Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 35,921 : : Positions : : 12,795 18,766 4,628 661 418 819 7,029 1,533 11,391 2,952 3,410 : : : : Changes from: July 31, 2018 : : 508 115 -32 12 42 -55 498 -10 -54 -255 174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 52.2 12.9 1.8 1.2 2.3 19.6 4.3 31.7 8.2 9.5 : : : : 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 August 7, 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 4,726 : : Positions : : 2,551 3,077 136 175 124 150 0 0 890 724 456 : : : : Changes from: July 31, 2018 : : 47 272 12 0 -12 -60 0 0 153 -5 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 65.1 2.9 3.7 2.6 3.2 0.0 0.0 18.8 15.3 9.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 6 . . . . 0 0 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 56,269 : : Positions : : 29,623 33,389 129 3,294 11,739 7,925 22 2,944 777 2,274 2,213 : : : : Changes from: July 31, 2018 : : -1,888 -2,947 -42 197 312 -742 -96 -14 -307 -213 290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 59.3 0.2 5.9 20.9 14.1 0.0 5.2 1.4 4.0 3.9 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 28 . . . 5 . 5 5 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 41,973 : : Positions : : 31,737 35,496 1,755 630 4,352 194 925 95 3,600 375 100 : : : : Changes from: July 31, 2018 : : -2,402 -1,270 -410 -155 382 -6 -54 30 425 50 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 84.6 4.2 1.5 10.4 0.5 2.2 0.2 8.6 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 17 . . . . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 19,604 : : Positions : : 16,598 15,120 75 2,887 952 0 0 0 1,305 0 545 : : : : Changes from: July 31, 2018 : : -1,409 -1,350 -495 50 -100 0 0 0 85 0 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 77.1 0.4 14.7 4.9 0.0 0.0 0.0 6.7 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 155,512 : : Positions : : 131,900 111,629 2,038 15,976 8,860 5,995 10,485 1,240 3,052 4,919 2,233 : : : : Changes from: July 31, 2018 : : -4,863 -3,522 -158 -141 -33 -940 -77 -412 1,257 -970 -172 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 71.8 1.3 10.3 5.7 3.9 6.7 0.8 2.0 3.2 1.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 34 . . 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 45,208 : : Positions : : 27,733 27,521 14,501 9,366 1,284 912 5,025 158 475 1,829 25 : : : : Changes from: July 31, 2018 : : -909 -1,036 -1,862 -2,057 93 97 320 -221 -175 -76 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 60.9 32.1 20.7 2.8 2.0 11.1 0.3 1.1 4.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 19 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 31,075 : : Positions : : 26,245 19,085 4,435 11,895 95 150 0 0 150 0 0 : : : : Changes from: July 31, 2018 : : -1,260 -1,200 -140 -275 95 0 0 0 -125 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 61.4 14.3 38.3 0.3 0.5 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 46,015 : : Positions : : 34,765 34,865 4,970 8,410 1,150 3,050 950 0 1,415 0 490 : : : : Changes from: July 31, 2018 : : -240 -1,355 -10 1,060 -555 100 -150 0 -305 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 75.8 10.8 18.3 2.5 6.6 2.1 0.0 3.1 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 25 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 68,815 : : Positions : : 46,679 45,034 4,902 16,853 3,871 10,905 1,825 800 875 0 410 : : : : Changes from: July 31, 2018 : : -2,696 -4,059 -26 1,638 -1,367 -540 -865 -50 0 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 65.4 7.1 24.5 5.6 15.8 2.7 1.2 1.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 25 . . 4 5 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 73,272 : : Positions : : 52,397 54,225 15,765 16,245 790 500 390 190 2,010 120 1,125 : : : : Changes from: July 31, 2018 : : -1,731 -1,082 -850 -1,425 0 -50 -155 0 -65 -15 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 74.0 21.5 22.2 1.1 0.7 0.5 0.3 2.7 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 108,847 : : Positions : : 75,897 70,856 24,225 34,704 2,030 2,290 150 0 2,805 0 1,000 : : : : Changes from: July 31, 2018 : : -413 -529 -975 -1,532 0 -580 -10 0 -90 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 65.1 22.3 31.9 1.9 2.1 0.1 0.0 2.6 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 25 . 4 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 30,600 : : Positions : : 21,975 25,970 3,555 10 4,055 615 0 0 200 0 0 : : : : Changes from: July 31, 2018 : : 620 5 -685 10 590 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 84.9 11.6 0.0 13.3 2.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 29,865 : : Positions : : 24,150 24,145 35 1,420 3,915 0 300 0 1,425 0 0 : : : : Changes from: July 31, 2018 : : -270 390 35 -265 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 80.8 0.1 4.8 13.1 0.0 1.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 9,080 0 650 200 150 500 0 550 150 0 : : : : Changes from: July 31, 2018 : : 0 -150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 84.6 0.0 6.1 1.9 1.4 4.7 0.0 5.1 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 59,047 : : Positions : : 34,476 39,393 350 7,933 7,282 5,381 31 357 7,838 824 2,539 : : : : Changes from: July 31, 2018 : : 528 1,832 0 -981 1,194 272 0 16 -47 2 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 66.7 0.6 13.4 12.3 9.1 0.1 0.6 13.3 1.4 4.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 24 26 . . . 7 . 6 6 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 11,560 : : Positions : : 7,170 7,195 1,162 900 1,210 0 0 0 100 420 1,400 : : : : Changes from: July 31, 2018 : : 50 850 0 0 0 0 0 0 100 -550 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 62.2 10.1 7.8 10.5 0.0 0.0 0.0 0.9 3.6 12.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 43,479 : : Positions : : 33,104 38,117 5,315 987 3,345 815 600 0 125 50 75 : : : : Changes from: July 31, 2018 : : 755 590 360 970 -425 -50 -100 0 -75 25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 87.7 12.2 2.3 7.7 1.9 1.4 0.0 0.3 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 22 . . . 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 48,155 : : Positions : : 41,280 32,969 750 12,293 822 2,635 1,248 0 1,510 260 425 : : : : Changes from: July 31, 2018 : : 735 -148 -30 920 0 -50 0 0 75 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 68.5 1.6 25.5 1.7 5.5 2.6 0.0 3.1 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 21 . . . 4 4 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 48,569 : : Positions : : 37,527 39,031 6,036 8,005 150 1,000 0 0 2,713 300 470 : : : : Changes from: July 31, 2018 : : -2,797 -3,173 -301 -325 0 -600 0 0 195 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 80.4 12.4 16.5 0.3 2.1 0.0 0.0 5.6 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 55,911 : : Positions : : 44,175 43,443 5,750 7,935 875 950 0 0 2,953 2,650 450 : : : : Changes from: July 31, 2018 : : -3,595 -4,206 -431 -365 0 -1,200 0 0 115 -500 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 77.7 10.3 14.2 1.6 1.7 0.0 0.0 5.3 4.7 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 78,189 : : Positions : : 65,817 71,207 8,532 4,005 1,950 0 150 0 979 155 722 : : : : Changes from: July 31, 2018 : : -6,138 -4,787 -408 -1,043 200 0 -50 0 490 -110 -281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 91.1 10.9 5.1 2.5 0.0 0.2 0.0 1.3 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 25 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 111,728 : : Positions : : 92,403 98,035 10,752 7,389 2,012 8 1,054 203 4,615 1,520 1,501 : : : : Changes from: July 31, 2018 : : -9,376 -6,330 -1,078 -1,091 252 1 -1,183 -50 1,501 -329 -357 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 87.7 9.6 6.6 1.8 0.0 0.9 0.2 4.1 1.4 1.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 26 . . . . 4 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 51,960 : : Positions : : 46,375 45,115 1,408 2,643 3,927 0 125 0 250 150 0 : : : : Changes from: July 31, 2018 : : -2,200 -2,940 -538 90 -90 0 -25 0 -100 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 86.8 2.7 5.1 7.6 0.0 0.2 0.0 0.5 0.3 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 August 7, 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 37,157 : : Positions : : 29,207 27,377 980 4,245 3,175 950 1,775 250 1,300 0 250 : : : : Changes from: July 31, 2018 : : -1,867 -1,327 210 105 -215 -150 -625 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 73.7 2.6 11.4 8.5 2.6 4.8 0.7 3.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 51,869 : : Positions : : 28,701 41,194 1,445 3,386 4,214 15,320 1,900 275 779 100 800 : : : : Changes from: July 31, 2018 : : -1,388 -971 -735 385 -525 -430 -2,400 -10 -476 0 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 79.4 2.8 6.5 8.1 29.5 3.7 0.5 1.5 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 20 . . . 6 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 34,400 : : Positions : : 19,170 32,011 14,387 0 322 0 351 490 0 560 0 : : : : Changes from: July 31, 2018 : : -1,766 -3,037 -1,921 0 0 0 -225 0 0 -360 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 93.1 41.8 0.0 0.9 0.0 1.0 1.4 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 4 0 . 0 4 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 28,747 : : Positions : : 15,042 25,545 12,105 70 1,540 0 845 0 0 0 0 : : : : Changes from: July 31, 2018 : : -1,023 -2,342 -1,502 0 0 0 -145 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 88.9 42.1 0.2 5.4 0.0 2.9 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 August 7, 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 33,005 : : Positions : : 28,238 30,364 3,063 250 756 63 1,560 0 615 0 15 : : : : Changes from: July 31, 2018 : : -101 -842 -565 70 -110 -48 -60 0 -71 -50 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 92.0 9.3 0.8 2.3 0.2 4.7 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 4 . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 20,834 : : Positions : : 17,223 19,633 2,015 10 691 0 150 110 360 0 0 : : : : Changes from: July 31, 2018 : : -1,420 -1,625 -48 0 -25 0 -10 0 -70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 94.2 9.7 0.0 3.3 0.0 0.7 0.5 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 45,241 : : Positions : : 39,102 29,329 4,131 8,211 917 110 6,173 6 581 304 214 : : : : Changes from: July 31, 2018 : : -2,383 -1,432 -455 -775 100 10 -505 -2 118 -33 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 64.8 9.1 18.1 2.0 0.2 13.6 0.0 1.3 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 20 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 37,678 : : Positions : : 32,177 23,187 4,460 10,953 450 0 2,660 0 0 295 65 : : : : Changes from: July 31, 2018 : : -2,335 -813 84 -1,313 -162 0 -260 0 0 95 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 61.5 11.8 29.1 1.2 0.0 7.1 0.0 0.0 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 16 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 21,739 : : Positions : : 10,260 18,143 5,050 0 3,450 2,670 75 56 0 0 0 : : : : Changes from: July 31, 2018 : : -119 -827 -485 0 0 245 -108 -219 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 83.5 23.2 0.0 15.9 12.3 0.3 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 17,985 : : Positions : : 11,690 14,055 3,165 0 2,105 50 1,100 125 800 600 0 : : : : Changes from: July 31, 2018 : : -850 -920 25 0 -215 0 0 0 -35 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 78.1 17.6 0.0 11.7 0.3 6.1 0.7 4.4 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 19,540 : : Positions : : 13,095 14,315 3,950 0 1,675 50 2,950 0 600 575 25 : : : : Changes from: July 31, 2018 : : -1,260 -875 -545 0 0 0 -1,025 -50 0 75 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 73.3 20.2 0.0 8.6 0.3 15.1 0.0 3.1 2.9 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 8 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 279,110 : : Positions : : 227,686 136,355 2,250 81,439 21,860 1,822 2,894 13,534 1,519 13,959 9,069 : : : : Changes from: July 31, 2018 : : 11,791 9,372 1,996 5,338 -3,714 -242 366 223 1,401 1,114 423 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 48.9 0.8 29.2 7.8 0.7 1.0 4.8 0.5 5.0 3.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 21,880 : : Positions : : 13,630 14,555 6,100 6,155 1,170 0 0 0 780 0 0 : : : : Changes from: July 31, 2018 : : -970 -1,040 -150 -130 -100 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 66.5 27.9 28.1 5.3 0.0 0.0 0.0 3.6 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 August 7, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 22,005 : : Positions : : 8,698 16,650 10,450 3,725 675 500 15 85 1,350 830 25 : : : : Changes from: July 31, 2018 : : -645 -1,870 -1,205 120 -220 -45 15 -15 125 -70 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 75.7 47.5 16.9 3.1 2.3 0.1 0.4 6.1 3.8 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 18,245 : : Positions : : 6,923 12,775 8,375 3,275 1,125 300 15 85 1,150 830 125 : : : : Changes from: July 31, 2018 : : -57 -820 -175 170 -270 -45 15 -15 25 -70 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 70.0 45.9 18.0 6.2 1.6 0.1 0.5 6.3 4.5 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 9,235 : : Positions : : 6,265 3,920 355 0 1,590 0 3,100 0 700 450 100 : : : : Changes from: July 31, 2018 : : -850 -265 -330 -120 -30 0 -800 0 0 -25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 42.4 3.8 0.0 17.2 0.0 33.6 0.0 7.6 4.9 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 6,655 : : Positions : : 5,000 4,030 0 520 705 0 750 0 700 500 75 : : : : Changes from: July 31, 2018 : : -560 -430 0 -75 -75 0 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 60.6 0.0 7.8 10.6 0.0 11.3 0.0 10.5 7.5 1.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 48,607 : : Positions : : 34,495 37,802 6,900 0 3,965 925 50 25 0 5,020 1,745 : : : : Changes from: July 31, 2018 : : -2,053 -3,020 910 0 -255 25 50 -100 -1,015 800 325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 77.8 14.2 0.0 8.2 1.9 0.1 0.1 0.0 10.3 3.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 47,366 : : Positions : : 33,859 37,382 6,602 0 3,414 950 50 25 885 5,360 1,135 : : : : Changes from: July 31, 2018 : : -2,508 -2,120 1,242 0 -325 25 50 -100 -500 290 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 78.9 13.9 0.0 7.2 2.0 0.1 0.1 1.9 11.3 2.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 13 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 113,165 : : Positions : : 79,944 78,580 14,440 24,573 3,655 790 790 2,260 8,817 165 3,017 : : : : Changes from: July 31, 2018 : : -5,526 -2,645 0 -35 -960 545 -800 -595 570 -916 373 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 69.4 12.8 21.7 3.2 0.7 0.7 2.0 7.8 0.1 2.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 25 . 5 . 4 . . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 132,944 : : Positions : : 97,684 89,577 16,950 32,893 2,023 2,960 3,160 1,810 9,655 1,931 1,550 : : : : Changes from: July 31, 2018 : : -8,963 -4,298 0 -2,732 -136 -175 -1,725 -70 -145 -558 -285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 67.4 12.7 24.7 1.5 2.2 2.4 1.4 7.3 1.5 1.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 30 27 . 6 4 4 4 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 287,458 : : Positions : : 185,975 194,592 30,097 17,961 23,169 13,011 23,263 10,748 13,547 7,132 10,469 : : : : Changes from: July 31, 2018 : : -7,274 -5,782 5,069 4,325 -2,603 -2,924 -2,234 -414 2,096 560 -1,183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 67.7 10.5 6.2 8.1 4.5 8.1 3.7 4.7 2.5 3.6 : : : : Number of Traders in Each Category Total Traders: 83 : : 36 41 . . 4 10 8 9 9 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 31,307 : : Positions : : 18,863 30,022 9,172 0 135 1,055 0 0 1,623 830 320 : : : : Changes from: July 31, 2018 : : -1,295 -1,912 -170 0 -150 -240 0 0 -50 140 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 95.9 29.3 0.0 0.4 3.4 0.0 0.0 5.2 2.7 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 8 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 29,854 : : Positions : : 17,603 27,294 9,822 0 60 125 1,050 400 1,208 580 470 : : : : Changes from: July 31, 2018 : : -1,085 -1,867 -260 0 -60 -90 110 -110 -50 240 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 91.4 32.9 0.0 0.2 0.4 3.5 1.3 4.0 1.9 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 14,242 : : Positions : : 5,700 9,437 4,227 1,850 865 1,410 0 100 0 50 0 : : : : Changes from: July 31, 2018 : : -1,005 -360 540 -80 -468 -25 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 66.3 29.7 13.0 6.1 9.9 0.0 0.7 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 10,910 : : Positions : : 3,005 9,145 5,100 370 300 1,160 0 100 250 0 0 : : : : Changes from: July 31, 2018 : : -345 -695 -385 -85 0 25 0 -25 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.5 83.8 46.7 3.4 2.7 10.6 0.0 0.9 2.3 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 August 7, 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 58,109 : : Positions : : 20,827 24,294 15,758 19,945 0 13,850 5,070 25 0 1,160 1,075 : : : : Changes from: July 31, 2018 : : -1,268 -2,167 -1,195 -1,145 0 -525 -265 0 0 585 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.8 41.8 27.1 34.3 0.0 23.8 8.7 0.0 0.0 2.0 1.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 19 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 56,172 : : Positions : : 19,039 22,617 14,395 19,995 0 15,515 5,170 25 0 1,060 1,075 : : : : Changes from: July 31, 2018 : : -841 -2,071 -1,190 -1,280 0 -1,075 -365 0 0 610 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 40.3 25.6 35.6 0.0 27.6 9.2 0.0 0.0 1.9 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 19 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 19,525 : : Positions : : 13,270 6,360 1,115 145 1,370 525 7,650 20 0 1,065 0 : : : : Changes from: July 31, 2018 : : -1,230 -370 855 50 -905 -180 -450 -20 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 32.6 5.7 0.7 7.0 2.7 39.2 0.1 0.0 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 8 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 19,215 : : Positions : : 12,290 6,335 2,540 145 870 275 7,850 0 0 1,060 0 : : : : Changes from: July 31, 2018 : : -1,125 -395 755 50 -805 -30 -450 0 0 460 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 33.0 13.2 0.8 4.5 1.4 40.9 0.0 0.0 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 8 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 27,427 : : Positions : : 10,977 21,590 1,977 610 1,160 10,475 980 0 0 0 0 : : : : Changes from: July 31, 2018 : : -373 -1,718 -310 -275 0 -1,360 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 78.7 7.2 2.2 4.2 38.2 3.6 0.0 0.0 0.0 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 August 7, 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 33,050 : : Positions : : 12,940 28,590 11,865 0 875 4,140 1,395 10 965 50 0 : : : : Changes from: July 31, 2018 : : -1,255 -2,235 -1,025 0 0 -40 -90 -185 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 86.5 35.9 0.0 2.6 12.5 4.2 0.0 2.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 8 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 30,010 : : Positions : : 11,660 26,095 10,875 0 675 4,080 1,395 20 800 50 0 : : : : Changes from: July 31, 2018 : : -1,175 -1,850 -685 0 0 -40 -90 -185 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 87.0 36.2 0.0 2.2 13.6 4.6 0.1 2.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 8 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 22,250 : : Positions : : 18,160 7,870 0 12,395 300 1,725 890 45 825 265 0 : : : : Changes from: July 31, 2018 : : -590 -480 0 -890 0 -610 570 -15 325 -115 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 35.4 0.0 55.7 1.3 7.8 4.0 0.2 3.7 1.2 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 August 7, 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 22,010 : : Positions : : 18,610 6,665 0 13,105 300 1,725 830 45 0 375 175 : : : : Changes from: July 31, 2018 : : 75 -680 0 -930 0 -610 580 -15 -350 125 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 30.3 0.0 59.5 1.4 7.8 3.8 0.2 0.0 1.7 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 35,260 : : Positions : : 24,220 10,675 0 20,585 175 7,300 1,400 170 1,970 1,000 0 : : : : Changes from: July 31, 2018 : : -1,830 -650 0 -1,150 0 95 -50 -145 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 30.3 0.0 58.4 0.5 20.7 4.0 0.5 5.6 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 7 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 32,680 : : Positions : : 21,670 12,930 0 15,845 175 7,535 1,400 50 1,920 1,000 0 : : : : Changes from: July 31, 2018 : : -1,370 -855 0 -695 0 -140 -50 -25 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 39.6 0.0 48.5 0.5 23.1 4.3 0.2 5.9 3.1 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 August 7, 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 92,355 : : Positions : : 37,960 77,265 35,095 0 405 4,890 0 4,370 1,340 1,970 365 : : : : Changes from: July 31, 2018 : : -1,495 -6,155 -2,955 0 -50 -1,865 0 -385 50 -105 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 83.7 38.0 0.0 0.4 5.3 0.0 4.7 1.5 2.1 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 24 . 0 . 4 0 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 84,005 : : Positions : : 34,490 69,720 30,275 0 230 4,750 355 3,705 2,410 1,800 25 : : : : Changes from: July 31, 2018 : : -2,440 -4,785 -2,540 0 0 -735 355 -655 1,200 -80 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 83.0 36.0 0.0 0.3 5.7 0.4 4.4 2.9 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 21 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 30,220 : : Positions : : 11,430 19,630 8,955 3,525 2,600 5,675 1,875 0 0 1,100 100 : : : : Changes from: July 31, 2018 : : -695 -350 110 15 -395 25 -275 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 65.0 29.6 11.7 8.6 18.8 6.2 0.0 0.0 3.6 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 17 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 21,750 : : Positions : : 8,080 14,065 7,980 3,365 2,575 2,775 125 0 0 1,250 0 : : : : Changes from: July 31, 2018 : : -715 -205 595 -130 -545 -250 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 64.7 36.7 15.5 11.8 12.8 0.6 0.0 0.0 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 16,915 : : Positions : : 8,030 8,955 0 3,300 1,910 6,125 1,900 0 0 0 0 : : : : Changes from: July 31, 2018 : : -790 -835 0 -480 0 -675 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.5 52.9 0.0 19.5 11.3 36.2 11.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 54,560 : : Positions : : 34,820 30,660 900 2,545 7,840 100 2,575 915 0 100 0 : : : : Changes from: July 31, 2018 : : -1,290 -1,415 300 340 -240 -50 85 -25 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 56.2 1.6 4.7 14.4 0.2 4.7 1.7 0.0 0.2 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 August 7, 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 40,280 : : Positions : : 19,580 20,145 855 1,850 6,005 1,850 700 0 0 0 0 : : : : Changes from: July 31, 2018 : : -180 -1,835 -725 810 -240 -210 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 50.0 2.1 4.6 14.9 4.6 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 19 . . . . . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 10, 2018