Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 34,938 : : Positions : : 12,375 17,697 3,923 251 437 969 8,443 1,140 12,352 2,897 2,981 : : : : Changes from: September 18, 2018 : : -56 -142 31 -45 83 15 254 -44 53 -27 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 50.7 11.2 0.7 1.3 2.8 24.2 3.3 35.4 8.3 8.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 14 13 4 . . . . . 8 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 4,261 : : Positions : : 1,626 2,518 85 252 138 195 0 0 1,654 658 280 : : : : Changes from: September 18, 2018 : : 89 44 3 -27 16 0 0 0 15 80 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 59.1 2.0 5.9 3.2 4.6 0.0 0.0 38.8 15.4 6.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 5 . . . . 0 0 6 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 57,956 : : Positions : : 29,873 31,404 0 6,148 10,953 7,471 5 3,568 1,438 2,001 3,502 : : : : Changes from: September 18, 2018 : : 358 31 0 361 -251 31 -63 -117 -42 20 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 54.2 0.0 10.6 18.9 12.9 0.0 6.2 2.5 3.5 6.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 28 0 . . 6 . 6 8 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 44,781 : : Positions : : 32,907 36,389 43 710 5,032 539 975 0 4,650 225 1,450 : : : : Changes from: September 18, 2018 : : 1,470 1,047 -407 -81 211 77 0 0 -175 0 450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 81.3 0.1 1.6 11.2 1.2 2.2 0.0 10.4 0.5 3.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 18 . . . . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 22,467 : : Positions : : 18,203 16,520 50 3,897 785 0 0 0 2,365 250 935 : : : : Changes from: September 18, 2018 : : 25 -125 0 -175 0 0 0 0 -275 50 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 73.5 0.2 17.3 3.5 0.0 0.0 0.0 10.5 1.1 4.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 157,532 : : Positions : : 137,900 116,392 1,656 22,153 7,528 3,435 5,345 1,215 2,650 1,812 2,845 : : : : Changes from: September 18, 2018 : : 3,438 3,143 30 565 -787 25 -200 0 25 27 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 73.9 1.1 14.1 4.8 2.2 3.4 0.8 1.7 1.2 1.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 34 . . 4 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 43,765 : : Positions : : 29,916 26,215 9,696 6,970 1,759 250 6,492 499 900 1,205 625 : : : : Changes from: September 18, 2018 : : 1,195 1,749 -1,334 -1,831 237 0 293 -25 75 -275 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 59.9 22.2 15.9 4.0 0.6 14.8 1.1 2.1 2.8 1.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 21 . . . . 4 . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 30,230 : : Positions : : 25,180 18,190 3,557 10,472 1,318 150 0 0 25 250 0 : : : : Changes from: September 18, 2018 : : -150 25 150 -25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 60.2 11.8 34.6 4.4 0.5 0.0 0.0 0.1 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 16 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 44,400 : : Positions : : 34,447 32,815 6,345 9,420 645 800 800 100 1,260 0 490 : : : : Changes from: September 18, 2018 : : 60 -40 600 700 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 73.9 14.3 21.2 1.5 1.8 1.8 0.2 2.8 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 25 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 69,553 : : Positions : : 47,151 43,612 5,309 19,626 4,515 9,955 1,160 210 1,610 0 430 : : : : Changes from: September 18, 2018 : : 130 -125 -1,190 50 890 1,150 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 62.7 7.6 28.2 6.5 14.3 1.7 0.3 2.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 25 . . 4 5 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 75,648 : : Positions : : 55,148 54,572 14,120 18,345 300 450 495 25 3,935 0 1,425 : : : : Changes from: September 18, 2018 : : 159 1,019 -100 -300 0 0 0 0 660 0 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 72.1 18.7 24.3 0.4 0.6 0.7 0.0 5.2 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 24 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 109,383 : : Positions : : 78,833 69,091 21,960 37,434 1,390 800 140 0 5,015 0 1,015 : : : : Changes from: September 18, 2018 : : 215 1,260 -135 -270 125 50 0 0 860 0 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 63.2 20.1 34.2 1.3 0.7 0.1 0.0 4.6 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 25 . 4 . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 34,610 : : Positions : : 22,750 32,115 8,925 0 2,100 565 0 0 150 215 0 : : : : Changes from: September 18, 2018 : : 635 2,985 2,350 0 -1,065 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 92.8 25.8 0.0 6.1 1.6 0.0 0.0 0.4 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 4 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 28,075 : : Positions : : 24,790 19,935 0 5,295 2,430 0 300 0 665 0 110 : : : : Changes from: September 18, 2018 : : 2,365 1,015 0 1,350 -700 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 71.0 0.0 18.9 8.7 0.0 1.1 0.0 2.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 16 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 53,616 : : Positions : : 33,119 32,525 300 10,108 6,753 4,770 0 148 4,742 554 3,511 : : : : Changes from: September 18, 2018 : : 1,701 -186 0 1,943 -620 73 -5 -20 -556 -540 556 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 60.7 0.6 18.9 12.6 8.9 0.0 0.3 8.8 1.0 6.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 25 . . . 7 0 . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 10,555 : : Positions : : 7,155 7,245 960 600 800 200 0 0 50 800 1,050 : : : : Changes from: September 18, 2018 : : 60 120 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 68.6 9.1 5.7 7.6 1.9 0.0 0.0 0.5 7.6 9.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 47,708 : : Positions : : 34,248 44,893 10,310 0 2,500 565 0 0 0 120 45 : : : : Changes from: September 18, 2018 : : 2,135 4,440 2,275 0 -1,045 0 0 0 0 95 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 94.1 21.6 0.0 5.2 1.2 0.0 0.0 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 20 . 0 . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 47,351 : : Positions : : 42,571 31,346 720 15,260 365 1,900 0 0 1,025 155 225 : : : : Changes from: September 18, 2018 : : 1,402 1,067 0 405 165 0 0 0 125 55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 66.2 1.5 32.2 0.8 4.0 0.0 0.0 2.2 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 25 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 53,439 : : Positions : : 42,380 43,271 6,095 8,220 400 400 0 0 3,086 500 375 : : : : Changes from: September 18, 2018 : : 2,680 2,255 0 480 -25 0 0 0 55 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 81.0 11.4 15.4 0.7 0.7 0.0 0.0 5.8 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 60,662 : : Positions : : 47,990 47,669 6,630 8,260 1,310 200 0 0 3,364 2,450 375 : : : : Changes from: September 18, 2018 : : 2,985 2,565 0 480 -30 0 0 0 60 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 78.6 10.9 13.6 2.2 0.3 0.0 0.0 5.5 4.0 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 13 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 86,661 : : Positions : : 76,382 76,558 7,520 6,452 1,607 0 100 0 0 733 1,075 : : : : Changes from: September 18, 2018 : : 5,799 3,234 -345 1,935 -5 0 0 0 0 285 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 88.3 8.7 7.4 1.9 0.0 0.1 0.0 0.0 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 26 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 119,486 : : Positions : : 100,159 105,991 10,372 8,113 1,894 278 374 247 4,584 1,015 1,716 : : : : Changes from: September 18, 2018 : : 4,935 5,407 112 -73 193 67 -32 22 180 -30 407 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 88.7 8.7 6.8 1.6 0.2 0.3 0.2 3.8 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 23 26 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 51,895 : : Positions : : 44,968 46,805 2,145 283 3,957 100 200 0 725 650 0 : : : : Changes from: September 18, 2018 : : 525 1,525 200 -475 300 75 0 0 225 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 90.2 4.1 0.5 7.6 0.2 0.4 0.0 1.4 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 11 18 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 43,563 : : Positions : : 35,472 34,233 2,070 3,489 3,286 800 1,150 250 0 375 690 : : : : Changes from: September 18, 2018 : : 874 230 -700 9 586 0 0 0 0 20 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 78.6 4.8 8.0 7.5 1.8 2.6 0.6 0.0 0.9 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 53,066 : : Positions : : 31,314 46,211 485 1,140 4,555 15,310 200 160 0 285 465 : : : : Changes from: September 18, 2018 : : 2,415 5,200 -830 -2,375 1,040 1,200 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 87.1 0.9 2.1 8.6 28.9 0.4 0.3 0.0 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 21 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 33,436 : : Positions : : 19,551 32,451 13,076 0 316 20 50 460 0 50 0 : : : : Changes from: September 18, 2018 : : -90 -105 -15 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 97.1 39.1 0.0 0.9 0.1 0.1 1.4 0.0 0.1 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 25, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 31,168 : : Positions : : 18,380 28,853 11,388 70 1,240 0 700 0 100 0 0 : : : : Changes from: September 18, 2018 : : 2,130 2,285 35 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 92.6 36.5 0.2 4.0 0.0 2.2 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 34,312 : : Positions : : 30,940 31,645 1,336 437 1,260 75 400 0 234 270 300 : : : : Changes from: September 18, 2018 : : 894 704 -9 170 -179 25 -50 0 0 105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 92.2 3.9 1.3 3.7 0.2 1.2 0.0 0.7 0.8 0.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 25,915 : : Positions : : 22,223 24,226 1,385 100 1,079 0 40 210 500 0 140 : : : : Changes from: September 18, 2018 : : 892 616 -150 100 -40 0 0 0 -105 0 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 93.5 5.3 0.4 4.2 0.0 0.2 0.8 1.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 43,575 : : Positions : : 37,295 30,881 4,907 6,924 652 25 4,496 2 336 300 228 : : : : Changes from: September 18, 2018 : : -115 -419 -200 -20 97 0 43 -1 -20 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 70.9 11.3 15.9 1.5 0.1 10.3 0.0 0.8 0.7 0.5 : : : : 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 25, 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 39,639 : : Positions : : 33,771 26,567 4,202 10,755 865 0 325 510 0 490 65 : : : : Changes from: September 18, 2018 : : 211 -79 30 100 269 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 67.0 10.6 27.1 2.2 0.0 0.8 1.3 0.0 1.2 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 25, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,218 : : Positions : : 10,433 17,377 4,380 451 3,375 2,675 0 3 100 0 0 : : : : Changes from: September 18, 2018 : : -37 -25 -225 -200 75 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 81.9 20.6 2.1 15.9 12.6 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 20,800 : : Positions : : 12,765 16,820 3,400 0 2,005 50 1,175 0 1,870 125 675 : : : : Changes from: September 18, 2018 : : 400 0 0 0 0 0 0 0 -500 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 80.9 16.3 0.0 9.6 0.2 5.6 0.0 9.0 0.6 3.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 21,815 : : Positions : : 13,940 17,320 3,535 0 1,770 50 1,925 0 1,655 75 725 : : : : Changes from: September 18, 2018 : : 640 240 0 0 0 0 0 0 -500 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 79.4 16.2 0.0 8.1 0.2 8.8 0.0 7.6 0.3 3.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 323,335 : : Positions : : 259,857 165,328 9,733 84,709 22,706 0 4,402 18,629 900 16,134 11,427 : : : : Changes from: September 18, 2018 : : 6,298 6,157 -1,589 -534 4,679 0 575 1,857 162 -1,326 237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 51.1 3.0 26.2 7.0 0.0 1.4 5.8 0.3 5.0 3.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 21,985 : : Positions : : 13,795 13,880 5,950 6,915 1,070 0 0 0 990 0 0 : : : : Changes from: September 18, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 63.1 27.1 31.5 4.9 0.0 0.0 0.0 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 24,705 : : Positions : : 10,906 17,395 9,435 4,445 555 475 125 0 2,705 1,805 380 : : : : Changes from: September 18, 2018 : : -145 110 -55 0 0 0 0 0 250 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 70.4 38.2 18.0 2.2 1.9 0.5 0.0 10.9 7.3 1.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 10 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 20,555 : : Positions : : 9,180 13,190 8,020 4,045 955 275 150 0 1,510 1,805 410 : : : : Changes from: September 18, 2018 : : -175 110 -25 0 0 0 0 0 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 64.2 39.0 19.7 4.6 1.3 0.7 0.0 7.3 8.8 2.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 7 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 8,185 : : Positions : : 5,535 3,705 205 80 1,455 0 2,275 0 650 450 150 : : : : Changes from: September 18, 2018 : : 0 25 0 0 0 0 0 0 0 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 45.3 2.5 1.0 17.8 0.0 27.8 0.0 7.9 5.5 1.8 : : : : 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 25, 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 52,141 : : Positions : : 33,674 41,411 7,270 0 4,805 675 50 25 1,720 2,395 3,435 : : : : Changes from: September 18, 2018 : : 50 1,115 15 0 0 0 0 0 1,050 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 79.4 13.9 0.0 9.2 1.3 0.1 0.0 3.3 4.6 6.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 52,005 : : Positions : : 33,428 41,538 7,259 0 4,177 750 50 0 3,705 3,885 2,355 : : : : Changes from: September 18, 2018 : : 30 1,095 15 0 0 0 0 0 1,050 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 79.9 14.0 0.0 8.0 1.4 0.1 0.0 7.1 7.5 4.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 4 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 115,491 : : Positions : : 83,596 80,641 14,440 20,753 2,668 1,530 50 1,465 7,628 5,937 3,867 : : : : Changes from: September 18, 2018 : : 3,968 7,618 0 -4,415 -435 0 0 0 260 1,000 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 69.8 12.5 18.0 2.3 1.3 0.0 1.3 6.6 5.1 3.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 29 26 . 4 4 4 . . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 135,241 : : Positions : : 99,570 90,791 16,950 27,066 2,384 3,320 2,155 725 9,543 9,608 2,387 : : : : Changes from: September 18, 2018 : : 6,495 8,755 0 -3,030 -81 0 50 0 260 990 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 67.1 12.5 20.0 1.8 2.5 1.6 0.5 7.1 7.1 1.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 31 26 . 4 5 . 4 . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 290,885 : : Positions : : 179,456 194,922 32,965 22,503 21,578 15,132 14,861 16,108 12,781 8,616 12,051 : : : : Changes from: September 18, 2018 : : 2,438 2,458 -102 209 1,471 350 288 75 -531 -869 1,326 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 67.0 11.3 7.7 7.4 5.2 5.1 5.5 4.4 3.0 4.1 : : : : Number of Traders in Each Category Total Traders: 79 : : 35 37 . . 5 12 5 8 12 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 31,737 : : Positions : : 17,330 31,092 9,612 0 0 1,005 0 20 3,238 260 305 : : : : Changes from: September 18, 2018 : : -95 350 300 0 0 0 0 0 125 25 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 98.0 30.3 0.0 0.0 3.2 0.0 0.1 10.2 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 9 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 30,597 : : Positions : : 16,178 28,562 10,187 0 0 250 1,235 280 3,083 110 410 : : : : Changes from: September 18, 2018 : : -125 350 300 0 0 0 0 0 140 25 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 93.3 33.3 0.0 0.0 0.8 4.0 0.9 10.1 0.4 1.3 : : : : 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 25, 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 16,952 : : Positions : : 5,720 9,567 7,937 2,725 990 250 1,415 0 100 300 0 : : : : Changes from: September 18, 2018 : : -105 175 1,445 15 0 0 1,250 -35 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 56.4 46.8 16.1 5.8 1.5 8.3 0.0 0.6 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 11,705 : : Positions : : 2,715 9,110 7,165 885 600 100 165 35 175 0 0 : : : : Changes from: September 18, 2018 : : -60 15 1,275 0 0 -1,035 165 -65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.2 77.8 61.2 7.6 5.1 0.9 1.4 0.3 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 64,301 : : Positions : : 27,553 21,647 14,553 25,995 0 11,835 5,855 180 0 110 1,750 : : : : Changes from: September 18, 2018 : : 850 50 80 1,105 0 110 0 180 0 -475 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 33.7 22.6 40.4 0.0 18.4 9.1 0.3 0.0 0.2 2.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 62,541 : : Positions : : 26,903 21,011 13,285 25,820 0 13,110 5,855 180 0 145 1,750 : : : : Changes from: September 18, 2018 : : 850 0 80 1,105 0 60 0 180 0 -475 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 33.6 21.2 41.3 0.0 21.0 9.4 0.3 0.0 0.2 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 18 . . 0 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 21,265 : : Positions : : 13,385 5,450 2,575 0 1,125 205 8,475 35 0 2,535 450 : : : : Changes from: September 18, 2018 : : 800 600 300 0 300 0 0 0 0 500 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 25.6 12.1 0.0 5.3 1.0 39.9 0.2 0.0 11.9 2.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 9 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 21,280 : : Positions : : 12,560 5,425 3,625 0 965 105 8,625 35 0 2,530 450 : : : : Changes from: September 18, 2018 : : 800 600 300 0 300 0 0 0 0 500 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 25.5 17.0 0.0 4.5 0.5 40.5 0.2 0.0 11.9 2.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 8 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 28,200 : : Positions : : 11,050 22,840 4,137 335 1,140 9,165 930 0 0 0 0 : : : : Changes from: September 18, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 81.0 14.7 1.2 4.0 32.5 3.3 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 25, 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 35,745 : : Positions : : 14,830 30,685 10,500 0 490 4,625 1,180 0 1,780 50 950 : : : : Changes from: September 18, 2018 : : 1,200 2,475 -200 0 0 1,000 25 0 500 0 330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 85.8 29.4 0.0 1.4 12.9 3.3 0.0 5.0 0.1 2.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 33,115 : : Positions : : 13,520 28,150 9,435 0 340 4,565 1,180 0 1,680 50 950 : : : : Changes from: September 18, 2018 : : 1,100 2,375 -200 0 0 1,000 25 0 500 0 350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 85.0 28.5 0.0 1.0 13.8 3.6 0.0 5.1 0.2 2.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 7 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 33,365 : : Positions : : 22,090 11,575 0 16,675 415 1,675 3,390 45 7,435 150 640 : : : : Changes from: September 18, 2018 : : -390 925 0 610 240 -125 0 0 2,050 0 -265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 34.7 0.0 50.0 1.2 5.0 10.2 0.1 22.3 0.4 1.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 32,555 : : Positions : : 22,575 9,950 0 17,305 415 1,075 3,340 220 6,555 150 490 : : : : Changes from: September 18, 2018 : : -545 770 0 610 240 -125 0 0 2,050 0 -425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 30.6 0.0 53.2 1.3 3.3 10.3 0.7 20.1 0.5 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 37,890 : : Positions : : 23,715 12,105 0 17,570 425 7,920 75 850 2,045 3,875 405 : : : : Changes from: September 18, 2018 : : 265 650 0 -400 0 100 -675 600 0 790 220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 31.9 0.0 46.4 1.1 20.9 0.2 2.2 5.4 10.2 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 34,965 : : Positions : : 20,705 13,705 0 13,185 475 7,870 75 850 2,020 3,570 405 : : : : Changes from: September 18, 2018 : : 240 625 0 -400 0 100 -675 600 0 790 220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 39.2 0.0 37.7 1.4 22.5 0.2 2.4 5.8 10.2 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 100,915 : : Positions : : 43,330 79,785 33,720 0 1,630 4,435 480 4,455 870 2,045 3,485 : : : : Changes from: September 18, 2018 : : 3,125 1,360 -115 0 35 -2,415 50 1,630 670 -145 -740 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 79.1 33.4 0.0 1.6 4.4 0.5 4.4 0.9 2.0 3.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 25 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 94,039 : : Positions : : 38,505 72,445 29,815 0 1,510 4,807 0 4,112 1,440 2,020 3,905 : : : : Changes from: September 18, 2018 : : 3,040 1,240 -115 0 -105 -2,443 0 1,577 815 0 -700 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 77.0 31.7 0.0 1.6 5.1 0.0 4.4 1.5 2.1 4.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 22 . 0 . . 0 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 32,155 : : Positions : : 11,390 21,135 9,950 3,475 3,435 5,950 1,600 0 0 1,150 50 : : : : Changes from: September 18, 2018 : : 710 735 925 -50 0 -950 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 65.7 30.9 10.8 10.7 18.5 5.0 0.0 0.0 3.6 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 25, 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 23,795 : : Positions : : 8,380 14,915 8,890 3,335 2,790 2,210 100 360 0 1,200 0 : : : : Changes from: September 18, 2018 : : 435 460 925 -50 0 -950 0 330 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 62.7 37.4 14.0 11.7 9.3 0.4 1.5 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 20,365 : : Positions : : 8,530 10,870 0 4,865 1,910 8,450 1,425 0 0 0 0 : : : : Changes from: September 18, 2018 : : -550 875 0 1,325 0 2,400 -350 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 53.4 0.0 23.9 9.4 41.5 7.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 57,925 : : Positions : : 32,075 30,055 4,470 340 9,010 50 6,235 890 0 25 0 : : : : Changes from: September 18, 2018 : : 480 -120 1,300 100 0 0 1,800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 51.9 7.7 0.6 15.6 0.1 10.8 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 25, 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 42,420 : : Positions : : 20,675 19,950 1,340 1,250 6,675 1,040 2,375 200 0 0 0 : : : : Changes from: September 18, 2018 : : 0 -300 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 47.0 3.2 2.9 15.7 2.5 5.6 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 19 . . . . . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 29, 2018