Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 34,618 : : Positions : : 12,869 18,042 3,574 284 337 899 8,102 1,184 12,031 2,753 2,927 : : : : Changes from: September 4, 2018 : : -799 -1,404 -443 -299 -72 -120 470 -412 82 -141 -411 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 52.1 10.3 0.8 1.0 2.6 23.4 3.4 34.8 8.0 8.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 14 13 4 . . . . . 7 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 55,945 : : Positions : : 28,797 31,302 0 4,850 11,135 7,672 17 3,293 872 1,978 3,024 : : : : Changes from: September 4, 2018 : : -1,138 -2,732 -129 1,660 -1,531 -426 17 -74 -56 -402 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 56.0 0.0 8.7 19.9 13.7 0.0 5.9 1.6 3.5 5.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 28 0 . . 5 . 6 8 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 41,499 : : Positions : : 30,998 34,246 100 497 4,881 285 900 0 4,325 225 750 : : : : Changes from: September 4, 2018 : : 759 317 -325 -125 360 -42 0 0 -200 0 525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 82.5 0.2 1.2 11.8 0.7 2.2 0.0 10.4 0.5 1.8 : : : : 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 11, 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 21,867 : : Positions : : 17,703 16,245 50 4,147 785 0 0 0 2,690 100 510 : : : : Changes from: September 4, 2018 : : 335 880 0 80 125 0 0 0 600 -25 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 74.3 0.2 19.0 3.6 0.0 0.0 0.0 12.3 0.5 2.3 : : : : 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 11, 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 154,179 : : Positions : : 132,007 110,782 1,651 18,576 10,052 3,460 8,843 915 3,022 1,975 2,858 : : : : Changes from: September 4, 2018 : : -3,050 -2,622 -675 521 -483 -1,175 -1,270 -415 -48 -1,584 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 71.9 1.1 12.0 6.5 2.2 5.7 0.6 2.0 1.3 1.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 34 . . 4 4 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 42,565 : : Positions : : 28,154 23,887 10,224 8,176 1,754 225 6,026 549 875 1,505 650 : : : : Changes from: September 4, 2018 : : -1,726 -1,809 -436 -113 13 -375 44 53 725 25 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 56.1 24.0 19.2 4.1 0.5 14.2 1.3 2.1 3.5 1.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 21 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 30,430 : : Positions : : 25,355 18,015 3,757 11,097 1,143 150 0 0 25 175 0 : : : : Changes from: September 4, 2018 : : -1,320 -1,350 -115 -160 -75 0 0 0 -25 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 59.2 12.3 36.5 3.8 0.5 0.0 0.0 0.1 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 8 16 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 44,122 : : Positions : : 34,529 33,197 5,745 9,350 155 1,750 800 0 1,260 0 490 : : : : Changes from: September 4, 2018 : : -1,405 -1,905 810 25 -550 -1,300 -150 0 -155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 75.2 13.0 21.2 0.4 4.0 1.8 0.0 2.9 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 25 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 69,758 : : Positions : : 47,146 44,377 6,749 19,736 3,575 10,080 1,310 210 1,060 0 430 : : : : Changes from: September 4, 2018 : : -269 -2,530 719 -213 -506 -3,660 -465 -590 25 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 63.6 9.7 28.3 5.1 14.4 1.9 0.3 1.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 25 . . 4 5 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 74,239 : : Positions : : 54,969 53,013 14,145 18,415 300 450 495 25 2,360 0 1,745 : : : : Changes from: September 4, 2018 : : -2,788 -3,397 -795 -220 0 -50 105 -165 70 0 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 71.4 19.1 24.8 0.4 0.6 0.7 0.0 3.2 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 21 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 108,858 : : Positions : : 78,958 68,391 22,020 37,634 1,340 1,650 140 0 3,240 0 1,280 : : : : Changes from: September 4, 2018 : : -3,059 -4,700 -1,315 -305 0 -640 -10 0 -95 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 62.8 20.2 34.6 1.2 1.5 0.1 0.0 3.0 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 23 . 4 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 32,690 : : Positions : : 22,115 28,805 6,250 0 3,490 565 0 0 150 215 0 : : : : Changes from: September 4, 2018 : : -750 990 1,820 0 -410 -25 0 0 -50 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 88.1 19.1 0.0 10.7 1.7 0.0 0.0 0.5 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 4 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 26,735 : : Positions : : 23,150 19,270 0 4,320 2,730 0 300 0 665 0 110 : : : : Changes from: September 4, 2018 : : -20 -1,855 0 1,820 -230 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 72.1 0.0 16.2 10.2 0.0 1.1 0.0 2.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 51,854 : : Positions : : 30,626 31,487 300 8,785 6,986 4,678 10 169 5,790 1,014 3,012 : : : : Changes from: September 4, 2018 : : -1,798 -5,440 0 3,051 -575 66 0 -82 -1,225 -550 290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 60.7 0.6 16.9 13.5 9.0 0.0 0.3 11.2 2.0 5.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 24 . . . 6 . . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 9,975 : : Positions : : 6,775 6,280 810 600 810 200 0 0 50 800 1,050 : : : : Changes from: September 4, 2018 : : -815 -1,045 -26 0 -350 0 0 0 -150 40 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 63.0 8.1 6.0 8.1 2.0 0.0 0.0 0.5 8.0 10.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 44,089 : : Positions : : 31,929 39,879 7,660 0 3,895 565 0 0 0 25 0 : : : : Changes from: September 4, 2018 : : -2,582 -115 2,095 -252 -50 -75 -150 0 -50 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 90.5 17.4 0.0 8.8 1.3 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 19 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 44,894 : : Positions : : 40,419 29,689 720 14,680 200 1,900 0 0 885 100 225 : : : : Changes from: September 4, 2018 : : -722 -1,365 -30 1,367 -217 -460 -990 0 70 -205 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 66.1 1.6 32.7 0.4 4.2 0.0 0.0 2.0 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 22 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 47,999 : : Positions : : 37,515 38,591 5,535 7,740 425 400 0 0 2,971 300 425 : : : : Changes from: September 4, 2018 : : -2,582 -3,205 -301 -265 -25 -600 0 0 -62 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 80.4 11.5 16.1 0.9 0.8 0.0 0.0 6.2 0.6 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 55,392 : : Positions : : 43,665 43,154 6,070 7,780 1,340 0 0 0 3,074 2,250 425 : : : : Changes from: September 4, 2018 : : -3,585 -3,289 640 -155 -25 -950 0 0 -149 -500 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 77.9 11.0 14.0 2.4 0.0 0.0 0.0 5.5 4.1 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 78,345 : : Positions : : 67,952 70,490 8,020 4,502 1,632 0 100 0 0 941 664 : : : : Changes from: September 4, 2018 : : -4,167 -4,903 -834 37 -12 0 -50 0 0 -111 -157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 90.0 10.2 5.7 2.1 0.0 0.1 0.0 0.0 1.2 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 25 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 108,311 : : Positions : : 91,002 94,989 10,163 8,129 1,739 180 427 210 2,972 1,045 1,758 : : : : Changes from: September 4, 2018 : : -5,278 -7,177 -1,102 -613 13 -8 -683 10 -2,294 -225 118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 87.7 9.4 7.5 1.6 0.2 0.4 0.2 2.7 1.0 1.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 27 . . . . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 48,900 : : Positions : : 43,810 43,330 670 433 4,362 0 150 0 25 600 25 : : : : Changes from: September 4, 2018 : : -2,735 -3,940 -438 415 -265 0 -25 0 -50 325 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 88.6 1.4 0.9 8.9 0.0 0.3 0.0 0.1 1.2 0.1 : : : : 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 11, 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 40,125 : : Positions : : 32,415 31,020 2,320 4,030 2,500 800 1,150 250 0 430 635 : : : : Changes from: September 4, 2018 : : 1,713 1,608 290 105 -745 -150 -625 0 -350 430 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 77.3 5.8 10.0 6.2 2.0 2.9 0.6 0.0 1.1 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 50,611 : : Positions : : 30,318 42,421 1,315 3,815 3,515 14,110 0 160 0 285 415 : : : : Changes from: September 4, 2018 : : -572 -1,250 -570 394 -584 -1,135 -1,900 -105 -213 285 -385 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 83.8 2.6 7.5 6.9 27.9 0.0 0.3 0.0 0.6 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 21 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 32,696 : : Positions : : 18,816 31,731 13,091 0 296 20 50 460 0 50 0 : : : : Changes from: September 4, 2018 : : -1,802 -3,064 -1,994 0 50 20 -361 -20 0 -360 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 97.0 40.0 0.0 0.9 0.1 0.2 1.4 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 4 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 28,063 : : Positions : : 15,250 25,568 11,353 70 1,240 0 700 0 100 0 0 : : : : Changes from: September 4, 2018 : : -1,117 -2,442 -1,602 0 0 0 -145 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 91.1 40.5 0.2 4.4 0.0 2.5 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 33,437 : : Positions : : 29,801 31,096 1,933 0 1,321 0 550 0 234 465 0 : : : : Changes from: September 4, 2018 : : -680 -821 -25 0 60 -63 -60 0 -76 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 93.0 5.8 0.0 4.0 0.0 1.6 0.0 0.7 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 5 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 24,560 : : Positions : : 20,546 22,980 2,150 0 939 0 40 210 305 0 25 : : : : Changes from: September 4, 2018 : : -1,093 -968 197 0 -237 0 -60 50 -95 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 93.6 8.8 0.0 3.8 0.0 0.2 0.9 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 43,264 : : Positions : : 37,054 30,643 4,765 6,884 660 25 4,457 4 356 243 285 : : : : Changes from: September 4, 2018 : : -2,585 -749 115 -795 -157 -85 -887 -1 -100 -289 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 70.8 11.0 15.9 1.5 0.1 10.3 0.0 0.8 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 21 . . 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 38,241 : : Positions : : 32,466 25,557 4,162 10,655 592 0 325 510 0 490 65 : : : : Changes from: September 4, 2018 : : -1,723 -377 567 -628 -360 0 -285 -50 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 66.8 10.9 27.9 1.5 0.0 0.8 1.3 0.0 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 17 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 20,923 : : Positions : : 10,920 16,897 3,950 876 3,135 2,600 0 3 75 0 0 : : : : Changes from: September 4, 2018 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 80.8 18.9 4.2 15.0 12.4 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 11, 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 20,155 : : Positions : : 11,565 16,520 3,245 0 2,010 50 1,075 0 2,920 225 325 : : : : Changes from: September 4, 2018 : : -860 285 -35 0 -205 0 -25 -125 1,165 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 82.0 16.1 0.0 10.0 0.2 5.3 0.0 14.5 1.1 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 20,930 : : Positions : : 12,520 16,780 3,380 0 1,775 50 1,825 0 2,705 175 375 : : : : Changes from: September 4, 2018 : : -1,300 285 -695 0 0 0 -1,125 0 1,200 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 80.2 16.1 0.0 8.5 0.2 8.7 0.0 12.9 0.8 1.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 283,085 : : Positions : : 230,075 137,628 5,372 80,778 22,660 2,767 3,212 12,305 1,285 17,964 8,539 : : : : Changes from: September 4, 2018 : : 2,918 3,609 2,241 1,236 -2,104 350 136 -211 -173 332 228 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 48.6 1.9 28.5 8.0 1.0 1.1 4.3 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 11, 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 24,390 : : Positions : : 10,881 17,175 9,445 4,345 555 475 225 0 2,560 1,805 285 : : : : Changes from: September 4, 2018 : : -627 -2,770 -1,005 720 -220 -25 85 -85 -275 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 70.4 38.7 17.8 2.3 1.9 0.9 0.0 10.5 7.4 1.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 9 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 20,330 : : Positions : : 9,365 12,965 8,000 3,945 955 275 250 0 1,185 1,805 410 : : : : Changes from: September 4, 2018 : : -368 -1,570 -75 770 -270 -25 85 -85 -225 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 63.8 39.4 19.4 4.7 1.4 1.2 0.0 5.8 8.9 2.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 6 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 8,160 : : Positions : : 5,535 3,680 205 80 1,455 0 2,275 0 650 475 125 : : : : Changes from: September 4, 2018 : : -875 -240 -55 80 -230 0 -825 0 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 45.1 2.5 1.0 17.8 0.0 27.9 0.0 8.0 5.8 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 50,756 : : Positions : : 34,089 40,651 7,240 0 4,755 675 50 25 1,625 3,320 1,935 : : : : Changes from: September 4, 2018 : : -2,704 699 165 0 -185 -325 0 0 1,625 -1,985 -760 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 80.1 14.3 0.0 9.4 1.3 0.1 0.0 3.2 6.5 3.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 50,040 : : Positions : : 33,818 40,128 7,104 0 4,127 750 50 0 3,010 4,835 900 : : : : Changes from: September 4, 2018 : : -2,671 586 284 -3 -204 -350 0 0 1,475 -1,890 -535 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 80.2 14.2 0.0 8.2 1.5 0.1 0.0 6.0 9.7 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 12 4 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 110,613 : : Positions : : 78,953 71,943 14,440 24,963 2,978 1,730 50 1,465 8,233 6,527 2,577 : : : : Changes from: September 4, 2018 : : -3,428 -7,957 0 1,238 -1,076 990 -740 -1,045 -2,062 2,969 -897 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 65.0 13.1 22.6 2.7 1.6 0.0 1.3 7.4 5.9 2.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 25 . 4 5 4 . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 128,008 : : Positions : : 93,291 81,042 16,950 30,591 2,240 2,620 1,905 1,625 10,173 9,688 807 : : : : Changes from: September 4, 2018 : : -7,696 -9,500 0 -1,705 -67 -365 -1,255 -260 -2,032 2,247 -398 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 63.3 13.2 23.9 1.7 2.0 1.5 1.3 7.9 7.6 0.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 29 27 . 4 5 . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 278,741 : : Positions : : 173,432 189,391 29,844 16,028 21,362 13,275 16,662 15,141 14,670 9,735 10,297 : : : : Changes from: September 4, 2018 : : -16,610 -10,980 -181 1,451 -2,358 -747 -5,669 4,157 1,251 -849 -532 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 67.9 10.7 5.8 7.7 4.8 6.0 5.4 5.3 3.5 3.7 : : : : Number of Traders in Each Category Total Traders: 76 : : 34 36 . . 5 12 4 8 10 5 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 31,477 : : Positions : : 17,430 30,867 9,387 0 0 805 0 20 3,313 235 355 : : : : Changes from: September 4, 2018 : : -1,563 -1,190 90 0 -135 -200 0 0 265 -190 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 98.1 29.8 0.0 0.0 2.6 0.0 0.1 10.5 0.7 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 30,327 : : Positions : : 16,313 28,327 9,962 0 0 50 1,235 280 3,143 85 400 : : : : Changes from: September 4, 2018 : : -1,290 -1,117 15 0 -60 -75 135 -120 265 -90 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 93.4 32.8 0.0 0.0 0.2 4.1 0.9 10.4 0.3 1.3 : : : : 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 11, 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 15,337 : : Positions : : 5,825 9,407 6,192 2,395 990 250 165 35 0 300 0 : : : : Changes from: September 4, 2018 : : -725 -230 1,240 770 -595 0 25 -25 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 61.3 40.4 15.6 6.5 1.6 1.1 0.2 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 11,305 : : Positions : : 2,775 9,095 5,590 585 600 1,135 0 100 175 0 0 : : : : Changes from: September 4, 2018 : : -420 -545 190 215 0 -25 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 80.5 49.4 5.2 5.3 10.0 0.0 0.9 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 62,051 : : Positions : : 26,077 22,416 13,908 23,150 0 13,255 5,705 0 0 1,995 1,750 : : : : Changes from: September 4, 2018 : : 965 -1,493 -1,295 345 0 -625 -265 0 0 450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 36.1 22.4 37.3 0.0 21.4 9.2 0.0 0.0 3.2 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 11, 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 60,221 : : Positions : : 24,658 21,116 12,650 22,955 0 14,570 5,705 0 0 1,995 1,750 : : : : Changes from: September 4, 2018 : : 1,264 -1,296 -1,190 210 0 -975 -365 0 0 550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 35.1 21.0 38.1 0.0 24.2 9.5 0.0 0.0 3.3 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 11, 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 20,030 : : Positions : : 13,100 5,965 1,575 0 1,060 205 8,475 35 0 735 800 : : : : Changes from: September 4, 2018 : : -385 -345 655 0 -455 -255 675 10 0 -330 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 29.8 7.9 0.0 5.3 1.0 42.3 0.2 0.0 3.7 4.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 8 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 20,020 : : Positions : : 12,250 5,915 2,625 0 900 105 8,625 35 0 730 800 : : : : Changes from: September 4, 2018 : : -255 -370 280 0 -115 -105 625 30 0 -330 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 29.5 13.1 0.0 4.5 0.5 43.1 0.2 0.0 3.6 4.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 26,400 : : Positions : : 11,050 21,040 2,337 335 1,140 9,165 930 0 0 0 0 : : : : Changes from: September 4, 2018 : : -727 -2,075 -315 -275 0 -1,360 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 79.7 8.9 1.3 4.3 34.7 3.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 32,420 : : Positions : : 12,880 27,810 11,130 0 490 3,225 1,155 0 1,600 50 600 : : : : Changes from: September 4, 2018 : : -1,125 -2,420 -1,235 0 0 -165 -140 -10 -215 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 85.8 34.3 0.0 1.5 9.9 3.6 0.0 4.9 0.2 1.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 29,545 : : Positions : : 11,670 25,375 10,365 0 340 3,165 1,155 10 1,200 50 600 : : : : Changes from: September 4, 2018 : : -1,045 -1,950 -920 0 0 -155 -140 -20 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 85.9 35.1 0.0 1.2 10.7 3.9 0.0 4.1 0.2 2.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 7 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 27,610 : : Positions : : 21,180 9,035 0 15,520 300 1,800 830 45 1,965 150 1,295 : : : : Changes from: September 4, 2018 : : -1,680 130 0 -1,155 0 -75 -60 0 575 -115 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 32.7 0.0 56.2 1.1 6.5 3.0 0.2 7.1 0.5 4.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 27,115 : : Positions : : 21,890 7,635 0 16,070 300 1,200 780 220 1,005 150 1,315 : : : : Changes from: September 4, 2018 : : -1,520 -315 0 -1,205 0 -75 -50 0 -25 -50 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 28.2 0.0 59.3 1.1 4.4 2.9 0.8 3.7 0.6 4.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 35,475 : : Positions : : 22,820 11,005 0 17,920 425 7,820 825 250 1,925 2,980 150 : : : : Changes from: September 4, 2018 : : -1,635 -405 0 -1,200 0 145 -150 -70 -105 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 31.0 0.0 50.5 1.2 22.0 2.3 0.7 5.4 8.4 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 32,445 : : Positions : : 19,955 12,630 0 13,535 475 7,770 825 250 1,900 2,675 150 : : : : Changes from: September 4, 2018 : : -1,300 -985 0 -845 0 -90 -150 50 -80 500 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 38.9 0.0 41.7 1.5 23.9 2.5 0.8 5.9 8.2 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 94,225 : : Positions : : 39,780 77,030 33,460 0 1,415 4,765 430 2,705 1,425 1,925 3,020 : : : : Changes from: September 4, 2018 : : -655 -5,040 -3,060 0 575 -400 430 -1,210 -605 -105 690 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 81.8 35.5 0.0 1.5 5.1 0.5 2.9 1.5 2.0 3.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 22 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 86,625 : : Positions : : 35,005 69,825 29,225 0 1,340 5,165 0 2,510 2,375 1,900 2,875 : : : : Changes from: September 4, 2018 : : -1,245 -3,510 -2,455 0 600 -165 0 -720 270 -80 330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 80.6 33.7 0.0 1.5 6.0 0.0 2.9 2.7 2.2 3.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 20 . 0 . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 30,515 : : Positions : : 10,665 19,735 8,685 3,235 3,485 6,300 1,600 0 0 1,150 50 : : : : Changes from: September 4, 2018 : : -765 -120 -220 -240 235 400 -275 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 64.7 28.5 10.6 11.4 20.6 5.2 0.0 0.0 3.8 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 18 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 22,260 : : Positions : : 7,880 14,490 7,845 3,165 2,770 3,160 100 30 0 1,200 0 : : : : Changes from: September 4, 2018 : : -500 250 65 -150 45 360 -25 30 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 65.1 35.2 14.2 12.4 14.2 0.4 0.1 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 17,620 : : Positions : : 8,580 9,495 0 3,540 1,910 6,050 1,775 0 0 0 0 : : : : Changes from: September 4, 2018 : : -310 -55 0 -60 0 -75 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 53.9 0.0 20.1 10.8 34.3 10.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 54,795 : : Positions : : 30,565 29,745 3,470 540 8,710 50 3,835 890 0 25 0 : : : : Changes from: September 4, 2018 : : -1,220 -940 1,075 -265 185 -50 1,060 -25 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 54.3 6.3 1.0 15.9 0.1 7.0 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 41,985 : : Positions : : 20,075 20,250 1,640 950 6,570 1,040 2,075 200 0 0 0 : : : : Changes from: September 4, 2018 : : -320 -845 795 -300 -395 -185 1,425 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 48.2 3.9 2.3 15.6 2.5 4.9 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 19 . . . . . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 14, 2018