Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 36,880 : : Positions : : 13,668 19,446 4,017 583 409 1,019 7,632 1,596 11,949 2,894 3,338 : : : : Changes from: August 28, 2018 : : 349 -76 -715 -27 -6 45 147 60 69 -72 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 52.7 10.9 1.6 1.1 2.8 20.7 4.3 32.4 7.8 9.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 14 13 4 . . . . . 7 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 4,988 : : Positions : : 2,579 3,012 132 191 175 0 0 0 950 771 688 : : : : Changes from: August 28, 2018 : : 60 40 -19 11 39 0 0 0 24 7 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 60.4 2.6 3.8 3.5 0.0 0.0 0.0 19.0 15.5 13.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 6 . . . 0 0 0 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 59,130 : : Positions : : 29,935 34,034 129 3,189 12,666 8,097 0 3,367 928 2,380 3,085 : : : : Changes from: August 28, 2018 : : -355 -236 0 -208 49 -118 0 -59 -23 -45 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 57.6 0.2 5.4 21.4 13.7 0.0 5.7 1.6 4.0 5.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 28 . . . 6 0 6 4 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 40,422 : : Positions : : 30,239 33,929 425 622 4,521 327 900 0 4,525 225 225 : : : : Changes from: August 28, 2018 : : -1,422 -2,126 -1,100 -708 395 -32 0 -18 -475 -175 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 83.9 1.1 1.5 11.2 0.8 2.2 0.0 11.2 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 17 . . . . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 21,007 : : Positions : : 17,368 15,365 50 4,067 660 0 0 0 2,090 125 710 : : : : Changes from: August 28, 2018 : : -680 -805 0 730 -355 0 0 0 510 -75 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 73.1 0.2 19.4 3.1 0.0 0.0 0.0 9.9 0.6 3.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 160,135 : : Positions : : 135,057 113,404 2,326 18,055 10,535 4,635 10,113 1,330 3,070 3,559 2,953 : : : : Changes from: August 28, 2018 : : -26 827 130 -531 424 145 -172 0 -102 30 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 70.8 1.5 11.3 6.6 2.9 6.3 0.8 1.9 2.2 1.8 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 36 . . 4 5 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 44,584 : : Positions : : 29,881 25,696 10,660 8,289 1,741 600 5,982 496 150 1,480 850 : : : : Changes from: August 28, 2018 : : 1,398 1,081 -281 916 -548 175 330 15 125 -875 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 57.6 23.9 18.6 3.9 1.3 13.4 1.1 0.3 3.3 1.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 15 21 . . . . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 32,015 : : Positions : : 26,675 19,365 3,872 11,257 1,218 150 0 0 50 125 50 : : : : Changes from: August 28, 2018 : : 250 125 25 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 60.5 12.1 35.2 3.8 0.5 0.0 0.0 0.2 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 46,722 : : Positions : : 35,934 35,102 4,935 9,325 705 3,050 950 0 1,415 0 490 : : : : Changes from: August 28, 2018 : : 218 156 0 80 -225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 75.1 10.6 20.0 1.5 6.5 2.0 0.0 3.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 25 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 74,004 : : Positions : : 47,415 46,907 6,030 19,949 4,081 13,740 1,775 800 1,035 0 480 : : : : Changes from: August 28, 2018 : : -134 531 1,225 150 285 -650 -100 0 150 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 63.4 8.1 27.0 5.5 18.6 2.4 1.1 1.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 26 . . 4 5 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 78,007 : : Positions : : 57,757 56,410 14,940 18,635 300 500 390 190 2,290 0 1,810 : : : : Changes from: August 28, 2018 : : 1,015 275 -115 445 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 72.3 19.2 23.9 0.4 0.6 0.5 0.2 2.9 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 24 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 113,977 : : Positions : : 82,017 73,091 23,335 37,939 1,340 2,290 150 0 3,335 0 1,355 : : : : Changes from: August 28, 2018 : : 1,270 395 -125 580 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 64.1 20.5 33.3 1.2 2.0 0.1 0.0 2.9 0.0 1.2 : : : : 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 September 4, 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 32,115 : : Positions : : 22,865 27,815 4,430 0 3,900 590 0 0 200 205 10 : : : : Changes from: August 28, 2018 : : 130 180 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 86.6 13.8 0.0 12.1 1.8 0.0 0.0 0.6 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 27,000 : : Positions : : 23,170 21,125 0 2,500 2,960 0 300 0 660 0 110 : : : : Changes from: August 28, 2018 : : -1,360 -1,740 0 300 0 0 0 0 -80 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 78.2 0.0 9.3 11.0 0.0 1.1 0.0 2.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 19 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 9,720 : : Positions : : 8,670 8,420 50 500 200 100 500 0 700 100 0 : : : : Changes from: August 28, 2018 : : 100 200 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 86.6 0.5 5.1 2.1 1.0 5.1 0.0 7.2 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 55,171 : : Positions : : 32,424 36,927 300 5,734 7,561 4,612 10 251 7,014 1,564 2,722 : : : : Changes from: August 28, 2018 : : 459 -268 -50 -637 96 -378 -7 1 -120 824 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 66.9 0.5 10.4 13.7 8.4 0.0 0.5 12.7 2.8 4.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 24 24 . . . 6 . 4 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 11,380 : : Positions : : 7,590 7,325 836 600 1,160 200 0 0 200 760 1,100 : : : : Changes from: August 28, 2018 : : 550 400 0 0 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 64.4 7.3 5.3 10.2 1.8 0.0 0.0 1.8 6.7 9.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 44,761 : : Positions : : 34,511 39,994 5,565 252 3,945 640 150 0 50 125 0 : : : : Changes from: August 28, 2018 : : -105 0 50 -55 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 89.4 12.4 0.6 8.8 1.4 0.3 0.0 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 22 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 46,324 : : Positions : : 41,141 31,054 750 13,313 417 2,360 990 0 815 305 245 : : : : Changes from: August 28, 2018 : : 80 -170 0 250 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 67.0 1.6 28.7 0.9 5.1 2.1 0.0 1.8 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 23 . . . 4 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 51,559 : : Positions : : 40,097 41,796 5,836 8,005 450 1,000 0 0 3,033 300 470 : : : : Changes from: August 28, 2018 : : 30 335 125 0 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 81.1 11.3 15.5 0.9 1.9 0.0 0.0 5.9 0.6 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 59,426 : : Positions : : 47,250 46,443 5,430 7,935 1,365 950 0 0 3,223 2,750 450 : : : : Changes from: August 28, 2018 : : -65 240 125 0 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 78.2 9.1 13.4 2.3 1.6 0.0 0.0 5.4 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 September 4, 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 83,541 : : Positions : : 72,119 75,393 8,854 4,465 1,644 0 150 0 0 1,052 821 : : : : Changes from: August 28, 2018 : : 1,788 1,773 110 -30 5 0 0 0 0 125 -101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 90.2 10.6 5.3 2.0 0.0 0.2 0.0 0.0 1.3 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 24 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 116,874 : : Positions : : 96,280 102,166 11,265 8,742 1,726 188 1,110 200 5,266 1,270 1,640 : : : : Changes from: August 28, 2018 : : 939 1,286 349 128 -58 65 16 11 6 -50 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 87.4 9.6 7.5 1.5 0.2 0.9 0.2 4.5 1.1 1.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 22 27 . . . . 4 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 52,590 : : Positions : : 46,545 47,270 1,108 18 4,627 0 175 0 75 275 225 : : : : Changes from: August 28, 2018 : : 675 350 -250 -100 75 0 0 0 25 200 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 89.9 2.1 0.0 8.8 0.0 0.3 0.0 0.1 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 39,197 : : Positions : : 30,702 29,412 2,030 3,925 3,245 950 1,775 250 350 0 475 : : : : Changes from: August 28, 2018 : : 470 980 450 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 75.0 5.2 10.0 8.3 2.4 4.5 0.6 0.9 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 54,156 : : Positions : : 30,890 43,671 1,885 3,421 4,099 15,245 1,900 265 213 0 800 : : : : Changes from: August 28, 2018 : : 277 300 0 -75 75 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 80.6 3.5 6.3 7.6 28.2 3.5 0.5 0.4 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . . . 6 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 36,446 : : Positions : : 20,618 34,795 15,085 0 246 0 411 480 0 410 0 : : : : Changes from: August 28, 2018 : : 1,043 2,184 884 0 -77 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 95.5 41.4 0.0 0.7 0.0 1.1 1.3 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 4 0 . 0 4 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 30,682 : : Positions : : 16,367 28,010 12,955 70 1,240 0 845 0 0 0 0 : : : : Changes from: August 28, 2018 : : 1,020 1,860 850 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 91.3 42.2 0.2 4.0 0.0 2.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 34,253 : : Positions : : 30,481 31,917 1,958 0 1,261 63 610 0 310 460 0 : : : : Changes from: August 28, 2018 : : 665 -145 -335 0 335 0 -300 0 -315 460 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 93.2 5.7 0.0 3.7 0.2 1.8 0.0 0.9 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 5 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 25,750 : : Positions : : 21,639 23,948 1,953 0 1,176 0 100 160 400 0 0 : : : : Changes from: August 28, 2018 : : 161 165 -11 0 11 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 93.0 7.6 0.0 4.6 0.0 0.4 0.6 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 46,166 : : Positions : : 39,639 31,392 4,650 7,679 817 110 5,344 5 456 532 309 : : : : Changes from: August 28, 2018 : : 912 -462 -674 298 127 0 327 -1 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 68.0 10.1 16.6 1.8 0.2 11.6 0.0 1.0 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 21 . . 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 39,847 : : Positions : : 34,189 25,934 3,595 11,283 952 0 610 560 0 370 65 : : : : Changes from: August 28, 2018 : : 1,780 1,096 -540 300 0 0 0 0 0 -140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 65.1 9.0 28.3 2.4 0.0 1.5 1.4 0.0 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 17 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 20,773 : : Positions : : 10,770 16,747 3,950 876 3,135 2,600 0 3 75 0 0 : : : : Changes from: August 28, 2018 : : -267 -924 -200 425 -500 -97 -75 -28 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 80.6 19.0 4.2 15.1 12.5 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 20,225 : : Positions : : 12,425 16,235 3,280 0 2,215 50 1,100 125 1,755 225 325 : : : : Changes from: August 28, 2018 : : 0 755 -25 0 25 0 0 0 780 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 80.3 16.2 0.0 11.0 0.2 5.4 0.6 8.7 1.1 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 21,770 : : Positions : : 13,820 16,495 4,075 0 1,775 50 2,950 0 1,505 150 400 : : : : Changes from: August 28, 2018 : : 0 755 -25 0 25 0 0 0 780 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 75.8 18.7 0.0 8.2 0.2 13.6 0.0 6.9 0.7 1.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 8 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 279,860 : : Positions : : 227,157 134,019 3,132 79,543 24,764 2,416 3,076 12,515 1,458 17,632 8,311 : : : : Changes from: August 28, 2018 : : 873 1,202 931 -159 992 38 197 30 -93 507 1,320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 47.9 1.1 28.4 8.8 0.9 1.1 4.5 0.5 6.3 3.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 28, 2018 : : 0 0 0 0 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 September 4, 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 26,510 : : Positions : : 11,508 19,945 10,450 3,625 775 500 140 85 2,835 1,805 135 : : : : Changes from: August 28, 2018 : : 315 100 -50 -100 100 0 0 0 -140 125 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 75.2 39.4 13.7 2.9 1.9 0.5 0.3 10.7 6.8 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 21,250 : : Positions : : 9,733 14,535 8,075 3,175 1,225 300 165 85 1,410 1,805 260 : : : : Changes from: August 28, 2018 : : 315 15 -50 -100 100 0 0 0 -240 125 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 68.4 38.0 14.9 5.8 1.4 0.8 0.4 6.6 8.5 1.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 9,380 : : Positions : : 6,410 3,920 260 0 1,685 0 3,100 0 650 450 150 : : : : Changes from: August 28, 2018 : : -25 0 25 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 41.8 2.8 0.0 18.0 0.0 33.0 0.0 6.9 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 September 4, 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 6,825 : : Positions : : 5,170 4,030 0 640 705 0 750 0 650 500 125 : : : : Changes from: August 28, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 59.0 0.0 9.4 10.3 0.0 11.0 0.0 9.5 7.3 1.8 : : : : 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 September 4, 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 52,975 : : Positions : : 36,793 39,952 7,075 0 4,940 1,000 50 25 0 5,305 2,695 : : : : Changes from: August 28, 2018 : : -282 900 -300 0 350 0 0 0 0 -1,475 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 75.4 13.4 0.0 9.3 1.9 0.1 0.0 0.0 10.0 5.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 52,086 : : Positions : : 36,489 39,542 6,820 3 4,331 1,100 50 0 1,535 6,725 1,435 : : : : Changes from: August 28, 2018 : : -365 910 -150 0 200 0 0 0 550 -875 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 75.9 13.1 0.0 8.3 2.1 0.1 0.0 2.9 12.9 2.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 14 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 118,136 : : Positions : : 82,381 79,900 14,440 23,725 4,054 740 790 2,510 10,295 3,558 3,474 : : : : Changes from: August 28, 2018 : : 1,465 -507 0 -218 -132 -175 0 175 -700 1,315 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 67.6 12.2 20.1 3.4 0.6 0.7 2.1 8.7 3.0 2.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 28 27 . 5 5 4 . . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 138,836 : : Positions : : 100,987 90,542 16,950 32,296 2,307 2,985 3,160 1,885 12,205 7,441 1,205 : : : : Changes from: August 28, 2018 : : 1,882 -351 0 -57 -73 0 0 0 -700 1,590 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 65.2 12.2 23.3 1.7 2.2 2.3 1.4 8.8 5.4 0.9 : : : : Number of Traders in Each Category Total Traders: 62 : : 31 27 . 6 5 4 4 . 6 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 293,483 : : Positions : : 190,042 200,371 30,026 14,578 23,720 14,022 22,331 10,985 13,418 10,584 10,829 : : : : Changes from: August 28, 2018 : : 413 805 290 936 -1,138 217 -621 365 454 252 745 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 68.3 10.2 5.0 8.1 4.8 7.6 3.7 4.6 3.6 3.7 : : : : Number of Traders in Each Category Total Traders: 85 : : 38 41 . . 5 11 7 10 11 6 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 33,087 : : Positions : : 18,993 32,057 9,297 0 135 1,005 0 20 3,048 425 450 : : : : Changes from: August 28, 2018 : : 0 375 50 0 0 0 0 0 375 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 96.9 28.1 0.0 0.4 3.0 0.0 0.1 9.2 1.3 1.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 9 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 31,684 : : Positions : : 17,603 29,444 9,947 0 60 125 1,100 400 2,878 175 505 : : : : Changes from: August 28, 2018 : : 0 375 50 0 0 0 0 0 375 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 92.9 31.4 0.0 0.2 0.4 3.5 1.3 9.1 0.6 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 15,572 : : Positions : : 6,550 9,637 4,952 1,625 1,585 250 140 60 0 350 0 : : : : Changes from: August 28, 2018 : : 70 -230 1,175 275 15 -1,060 140 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 61.9 31.8 10.4 10.2 1.6 0.9 0.4 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 11,760 : : Positions : : 3,195 9,640 5,400 370 600 1,160 0 100 250 0 0 : : : : Changes from: August 28, 2018 : : 70 370 600 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 82.0 45.9 3.1 5.1 9.9 0.0 0.9 2.1 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 September 4, 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 63,314 : : Positions : : 25,112 23,909 15,203 22,805 0 13,880 5,970 0 0 1,545 1,750 : : : : Changes from: August 28, 2018 : : 2,100 395 -325 1,400 0 -20 0 0 0 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 37.8 24.0 36.0 0.0 21.9 9.4 0.0 0.0 2.4 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . 0 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 61,372 : : Positions : : 23,394 22,412 13,840 22,745 0 15,545 6,070 0 0 1,445 1,750 : : : : Changes from: August 28, 2018 : : 2,145 440 -325 1,400 0 -20 0 0 0 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.1 36.5 22.6 37.1 0.0 25.3 9.9 0.0 0.0 2.4 2.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 19 . . 0 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 20,000 : : Positions : : 13,485 6,310 920 0 1,515 460 7,800 25 0 1,065 200 : : : : Changes from: August 28, 2018 : : -60 25 30 -45 45 35 150 -15 0 -125 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 31.6 4.6 0.0 7.6 2.3 39.0 0.1 0.0 5.3 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 19,690 : : Positions : : 12,505 6,285 2,345 0 1,015 210 8,000 5 0 1,060 200 : : : : Changes from: August 28, 2018 : : -110 -25 30 -45 45 35 150 -15 0 -125 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 31.9 11.9 0.0 5.2 1.1 40.6 0.0 0.0 5.4 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 8 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 28,952 : : Positions : : 11,777 23,115 2,652 610 1,140 10,525 980 0 0 0 0 : : : : Changes from: August 28, 2018 : : 600 1,275 675 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 79.8 9.2 2.1 3.9 36.4 3.4 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 September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 35,280 : : Positions : : 14,005 30,230 12,365 0 490 3,390 1,295 10 1,815 50 600 : : : : Changes from: August 28, 2018 : : 0 250 50 0 -50 0 -50 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 85.7 35.0 0.0 1.4 9.6 3.7 0.0 5.1 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 31,890 : : Positions : : 12,715 27,325 11,285 0 340 3,320 1,295 30 1,350 50 600 : : : : Changes from: August 28, 2018 : : 0 100 50 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 85.7 35.4 0.0 1.1 10.4 4.1 0.1 4.2 0.2 1.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 12,930 : : Positions : : 10,500 3,535 950 4,990 100 0 3,180 100 0 150 0 : : : : Changes from: August 28, 2018 : : 60 -100 0 -50 0 0 210 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 27.3 7.3 38.6 0.8 0.0 24.6 0.8 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . . 0 4 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 28,570 : : Positions : : 22,860 8,905 0 16,675 300 1,875 890 45 1,390 265 1,200 : : : : Changes from: August 28, 2018 : : 200 100 0 0 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 31.2 0.0 58.4 1.1 6.6 3.1 0.2 4.9 0.9 4.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 28,435 : : Positions : : 23,410 7,950 0 17,275 300 1,275 830 220 1,030 200 1,115 : : : : Changes from: August 28, 2018 : : 200 0 0 0 0 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 28.0 0.0 60.8 1.1 4.5 2.9 0.8 3.6 0.7 3.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 37,185 : : Positions : : 24,455 11,410 0 19,120 425 7,675 975 320 2,030 2,830 150 : : : : Changes from: August 28, 2018 : : 25 0 0 0 0 400 -75 0 0 505 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 30.7 0.0 51.4 1.1 20.6 2.6 0.9 5.5 7.6 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 0 . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 34,250 : : Positions : : 21,255 13,615 0 14,380 475 7,860 975 200 1,980 2,175 500 : : : : Changes from: August 28, 2018 : : 25 0 0 0 0 100 -75 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 39.8 0.0 42.0 1.4 22.9 2.8 0.6 5.8 6.4 1.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 99,315 : : Positions : : 40,435 82,070 36,520 0 840 5,165 0 3,915 2,030 2,030 2,330 : : : : Changes from: August 28, 2018 : : 120 150 -100 0 30 -200 0 -205 330 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 82.6 36.8 0.0 0.8 5.2 0.0 3.9 2.0 2.0 2.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 25 . 0 . 4 0 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 90,370 : : Positions : : 36,250 73,335 31,680 0 740 5,330 0 3,230 2,105 1,980 2,545 : : : : Changes from: August 28, 2018 : : -180 95 -100 0 100 100 0 -255 275 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.1 81.1 35.1 0.0 0.8 5.9 0.0 3.6 2.3 2.2 2.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 21 . 0 . 4 0 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 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 31,070 : : Positions : : 11,430 19,855 8,905 3,475 3,250 5,900 1,875 0 0 1,100 100 : : : : Changes from: August 28, 2018 : : 50 0 0 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 63.9 28.7 11.2 10.5 19.0 6.0 0.0 0.0 3.5 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 22,065 : : Positions : : 8,380 14,240 7,780 3,315 2,725 2,800 125 0 0 1,250 0 : : : : Changes from: August 28, 2018 : : 575 -75 -600 0 300 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 64.5 35.3 15.0 12.3 12.7 0.6 0.0 0.0 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 16 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 18,010 : : Positions : : 8,890 9,550 0 3,600 1,910 6,125 1,925 0 0 0 0 : : : : Changes from: August 28, 2018 : : 300 50 0 300 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 53.0 0.0 20.0 10.6 34.0 10.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 55,265 : : Positions : : 31,785 30,685 2,395 805 8,525 100 2,775 915 0 75 0 : : : : Changes from: August 28, 2018 : : 0 300 300 25 0 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 55.5 4.3 1.5 15.4 0.2 5.0 1.7 0.0 0.1 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 September 4, 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 42,515 : : Positions : : 20,395 21,095 845 1,250 6,965 1,225 650 225 0 0 0 : : : : Changes from: August 28, 2018 : : 30 530 300 -200 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 49.6 2.0 2.9 16.4 2.9 1.5 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 19 . . . . . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 7, 2018