9 6 8 15 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 32,465 : : Positions : : 22,506 30,901 6,047 0 1,059 680 225 175 1,723 100 0 : : : : Changes from: May 15, 2018 : : 145 1,420 1,200 0 -997 100 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 95.2 18.6 0.0 3.3 2.1 0.7 0.5 5.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 8 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 31,303 : : Positions : : 21,270 29,375 6,857 0 748 0 380 695 1,358 0 100 : : : : Changes from: May 15, 2018 : : 145 1,320 1,200 0 -750 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 93.8 21.9 0.0 2.4 0.0 1.2 2.2 4.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 8 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 17,277 : : Positions : : 7,465 10,977 3,857 1,670 2,125 1,350 100 100 50 0 0 : : : : Changes from: May 15, 2018 : : 275 -850 -1,125 0 1,125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 63.5 22.3 9.7 12.3 7.8 0.6 0.6 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 13,875 : : Positions : : 4,150 11,460 6,165 425 415 1,200 75 175 450 0 0 : : : : Changes from: May 15, 2018 : : -25 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 82.6 44.4 3.1 3.0 8.6 0.5 1.3 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 52,629 : : Positions : : 16,291 25,606 15,455 14,395 0 13,145 0 275 575 5,450 625 : : : : Changes from: May 15, 2018 : : 1,140 910 270 300 0 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.0 48.7 29.4 27.4 0.0 25.0 0.0 0.5 1.1 10.4 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 19 . . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 49,978 : : Positions : : 15,468 23,721 14,255 14,375 0 13,315 0 175 575 5,450 625 : : : : Changes from: May 15, 2018 : : 1,245 1,015 270 300 0 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 47.5 28.5 28.8 0.0 26.6 0.0 0.4 1.2 10.9 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 19 . . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 22,280 : : Positions : : 15,540 6,730 50 835 2,435 260 9,045 140 565 25 35 : : : : Changes from: May 15, 2018 : : 0 0 -50 0 0 260 210 90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 30.2 0.2 3.7 10.9 1.2 40.6 0.6 2.5 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 21,325 : : Positions : : 14,405 6,620 585 0 2,770 460 8,995 0 0 60 0 : : : : Changes from: May 15, 2018 : : 0 0 -50 0 0 410 360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 31.0 2.7 0.0 13.0 2.2 42.2 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 29,281 : : Positions : : 12,046 22,891 2,140 1,185 1,210 10,750 0 0 0 600 0 : : : : Changes from: May 15, 2018 : : 10 700 210 -480 480 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 78.2 7.3 4.0 4.1 36.7 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 24,389 : : Positions : : 8,649 18,434 1,275 385 1,335 9,725 0 0 0 600 0 : : : : Changes from: May 15, 2018 : : -20 700 240 -480 480 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 75.6 5.2 1.6 5.5 39.9 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 38,590 : : Positions : : 14,420 33,440 15,500 0 1,250 5,105 0 25 0 1,585 0 : : : : Changes from: May 15, 2018 : : 340 350 215 0 -25 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 86.7 40.2 0.0 3.2 13.2 0.0 0.1 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 34,735 : : Positions : : 12,520 30,220 13,875 0 875 5,180 0 25 0 1,535 0 : : : : Changes from: May 15, 2018 : : 110 450 190 0 0 100 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 87.0 39.9 0.0 2.5 14.9 0.0 0.1 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 14,875 : : Positions : : 12,465 4,010 400 4,995 305 0 3,635 0 0 500 0 : : : : Changes from: May 15, 2018 : : 360 0 0 0 0 0 360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 27.0 2.7 33.6 2.1 0.0 24.4 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 13,380 : : Positions : : 10,540 3,685 400 3,795 805 0 3,615 0 0 100 0 : : : : Changes from: May 15, 2018 : : 360 0 0 0 0 0 360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 27.5 3.0 28.4 6.0 0.0 27.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 7 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 26,580 : : Positions : : 22,375 10,225 0 14,240 300 1,245 220 525 870 0 295 : : : : Changes from: May 15, 2018 : : 65 15 0 0 0 -50 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 38.5 0.0 53.6 1.1 4.7 0.8 2.0 3.3 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 25,645 : : Positions : : 21,010 8,645 0 14,895 300 1,145 120 625 930 0 235 : : : : Changes from: May 15, 2018 : : 450 250 0 100 0 -150 0 125 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 33.7 0.0 58.1 1.2 4.5 0.5 2.4 3.6 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 37,545 : : Positions : : 27,155 10,430 0 23,695 175 6,735 300 365 2,160 1,650 0 : : : : Changes from: May 15, 2018 : : 300 300 0 -100 175 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 27.8 0.0 63.1 0.5 17.9 0.8 1.0 5.8 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 7 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 34,315 : : Positions : : 23,640 13,135 0 17,595 175 7,005 350 0 2,060 1,650 0 : : : : Changes from: May 15, 2018 : : 300 300 0 -100 175 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 38.3 0.0 51.3 0.5 20.4 1.0 0.0 6.0 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 8 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 99,335 : : Positions : : 37,130 87,280 42,125 0 200 8,170 0 2,925 2,020 2,160 20 : : : : Changes from: May 15, 2018 : : 90 315 -315 0 0 585 -5 55 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 87.9 42.4 0.0 0.2 8.2 0.0 2.9 2.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 26 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 90,680 : : Positions : : 36,400 78,135 34,505 0 175 7,425 240 2,320 2,110 2,060 0 : : : : Changes from: May 15, 2018 : : -100 125 -190 0 0 565 0 50 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 86.2 38.1 0.0 0.2 8.2 0.3 2.6 2.3 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 25 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 29,200 : : Positions : : 14,220 15,410 6,840 3,505 3,205 0 3,670 350 2,525 1,000 200 : : : : Changes from: May 15, 2018 : : 755 275 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 52.8 23.4 12.0 11.0 0.0 12.6 1.2 8.6 3.4 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 22,725 : : Positions : : 9,495 12,830 5,600 4,125 3,865 180 175 70 2,975 1,300 0 : : : : Changes from: May 15, 2018 : : -250 -550 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 56.5 24.6 18.2 17.0 0.8 0.8 0.3 13.1 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 51,670 : : Positions : : 34,265 32,795 665 1,915 6,910 380 0 1,180 0 600 100 : : : : Changes from: May 15, 2018 : : 750 690 665 725 -425 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 63.5 1.3 3.7 13.4 0.7 0.0 2.3 0.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 20 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 22, 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 40,380 : : Positions : : 21,320 20,825 560 3,125 5,620 2,330 0 0 0 400 100 : : : : Changes from: May 15, 2018 : : 900 240 560 1,220 160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 51.6 1.4 7.7 13.9 5.8 0.0 0.0 0.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 . . . . 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated May 25, 2018