Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 35,839 : : Positions : : 12,540 18,976 4,598 625 454 869 6,789 1,536 11,626 2,940 3,321 : : : : Changes from: August 7, 2018 : : -255 210 -30 -36 36 50 -240 3 235 -12 -89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 52.9 12.8 1.7 1.3 2.4 18.9 4.3 32.4 8.2 9.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 13 12 4 . . . . . 7 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 4,805 : : Positions : : 2,590 3,092 141 190 124 125 0 0 870 729 536 : : : : Changes from: August 7, 2018 : : 39 15 5 15 0 -25 0 0 -20 5 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 64.3 2.9 4.0 2.6 2.6 0.0 0.0 18.1 15.2 11.2 : : : : 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 14, 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 57,226 : : Positions : : 29,822 33,589 129 3,480 12,053 8,006 0 3,157 874 2,282 2,268 : : : : Changes from: August 7, 2018 : : 199 199 0 186 314 80 -22 213 97 9 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 58.7 0.2 6.1 21.1 14.0 0.0 5.5 1.5 4.0 4.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 28 . . . 6 0 6 6 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 43,302 : : Positions : : 31,968 36,562 1,730 470 4,665 179 900 120 4,400 425 100 : : : : Changes from: August 7, 2018 : : 230 1,066 -25 -160 313 -15 -25 25 800 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 84.4 4.0 1.1 10.8 0.4 2.1 0.3 10.2 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 17 . . . . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 20,404 : : Positions : : 16,848 15,770 75 3,112 877 0 0 0 1,930 0 545 : : : : Changes from: August 7, 2018 : : 250 650 0 225 -75 0 0 0 625 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 77.3 0.4 15.3 4.3 0.0 0.0 0.0 9.5 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . 0 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 157,560 : : Positions : : 133,886 112,599 1,963 16,837 9,927 5,065 10,135 1,240 3,002 4,369 2,283 : : : : Changes from: August 7, 2018 : : 1,986 970 -75 861 1,067 -930 -350 0 -50 -550 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 71.5 1.2 10.7 6.3 3.2 6.4 0.8 1.9 2.8 1.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 34 . . 4 5 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 43,761 : : Positions : : 28,476 25,945 12,555 8,998 1,455 721 5,025 284 100 2,004 50 : : : : Changes from: August 7, 2018 : : 743 -1,575 -1,946 -368 172 -190 0 126 -375 175 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 59.3 28.7 20.6 3.3 1.6 11.5 0.6 0.2 4.6 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 21 . . . 4 . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 31,445 : : Positions : : 26,100 19,315 4,460 11,345 635 150 0 0 50 100 50 : : : : Changes from: August 7, 2018 : : -145 230 25 -550 540 0 0 0 -100 100 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 61.4 14.2 36.1 2.0 0.5 0.0 0.0 0.2 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 46,182 : : Positions : : 35,332 34,907 4,935 8,650 1,010 3,050 950 0 1,165 0 515 : : : : Changes from: August 7, 2018 : : 567 42 -35 240 -140 0 0 0 -250 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 75.6 10.7 18.7 2.2 6.6 2.1 0.0 2.5 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 14, 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 68,970 : : Positions : : 47,014 45,124 4,697 16,953 3,836 10,965 1,825 800 875 0 410 : : : : Changes from: August 7, 2018 : : 335 90 -205 100 -35 60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 65.4 6.8 24.6 5.6 15.9 2.6 1.2 1.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 26 . . 4 5 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 75,287 : : Positions : : 54,727 55,455 15,125 17,605 300 500 390 190 2,790 0 1,160 : : : : Changes from: August 7, 2018 : : 2,330 1,230 -640 1,360 -490 0 0 0 780 -120 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 73.7 20.1 23.4 0.4 0.7 0.5 0.3 3.7 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 23 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 111,207 : : Positions : : 78,807 72,431 23,550 36,264 1,340 2,290 150 0 3,705 0 915 : : : : Changes from: August 7, 2018 : : 2,910 1,575 -675 1,560 -690 0 0 0 900 0 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 65.1 21.2 32.6 1.2 2.1 0.1 0.0 3.3 0.0 0.8 : : : : 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 14, 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 30,610 : : Positions : : 21,410 26,345 4,430 0 3,900 590 0 0 150 0 0 : : : : Changes from: August 7, 2018 : : -565 375 875 -10 -155 -25 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 86.1 14.5 0.0 12.7 1.9 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 16 4 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 28,670 : : Positions : : 23,740 23,260 0 1,550 3,560 0 300 0 1,270 0 0 : : : : Changes from: August 7, 2018 : : -410 -885 -35 130 -355 0 0 0 -155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 81.1 0.0 5.4 12.4 0.0 1.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 9,495 : : Positions : : 8,545 8,195 0 500 200 150 500 0 600 100 0 : : : : Changes from: August 7, 2018 : : -1,285 -885 0 -150 0 0 0 0 50 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 86.3 0.0 5.3 2.1 1.6 5.3 0.0 6.3 1.1 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 14, 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 54,530 : : Positions : : 32,457 35,963 350 8,247 6,266 5,199 77 284 7,079 749 2,547 : : : : Changes from: August 7, 2018 : : -2,019 -3,430 0 313 -1,016 -182 46 -73 -759 -75 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 66.0 0.6 15.1 11.5 9.5 0.1 0.5 13.0 1.4 4.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 24 25 . . . 6 . 5 6 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 10,355 : : Positions : : 6,505 6,350 836 600 1,160 200 0 0 0 510 1,300 : : : : Changes from: August 7, 2018 : : -665 -845 -326 -300 -50 200 0 0 -100 90 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 61.3 8.1 5.8 11.2 1.9 0.0 0.0 0.0 4.9 12.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 42,921 : : Positions : : 32,746 38,149 5,490 277 3,945 640 150 0 50 125 0 : : : : Changes from: August 7, 2018 : : -358 32 175 -710 600 -175 -450 0 -75 75 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 88.9 12.8 0.6 9.2 1.5 0.3 0.0 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 22 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 46,192 : : Positions : : 40,564 31,222 750 13,143 337 2,310 990 0 1,395 255 245 : : : : Changes from: August 7, 2018 : : -716 -1,747 0 850 -485 -325 -258 0 -115 -5 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 67.6 1.6 28.5 0.7 5.0 2.1 0.0 3.0 0.6 0.5 : : : : 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 14, 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 49,624 : : Positions : : 38,727 40,101 5,981 8,005 150 1,000 0 0 2,623 300 470 : : : : Changes from: August 7, 2018 : : 1,200 1,070 -55 0 0 0 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 80.8 12.1 16.1 0.3 2.0 0.0 0.0 5.3 0.6 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 57,611 : : Positions : : 45,985 45,123 5,695 7,935 910 950 0 0 2,863 2,650 450 : : : : Changes from: August 7, 2018 : : 1,810 1,680 -55 0 35 0 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 78.3 9.9 13.8 1.6 1.6 0.0 0.0 5.0 4.6 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 78,727 : : Positions : : 66,900 71,526 8,409 4,195 1,822 0 150 0 610 155 879 : : : : Changes from: August 7, 2018 : : 1,083 319 -123 190 -128 0 0 0 -369 0 157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 90.9 10.7 5.3 2.3 0.0 0.2 0.0 0.8 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 25 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 113,438 : : Positions : : 93,632 99,827 10,773 7,450 1,989 0 1,002 199 5,163 1,520 1,416 : : : : Changes from: August 7, 2018 : : 1,229 1,792 21 61 -22 -8 -52 -4 547 0 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 88.0 9.5 6.6 1.8 0.0 0.9 0.2 4.6 1.3 1.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 26 . . . 0 4 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 52,385 : : Positions : : 46,600 46,815 1,508 1,268 4,027 0 125 0 250 150 0 : : : : Changes from: August 7, 2018 : : 225 1,700 100 -1,375 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 89.4 2.9 2.4 7.7 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 14, 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 37,567 : : Positions : : 29,447 27,637 1,280 4,395 3,175 950 1,775 250 1,050 0 250 : : : : Changes from: August 7, 2018 : : 240 260 300 150 0 0 0 0 -250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 73.6 3.4 11.7 8.5 2.5 4.7 0.7 2.8 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 14, 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 52,479 : : Positions : : 28,961 41,754 1,745 3,536 4,114 15,350 1,900 275 899 100 800 : : : : Changes from: August 7, 2018 : : 260 560 300 150 -100 30 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 79.6 3.3 6.7 7.8 29.2 3.6 0.5 1.7 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 14, 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 34,370 : : Positions : : 19,145 31,986 14,387 0 322 0 351 490 0 560 0 : : : : Changes from: August 7, 2018 : : -25 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 93.1 41.9 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 14, 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: August 7, 2018 : : 0 0 0 0 0 0 0 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 14, 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 32,283 : : Positions : : 27,926 30,816 2,978 0 421 63 910 0 625 0 15 : : : : Changes from: August 7, 2018 : : -312 452 -85 -250 -335 0 -650 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 95.5 9.2 0.0 1.3 0.2 2.8 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 19 5 0 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 22,577 : : Positions : : 16,923 21,253 4,074 0 758 0 150 110 410 0 0 : : : : Changes from: August 7, 2018 : : -300 1,620 2,059 -10 67 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 94.1 18.0 0.0 3.4 0.0 0.7 0.5 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 44,427 : : Positions : : 37,850 29,587 4,378 8,011 1,092 110 5,081 6 581 353 215 : : : : Changes from: August 7, 2018 : : -1,252 258 247 -200 175 0 -1,092 0 0 49 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 66.6 9.9 18.0 2.5 0.2 11.4 0.0 1.3 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 20 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 36,937 : : Positions : : 31,629 23,169 3,922 10,933 895 0 1,510 0 0 345 65 : : : : Changes from: August 7, 2018 : : -548 -18 -538 -20 445 0 -1,150 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 62.7 10.6 29.6 2.4 0.0 4.1 0.0 0.0 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 16 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 21,590 : : Positions : : 10,610 17,169 4,750 1,025 3,250 2,671 75 56 0 0 0 : : : : Changes from: August 7, 2018 : : 350 -974 -300 1,025 -200 1 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 79.5 22.0 4.7 15.1 12.4 0.3 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 18,345 : : Positions : : 11,825 14,280 3,305 0 2,190 50 1,100 125 800 650 0 : : : : Changes from: August 7, 2018 : : 135 225 140 0 85 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 77.8 18.0 0.0 11.9 0.3 6.0 0.7 4.4 3.5 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 14, 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 19,890 : : Positions : : 13,220 14,540 4,100 0 1,750 50 2,950 0 600 625 25 : : : : Changes from: August 7, 2018 : : 125 225 150 0 75 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 73.1 20.6 0.0 8.8 0.3 14.8 0.0 3.0 3.1 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 14, 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 281,230 : : Positions : : 231,339 138,028 2,996 82,130 21,112 1,600 2,945 13,761 1,453 14,392 8,861 : : : : Changes from: August 7, 2018 : : 3,653 1,673 746 692 -747 -222 51 227 -65 433 -208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 49.1 1.1 29.2 7.5 0.6 1.0 4.9 0.5 5.1 3.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 14,505 6,100 6,205 1,170 0 0 0 780 0 0 : : : : Changes from: August 7, 2018 : : 0 -50 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 66.3 27.9 28.4 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 14, 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 24,430 : : Positions : : 9,273 19,125 10,500 3,625 675 510 0 100 3,075 830 75 : : : : Changes from: August 7, 2018 : : 575 2,475 50 -100 0 10 -15 15 1,725 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 78.3 43.0 14.8 2.8 2.1 0.0 0.4 12.6 3.4 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 9 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 19,245 : : Positions : : 7,498 13,800 8,125 3,175 1,125 300 15 85 1,750 830 200 : : : : Changes from: August 7, 2018 : : 575 1,025 -250 -100 0 0 0 0 600 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 71.7 42.2 16.5 5.8 1.6 0.1 0.4 9.1 4.3 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 9,285 : : Positions : : 6,315 3,920 355 0 1,590 0 3,100 0 650 450 150 : : : : Changes from: August 7, 2018 : : 50 0 0 0 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 42.2 3.8 0.0 17.1 0.0 33.4 0.0 7.0 4.8 1.6 : : : : 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 14, 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 6,705 : : Positions : : 5,050 4,030 0 520 705 0 750 0 650 500 125 : : : : Changes from: August 7, 2018 : : 50 0 0 0 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 60.1 0.0 7.8 10.5 0.0 11.2 0.0 9.7 7.5 1.9 : : : : 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 14, 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 50,325 : : Positions : : 36,200 37,952 6,975 0 4,290 1,000 50 25 0 6,605 1,395 : : : : Changes from: August 7, 2018 : : 1,705 150 75 0 325 75 0 0 0 1,585 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 75.4 13.9 0.0 8.5 2.0 0.1 0.0 0.0 13.1 2.8 : : : : 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 14, 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 49,074 : : Positions : : 35,504 37,532 6,677 0 3,747 1,025 50 25 285 6,285 1,435 : : : : Changes from: August 7, 2018 : : 1,645 150 75 0 333 75 0 0 -600 925 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 76.5 13.6 0.0 7.6 2.1 0.1 0.1 0.6 12.8 2.9 : : : : 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 14, 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 112,646 : : Positions : : 78,634 76,570 14,440 24,458 3,811 765 790 2,335 9,275 1,413 3,144 : : : : Changes from: August 7, 2018 : : -1,310 -2,010 0 -115 156 -25 0 75 458 1,248 127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 68.0 12.8 21.7 3.4 0.7 0.7 2.1 8.2 1.3 2.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 27 26 . 5 4 4 . . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 132,673 : : Positions : : 97,001 86,679 16,950 33,223 1,765 2,945 3,195 1,825 10,720 4,831 1,155 : : : : Changes from: August 7, 2018 : : -683 -2,898 0 330 -258 -15 35 15 1,065 2,900 -395 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 65.3 12.8 25.0 1.3 2.2 2.4 1.4 8.1 3.6 0.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 27 . 6 4 . 5 . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 291,147 : : Positions : : 188,364 198,980 30,229 16,307 23,876 12,291 21,170 11,687 13,608 8,575 10,490 : : : : Changes from: August 7, 2018 : : 2,389 4,388 132 -1,654 708 -720 -2,092 939 61 1,443 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 68.3 10.4 5.6 8.2 4.2 7.3 4.0 4.7 2.9 3.6 : : : : Number of Traders in Each Category Total Traders: 83 : : 37 41 . . 5 11 7 9 11 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 32,732 : : Positions : : 18,913 31,822 9,172 0 135 1,005 0 20 2,968 375 380 : : : : Changes from: August 7, 2018 : : 50 1,800 0 0 0 -50 0 20 1,345 -455 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 97.2 28.0 0.0 0.4 3.1 0.0 0.1 9.1 1.1 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 8 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 31,184 : : Positions : : 17,603 29,044 9,822 0 60 125 1,100 400 2,553 125 455 : : : : Changes from: August 7, 2018 : : 0 1,750 0 0 0 0 50 0 1,345 -455 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 93.1 31.5 0.0 0.2 0.4 3.5 1.3 8.2 0.4 1.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 14,547 : : Positions : : 6,000 9,437 3,777 1,700 1,170 1,410 0 100 0 50 0 : : : : Changes from: August 7, 2018 : : 300 0 -450 -150 305 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 64.9 26.0 11.7 8.0 9.7 0.0 0.7 0.0 0.3 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 14, 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 10,750 : : Positions : : 3,145 8,985 4,800 370 300 1,160 0 100 250 0 0 : : : : Changes from: August 7, 2018 : : 140 -160 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 83.6 44.7 3.4 2.8 10.8 0.0 0.9 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 58,169 : : Positions : : 21,237 23,804 15,458 19,945 0 13,250 5,070 25 0 1,160 1,075 : : : : Changes from: August 7, 2018 : : 410 -490 -300 0 0 -600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 40.9 26.6 34.3 0.0 22.8 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 14, 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 56,232 : : Positions : : 19,449 22,127 14,095 19,995 0 14,915 5,170 25 0 1,060 1,075 : : : : Changes from: August 7, 2018 : : 410 -490 -300 0 0 -600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 39.3 25.1 35.6 0.0 26.5 9.2 0.0 0.0 1.9 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 20 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 6,335 1,115 145 1,370 525 7,650 20 0 1,090 0 : : : : Changes from: August 7, 2018 : : 0 -25 0 0 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 32.4 5.7 0.7 7.0 2.7 39.2 0.1 0.0 5.6 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 14, 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 6,310 2,540 145 870 275 7,850 0 0 1,085 0 : : : : Changes from: August 7, 2018 : : 0 -25 0 0 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 32.8 13.2 0.8 4.5 1.4 40.9 0.0 0.0 5.6 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 14, 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: August 7, 2018 : : 0 0 0 0 0 0 0 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 14, 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 33,250 : : Positions : : 13,140 28,840 11,690 0 875 3,540 1,345 10 1,865 50 0 : : : : Changes from: August 7, 2018 : : 200 250 -175 0 0 -600 -50 0 900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 86.7 35.2 0.0 2.6 10.6 4.0 0.0 5.6 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 29,960 : : Positions : : 11,870 26,105 10,600 0 675 3,480 1,345 20 1,550 50 0 : : : : Changes from: August 7, 2018 : : 210 10 -275 0 0 -600 -50 0 750 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 87.1 35.4 0.0 2.3 11.6 4.5 0.1 5.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 22,750 : : Positions : : 18,805 7,860 0 12,410 300 1,775 890 45 235 265 465 : : : : Changes from: August 7, 2018 : : 645 -10 0 15 0 50 0 0 -590 0 465 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 34.5 0.0 54.5 1.3 7.8 3.9 0.2 1.0 1.2 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 22,665 : : Positions : : 19,410 6,810 0 13,070 300 1,825 830 45 0 1,065 0 : : : : Changes from: August 7, 2018 : : 800 145 0 -35 0 100 0 0 0 690 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 30.0 0.0 57.7 1.3 8.1 3.7 0.2 0.0 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 0 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 35,160 : : Positions : : 24,095 10,450 0 21,145 175 7,300 1,100 320 2,030 900 0 : : : : Changes from: August 7, 2018 : : -125 -225 0 560 0 0 -300 150 60 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 29.7 0.0 60.1 0.5 20.8 3.1 0.9 5.8 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 7 0 . . . . 4 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 32,580 : : Positions : : 21,545 12,705 0 16,405 175 7,535 1,100 200 1,980 900 0 : : : : Changes from: August 7, 2018 : : -125 -225 0 560 0 0 -300 150 60 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 39.0 0.0 50.4 0.5 23.1 3.4 0.6 6.1 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 14, 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 92,195 : : Positions : : 37,995 77,355 35,145 0 155 5,390 0 4,200 905 2,030 440 : : : : Changes from: August 7, 2018 : : 35 90 50 0 -250 500 0 -170 -435 60 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 83.9 38.1 0.0 0.2 5.8 0.0 4.6 1.0 2.2 0.5 : : : : 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 14, 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 83,810 : : Positions : : 34,225 69,760 30,375 0 70 4,875 30 3,860 2,225 1,860 25 : : : : Changes from: August 7, 2018 : : -265 40 100 0 -160 125 -325 155 -185 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 83.2 36.2 0.0 0.1 5.8 0.0 4.6 2.7 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 21 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 30,645 : : Positions : : 11,630 19,705 8,555 3,525 2,950 5,950 1,875 0 0 1,100 100 : : : : Changes from: August 7, 2018 : : 200 75 -400 0 350 275 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 64.3 27.9 11.5 9.6 19.4 6.1 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 14, 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 21,850 : : Positions : : 8,105 14,165 7,980 3,365 2,575 2,850 125 0 0 1,250 0 : : : : Changes from: August 7, 2018 : : 25 100 0 0 0 75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 64.8 36.5 15.4 11.8 13.0 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 14, 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 17,615 : : Positions : : 8,730 9,580 0 3,300 1,910 6,125 1,975 0 0 0 0 : : : : Changes from: August 7, 2018 : : 700 625 0 0 0 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 54.4 0.0 18.7 10.8 34.8 11.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 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 54,735 : : Positions : : 32,475 30,185 1,755 1,330 8,205 100 2,775 915 0 100 0 : : : : Changes from: August 7, 2018 : : -2,345 -475 855 -1,215 365 0 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 55.1 3.2 2.4 15.0 0.2 5.1 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 14, 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 40,550 : : Positions : : 20,030 20,595 855 2,000 6,005 1,950 650 0 0 0 0 : : : : Changes from: August 7, 2018 : : 450 450 0 150 0 100 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 50.8 2.1 4.9 14.8 4.8 1.6 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 17, 2018