Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 31,494 : : Positions : : 10,272 15,379 3,522 234 438 990 8,706 956 12,092 2,127 2,501 : : : : Changes from: September 25, 2018 : : -2,103 -2,318 -401 -17 1 21 263 -184 -260 -770 -480 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 48.8 11.2 0.7 1.4 3.1 27.6 3.0 38.4 6.8 7.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 13 12 4 . . . 4 . 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 3,833 : : Positions : : 1,638 2,291 85 230 61 205 0 0 1,283 584 280 : : : : Changes from: September 25, 2018 : : 12 -227 0 -22 -77 10 0 0 -371 -74 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 59.8 2.2 6.0 1.6 5.3 0.0 0.0 33.5 15.2 7.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 5 5 . . . . 0 0 6 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 57,218 : : Positions : : 28,717 30,723 0 6,331 10,460 7,376 77 3,692 1,774 2,064 3,453 : : : : Changes from: September 25, 2018 : : -1,156 -681 0 182 -492 -95 72 123 336 63 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 53.7 0.0 11.1 18.3 12.9 0.1 6.5 3.1 3.6 6.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 28 0 4 . 5 . 6 7 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 43,291 : : Positions : : 30,643 35,724 475 205 5,112 680 975 0 5,025 100 1,175 : : : : Changes from: September 25, 2018 : : -2,263 -666 432 -505 80 140 0 0 375 -125 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 82.5 1.1 0.5 11.8 1.6 2.3 0.0 11.6 0.2 2.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 20,392 : : Positions : : 16,733 14,725 25 4,152 480 0 0 0 2,425 375 600 : : : : Changes from: September 25, 2018 : : -1,470 -1,795 -25 255 -305 0 0 0 60 125 -335 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 72.2 0.1 20.4 2.4 0.0 0.0 0.0 11.9 1.8 2.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 156,162 : : Positions : : 133,466 110,189 1,378 22,925 7,713 2,185 5,392 1,305 2,630 1,712 2,245 : : : : Changes from: September 25, 2018 : : -4,434 -6,203 -278 772 185 -1,250 47 90 -20 -100 -600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 70.6 0.9 14.7 4.9 1.4 3.5 0.8 1.7 1.1 1.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 31 . . 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 47,475 : : Positions : : 32,566 30,410 9,960 5,848 2,515 375 6,418 505 975 1,380 400 : : : : Changes from: September 25, 2018 : : 2,650 4,194 264 -1,121 756 125 -74 6 75 175 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 64.1 21.0 12.3 5.3 0.8 13.5 1.1 2.1 2.9 0.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 20 . . . . 4 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 31,575 : : Positions : : 26,570 21,510 3,857 8,792 973 150 0 0 25 300 0 : : : : Changes from: September 25, 2018 : : 1,390 3,320 300 -1,680 -345 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 68.1 12.2 27.8 3.1 0.5 0.0 0.0 0.1 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 15 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 44,880 : : Positions : : 35,247 33,305 6,195 9,070 715 800 850 100 1,250 0 410 : : : : Changes from: September 25, 2018 : : 800 490 -150 -350 70 0 50 0 -10 0 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 74.2 13.8 20.2 1.6 1.8 1.9 0.2 2.8 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 25 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 69,814 : : Positions : : 48,092 44,696 5,224 18,231 4,700 9,360 1,260 210 1,265 0 430 : : : : Changes from: September 25, 2018 : : 941 1,084 -85 -1,395 185 -595 100 0 -345 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 64.0 7.5 26.1 6.7 13.4 1.8 0.3 1.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 25 . . 4 5 4 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 76,593 : : Positions : : 55,983 54,477 13,670 19,065 300 450 495 25 4,210 0 1,260 : : : : Changes from: September 25, 2018 : : 835 -95 -450 720 0 0 0 0 275 0 -165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 71.1 17.8 24.9 0.4 0.6 0.6 0.0 5.5 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 23 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 111,113 : : Positions : : 79,643 69,231 21,865 39,329 1,085 970 140 0 5,315 0 825 : : : : Changes from: September 25, 2018 : : 810 140 -95 1,895 -305 170 0 0 300 0 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 62.3 19.7 35.4 1.0 0.9 0.1 0.0 4.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 25 . 4 . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 35,175 : : Positions : : 23,345 32,505 8,755 50 2,240 565 0 0 150 230 0 : : : : Changes from: September 25, 2018 : : 595 390 -170 50 140 0 0 0 0 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 92.4 24.9 0.1 6.4 1.6 0.0 0.0 0.4 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 18 4 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 28,947 : : Positions : : 25,422 20,767 0 5,095 2,670 0 300 0 665 0 110 : : : : Changes from: September 25, 2018 : : 632 832 0 -200 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 71.7 0.0 17.6 9.2 0.0 1.0 0.0 2.3 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 October 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 55,553 : : Positions : : 35,316 34,166 300 9,766 7,064 4,900 0 127 3,857 694 3,717 : : : : Changes from: September 25, 2018 : : 2,197 1,641 0 -341 311 131 0 -21 -885 140 206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 61.5 0.5 17.6 12.7 8.8 0.0 0.2 6.9 1.2 6.7 : : : : 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 October 2, 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 10,755 : : Positions : : 7,355 7,445 960 600 800 200 0 0 50 800 1,050 : : : : Changes from: September 25, 2018 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 69.2 8.9 5.6 7.4 1.9 0.0 0.0 0.5 7.4 9.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 48,173 : : Positions : : 34,463 45,098 10,450 100 2,620 565 0 0 0 50 0 : : : : Changes from: September 25, 2018 : : 215 205 140 100 120 0 0 0 0 -70 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 93.6 21.7 0.2 5.4 1.2 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 22 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 46,006 : : Positions : : 41,076 30,081 720 15,175 370 1,900 0 0 1,170 155 225 : : : : Changes from: September 25, 2018 : : -1,495 -1,265 0 -85 5 0 0 0 145 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 65.4 1.6 33.0 0.8 4.1 0.0 0.0 2.5 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 25 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 56,449 : : Positions : : 42,830 46,406 6,560 8,170 400 1,000 0 0 2,969 500 300 : : : : Changes from: September 25, 2018 : : 450 3,135 465 -50 0 600 0 0 -117 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 82.2 11.6 14.5 0.7 1.8 0.0 0.0 5.3 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 61,522 : : Positions : : 47,320 48,659 6,480 8,185 1,310 200 0 0 3,271 2,450 315 : : : : Changes from: September 25, 2018 : : -670 990 -150 -75 0 0 0 0 -93 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 79.1 10.5 13.3 2.1 0.3 0.0 0.0 5.3 4.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 13 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 89,063 : : Positions : : 78,379 78,460 7,890 6,692 1,862 0 100 0 0 958 855 : : : : Changes from: September 25, 2018 : : 1,997 1,902 370 240 255 0 0 0 0 225 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 88.1 8.9 7.5 2.1 0.0 0.1 0.0 0.0 1.1 1.0 : : : : 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 October 2, 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 120,674 : : Positions : : 102,274 105,974 10,457 8,966 2,036 317 392 230 2,956 915 2,036 : : : : Changes from: September 25, 2018 : : 2,115 -17 85 853 142 38 18 -17 -1,628 -100 319 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 87.8 8.7 7.4 1.7 0.3 0.3 0.2 2.4 0.8 1.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 22 27 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 53,190 : : Positions : : 46,113 47,700 2,270 683 3,807 75 325 0 825 575 100 : : : : Changes from: September 25, 2018 : : 1,145 895 125 400 -150 -25 125 0 100 -75 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 89.7 4.3 1.3 7.2 0.1 0.6 0.0 1.6 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 11 17 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 48,359 : : Positions : : 39,627 38,668 2,020 2,809 3,732 800 1,150 250 0 255 720 : : : : Changes from: September 25, 2018 : : 4,155 4,435 -50 -680 446 0 0 0 0 -120 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 80.0 4.2 5.8 7.7 1.7 2.4 0.5 0.0 0.5 1.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 55,121 : : Positions : : 30,683 47,661 710 820 4,875 17,270 200 160 0 380 405 : : : : Changes from: September 25, 2018 : : -631 1,450 225 -320 320 1,960 0 0 0 95 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 86.5 1.3 1.5 8.8 31.3 0.4 0.3 0.0 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 21 . . . 4 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 34,601 : : Positions : : 19,501 33,145 13,247 0 319 135 50 345 0 50 0 : : : : Changes from: September 25, 2018 : : -50 694 171 0 3 115 0 -115 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 95.8 38.3 0.0 0.9 0.4 0.1 1.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 5 0 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 32,093 : : Positions : : 18,490 29,271 11,423 0 1,310 0 555 0 100 0 0 : : : : Changes from: September 25, 2018 : : 110 418 35 -70 70 0 -145 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 91.2 35.6 0.0 4.1 0.0 1.7 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 35,185 : : Positions : : 31,632 32,282 1,287 402 1,260 75 400 0 234 270 300 : : : : Changes from: September 25, 2018 : : 692 637 -49 -35 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 91.7 3.7 1.1 3.6 0.2 1.1 0.0 0.7 0.8 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 26,118 : : Positions : : 21,393 23,298 1,778 100 694 0 55 195 450 0 190 : : : : Changes from: September 25, 2018 : : -830 -928 393 0 -385 0 15 -15 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 89.2 6.8 0.4 2.7 0.0 0.2 0.7 1.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 20 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 43,279 : : Positions : : 36,927 30,578 4,535 7,024 777 25 3,937 1 336 100 233 : : : : Changes from: September 25, 2018 : : -369 -302 -372 100 125 0 -558 0 0 -200 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 70.7 10.5 16.2 1.8 0.1 9.1 0.0 0.8 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 20 . . 4 . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 39,331 : : Positions : : 33,118 25,858 3,827 10,905 940 520 0 385 0 365 65 : : : : Changes from: September 25, 2018 : : -653 -709 -375 150 75 520 -325 -125 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 65.7 9.7 27.7 2.4 1.3 0.0 1.0 0.0 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 17 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 20,233 : : Positions : : 9,526 16,823 4,379 0 3,401 2,553 0 0 150 0 0 : : : : Changes from: September 25, 2018 : : -907 -554 -1 -451 26 -122 0 -3 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 83.1 21.6 0.0 16.8 12.6 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 9 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 20,870 : : Positions : : 12,405 16,540 3,400 0 2,005 50 1,175 0 2,495 125 350 : : : : Changes from: September 25, 2018 : : -360 -280 0 0 0 0 0 0 625 0 -325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 79.3 16.3 0.0 9.6 0.2 5.6 0.0 12.0 0.6 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 8 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 21,885 : : Positions : : 13,565 17,040 3,535 0 1,770 50 1,925 0 2,330 75 350 : : : : Changes from: September 25, 2018 : : -375 -280 0 0 0 0 0 0 675 0 -375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 77.9 16.2 0.0 8.1 0.2 8.8 0.0 10.6 0.3 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 328,224 : : Positions : : 265,042 169,756 11,811 86,104 20,335 0 5,317 18,544 678 16,551 11,618 : : : : Changes from: September 25, 2018 : : 5,185 4,428 2,079 1,395 -2,372 0 915 -85 -223 417 191 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 51.7 3.6 26.2 6.2 0.0 1.6 5.6 0.2 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 October 2, 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 : : 13,475 13,435 5,800 6,915 1,070 0 0 0 990 0 0 : : : : Changes from: September 25, 2018 : : -320 -445 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 61.1 26.4 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 October 2, 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 25,180 : : Positions : : 10,924 17,290 9,560 4,345 555 475 125 0 2,580 2,180 430 : : : : Changes from: September 25, 2018 : : 18 -105 125 -100 0 0 0 0 -125 375 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 68.7 38.0 17.3 2.2 1.9 0.5 0.0 10.2 8.7 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 10 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 21,030 : : Positions : : 8,725 13,095 8,145 3,945 955 275 150 0 1,685 2,180 435 : : : : Changes from: September 25, 2018 : : -455 -95 125 -100 0 0 0 0 175 375 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 62.3 38.7 18.8 4.5 1.3 0.7 0.0 8.0 10.4 2.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 7 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 8,295 : : Positions : : 5,685 3,705 205 260 1,385 0 2,275 0 700 450 100 : : : : Changes from: September 25, 2018 : : 150 0 0 180 -70 0 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 44.7 2.5 3.1 16.7 0.0 27.4 0.0 8.4 5.4 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 53,731 : : Positions : : 35,922 43,331 7,320 0 4,805 675 0 25 1,005 1,460 2,665 : : : : Changes from: September 25, 2018 : : 2,248 1,920 50 0 0 0 -50 0 -715 -935 -770 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 80.6 13.6 0.0 8.9 1.3 0.0 0.0 1.9 2.7 5.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 52,570 : : Positions : : 35,773 43,413 7,309 0 4,177 750 0 0 0 685 3,595 : : : : Changes from: September 25, 2018 : : 2,345 1,875 50 0 0 0 -50 0 -3,705 -3,200 1,240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 82.6 13.9 0.0 7.9 1.4 0.0 0.0 0.0 1.3 6.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 4 0 . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 120,201 : : Positions : : 88,520 83,520 14,470 19,607 2,549 1,445 50 1,480 5,308 6,842 4,582 : : : : Changes from: September 25, 2018 : : 4,924 2,879 30 -1,146 -119 -85 0 15 -2,320 905 715 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 69.5 12.0 16.3 2.1 1.2 0.0 1.2 4.4 5.7 3.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 27 . 4 4 . . . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 137,111 : : Positions : : 100,968 88,487 16,980 27,301 2,281 3,100 1,980 825 6,488 10,083 3,982 : : : : Changes from: September 25, 2018 : : 1,398 -2,304 30 235 -103 -220 -175 100 -3,055 475 1,595 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 64.5 12.4 19.9 1.7 2.3 1.4 0.6 4.7 7.4 2.9 : : : : Number of Traders in Each Category Total Traders: 60 : : 33 28 . 4 5 . 4 . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 289,162 : : Positions : : 176,463 191,894 35,055 25,264 20,412 14,889 13,808 15,998 13,105 7,554 11,184 : : : : Changes from: September 25, 2018 : : -2,993 -3,027 2,090 2,760 -1,166 -242 -1,053 -109 324 -1,062 -867 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 66.4 12.1 8.7 7.1 5.1 4.8 5.5 4.5 2.6 3.9 : : : : Number of Traders in Each Category Total Traders: 79 : : 36 38 . . 5 11 5 8 11 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 35,227 : : Positions : : 16,560 33,112 10,137 0 0 1,005 0 20 6,008 280 235 : : : : Changes from: September 25, 2018 : : -770 2,020 525 0 0 0 0 0 2,770 20 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 94.0 28.8 0.0 0.0 2.9 0.0 0.1 17.1 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 10 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 34,237 : : Positions : : 15,953 30,642 10,737 0 0 250 1,235 280 5,968 130 330 : : : : Changes from: September 25, 2018 : : -225 2,080 550 0 0 0 0 0 2,885 20 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 89.5 31.4 0.0 0.0 0.7 3.6 0.8 17.4 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 9 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 : : 5,570 9,567 8,087 2,725 990 250 1,415 0 100 300 0 : : : : Changes from: September 25, 2018 : : -150 0 150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 56.4 47.7 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 October 2, 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 25, 2018 : : 0 0 0 0 0 0 0 0 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 October 2, 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 69,341 : : Positions : : 28,793 21,317 14,553 26,715 0 9,305 5,855 1,750 1,570 0 3,735 : : : : Changes from: September 25, 2018 : : 1,240 -330 0 720 0 -2,530 0 1,570 1,570 -110 1,985 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 30.7 21.0 38.5 0.0 13.4 8.4 2.5 2.3 0.0 5.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 18 . . 0 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 67,581 : : Positions : : 28,354 20,532 13,285 26,540 0 10,400 5,855 1,750 1,355 0 3,770 : : : : Changes from: September 25, 2018 : : 1,451 -479 0 720 0 -2,710 0 1,570 1,355 -145 2,020 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 30.4 19.7 39.3 0.0 15.4 8.7 2.6 2.0 0.0 5.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . 0 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 23,465 : : Positions : : 13,435 5,500 2,575 0 1,125 205 10,525 85 115 600 2,435 : : : : Changes from: September 25, 2018 : : 50 50 0 0 0 0 2,050 50 115 -1,935 1,985 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 23.4 11.0 0.0 4.8 0.9 44.9 0.4 0.5 2.6 10.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 23,480 : : Positions : : 12,610 5,475 3,625 0 965 105 10,675 85 120 600 2,430 : : : : Changes from: September 25, 2018 : : 50 50 0 0 0 0 2,050 50 120 -1,930 1,980 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 23.3 15.4 0.0 4.1 0.4 45.5 0.4 0.5 2.6 10.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 15,745 : : Positions : : 12,080 3,915 0 4,065 945 0 1,900 900 0 2,190 25 : : : : Changes from: September 25, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 24.9 0.0 25.8 6.0 0.0 12.1 5.7 0.0 13.9 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 28,800 : : Positions : : 11,650 23,440 4,137 335 1,140 9,165 930 0 0 0 0 : : : : Changes from: September 25, 2018 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 81.4 14.4 1.2 4.0 31.8 3.2 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 October 2, 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 37,990 : : Positions : : 14,865 32,595 10,900 0 490 4,700 1,355 50 3,315 50 900 : : : : Changes from: September 25, 2018 : : 35 1,910 400 0 0 75 175 50 1,535 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 85.8 28.7 0.0 1.3 12.4 3.6 0.1 8.7 0.1 2.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 9 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 35,360 : : Positions : : 13,555 30,060 9,835 0 340 4,740 1,355 50 3,115 50 900 : : : : Changes from: September 25, 2018 : : 35 1,910 400 0 0 175 175 50 1,435 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 85.0 27.8 0.0 1.0 13.4 3.8 0.1 8.8 0.1 2.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 8 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 12,255 : : Positions : : 9,465 3,160 1,400 5,120 50 0 2,785 100 0 175 0 : : : : Changes from: September 25, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 25.8 11.4 41.8 0.4 0.0 22.7 0.8 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 4 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 36,135 : : Positions : : 24,940 12,055 0 15,500 1,015 1,725 3,465 185 3,890 150 2,930 : : : : Changes from: September 25, 2018 : : 2,850 480 0 -1,175 600 50 75 140 -3,545 0 2,290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 33.4 0.0 42.9 2.8 4.8 9.6 0.5 10.8 0.4 8.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 0 . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 35,525 : : Positions : : 25,615 10,595 0 16,130 1,015 1,125 3,440 360 3,010 150 2,840 : : : : Changes from: September 25, 2018 : : 3,040 645 0 -1,175 600 50 100 140 -3,545 0 2,350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 29.8 0.0 45.4 2.9 3.2 9.7 1.0 8.5 0.4 8.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 13 0 . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 40,890 : : Positions : : 24,290 13,410 0 18,920 250 6,945 50 975 2,045 900 3,730 : : : : Changes from: September 25, 2018 : : 575 1,305 0 1,350 -175 -975 -25 125 0 -2,975 3,325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 32.8 0.0 46.3 0.6 17.0 0.1 2.4 5.0 2.2 9.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 10 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 38,145 : : Positions : : 21,530 15,065 0 14,535 300 6,695 50 1,035 2,020 595 3,730 : : : : Changes from: September 25, 2018 : : 825 1,360 0 1,350 -175 -1,175 -25 185 0 -2,975 3,325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 39.5 0.0 38.1 0.8 17.6 0.1 2.7 5.3 1.6 9.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 10 0 . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 107,250 : : Positions : : 44,540 81,555 33,220 0 2,155 7,645 15 4,145 200 4,035 5,520 : : : : Changes from: September 25, 2018 : : 1,210 1,770 -500 0 525 3,210 -465 -310 -670 1,990 2,035 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 76.0 31.0 0.0 2.0 7.1 0.0 3.9 0.2 3.8 5.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 25 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 100,659 : : Positions : : 40,040 74,765 29,315 0 1,965 8,682 75 3,262 200 3,340 6,460 : : : : Changes from: September 25, 2018 : : 1,535 2,320 -500 0 455 3,875 75 -850 -1,240 1,320 2,555 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 74.3 29.1 0.0 2.0 8.6 0.1 3.2 0.2 3.3 6.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 22 . 0 . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 31,900 : : Positions : : 11,100 20,905 9,750 3,475 3,335 5,975 1,600 0 0 1,200 50 : : : : Changes from: September 25, 2018 : : -290 -230 -200 0 -100 25 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 65.5 30.6 10.9 10.5 18.7 5.0 0.0 0.0 3.8 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 17 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 24,255 : : Positions : : 8,255 15,385 8,770 3,335 2,790 2,565 100 350 0 1,200 0 : : : : Changes from: September 25, 2018 : : -125 470 -120 0 0 355 0 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 63.4 36.2 13.7 11.5 10.6 0.4 1.4 0.0 4.9 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 October 2, 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 10,895 0 4,865 1,910 8,450 1,400 0 0 0 0 : : : : Changes from: September 25, 2018 : : 0 25 0 0 0 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 53.5 0.0 23.9 9.4 41.5 6.9 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 October 2, 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 57,970 : : Positions : : 32,160 30,040 4,940 910 8,380 50 6,285 890 25 0 25 : : : : Changes from: September 25, 2018 : : 85 -15 470 570 -630 0 50 0 25 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 51.8 8.5 1.6 14.5 0.1 10.8 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 42,915 : : Positions : : 21,180 19,325 920 1,630 6,595 1,040 2,825 200 0 0 0 : : : : Changes from: September 25, 2018 : : 505 -625 -420 380 -80 0 450 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 45.0 2.1 3.8 15.4 2.4 6.6 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 18 . . . . . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 5, 2018