Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 37,504 : : Positions : : 12,807 19,632 4,905 714 353 1,059 6,646 1,641 12,562 4,028 3,197 : : : : Changes from: July 17, 2018 : : -346 -37 -99 -15 -10 -165 -60 30 583 20 -104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 52.3 13.1 1.9 0.9 2.8 17.7 4.4 33.5 10.7 8.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 13 12 4 . . . . . 7 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 5,082 : : Positions : : 2,416 3,248 82 209 186 225 0 0 1,403 759 411 : : : : Changes from: July 17, 2018 : : 135 100 -20 -40 15 -5 0 0 -15 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 63.9 1.6 4.1 3.7 4.4 0.0 0.0 27.6 14.9 8.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 7 . . . . 0 0 7 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 60,421 : : Positions : : 32,527 36,983 171 3,446 11,680 8,462 119 3,112 1,218 2,446 2,206 : : : : Changes from: July 17, 2018 : : 37 225 0 -35 432 343 -40 191 -210 10 227 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 61.2 0.3 5.7 19.3 14.0 0.2 5.2 2.0 4.0 3.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 27 . . . 6 . 6 7 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 44,346 : : Positions : : 34,553 37,414 2,165 1,135 4,009 150 1,069 74 3,075 375 250 : : : : Changes from: July 17, 2018 : : 629 -171 -1,050 -125 -275 -150 -75 24 175 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 84.4 4.9 2.6 9.0 0.3 2.4 0.2 6.9 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 18 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 21,397 : : Positions : : 18,017 16,230 620 3,027 1,060 0 0 0 995 375 705 : : : : Changes from: July 17, 2018 : : 160 285 25 0 0 0 0 0 0 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 75.9 2.9 14.1 5.0 0.0 0.0 0.0 4.7 1.8 3.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 159,406 : : Positions : : 135,197 114,324 2,255 15,702 8,917 6,875 10,562 1,652 1,795 5,563 2,505 : : : : Changes from: July 17, 2018 : : 3,700 -254 -2,467 3,748 -2,401 25 -3,850 342 -715 1,122 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 71.7 1.4 9.9 5.6 4.3 6.6 1.0 1.1 3.5 1.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 32 . . 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 48,137 : : Positions : : 28,951 27,540 16,117 11,995 1,266 682 4,680 701 175 1,830 125 : : : : Changes from: July 17, 2018 : : -1,425 337 739 -876 519 72 -600 1 125 650 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 57.2 33.5 24.9 2.6 1.4 9.7 1.5 0.4 3.8 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 16 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 31,755 : : Positions : : 27,280 19,760 4,150 11,945 0 150 0 0 175 50 0 : : : : Changes from: July 17, 2018 : : -250 25 425 150 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 62.2 13.1 37.6 0.0 0.5 0.0 0.0 0.6 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 46,585 : : Positions : : 34,280 36,460 5,130 6,535 1,870 2,950 900 0 1,720 200 460 : : : : Changes from: July 17, 2018 : : 255 -365 -600 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 78.3 11.0 14.0 4.0 6.3 1.9 0.0 3.7 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 24 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 74,423 : : Positions : : 49,545 50,628 4,928 13,690 5,878 11,500 2,390 925 850 400 460 : : : : Changes from: July 17, 2018 : : 657 360 -505 1,385 -400 1,320 -300 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 68.0 6.6 18.4 7.9 15.5 3.2 1.2 1.1 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 25 . . 4 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 75,873 : : Positions : : 54,063 55,187 16,665 17,535 790 550 625 45 2,075 295 1,175 : : : : Changes from: July 17, 2018 : : 1,250 710 -245 295 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 72.7 22.0 23.1 1.0 0.7 0.8 0.1 2.7 0.4 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 110,778 : : Positions : : 76,320 71,140 25,250 36,301 2,030 2,575 0 0 2,895 160 1,025 : : : : Changes from: July 17, 2018 : : 1,055 -745 -345 1,355 240 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 64.2 22.8 32.8 1.8 2.3 0.0 0.0 2.6 0.1 0.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 25 . 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 29,000 : : Positions : : 20,880 25,125 3,755 0 3,530 275 0 0 540 0 0 : : : : Changes from: July 17, 2018 : : -150 -150 -100 0 100 0 0 0 140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 86.6 12.9 0.0 12.2 0.9 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 14 4 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 29,890 : : Positions : : 23,650 24,280 730 1,420 3,555 0 300 0 1,725 0 0 : : : : Changes from: July 17, 2018 : : 625 1,165 130 180 -360 0 0 0 590 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 81.2 2.4 4.8 11.9 0.0 1.0 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 10,730 : : Positions : : 9,830 9,230 0 650 200 150 0 0 550 650 0 : : : : Changes from: July 17, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 86.0 0.0 6.1 1.9 1.4 0.0 0.0 5.1 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 54,881 : : Positions : : 31,935 36,333 350 8,570 6,025 5,370 31 247 8,219 936 2,343 : : : : Changes from: July 17, 2018 : : 2,568 1,769 0 609 433 -543 31 66 522 134 -477 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 66.2 0.6 15.6 11.0 9.8 0.1 0.5 15.0 1.7 4.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 23 25 . . . 6 . 5 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 9,360 : : Positions : : 3,650 7,810 2,160 750 300 50 50 0 2,150 350 100 : : : : Changes from: July 17, 2018 : : 850 -1,000 -4,400 750 300 50 -1,450 0 1,750 -150 -1,050 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 83.4 23.1 8.0 3.2 0.5 0.5 0.0 23.0 3.7 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 8 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 40,309 : : Positions : : 30,899 35,617 4,325 17 3,910 475 700 0 640 25 0 : : : : Changes from: July 17, 2018 : : 420 360 -133 17 108 -50 0 0 140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 88.4 10.7 0.0 9.7 1.2 1.7 0.0 1.6 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 21 . . . . . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 46,663 : : Positions : : 39,538 33,205 780 10,438 822 2,660 1,463 0 1,785 260 475 : : : : Changes from: July 17, 2018 : : -130 0 0 190 -180 -15 200 0 595 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 71.2 1.7 22.4 1.8 5.7 3.1 0.0 3.8 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 21 . . . . 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 51,447 : : Positions : : 39,799 41,529 6,187 8,330 150 1,600 0 0 2,518 300 515 : : : : Changes from: July 17, 2018 : : 780 1,863 0 0 0 0 0 0 1,083 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 80.7 12.0 16.2 0.3 3.1 0.0 0.0 4.9 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 59,332 : : Positions : : 46,475 46,294 5,931 8,300 875 2,100 0 0 2,838 2,850 475 : : : : Changes from: July 17, 2018 : : 995 1,968 0 -150 0 50 0 0 973 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 78.0 10.0 14.0 1.5 3.5 0.0 0.0 4.8 4.8 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 81,824 : : Positions : : 69,714 74,114 8,920 4,663 1,624 0 200 0 520 300 923 : : : : Changes from: July 17, 2018 : : 2,317 2,498 -86 315 -373 0 0 0 396 -191 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 90.6 10.9 5.7 2.0 0.0 0.2 0.0 0.6 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 25 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 119,608 : : Positions : : 100,326 104,019 11,644 7,730 1,625 0 2,241 206 3,829 2,009 1,769 : : : : Changes from: July 17, 2018 : : 1,900 2,896 -690 -154 40 0 -663 82 923 50 -72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 87.0 9.7 6.5 1.4 0.0 1.9 0.2 3.2 1.7 1.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 24 27 . . . 0 5 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 55,075 : : Positions : : 48,450 47,980 2,153 2,610 4,260 0 200 0 200 25 0 : : : : Changes from: July 17, 2018 : : 850 50 -175 625 -25 0 -25 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 87.1 3.9 4.7 7.7 0.0 0.4 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 13 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 39,434 : : Positions : : 31,604 28,934 890 4,440 3,090 900 2,400 250 1,495 0 250 : : : : Changes from: July 17, 2018 : : 355 1,540 890 -310 -290 0 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 73.4 2.3 11.3 7.8 2.3 6.1 0.6 3.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 52,730 : : Positions : : 29,050 40,541 3,205 3,036 3,804 13,725 4,250 335 1,735 400 350 : : : : Changes from: July 17, 2018 : : 1,978 3,225 0 250 0 1,537 -200 -100 -500 -200 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 76.9 6.1 5.8 7.2 26.0 8.1 0.6 3.3 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 20 . . . 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 38,086 : : Positions : : 20,598 35,116 16,401 0 322 0 555 490 0 920 0 : : : : Changes from: July 17, 2018 : : -150 -150 -5 0 0 0 25 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 92.2 43.1 0.0 0.8 0.0 1.5 1.3 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 12 4 0 . 0 4 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 31,057 : : Positions : : 16,150 28,032 13,607 70 1,240 0 990 0 0 0 0 : : : : Changes from: July 17, 2018 : : 0 0 -30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 90.3 43.8 0.2 4.0 0.0 3.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 33,814 : : Positions : : 28,206 31,073 3,638 180 866 101 1,620 0 686 50 20 : : : : Changes from: July 17, 2018 : : -220 295 -25 0 0 5 -300 0 -10 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 91.9 10.8 0.5 2.6 0.3 4.8 0.0 2.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 4 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 22,301 : : Positions : : 18,630 21,245 2,063 10 716 0 160 110 430 0 0 : : : : Changes from: July 17, 2018 : : -25 -20 5 0 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 95.3 9.3 0.0 3.2 0.0 0.7 0.5 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 48,256 : : Positions : : 42,116 30,395 4,304 9,816 822 90 6,663 111 463 138 214 : : : : Changes from: July 17, 2018 : : -953 645 200 -1,275 -280 15 -2 37 80 -30 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 63.0 8.9 20.3 1.7 0.2 13.8 0.2 1.0 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 22 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 40,946 : : Positions : : 35,402 24,035 4,361 13,046 612 0 2,920 0 0 200 65 : : : : Changes from: July 17, 2018 : : 1 -310 -186 0 132 0 50 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 58.7 10.7 31.9 1.5 0.0 7.1 0.0 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 17 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 22,494 : : Positions : : 10,246 18,668 5,928 0 3,300 2,425 308 200 125 0 0 : : : : Changes from: July 17, 2018 : : 288 550 200 0 300 75 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 83.0 26.4 0.0 14.7 10.8 1.4 0.9 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 18,985 : : Positions : : 12,580 14,940 3,040 0 2,420 50 1,175 0 835 450 0 : : : : Changes from: July 17, 2018 : : 120 120 100 0 -100 50 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 78.7 16.0 0.0 12.7 0.3 6.2 0.0 4.4 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 21,515 : : Positions : : 14,405 15,165 4,395 0 1,775 50 4,050 50 600 400 75 : : : : Changes from: July 17, 2018 : : 120 120 100 0 -100 50 0 0 0 150 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 70.5 20.4 0.0 8.3 0.2 18.8 0.2 2.8 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 254,188 : : Positions : : 204,598 120,158 254 75,154 26,054 2,701 2,236 12,871 668 10,801 6,914 : : : : Changes from: July 17, 2018 : : 3,104 707 0 1,640 -1,545 257 194 -1,035 -178 643 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 47.3 0.1 29.6 10.2 1.1 0.9 5.1 0.3 4.2 2.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 23,120 : : Positions : : 14,570 15,665 6,250 6,185 1,270 0 0 0 810 0 0 : : : : Changes from: July 17, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 67.8 27.0 26.8 5.5 0.0 0.0 0.0 3.5 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 July 24, 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 23,945 : : Positions : : 9,193 18,170 12,055 3,755 895 545 0 100 800 925 100 : : : : Changes from: July 17, 2018 : : 0 200 300 0 0 200 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 75.9 50.3 15.7 3.7 2.3 0.0 0.4 3.3 3.9 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 19,235 : : Positions : : 7,030 13,460 8,950 3,255 1,395 345 0 100 700 925 100 : : : : Changes from: July 17, 2018 : : 0 0 300 0 -20 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 70.0 46.5 16.9 7.3 1.8 0.0 0.5 3.6 4.8 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 10,430 : : Positions : : 7,015 4,185 810 120 1,620 0 3,825 0 600 475 125 : : : : Changes from: July 17, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 40.1 7.8 1.2 15.5 0.0 36.7 0.0 5.8 4.6 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 7,240 : : Positions : : 5,460 4,460 0 470 905 0 675 0 600 575 75 : : : : Changes from: July 17, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 61.6 0.0 6.5 12.5 0.0 9.3 0.0 8.3 7.9 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 July 24, 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 49,937 : : Positions : : 35,583 40,837 5,915 0 4,265 875 475 0 915 2,565 1,795 : : : : Changes from: July 17, 2018 : : 1,550 460 -1,940 0 1,550 0 -75 0 280 -475 670 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 81.8 11.8 0.0 8.5 1.8 1.0 0.0 1.8 5.1 3.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 14 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 48,176 : : Positions : : 35,287 39,302 5,185 0 3,784 875 450 25 1,285 3,415 1,200 : : : : Changes from: July 17, 2018 : : 642 635 -1,190 0 915 0 -75 0 650 -450 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 81.6 10.8 0.0 7.9 1.8 0.9 0.1 2.7 7.1 2.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 118,199 : : Positions : : 85,456 80,841 14,440 24,403 4,725 575 1,225 2,800 6,807 911 3,154 : : : : Changes from: July 17, 2018 : : 781 2,695 0 -1,955 20 25 50 -100 195 228 392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 68.4 12.2 20.6 4.0 0.5 1.0 2.4 5.8 0.8 2.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 28 . 5 4 . 4 . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 141,861 : : Positions : : 106,232 93,103 16,950 35,122 2,457 3,690 4,905 1,825 8,250 2,319 2,130 : : : : Changes from: July 17, 2018 : : 3,056 3,016 0 -1,265 75 125 50 -100 -15 1,365 -405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 65.6 11.9 24.8 1.7 2.6 3.5 1.3 5.8 1.6 1.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 32 26 . 6 4 . 4 . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 285,798 : : Positions : : 191,497 195,342 19,020 10,864 26,598 16,384 26,194 10,278 10,647 5,556 10,821 : : : : Changes from: July 17, 2018 : : 9,943 6,834 1,206 5,412 -739 -790 1,506 -752 3,273 -171 -346 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 68.3 6.7 3.8 9.3 5.7 9.2 3.6 3.7 1.9 3.8 : : : : Number of Traders in Each Category Total Traders: 87 : : 35 40 . . 4 10 8 11 13 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 32,474 : : Positions : : 20,103 31,499 8,842 0 285 1,260 0 0 1,748 610 80 : : : : Changes from: July 17, 2018 : : 83 83 0 0 0 -100 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 97.0 27.2 0.0 0.9 3.9 0.0 0.0 5.4 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 7 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 30,786 : : Positions : : 18,633 28,726 9,582 0 120 180 940 510 1,383 310 180 : : : : Changes from: July 17, 2018 : : 50 50 0 0 0 -100 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 93.3 31.1 0.0 0.4 0.6 3.1 1.7 4.5 1.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 8 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 15,285 : : Positions : : 6,630 9,797 3,712 1,880 1,333 1,185 0 100 250 100 0 : : : : Changes from: July 17, 2018 : : -145 65 150 0 -100 60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 64.1 24.3 12.3 8.7 7.8 0.0 0.7 1.6 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 11,840 : : Positions : : 3,350 9,840 5,485 455 300 1,035 0 125 425 0 0 : : : : Changes from: July 17, 2018 : : 0 60 0 0 0 60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 83.1 46.3 3.8 2.5 8.7 0.0 1.1 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 58,316 : : Positions : : 21,715 25,431 16,928 20,490 100 12,175 0 0 100 5,035 1,000 : : : : Changes from: July 17, 2018 : : 275 -210 500 385 0 -400 0 0 -200 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 43.6 29.0 35.1 0.2 20.9 0.0 0.0 0.2 8.6 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 56,418 : : Positions : : 19,595 24,068 15,585 20,555 0 14,515 0 0 150 5,235 950 : : : : Changes from: July 17, 2018 : : 340 -300 500 340 0 -600 0 0 -200 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 42.7 27.6 36.4 0.0 25.7 0.0 0.0 0.3 9.3 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 19 . . 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 20,755 : : Positions : : 14,500 6,380 0 235 2,435 255 8,100 40 500 805 0 : : : : Changes from: July 17, 2018 : : 0 0 0 -150 95 0 -50 0 0 205 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 30.7 0.0 1.1 11.7 1.2 39.0 0.2 2.4 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 7 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 19,895 : : Positions : : 13,415 6,380 1,385 95 1,975 355 8,300 0 0 600 0 : : : : Changes from: July 17, 2018 : : 0 0 150 0 0 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 32.1 7.0 0.5 9.9 1.8 41.7 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 7 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 29,620 : : Positions : : 11,355 23,308 2,282 885 1,160 11,835 0 0 0 1,030 0 : : : : Changes from: July 17, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 78.7 7.7 3.0 3.9 40.0 0.0 0.0 0.0 3.5 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 July 24, 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 35,770 : : Positions : : 14,195 30,825 13,215 0 875 3,855 0 220 980 1,535 0 : : : : Changes from: July 17, 2018 : : 0 0 -100 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 86.2 36.9 0.0 2.4 10.8 0.0 0.6 2.7 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 9 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 32,295 : : Positions : : 12,835 27,945 11,875 0 675 3,805 0 220 850 1,535 0 : : : : Changes from: July 17, 2018 : : 0 0 -100 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 86.5 36.8 0.0 2.1 11.8 0.0 0.7 2.6 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 9 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 23,230 : : Positions : : 18,750 8,350 0 13,385 300 1,370 295 60 1,465 305 0 : : : : Changes from: July 17, 2018 : : -30 145 0 50 0 0 -25 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 35.9 0.0 57.6 1.3 5.9 1.3 0.3 6.3 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 22,805 : : Positions : : 18,535 7,345 0 14,125 300 1,370 235 60 1,315 175 0 : : : : Changes from: July 17, 2018 : : 135 135 0 50 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 32.2 0.0 61.9 1.3 6.0 1.0 0.3 5.8 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 36,475 : : Positions : : 25,360 11,035 0 21,785 175 7,305 50 290 2,075 2,050 0 : : : : Changes from: July 17, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 30.3 0.0 59.7 0.5 20.0 0.1 0.8 5.7 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 7 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 33,630 : : Positions : : 22,340 13,485 0 16,590 175 7,775 50 50 2,000 2,050 0 : : : : Changes from: July 17, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 40.1 0.0 49.3 0.5 23.1 0.1 0.1 5.9 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 7 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 99,025 : : Positions : : 38,940 82,995 38,425 0 455 4,970 0 4,460 2,790 2,075 445 : : : : Changes from: July 17, 2018 : : 1,485 -985 -420 0 50 -1,830 0 1,230 -220 0 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 83.8 38.8 0.0 0.5 5.0 0.0 4.5 2.8 2.1 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 24 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 88,915 : : Positions : : 36,565 73,340 32,270 0 500 3,500 0 4,185 3,060 2,000 175 : : : : Changes from: July 17, 2018 : : -85 -2,185 -420 0 50 -1,530 0 1,305 -150 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 82.5 36.3 0.0 0.6 3.9 0.0 4.7 3.4 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 21 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 30,525 : : Positions : : 12,605 19,510 8,645 3,510 2,595 1,200 2,150 0 3,700 1,050 150 : : : : Changes from: July 17, 2018 : : -385 0 85 0 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 63.9 28.3 11.5 8.5 3.9 7.0 0.0 12.1 3.4 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 17 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 22,625 : : Positions : : 8,795 14,270 7,385 3,495 3,120 0 150 0 2,975 1,200 0 : : : : Changes from: July 17, 2018 : : -40 0 40 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 63.1 32.6 15.4 13.8 0.0 0.7 0.0 13.1 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 14 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 18,205 : : Positions : : 8,520 9,190 0 3,630 1,910 6,500 0 0 0 2,200 0 : : : : Changes from: July 17, 2018 : : 600 0 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 50.5 0.0 19.9 10.5 35.7 0.0 0.0 0.0 12.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 55,150 : : Positions : : 36,225 32,360 600 2,935 7,620 450 390 790 0 1,650 0 : : : : Changes from: July 17, 2018 : : 1,250 600 0 650 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 58.7 1.1 5.3 13.8 0.8 0.7 1.4 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 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 40,525 : : Positions : : 19,185 21,405 1,480 1,090 5,950 2,060 0 0 0 650 100 : : : : Changes from: July 17, 2018 : : -175 645 1,090 390 -930 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 52.8 3.7 2.7 14.7 5.1 0.0 0.0 0.0 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 19 . . . . 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated July 27, 2018