Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 39,460 : : Positions : : 13,129 20,153 6,697 533 172 1,045 7,413 2,152 11,564 4,288 3,671 : : : : Changes from: June 5, 2018 : : 210 112 224 0 7 45 -119 583 -196 414 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 51.1 17.0 1.4 0.4 2.6 18.8 5.5 29.3 10.9 9.3 : : : : 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 12, 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 4,390 : : Positions : : 1,976 2,355 144 289 139 260 55 30 1,032 824 366 : : : : Changes from: June 5, 2018 : : -41 110 92 0 49 20 0 0 155 45 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 53.6 3.3 6.6 3.2 5.9 1.3 0.7 23.5 18.8 8.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 6 . . . . . . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 62,340 : : Positions : : 35,055 38,255 192 3,496 11,754 8,066 794 2,435 1,677 3,020 2,057 : : : : Changes from: June 5, 2018 : : -344 -14 0 -142 238 -74 -36 91 -12 52 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 61.4 0.3 5.6 18.9 12.9 1.3 3.9 2.7 4.8 3.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 28 . . . . . 4 6 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 46,248 : : Positions : : 36,593 39,235 1,110 1,430 3,735 400 868 325 3,675 175 400 : : : : Changes from: June 5, 2018 : : 907 1,278 325 -651 170 0 -35 0 -550 150 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 84.8 2.4 3.1 8.1 0.9 1.9 0.7 7.9 0.4 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 17 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 22,871 : : Positions : : 20,666 14,639 25 5,122 1,155 100 0 0 245 1,275 680 : : : : Changes from: June 5, 2018 : : -250 25 0 -175 100 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 64.0 0.1 22.4 5.1 0.4 0.0 0.0 1.1 5.6 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 12, 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 165,821 : : Positions : : 134,517 117,196 7,355 11,584 10,336 7,185 17,117 1,240 2,358 5,489 2,599 : : : : Changes from: June 5, 2018 : : -267 -1,590 -1,534 339 403 0 -700 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 70.7 4.4 7.0 6.2 4.3 10.3 0.7 1.4 3.3 1.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 32 4 . 4 4 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 56,246 : : Positions : : 37,295 31,838 14,422 13,489 2,283 945 5,905 731 175 1,725 275 : : : : Changes from: June 5, 2018 : : 681 -3,355 -1,568 873 61 -272 -2 -84 -350 248 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 56.6 25.6 24.0 4.1 1.7 10.5 1.3 0.3 3.1 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 16 . . . 5 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 32,595 : : Positions : : 28,350 20,660 3,630 11,595 290 150 0 0 150 25 25 : : : : Changes from: June 5, 2018 : : -841 -650 -515 -75 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 63.4 11.1 35.6 0.9 0.5 0.0 0.0 0.5 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 47,150 : : Positions : : 32,519 35,795 5,620 5,230 3,330 3,050 1,750 0 1,900 300 565 : : : : Changes from: June 5, 2018 : : 205 565 100 -220 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 75.9 11.9 11.1 7.1 6.5 3.7 0.0 4.0 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 25 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 77,316 : : Positions : : 48,550 54,306 5,156 10,120 8,675 11,735 2,505 800 1,674 450 446 : : : : Changes from: June 5, 2018 : : 1,790 2,335 -50 30 690 35 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 70.2 6.7 13.1 11.2 15.2 3.2 1.0 2.2 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 12, 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 68,169 : : Positions : : 45,508 47,759 16,325 16,330 1,690 600 670 45 2,285 170 1,240 : : : : Changes from: June 5, 2018 : : 690 620 190 300 0 0 -20 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 70.1 23.9 24.0 2.5 0.9 1.0 0.1 3.4 0.2 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 100,417 : : Positions : : 67,262 60,908 24,995 35,309 2,990 600 0 0 3,050 170 890 : : : : Changes from: June 5, 2018 : : 1,584 809 -10 805 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 60.7 24.9 35.2 3.0 0.6 0.0 0.0 3.0 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 12, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 29,925 : : Positions : : 22,085 26,045 3,885 0 3,510 300 0 0 125 130 20 : : : : Changes from: June 5, 2018 : : -1,010 -1,240 105 0 -320 0 0 0 -25 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 87.0 13.0 0.0 11.7 1.0 0.0 0.0 0.4 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 29,160 : : Positions : : 23,300 22,780 285 1,410 4,275 0 300 0 1,030 0 0 : : : : Changes from: June 5, 2018 : : -800 -1,135 -290 -270 0 0 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 78.1 1.0 4.8 14.7 0.0 1.0 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 11,130 : : Positions : : 9,955 9,780 50 750 200 225 0 50 650 350 0 : : : : Changes from: June 5, 2018 : : 800 79 -200 -100 0 -250 0 0 -221 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 87.9 0.4 6.7 1.8 2.0 0.0 0.4 5.8 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 7 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 47,778 : : Positions : : 27,050 32,133 450 6,705 3,485 5,294 161 616 7,059 804 3,385 : : : : Changes from: June 5, 2018 : : -1,394 1,076 -150 -4 -599 -403 -131 -100 2,749 -172 -1,266 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 67.3 0.9 14.0 7.3 11.1 0.3 1.3 14.8 1.7 7.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 22 26 . . . 5 . 5 9 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 40,278 : : Positions : : 31,178 36,003 5,080 0 3,495 300 600 0 225 125 0 : : : : Changes from: June 5, 2018 : : -605 -1,690 -1,320 0 700 0 0 0 105 -120 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 89.4 12.6 0.0 8.7 0.7 1.5 0.0 0.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 21 4 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 42,670 : : Positions : : 36,765 29,304 850 9,540 640 2,430 1,486 70 775 1,130 500 : : : : Changes from: June 5, 2018 : : -2,792 -2,999 -70 -130 -340 -115 -288 0 -175 235 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 68.7 2.0 22.4 1.5 5.7 3.5 0.2 1.8 2.6 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 19 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 46,444 : : Positions : : 37,010 36,709 6,389 8,015 175 700 0 0 1,060 315 620 : : : : Changes from: June 5, 2018 : : 630 930 540 780 -375 0 0 0 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 79.0 13.8 17.3 0.4 1.5 0.0 0.0 2.3 0.7 1.3 : : : : 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 12, 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 53,373 : : Positions : : 43,525 41,018 5,958 8,015 945 300 0 0 1,615 2,300 550 : : : : Changes from: June 5, 2018 : : 925 1,715 200 280 -290 300 0 0 210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 76.9 11.2 15.0 1.8 0.6 0.0 0.0 3.0 4.3 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 77,979 : : Positions : : 66,662 70,154 7,806 4,302 2,021 0 400 0 558 330 769 : : : : Changes from: June 5, 2018 : : -556 -2,547 -978 980 -335 0 0 0 558 -382 -473 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 90.0 10.0 5.5 2.6 0.0 0.5 0.0 0.7 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 24 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 116,061 : : Positions : : 97,926 100,405 10,753 6,095 2,692 0 2,043 182 2,016 2,435 2,198 : : : : Changes from: June 5, 2018 : : -3,100 -4,822 -764 2,691 -492 0 -7 -82 781 -2,369 643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 86.5 9.3 5.3 2.3 0.0 1.8 0.2 1.7 2.1 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 21 . . . 0 5 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 51,845 : : Positions : : 45,274 47,980 3,566 835 2,780 0 200 25 200 25 0 : : : : Changes from: June 5, 2018 : : -1,837 -1,050 -313 -325 -100 0 -75 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 92.5 6.9 1.6 5.4 0.0 0.4 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 38,849 : : Positions : : 31,169 28,589 150 4,615 3,545 950 1,525 250 1,780 0 250 : : : : Changes from: June 5, 2018 : : -230 -290 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 73.6 0.4 11.9 9.1 2.4 3.9 0.6 4.6 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 12, 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 42,414 : : Positions : : 24,521 31,554 4,250 2,780 3,930 6,008 2,400 630 2,610 1,100 0 : : : : Changes from: June 5, 2018 : : -340 -1,330 -200 50 -50 -55 500 0 -475 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 74.4 10.0 6.6 9.3 14.2 5.7 1.5 6.2 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 20 . . . 5 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 39,111 : : Positions : : 21,392 35,886 17,281 0 277 10 1,205 50 0 1,281 2 : : : : Changes from: June 5, 2018 : : 415 265 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 91.8 44.2 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 12, 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 32,104 : : Positions : : 16,685 28,989 14,179 70 1,180 0 1,435 0 0 0 0 : : : : Changes from: June 5, 2018 : : 175 175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 90.3 44.2 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 12, 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 34,158 : : Positions : : 27,891 30,753 3,956 110 910 96 2,280 10 749 25 60 : : : : Changes from: June 5, 2018 : : 620 600 -70 0 5 0 -100 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 90.0 11.6 0.3 2.7 0.3 6.7 0.0 2.2 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 17 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 22,509 : : Positions : : 18,980 21,525 1,871 10 644 0 145 125 500 0 0 : : : : Changes from: June 5, 2018 : : 290 290 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 95.6 8.3 0.0 2.9 0.0 0.6 0.6 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 52,129 : : Positions : : 45,072 31,319 3,998 12,112 897 910 7,316 263 804 65 90 : : : : Changes from: June 5, 2018 : : -619 -698 12 -150 5 -10 281 -38 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 60.1 7.7 23.2 1.7 1.7 14.0 0.5 1.5 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 12, 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 43,186 : : Positions : : 37,827 25,845 4,139 13,155 668 0 3,280 0 40 30 160 : : : : Changes from: June 5, 2018 : : -90 -110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 59.8 9.6 30.5 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 12, 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 21,766 : : Positions : : 10,290 18,418 5,958 0 2,775 2,375 530 25 75 0 0 : : : : Changes from: June 5, 2018 : : -50 -79 -20 0 0 0 9 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 84.6 27.4 0.0 12.7 10.9 2.4 0.1 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 12, 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 18,165 : : Positions : : 11,525 15,415 3,975 0 1,700 0 950 0 870 100 0 : : : : Changes from: June 5, 2018 : : 150 50 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 84.9 21.9 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 12, 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 20,935 : : Positions : : 13,535 15,535 5,795 0 750 0 4,575 0 600 25 50 : : : : Changes from: June 5, 2018 : : 150 50 -100 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 74.2 27.7 0.0 3.6 0.0 21.9 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 12, 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 256,247 : : Positions : : 203,936 123,715 296 71,239 25,822 547 0 15,443 0 10,445 9,582 : : : : Changes from: June 5, 2018 : : 928 763 0 256 -51 -237 0 276 0 -327 3,857 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 48.3 0.1 27.8 10.1 0.2 0.0 6.0 0.0 4.1 3.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 22,185 : : Positions : : 13,440 14,730 6,500 6,050 1,345 0 0 0 720 0 0 : : : : Changes from: June 5, 2018 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 66.4 29.3 27.3 6.1 0.0 0.0 0.0 3.2 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 12, 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 20,900 : : Positions : : 8,439 16,205 10,240 3,610 960 825 0 0 25 25 100 : : : : Changes from: June 5, 2018 : : 560 510 -250 -200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 77.5 49.0 17.3 4.6 3.9 0.0 0.0 0.1 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 16,720 : : Positions : : 6,933 11,930 7,005 3,060 1,605 825 0 0 25 25 100 : : : : Changes from: June 5, 2018 : : 550 500 -250 -200 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 71.4 41.9 18.3 9.6 4.9 0.0 0.0 0.1 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 10,915 : : Positions : : 7,440 4,500 745 120 1,710 0 3,825 0 600 550 125 : : : : Changes from: June 5, 2018 : : 365 -10 -375 0 225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 41.2 6.8 1.1 15.7 0.0 35.0 0.0 5.5 5.0 1.1 : : : : 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 12, 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 7,585 : : Positions : : 5,780 4,700 0 495 905 0 700 0 600 625 75 : : : : Changes from: June 5, 2018 : : 365 -10 -300 75 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 62.0 0.0 6.5 11.9 0.0 9.2 0.0 7.9 8.2 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 40,711 : : Positions : : 27,404 36,491 10,135 0 1,195 1,000 450 0 175 2,320 255 : : : : Changes from: June 5, 2018 : : -34 525 190 0 -200 0 0 0 0 -300 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 89.6 24.9 0.0 2.9 2.5 1.1 0.0 0.4 5.7 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 40,780 : : Positions : : 28,274 36,186 8,970 12 1,557 1,000 450 0 175 2,320 255 : : : : Changes from: June 5, 2018 : : -269 300 160 -40 -360 0 0 0 0 -300 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 88.7 22.0 0.0 3.8 2.5 1.1 0.0 0.4 5.7 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 113,231 : : Positions : : 84,974 76,021 14,690 28,711 3,289 395 1,045 2,150 6,019 299 1,451 : : : : Changes from: June 5, 2018 : : 2,508 2,303 0 -570 85 -400 0 400 -300 65 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 67.1 13.0 25.4 2.9 0.3 0.9 1.9 5.3 0.3 1.3 : : : : 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 12, 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 132,148 : : Positions : : 98,941 88,001 17,000 38,030 1,407 6,145 2,155 650 6,509 654 1,251 : : : : Changes from: June 5, 2018 : : 3,813 3,713 0 -590 -30 0 300 0 -300 90 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 66.6 12.9 28.8 1.1 4.7 1.6 0.5 4.9 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 26 . 6 4 . . . 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 276,737 : : Positions : : 192,037 185,803 5,868 3,813 29,837 18,066 27,287 11,506 8,459 7,977 10,491 : : : : Changes from: June 5, 2018 : : -2,454 -1,356 197 -1,653 -444 368 639 -1 -651 -175 522 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 67.1 2.1 1.4 10.8 6.5 9.9 4.2 3.1 2.9 3.8 : : : : Number of Traders in Each Category Total Traders: 87 : : 36 39 4 . 4 9 7 7 16 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 31,728 : : Positions : : 20,781 30,669 7,772 0 459 555 125 175 1,723 300 0 : : : : Changes from: June 5, 2018 : : -30 -260 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 96.7 24.5 0.0 1.4 1.7 0.4 0.6 5.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 7 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 30,491 : : Positions : : 19,415 29,163 8,507 0 253 0 380 595 1,358 0 100 : : : : Changes from: June 5, 2018 : : -30 -260 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 95.6 27.9 0.0 0.8 0.0 1.2 2.0 4.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 7 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 59,478 : : Positions : : 22,158 26,157 16,893 21,450 125 13,160 0 0 600 5,240 600 : : : : Changes from: June 5, 2018 : : 1,252 -1,287 -402 2,545 0 50 0 -100 25 -280 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 44.0 28.4 36.1 0.2 22.1 0.0 0.0 1.0 8.8 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 57,130 : : Positions : : 19,916 24,541 15,520 21,245 125 15,080 0 0 600 5,240 600 : : : : Changes from: June 5, 2018 : : 1,155 -1,645 -550 2,360 0 -120 0 0 25 -280 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 43.0 27.2 37.2 0.2 26.4 0.0 0.0 1.1 9.2 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 20,565 : : Positions : : 13,980 6,725 405 20 2,010 210 8,700 140 600 0 0 : : : : Changes from: June 5, 2018 : : -1,560 -5 355 -815 -425 -50 -345 0 35 -25 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 32.7 2.0 0.1 9.8 1.0 42.3 0.7 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 8 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 19,415 : : Positions : : 12,715 6,575 1,955 20 1,330 410 8,700 0 0 0 0 : : : : Changes from: June 5, 2018 : : -1,740 -95 1,370 20 -1,440 -50 -295 0 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 33.9 10.1 0.1 6.9 2.1 44.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 8 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 30,491 : : Positions : : 11,641 24,248 2,052 1,160 1,175 12,595 0 0 0 600 0 : : : : Changes from: June 5, 2018 : : -345 -813 -148 -25 0 -325 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 79.5 6.7 3.8 3.9 41.3 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 36,265 : : Positions : : 14,690 31,535 13,445 0 1,200 4,630 0 0 0 1,230 0 : : : : Changes from: June 5, 2018 : : -330 -1,885 -1,435 0 -50 -475 0 -25 0 -355 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 87.0 37.1 0.0 3.3 12.8 0.0 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 32,525 : : Positions : : 13,040 28,520 11,955 0 875 4,705 0 0 0 1,180 0 : : : : Changes from: June 5, 2018 : : -225 -1,645 -1,300 0 0 -475 0 -25 0 -355 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 87.7 36.8 0.0 2.7 14.5 0.0 0.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 24,710 : : Positions : : 20,595 9,315 0 14,000 300 1,470 270 50 805 75 160 : : : : Changes from: June 5, 2018 : : -2,575 -1,330 0 -315 0 425 25 -475 10 75 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 37.7 0.0 56.7 1.2 5.9 1.1 0.2 3.3 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 24,455 : : Positions : : 20,405 8,220 0 14,845 300 1,370 170 150 855 75 110 : : : : Changes from: June 5, 2018 : : -1,320 -765 0 -125 0 325 -75 -375 0 75 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 33.6 0.0 60.7 1.2 5.6 0.7 0.6 3.5 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 36,850 : : Positions : : 26,710 10,630 0 22,730 175 6,195 325 540 2,160 1,650 0 : : : : Changes from: June 5, 2018 : : -845 -200 0 -915 0 -490 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 28.8 0.0 61.7 0.5 16.8 0.9 1.5 5.9 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 5 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 33,725 : : Positions : : 23,350 13,210 0 17,115 175 6,740 325 125 2,060 1,650 0 : : : : Changes from: June 5, 2018 : : -690 -325 0 -430 0 -215 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 39.2 0.0 50.7 0.5 20.0 1.0 0.4 6.1 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 6 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 97,130 : : Positions : : 35,630 84,295 41,045 0 480 7,960 0 2,915 1,880 2,160 0 : : : : Changes from: June 5, 2018 : : -1,820 -4,465 -1,630 0 280 -595 0 -10 -365 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 86.8 42.3 0.0 0.5 8.2 0.0 3.0 1.9 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 24 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 88,295 : : Positions : : 34,795 76,055 34,725 0 455 6,905 230 2,320 1,980 2,060 0 : : : : Changes from: June 5, 2018 : : -1,510 -3,445 -630 0 280 -905 -10 0 -355 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 86.1 39.3 0.0 0.5 7.8 0.3 2.6 2.2 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 23 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 28,885 : : Positions : : 12,130 17,105 8,900 3,445 3,045 300 2,350 0 2,500 1,000 200 : : : : Changes from: June 5, 2018 : : -2,415 -200 1,810 -360 -160 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 59.2 30.8 11.9 10.5 1.0 8.1 0.0 8.7 3.5 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 17 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 22,400 : : Positions : : 7,945 12,780 7,310 3,625 3,805 0 175 0 2,675 1,300 0 : : : : Changes from: June 5, 2018 : : -1,565 595 1,460 -830 -60 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 57.1 32.6 16.2 17.0 0.0 0.8 0.0 11.9 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 14 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 54,200 : : Positions : : 33,635 33,770 725 245 8,000 300 105 1,075 0 600 100 : : : : Changes from: June 5, 2018 : : 95 140 60 -170 -60 -80 105 -105 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 62.3 1.3 0.5 14.8 0.6 0.2 2.0 0.0 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 12, 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 39,785 : : Positions : : 19,545 20,425 110 1,240 6,740 2,120 0 0 0 400 100 : : : : Changes from: June 5, 2018 : : -615 -200 110 -425 -115 -210 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 51.3 0.3 3.1 16.9 5.3 0.0 0.0 0.0 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 18 . . . . 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 15, 2018