Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 38,713 : : Positions : : 12,919 20,041 6,473 533 165 1,000 7,532 1,569 11,760 3,874 3,691 : : : : Changes from: May 29, 2018 : : -1,527 -1,405 -672 -68 -21 35 -493 -267 -335 -561 -204 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 51.8 16.7 1.4 0.4 2.6 19.5 4.1 30.4 10.0 9.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 14 11 4 . . . 5 4 7 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 4,246 : : Positions : : 2,017 2,245 52 289 90 240 55 30 877 779 376 : : : : Changes from: May 29, 2018 : : -219 -283 -60 5 13 5 -70 0 -213 -109 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 52.9 1.2 6.8 2.1 5.7 1.3 0.7 20.7 18.3 8.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 6 . . . . . . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 62,078 : : Positions : : 35,399 38,268 192 3,637 11,516 8,140 830 2,344 1,689 2,969 1,981 : : : : Changes from: May 29, 2018 : : -2,302 -2,931 -385 -72 -1,100 36 139 -254 -390 -207 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 61.6 0.3 5.9 18.6 13.1 1.3 3.8 2.7 4.8 3.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 27 . . . . 4 4 6 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 45,371 : : Positions : : 35,686 37,957 785 2,081 3,565 400 903 325 4,225 25 375 : : : : Changes from: May 29, 2018 : : -3,252 -3,584 735 -260 -335 0 2 -50 -1,275 25 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 83.7 1.7 4.6 7.9 0.9 2.0 0.7 9.3 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 16 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 23,021 : : Positions : : 20,916 14,614 25 5,297 1,055 100 0 0 245 1,375 680 : : : : Changes from: May 29, 2018 : : -1,695 -1,280 0 -1,290 0 25 0 -25 -450 450 -325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 63.5 0.1 23.0 4.6 0.4 0.0 0.0 1.1 6.0 3.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 167,369 : : Positions : : 134,784 118,786 8,889 11,245 9,933 7,185 17,817 1,240 2,508 5,489 2,599 : : : : Changes from: May 29, 2018 : : -5,922 -4,896 -43 734 -1,411 -435 -1,310 0 32 -897 -307 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 71.0 5.3 6.7 5.9 4.3 10.6 0.7 1.5 3.3 1.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 31 4 . 4 4 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 58,330 : : Positions : : 36,614 35,192 15,990 12,616 2,222 1,217 5,907 816 525 1,477 100 : : : : Changes from: May 29, 2018 : : 507 -401 63 530 -154 -65 -25 -6 -600 525 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 60.3 27.4 21.6 3.8 2.1 10.1 1.4 0.9 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 16 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 34,020 : : Positions : : 29,191 21,310 4,145 11,670 290 150 0 0 150 0 25 : : : : Changes from: May 29, 2018 : : -68 -625 75 225 -35 0 0 0 75 -175 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 62.6 12.2 34.3 0.9 0.4 0.0 0.0 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 46,720 : : Positions : : 32,314 35,230 5,520 5,450 3,230 3,050 1,750 0 1,900 300 565 : : : : Changes from: May 29, 2018 : : -2,545 -1,235 310 -860 -290 0 -100 0 -35 -75 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 75.4 11.8 11.7 6.9 6.5 3.7 0.0 4.1 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 24 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 74,261 : : Positions : : 46,760 51,971 5,206 10,090 7,985 11,700 2,505 800 1,074 450 446 : : : : Changes from: May 29, 2018 : : -2,483 -1,746 -40 -865 -435 -225 -15 140 19 23 -179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 70.0 7.0 13.6 10.8 15.8 3.4 1.1 1.4 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 27 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 67,259 : : Positions : : 44,818 47,139 16,135 16,030 1,690 600 690 25 2,285 170 1,240 : : : : Changes from: May 29, 2018 : : -1,095 -2,690 -760 235 0 0 550 -250 -40 120 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 70.1 24.0 23.8 2.5 0.9 1.0 0.0 3.4 0.3 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 98,813 : : Positions : : 65,678 60,099 25,005 34,504 2,990 600 0 0 3,050 170 890 : : : : Changes from: May 29, 2018 : : -2,250 -3,180 -675 -345 0 -660 0 0 0 120 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 60.8 25.3 34.9 3.0 0.6 0.0 0.0 3.1 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 23 . 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 31,595 : : Positions : : 23,095 27,285 3,780 0 3,830 300 0 0 150 185 20 : : : : Changes from: May 29, 2018 : : 240 210 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 86.4 12.0 0.0 12.1 0.9 0.0 0.0 0.5 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 30,185 : : Positions : : 24,100 23,915 575 1,680 4,275 0 300 0 1,075 0 0 : : : : Changes from: May 29, 2018 : : -70 -70 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 79.2 1.9 5.6 14.2 0.0 1.0 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 16 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 : : 9,155 9,701 250 850 200 475 0 50 871 200 0 : : : : Changes from: May 29, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 88.2 2.3 7.7 1.8 4.3 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 June 5, 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 48,983 : : Positions : : 28,444 31,057 600 6,709 4,083 5,697 292 716 4,310 975 4,651 : : : : Changes from: May 29, 2018 : : 713 1,103 0 -235 615 220 15 54 -179 -164 205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 63.4 1.2 13.7 8.3 11.6 0.6 1.5 8.8 2.0 9.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 22 26 . . . 4 . 4 9 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 10,800 : : Positions : : 5,900 5,050 1,600 450 2,000 0 650 0 500 1,850 800 : : : : Changes from: May 29, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 46.8 14.8 4.2 18.5 0.0 6.0 0.0 4.6 17.1 7.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 7 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 41,403 : : Positions : : 31,783 37,693 6,400 0 2,795 300 600 0 120 245 5 : : : : Changes from: May 29, 2018 : : 1,175 1,130 -20 0 -45 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 91.0 15.5 0.0 6.8 0.7 1.4 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 21 4 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 46,367 : : Positions : : 39,557 32,303 920 9,670 980 2,545 1,774 70 950 895 675 : : : : Changes from: May 29, 2018 : : -2,064 862 0 -1,665 180 70 -1,271 70 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 69.7 2.0 20.9 2.1 5.5 3.8 0.2 2.0 1.9 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 19 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 45,254 : : Positions : : 36,380 35,779 5,849 7,235 550 700 0 0 880 315 620 : : : : Changes from: May 29, 2018 : : -3,155 -3,930 -750 -230 -85 0 0 0 -110 15 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 79.1 12.9 16.0 1.2 1.5 0.0 0.0 1.9 0.7 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 51,873 : : Positions : : 42,600 39,303 5,758 7,735 1,235 0 0 0 1,405 2,300 550 : : : : Changes from: May 29, 2018 : : -2,705 -3,658 -788 -435 -85 0 0 0 -315 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 75.8 11.1 14.9 2.4 0.0 0.0 0.0 2.7 4.4 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 80,946 : : Positions : : 67,218 72,701 8,784 3,322 2,356 0 400 0 0 712 1,242 : : : : Changes from: May 29, 2018 : : -343 525 -210 -30 205 0 -50 0 0 110 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 89.8 10.9 4.1 2.9 0.0 0.5 0.0 0.0 0.9 1.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 23 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 120,659 : : Positions : : 101,026 105,228 11,517 3,404 3,184 0 2,050 265 1,235 4,804 1,555 : : : : Changes from: May 29, 2018 : : -1,372 1,428 280 -200 405 -60 -310 9 15 -492 489 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 87.2 9.5 2.8 2.6 0.0 1.7 0.2 1.0 4.0 1.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 20 . . . 0 5 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 54,320 : : Positions : : 47,111 49,030 3,879 1,160 2,880 0 275 25 200 75 0 : : : : Changes from: May 29, 2018 : : -225 550 600 -675 -120 0 50 -50 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 90.3 7.1 2.1 5.3 0.0 0.5 0.0 0.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 16 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 39,139 : : Positions : : 31,399 28,879 150 4,615 3,545 950 1,525 250 1,780 0 250 : : : : Changes from: May 29, 2018 : : -590 -1,085 -625 -75 125 0 -125 0 -75 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 73.8 0.4 11.8 9.1 2.4 3.9 0.6 4.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 17 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 43,224 : : Positions : : 24,861 32,884 4,450 2,730 3,980 6,063 1,900 630 3,085 1,100 0 : : : : Changes from: May 29, 2018 : : -1,035 -1,960 -650 -390 440 -165 600 -60 500 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 76.1 10.3 6.3 9.2 14.0 4.4 1.5 7.1 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 20 . . . 5 . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 38,846 : : Positions : : 20,977 35,621 17,431 0 277 10 1,205 50 0 1,281 2 : : : : Changes from: May 29, 2018 : : -1,107 -2,307 -1,355 0 0 0 -110 0 0 -19 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 91.7 44.9 0.0 0.7 0.0 3.1 0.1 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 4 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 31,929 : : Positions : : 16,510 28,814 14,179 70 1,180 0 1,435 0 0 0 0 : : : : Changes from: May 29, 2018 : : -730 -1,947 -1,407 0 0 0 -145 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 90.2 44.4 0.2 3.7 0.0 4.5 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 June 5, 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 33,603 : : Positions : : 27,271 30,153 4,026 110 905 96 2,380 10 799 25 10 : : : : Changes from: May 29, 2018 : : -1,196 -1,576 157 70 -70 -492 -95 -80 -51 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 89.7 12.0 0.3 2.7 0.3 7.1 0.0 2.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 15 16 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 22,219 : : Positions : : 18,690 21,235 1,871 10 644 0 145 125 500 0 0 : : : : Changes from: May 29, 2018 : : -337 -492 -13 10 158 0 40 -40 -55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 95.6 8.4 0.0 2.9 0.0 0.7 0.6 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 52,730 : : Positions : : 45,691 32,017 3,986 12,262 892 920 7,034 302 754 65 90 : : : : Changes from: May 29, 2018 : : -2,719 -1,214 595 -79 -215 -20 -935 48 -26 30 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 60.7 7.6 23.3 1.7 1.7 13.3 0.6 1.4 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 43,296 : : Positions : : 37,917 25,955 4,139 13,155 668 0 3,280 0 40 30 160 : : : : Changes from: May 29, 2018 : : -1,806 -1,165 -12 -458 30 0 -165 0 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 59.9 9.6 30.4 1.5 0.0 7.6 0.0 0.1 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 16 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,911 : : Positions : : 10,340 18,497 5,978 0 2,775 2,375 521 100 75 0 0 : : : : Changes from: May 29, 2018 : : -936 -1,201 -75 0 0 25 180 -125 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 84.4 27.3 0.0 12.7 10.8 2.4 0.5 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 18,115 : : Positions : : 11,375 15,365 4,075 0 1,700 0 950 0 870 100 0 : : : : Changes from: May 29, 2018 : : -410 -1,450 -740 0 0 -30 0 0 -205 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 84.8 22.5 0.0 9.4 0.0 5.2 0.0 4.8 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 20,785 : : Positions : : 13,385 15,485 5,895 0 650 0 4,575 0 600 25 50 : : : : Changes from: May 29, 2018 : : -325 -1,585 -830 0 0 -30 150 0 -200 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 74.5 28.4 0.0 3.1 0.0 22.0 0.0 2.9 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 7 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 251,473 : : Positions : : 203,008 122,953 296 70,983 25,873 784 0 15,167 0 10,772 5,725 : : : : Changes from: May 29, 2018 : : 1,173 1,576 -44 356 -498 784 -240 -1,026 0 154 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 48.9 0.1 28.2 10.3 0.3 0.0 6.0 0.0 4.3 2.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 14 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 22,065 : : Positions : : 13,320 14,610 6,500 6,050 1,345 0 0 0 720 0 0 : : : : Changes from: May 29, 2018 : : -780 -1,165 -250 160 -250 0 0 0 635 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 66.2 29.5 27.4 6.1 0.0 0.0 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 20,590 : : Positions : : 7,879 15,695 10,490 3,810 960 825 0 0 25 25 100 : : : : Changes from: May 29, 2018 : : -557 -1,715 -875 130 -265 -200 0 0 25 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 76.2 50.9 18.5 4.7 4.0 0.0 0.0 0.1 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 16,320 : : Positions : : 6,383 11,430 7,255 3,260 1,505 825 0 0 25 25 100 : : : : Changes from: May 29, 2018 : : -503 -1,405 -480 230 -365 -200 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 70.0 44.5 20.0 9.2 5.1 0.0 0.0 0.2 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 8 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 10,700 : : Positions : : 7,075 4,510 1,120 120 1,485 0 3,825 0 600 550 125 : : : : Changes from: May 29, 2018 : : -190 -85 120 50 -170 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 42.1 10.5 1.1 13.9 0.0 35.7 0.0 5.6 5.1 1.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 7,475 : : Positions : : 5,415 4,710 300 420 860 0 700 0 600 625 75 : : : : Changes from: May 29, 2018 : : -230 -135 75 25 -100 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 63.0 4.0 5.6 11.5 0.0 9.4 0.0 8.0 8.4 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 40,506 : : Positions : : 27,438 35,966 9,945 0 1,395 1,000 450 0 175 2,620 75 : : : : Changes from: May 29, 2018 : : -1,134 431 -645 0 210 0 375 0 -25 -2,605 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 88.8 24.6 0.0 3.4 2.5 1.1 0.0 0.4 6.5 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 41,000 : : Positions : : 28,543 35,886 8,810 52 1,917 1,000 450 0 175 2,620 75 : : : : Changes from: May 29, 2018 : : -1,004 496 -740 -30 315 0 375 0 -25 -2,605 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 87.5 21.5 0.1 4.7 2.4 1.1 0.0 0.4 6.4 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 110,758 : : Positions : : 82,466 73,718 14,690 29,281 3,204 795 1,045 1,750 6,319 234 1,271 : : : : Changes from: May 29, 2018 : : -1,349 -3,798 -250 496 -427 -55 -405 450 -2,137 -75 -213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 66.6 13.3 26.4 2.9 0.7 0.9 1.6 5.7 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 23 . 4 . . . . 8 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 128,485 : : Positions : : 95,128 84,288 17,000 38,620 1,437 6,145 1,855 650 6,809 564 1,071 : : : : Changes from: May 29, 2018 : : -1,820 -3,994 -180 -340 -287 -780 -510 50 -2,059 25 -232 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 65.6 13.2 30.1 1.1 4.8 1.4 0.5 5.3 0.4 0.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 29 26 . 6 4 . . . 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 279,192 : : Positions : : 194,491 187,159 5,671 5,466 30,280 17,698 26,648 11,507 9,110 8,152 9,969 : : : : Changes from: May 29, 2018 : : -9,623 -4,848 407 -1,095 957 -1,209 -773 -1,715 267 -3,418 -556 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 67.0 2.0 2.0 10.8 6.3 9.5 4.1 3.3 2.9 3.6 : : : : Number of Traders in Each Category Total Traders: 87 : : 35 39 . 4 4 11 5 7 14 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 32,058 : : Positions : : 20,811 30,929 8,072 0 459 555 125 175 1,723 300 0 : : : : Changes from: May 29, 2018 : : -1,815 -92 1,825 0 -600 -125 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 96.5 25.2 0.0 1.4 1.7 0.4 0.5 5.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 6 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 30,821 : : Positions : : 19,445 29,423 8,807 0 253 0 380 595 1,358 0 100 : : : : Changes from: May 29, 2018 : : -1,765 -92 1,750 0 -495 0 0 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 95.5 28.6 0.0 0.8 0.0 1.2 1.9 4.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 6 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 17,187 : : Positions : : 7,675 10,687 3,657 1,670 2,325 1,050 100 100 50 0 0 : : : : Changes from: May 29, 2018 : : 10 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 62.2 21.3 9.7 13.5 6.1 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 June 5, 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 13,575 : : Positions : : 4,250 11,160 6,065 425 415 900 75 175 450 0 0 : : : : Changes from: May 29, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 82.2 44.7 3.1 3.1 6.6 0.6 1.3 3.3 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 June 5, 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 58,515 : : Positions : : 20,906 27,444 17,295 18,905 125 13,110 0 100 575 5,520 625 : : : : Changes from: May 29, 2018 : : 2,870 638 -120 1,450 0 -685 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.7 46.9 29.6 32.3 0.2 22.4 0.0 0.2 1.0 9.4 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 56,271 : : Positions : : 18,761 26,186 16,070 18,885 125 15,200 0 0 575 5,520 625 : : : : Changes from: May 29, 2018 : : 1,163 845 -145 1,450 0 1,235 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 46.5 28.6 33.6 0.2 27.0 0.0 0.0 1.0 9.8 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 29, 2018 : : 0 0 0 0 0 0 0 0 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: 27 : : 15 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 21,375 : : Positions : : 14,455 6,670 585 0 2,770 460 8,995 0 0 60 0 : : : : Changes from: May 29, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 31.2 2.7 0.0 13.0 2.2 42.1 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 11 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 31,511 : : Positions : : 11,986 25,061 2,200 1,185 1,175 12,920 0 0 0 600 0 : : : : Changes from: May 29, 2018 : : -60 1,920 60 0 -35 1,920 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 79.5 7.0 3.8 3.7 41.0 0.0 0.0 0.0 1.9 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 June 5, 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 24,699 : : Positions : : 8,589 18,684 1,335 385 1,300 9,975 0 0 0 600 0 : : : : Changes from: May 29, 2018 : : -60 0 60 0 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 75.6 5.4 1.6 5.3 40.4 0.0 0.0 0.0 2.4 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 June 5, 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 38,725 : : Positions : : 15,020 33,420 14,880 0 1,250 5,105 0 25 0 1,585 0 : : : : Changes from: May 29, 2018 : : 5 -415 -420 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 86.3 38.4 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 June 5, 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 34,750 : : Positions : : 13,265 30,165 13,255 0 875 5,180 0 25 0 1,535 0 : : : : Changes from: May 29, 2018 : : 5 -415 -420 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 86.8 38.1 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 June 5, 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 14,975 : : Positions : : 12,575 4,130 400 4,995 305 0 3,685 0 0 500 0 : : : : Changes from: May 29, 2018 : : 50 110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 27.6 2.7 33.4 2.0 0.0 24.6 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 13,455 : : Positions : : 10,625 3,800 400 3,795 805 0 3,665 0 0 100 0 : : : : Changes from: May 29, 2018 : : 50 110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 28.2 3.0 28.2 6.0 0.0 27.2 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 27,275 : : Positions : : 23,170 10,645 0 14,315 300 1,045 245 525 795 0 370 : : : : Changes from: May 29, 2018 : : 445 420 0 -275 0 -275 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 39.0 0.0 52.5 1.1 3.8 0.9 1.9 2.9 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 26,260 : : Positions : : 21,725 8,985 0 14,970 300 1,045 245 525 855 0 310 : : : : Changes from: May 29, 2018 : : 365 340 0 -275 0 -175 125 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 34.2 0.0 57.0 1.1 4.0 0.9 2.0 3.3 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 38,095 : : Positions : : 27,555 10,830 0 23,645 175 6,685 300 565 2,160 1,650 0 : : : : Changes from: May 29, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 28.4 0.0 62.1 0.5 17.5 0.8 1.5 5.7 4.3 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 June 5, 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 34,790 : : Positions : : 24,040 13,535 0 17,545 175 6,955 350 125 2,060 1,650 0 : : : : Changes from: May 29, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 38.9 0.0 50.4 0.5 20.0 1.0 0.4 5.9 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 8 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 101,205 : : Positions : : 37,450 88,760 42,675 0 200 8,555 0 2,925 2,245 2,160 0 : : : : Changes from: May 29, 2018 : : 25 345 -130 0 0 300 0 0 150 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 87.7 42.2 0.0 0.2 8.5 0.0 2.9 2.2 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 16 25 . 0 . . 0 . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 92,245 : : Positions : : 36,305 79,500 35,355 0 175 7,810 240 2,320 2,335 2,060 0 : : : : Changes from: May 29, 2018 : : -200 420 170 0 0 300 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 86.2 38.3 0.0 0.2 8.5 0.3 2.5 2.5 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 16 24 . 0 . . . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 29,725 : : Positions : : 14,545 17,305 7,090 3,805 3,205 300 2,350 0 2,525 1,000 200 : : : : Changes from: May 29, 2018 : : -450 1,720 250 0 0 300 -1,620 -175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 58.2 23.9 12.8 10.8 1.0 7.9 0.0 8.5 3.4 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 17 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 22,695 : : Positions : : 9,510 12,185 5,850 4,455 3,865 0 175 0 2,875 1,300 0 : : : : Changes from: May 29, 2018 : : 110 150 250 30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 53.7 25.8 19.6 17.0 0.0 0.8 0.0 12.7 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 53,885 : : Positions : : 33,540 33,630 665 415 8,060 380 0 1,180 0 600 100 : : : : Changes from: May 29, 2018 : : -480 480 -600 -1,500 1,150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 62.4 1.2 0.8 15.0 0.7 0.0 2.2 0.0 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 21 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 40,875 : : Positions : : 20,160 20,625 0 1,665 6,855 2,330 0 0 0 400 100 : : : : Changes from: May 29, 2018 : : -300 60 -560 -860 1,235 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 50.5 0.0 4.1 16.8 5.7 0.0 0.0 0.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 0 . . . 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 8, 2018