Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 28,318 : : Positions : : 10,963 14,836 2,341 447 667 174 8,184 919 11,974 1,692 549 : : : : Changes from: November 6, 2018 : : -55 38 -159 30 61 -115 -114 -34 325 68 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 52.4 8.3 1.6 2.4 0.6 28.9 3.2 42.3 6.0 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 13 13 4 . 4 . 4 . 8 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 52,879 : : Positions : : 26,178 26,264 0 7,354 9,494 6,293 170 3,899 1,965 1,216 4,052 : : : : Changes from: November 6, 2018 : : 515 347 0 448 23 -33 47 143 340 19 79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 49.7 0.0 13.9 18.0 11.9 0.3 7.4 3.7 2.3 7.7 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 28 0 4 . 4 . 6 5 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 43,652 : : Positions : : 29,224 39,746 4,570 0 2,233 786 975 296 6,375 300 100 : : : : Changes from: November 6, 2018 : : 1,264 591 -822 0 -224 -3 -125 -50 25 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 91.1 10.5 0.0 5.1 1.8 2.2 0.7 14.6 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 23,460 : : Positions : : 17,471 18,555 0 3,555 1,035 125 0 0 4,575 150 125 : : : : Changes from: November 6, 2018 : : 100 360 -60 130 130 0 0 0 450 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 79.1 0.0 15.2 4.4 0.5 0.0 0.0 19.5 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 0 . . . 0 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 154,837 : : Positions : : 140,258 111,057 1,635 30,381 3,391 1,100 4,606 2,340 3,212 0 2,660 : : : : Changes from: November 6, 2018 : : 1,473 1,258 84 973 -1,228 -155 51 480 522 -540 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 71.7 1.1 19.6 2.2 0.7 3.0 1.5 2.1 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 31 . . 4 . 5 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 41,577 : : Positions : : 31,712 28,509 6,117 4,279 2,472 75 5,059 653 225 325 250 : : : : Changes from: November 6, 2018 : : 649 0 -1,264 -587 -53 -75 222 -186 75 -250 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 68.6 14.7 10.3 5.9 0.2 12.2 1.6 0.5 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 27,500 : : Positions : : 23,413 19,535 3,142 6,960 755 150 0 0 0 250 0 : : : : Changes from: November 6, 2018 : : 300 975 -300 -975 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 71.0 11.4 25.3 2.7 0.5 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 12 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 46,286 : : Positions : : 35,011 34,776 7,270 8,810 1,605 1,100 700 0 890 0 300 : : : : Changes from: November 6, 2018 : : -610 325 975 -185 35 0 0 0 -225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 75.1 15.7 19.0 3.5 2.4 1.5 0.0 1.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 25 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 71,392 : : Positions : : 45,961 44,847 7,484 20,825 3,910 10,765 1,230 200 2,260 0 380 : : : : Changes from: November 6, 2018 : : -1,402 -77 430 -650 205 -100 0 0 280 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 62.8 10.5 29.2 5.5 15.1 1.7 0.3 3.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 25 4 . 4 8 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 78,724 : : Positions : : 57,847 58,028 13,808 18,405 300 785 120 190 4,362 0 1,150 : : : : Changes from: November 6, 2018 : : 625 -150 -410 425 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 73.7 17.5 23.4 0.4 1.0 0.2 0.2 5.5 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 23 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 111,784 : : Positions : : 78,880 70,883 23,694 38,360 1,055 1,305 120 0 5,716 0 800 : : : : Changes from: November 6, 2018 : : 975 325 -160 850 0 0 0 0 360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 63.4 21.2 34.3 0.9 1.2 0.1 0.0 5.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 26 . . . 4 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 40,625 : : Positions : : 27,675 38,335 10,305 0 2,030 345 0 0 50 30 100 : : : : Changes from: November 6, 2018 : : -1,485 -995 540 -50 -285 -110 0 0 -25 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 94.4 25.4 0.0 5.0 0.8 0.0 0.0 0.1 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 26,379 : : Positions : : 24,095 23,169 0 1,606 1,554 0 0 0 640 0 50 : : : : Changes from: November 6, 2018 : : -632 -678 0 -29 -211 0 0 0 -55 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 87.8 0.0 6.1 5.9 0.0 0.0 0.0 2.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 20 0 . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 54,769 : : Positions : : 35,969 32,516 0 7,559 9,238 2,798 0 314 3,494 2,457 2,666 : : : : Changes from: November 6, 2018 : : -1,723 -2,229 -509 -44 585 4 0 -7 -110 -92 -91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 59.4 0.0 13.8 16.9 5.1 0.0 0.6 6.4 4.5 4.9 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 25 0 . . 6 0 . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 10,664 : : Positions : : 6,604 6,840 794 600 850 100 0 0 850 900 1,150 : : : : Changes from: November 6, 2018 : : -361 -675 -90 0 -50 0 0 0 -150 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 64.1 7.4 5.6 8.0 0.9 0.0 0.0 8.0 8.4 10.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 52,888 : : Positions : : 37,598 49,048 10,995 0 3,530 270 0 0 330 0 120 : : : : Changes from: November 6, 2018 : : -1,820 -1,330 460 -100 -250 -110 0 0 20 -25 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 92.7 20.8 0.0 6.7 0.5 0.0 0.0 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 42,773 : : Positions : : 38,578 28,863 660 12,805 615 1,800 150 0 295 0 335 : : : : Changes from: November 6, 2018 : : -686 -1,301 -30 185 -105 0 95 0 -305 -25 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 67.5 1.5 29.9 1.4 4.2 0.4 0.0 0.7 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 23 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 67,660 : : Positions : : 54,820 58,142 6,384 7,000 1,265 900 0 0 3,423 400 175 : : : : Changes from: November 6, 2018 : : 1,365 1,525 -240 0 175 0 0 0 300 -100 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 85.9 9.4 10.3 1.9 1.3 0.0 0.0 5.1 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 73,442 : : Positions : : 58,330 61,194 6,618 7,393 2,390 1,150 0 0 3,936 1,900 225 : : : : Changes from: November 6, 2018 : : 1,425 1,545 -340 -100 300 0 0 0 260 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 83.3 9.0 10.1 3.3 1.6 0.0 0.0 5.4 2.6 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 90,541 : : Positions : : 80,071 79,612 7,543 5,790 2,647 0 0 0 45 2,366 116 : : : : Changes from: November 6, 2018 : : 1,040 957 336 -320 74 0 0 0 -90 664 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 87.9 8.3 6.4 2.9 0.0 0.0 0.0 0.0 2.6 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 22 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 118,902 : : Positions : : 102,895 104,633 10,057 6,526 2,732 180 826 177 1,129 2,630 1,336 : : : : Changes from: November 6, 2018 : : -240 1,092 384 -43 -80 0 4 -16 76 -790 232 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 88.0 8.5 5.5 2.3 0.2 0.7 0.1 0.9 2.2 1.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 21 26 . 4 . . . . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 48,710 : : Positions : : 43,292 44,120 1,078 0 4,040 0 75 75 175 350 50 : : : : Changes from: November 6, 2018 : : 225 75 0 0 0 0 0 0 -75 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 90.6 2.2 0.0 8.3 0.0 0.2 0.2 0.4 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 50,758 : : Positions : : 41,261 41,652 3,670 3,974 2,962 1,050 950 250 0 235 640 : : : : Changes from: November 6, 2018 : : 275 -150 100 525 -49 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 82.1 7.2 7.8 5.8 2.1 1.9 0.5 0.0 0.5 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 17 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 57,718 : : Positions : : 29,577 49,390 1,350 2,209 3,976 21,705 1,050 155 0 616 295 : : : : Changes from: November 6, 2018 : : 613 1,686 1,100 184 -364 0 0 0 0 -10 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 85.6 2.3 3.8 6.9 37.6 1.8 0.3 0.0 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 22 . . . 5 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 35,573 : : Positions : : 20,531 34,829 13,985 0 356 180 0 300 0 0 0 : : : : Changes from: November 6, 2018 : : 930 585 -525 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 97.9 39.3 0.0 1.0 0.5 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 4 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 32,284 : : Positions : : 20,245 31,359 11,309 0 460 0 410 0 0 0 0 : : : : Changes from: November 6, 2018 : : 1,120 955 -465 0 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 97.1 35.0 0.0 1.4 0.0 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 34,106 : : Positions : : 30,681 31,011 1,098 51 1,645 0 750 50 142 160 300 : : : : Changes from: November 6, 2018 : : 195 130 -49 51 -26 0 -75 50 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 90.9 3.2 0.1 4.8 0.0 2.2 0.1 0.4 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 23,786 : : Positions : : 19,945 22,541 2,140 0 584 30 0 250 275 0 215 : : : : Changes from: November 6, 2018 : : 50 -15 -55 0 55 0 0 0 -20 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 94.8 9.0 0.0 2.5 0.1 0.0 1.1 1.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 45,138 : : Positions : : 38,477 32,573 4,773 9,912 386 40 1,162 716 500 103 200 : : : : Changes from: November 6, 2018 : : 797 482 -296 13 50 15 47 19 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 72.2 10.6 22.0 0.9 0.1 2.6 1.6 1.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 39,352 : : Positions : : 33,977 25,657 3,014 12,569 741 1,230 0 90 120 285 0 : : : : Changes from: November 6, 2018 : : 435 -70 -135 365 -35 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 65.2 7.7 31.9 1.9 3.1 0.0 0.2 0.3 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 17 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 21,351 : : Positions : : 11,591 18,064 3,849 0 3,281 2,370 0 0 50 0 0 : : : : Changes from: November 6, 2018 : : 225 18 -25 0 -75 -182 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 84.6 18.0 0.0 15.4 11.1 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 19,655 : : Positions : : 10,685 16,580 2,529 0 1,995 50 550 0 3,851 0 530 : : : : Changes from: November 6, 2018 : : 155 100 -125 0 125 50 0 0 -30 -50 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 84.4 12.9 0.0 10.2 0.3 2.8 0.0 19.6 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 . 0 . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 20,015 : : Positions : : 11,735 16,505 2,721 0 1,655 0 1,275 50 3,254 0 530 : : : : Changes from: November 6, 2018 : : 155 100 -125 0 125 0 -50 50 -30 -50 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 82.5 13.6 0.0 8.3 0.0 6.4 0.2 16.3 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 382,133 : : Positions : : 304,927 207,548 19,636 93,277 17,952 0 10,400 21,924 168 13,547 17,486 : : : : Changes from: November 6, 2018 : : 20,417 18,846 2,900 3,074 -1,460 0 2,698 1,243 -314 -1,614 2,222 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 54.3 5.1 24.4 4.7 0.0 2.7 5.7 0.0 3.5 4.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CM Open Interest is 15,880 : : Positions : : 10,015 9,580 3,500 5,425 775 0 0 0 930 100 0 : : : : Changes from: November 6, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 60.3 22.0 34.2 4.9 0.0 0.0 0.0 5.9 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 20,330 : : Positions : : 12,740 12,365 5,650 6,995 870 0 0 0 930 100 0 : : : : Changes from: November 6, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 60.8 27.8 34.4 4.3 0.0 0.0 0.0 4.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 26,244 : : Positions : : 12,034 15,155 9,405 5,910 390 115 175 60 3,115 3,705 840 : : : : Changes from: November 6, 2018 : : 645 0 -75 250 -50 -100 25 0 -330 -125 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 57.7 35.8 22.5 1.5 0.4 0.7 0.2 11.9 14.1 3.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 23,624 : : Positions : : 10,720 12,460 8,515 5,710 590 115 200 60 2,470 3,705 895 : : : : Changes from: November 6, 2018 : : 645 0 -75 250 -50 -100 25 0 -330 -125 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 52.7 36.0 24.2 2.5 0.5 0.8 0.3 10.5 15.7 3.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 51,989 : : Positions : : 36,733 45,481 8,475 0 3,460 325 0 50 0 520 2,470 : : : : Changes from: November 6, 2018 : : 600 1,031 450 0 -200 0 0 0 -800 -775 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 87.5 16.3 0.0 6.7 0.6 0.0 0.1 0.0 1.0 4.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 51,516 : : Positions : : 36,720 45,056 8,373 0 2,930 325 0 50 275 875 2,605 : : : : Changes from: November 6, 2018 : : 750 925 500 0 -200 0 0 0 275 600 -800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 87.5 16.3 0.0 5.7 0.6 0.0 0.1 0.5 1.7 5.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 15 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 112,341 : : Positions : : 82,092 79,389 14,500 17,081 2,588 1,075 150 880 8,539 9,782 2,391 : : : : Changes from: November 6, 2018 : : 1,493 4,140 0 -1,762 397 10 -115 225 1,035 265 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 70.7 12.9 15.2 2.3 1.0 0.1 0.8 7.6 8.7 2.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 26 . 4 4 . . 4 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 127,259 : : Positions : : 93,773 84,050 17,010 24,106 2,083 2,560 2,745 400 8,874 11,573 2,222 : : : : Changes from: November 6, 2018 : : 212 3,339 0 -2,022 750 110 -5 115 885 -105 245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 66.0 13.4 18.9 1.6 2.0 2.2 0.3 7.0 9.1 1.7 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 29 . 4 5 . . . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 300,217 : : Positions : : 184,153 189,248 36,442 26,914 23,470 11,752 15,751 18,005 10,565 11,564 15,131 : : : : Changes from: November 6, 2018 : : 5,936 358 -4,691 704 1,510 230 388 260 -381 -316 1,224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 63.0 12.1 9.0 7.8 3.9 5.2 6.0 3.5 3.9 5.0 : : : : Number of Traders in Each Category Total Traders: 84 : : 37 37 . . 5 11 7 9 14 5 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 31,587 : : Positions : : 15,784 30,812 8,761 0 0 1,230 50 20 5,184 230 475 : : : : Changes from: November 6, 2018 : : 390 -330 -325 0 0 -50 50 0 -295 0 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 97.5 27.7 0.0 0.0 3.9 0.2 0.1 16.4 0.7 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 10 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 30,427 : : Positions : : 14,562 28,277 9,190 0 0 650 1,480 110 5,280 80 480 : : : : Changes from: November 6, 2018 : : 205 -395 -325 0 0 -50 50 0 -175 0 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 92.9 30.2 0.0 0.0 2.1 4.9 0.4 17.4 0.3 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 9 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 17,157 : : Positions : : 4,795 8,957 8,157 1,905 750 225 2,415 900 450 350 0 : : : : Changes from: November 6, 2018 : : -100 100 -100 100 0 0 -100 50 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 52.2 47.5 11.1 4.4 1.3 14.1 5.2 2.6 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 11,225 : : Positions : : 2,055 7,580 6,780 65 900 50 1,315 635 75 0 0 : : : : Changes from: November 6, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 67.5 60.4 0.6 8.0 0.4 11.7 5.7 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 68,721 : : Positions : : 28,662 21,507 16,363 26,460 175 5,690 5,590 2,715 3,180 0 2,960 : : : : Changes from: November 6, 2018 : : -255 60 0 0 0 -1,025 0 925 1,340 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 31.3 23.8 38.5 0.3 8.3 8.1 4.0 4.6 0.0 4.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 67,103 : : Positions : : 28,515 20,933 15,070 26,265 175 6,805 5,590 2,765 2,865 0 2,925 : : : : Changes from: November 6, 2018 : : -455 60 0 0 0 -925 0 925 1,440 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 31.2 22.5 39.1 0.3 10.1 8.3 4.1 4.3 0.0 4.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 24,570 : : Positions : : 13,000 5,205 3,340 0 815 0 11,610 400 200 25 2,960 : : : : Changes from: November 6, 2018 : : 800 315 1,925 0 -350 0 1,100 100 -1,375 0 1,100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 21.2 13.6 0.0 3.3 0.0 47.3 1.6 0.8 0.1 12.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 24,670 : : Positions : : 12,160 5,205 4,155 0 615 0 11,485 400 100 25 3,160 : : : : Changes from: November 6, 2018 : : 775 290 1,925 0 -350 0 1,100 100 -1,375 0 1,100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 21.1 16.8 0.0 2.5 0.0 46.6 1.6 0.4 0.1 12.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . 0 . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 27,324 : : Positions : : 10,334 21,229 3,932 2,005 385 9,945 830 0 100 0 0 : : : : Changes from: November 6, 2018 : : 0 200 0 0 0 100 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.8 77.7 14.4 7.3 1.4 36.4 3.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 37,325 : : Positions : : 14,345 30,900 10,210 0 285 3,800 895 230 4,160 550 1,820 : : : : Changes from: November 6, 2018 : : 150 -1,135 300 0 100 -375 -50 130 -1,370 -310 1,030 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 82.8 27.4 0.0 0.8 10.2 2.4 0.6 11.1 1.5 4.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 10 . 0 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 35,010 : : Positions : : 13,010 28,735 9,390 0 185 3,290 895 830 4,310 200 1,595 : : : : Changes from: November 6, 2018 : : 250 -1,135 300 0 50 -375 -50 330 -1,470 -310 830 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 82.1 26.8 0.0 0.5 9.4 2.6 2.4 12.3 0.6 4.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . 0 . 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 11,145 : : Positions : : 8,665 2,155 1,225 4,825 0 0 1,975 0 0 1,250 100 : : : : Changes from: November 6, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 19.3 11.0 43.3 0.0 0.0 17.7 0.0 0.0 11.2 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . . 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 46,490 : : Positions : : 28,870 20,960 0 11,180 1,365 1,455 9,125 565 10,430 50 1,765 : : : : Changes from: November 6, 2018 : : -340 375 0 10 0 80 -370 300 175 -100 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 45.1 0.0 24.0 2.9 3.1 19.6 1.2 22.4 0.1 3.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 45,680 : : Positions : : 28,865 19,495 0 11,790 1,365 930 9,125 680 10,125 50 1,625 : : : : Changes from: November 6, 2018 : : -540 150 0 -40 0 150 -300 230 100 -100 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 42.7 0.0 25.8 3.0 2.0 20.0 1.5 22.2 0.1 3.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 45,370 : : Positions : : 22,800 15,515 0 18,610 260 16,060 0 725 2,030 6,775 1,075 : : : : Changes from: November 6, 2018 : : 145 160 0 450 -270 100 -25 0 0 -280 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 34.2 0.0 41.0 0.6 35.4 0.0 1.6 4.5 14.9 2.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 9 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 42,950 : : Positions : : 20,225 16,820 0 14,795 365 16,085 0 725 1,910 6,615 1,110 : : : : Changes from: November 6, 2018 : : 100 175 0 450 -320 100 -25 0 0 -340 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 39.2 0.0 34.4 0.8 37.5 0.0 1.7 4.4 15.4 2.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 9 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 112,334 : : Positions : : 52,975 80,589 29,485 2,100 1,165 6,534 230 6,780 675 6,735 5,665 : : : : Changes from: November 6, 2018 : : -370 2,265 870 1,395 -160 535 200 495 -410 -2,995 1,160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.2 71.7 26.2 1.9 1.0 5.8 0.2 6.0 0.6 6.0 5.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 26 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 105,483 : : Positions : : 48,825 75,314 26,360 2,060 1,145 8,226 0 4,947 325 6,170 6,415 : : : : Changes from: November 6, 2018 : : -110 2,675 820 1,495 -420 390 -45 1,040 -410 -3,160 1,560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 71.4 25.0 2.0 1.1 7.8 0.0 4.7 0.3 5.8 6.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 23 . . . 4 0 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 32,260 : : Positions : : 10,125 20,955 12,320 3,805 1,915 5,905 2,750 365 0 1,350 0 : : : : Changes from: November 6, 2018 : : 0 0 300 300 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 65.0 38.2 11.8 5.9 18.3 8.5 1.1 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 24,930 : : Positions : : 7,640 16,195 11,505 3,275 1,525 2,775 1,250 370 0 1,200 0 : : : : Changes from: November 6, 2018 : : 25 25 75 75 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 65.0 46.1 13.1 6.1 11.1 5.0 1.5 0.0 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 22,045 : : Positions : : 8,660 11,515 0 6,305 1,880 9,925 945 380 0 0 0 : : : : Changes from: November 6, 2018 : : 0 150 0 0 0 150 0 -125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.3 52.2 0.0 28.6 8.5 45.0 4.3 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 59,695 : : Positions : : 33,560 30,665 6,185 1,540 7,895 50 8,305 520 775 0 0 : : : : Changes from: November 6, 2018 : : 2,120 2,000 350 350 450 0 225 -125 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 51.4 10.4 2.6 13.2 0.1 13.9 0.9 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 44,650 : : Positions : : 22,985 19,080 1,375 1,845 6,170 595 4,975 0 325 0 0 : : : : Changes from: November 6, 2018 : : 1,825 1,975 350 350 610 -75 0 0 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 42.7 3.1 4.1 13.8 1.3 11.1 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . . . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 16, 2018