Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 26,456 : : Positions : : 10,818 12,576 2,257 133 659 274 8,686 719 10,469 1,869 585 : : : : Changes from: November 27, 2018 : : -451 -1,666 -182 -314 -40 105 37 -203 -1,161 58 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 47.5 8.5 0.5 2.5 1.0 32.8 2.7 39.6 7.1 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 13 12 4 . . . 4 . 8 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 49,586 : : Positions : : 23,147 23,667 0 7,565 8,963 6,422 48 2,642 2,137 1,209 4,322 : : : : Changes from: November 27, 2018 : : -3,217 -3,041 0 365 -781 189 -34 -1,422 35 -48 -263 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 47.7 0.0 15.3 18.1 13.0 0.1 5.3 4.3 2.4 8.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 28 0 . . 4 . 6 6 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 43,843 : : Positions : : 28,018 40,663 6,632 0 1,666 452 825 458 6,425 105 125 : : : : Changes from: November 27, 2018 : : -1,637 -1,437 197 0 -211 -193 -100 5 0 -100 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 92.7 15.1 0.0 3.8 1.0 1.9 1.0 14.7 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 20 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 23,043 : : Positions : : 16,924 18,563 0 3,285 960 25 0 0 4,950 165 50 : : : : Changes from: November 27, 2018 : : -850 -1,400 0 25 -100 -100 0 0 -500 -50 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 80.6 0.0 14.3 4.2 0.1 0.0 0.0 21.5 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 15 0 . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 152,287 : : Positions : : 133,421 106,940 1,595 28,958 3,367 380 4,030 2,335 4,605 0 2,175 : : : : Changes from: November 27, 2018 : : -4,062 -1,896 -32 -1,146 119 -100 -639 -85 533 -8 -688 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 70.2 1.0 19.0 2.2 0.2 2.6 1.5 3.0 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 31 . . 4 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 46,460 : : Positions : : 37,326 33,215 5,086 4,386 2,370 267 4,952 646 325 500 375 : : : : Changes from: November 27, 2018 : : 1,938 962 -379 75 11 -25 77 24 25 475 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 71.5 10.9 9.4 5.1 0.6 10.7 1.4 0.7 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 18 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 27,467 : : Positions : : 23,445 19,360 3,135 7,237 645 150 0 0 0 175 50 : : : : Changes from: November 27, 2018 : : 177 -200 0 352 -50 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 70.5 11.4 26.3 2.3 0.5 0.0 0.0 0.0 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 47,191 : : Positions : : 35,591 37,736 7,715 6,730 1,505 990 700 0 1,010 0 170 : : : : Changes from: November 27, 2018 : : 430 3,490 175 -3,130 65 -110 0 0 75 0 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 80.0 16.3 14.3 3.2 2.1 1.5 0.0 2.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 25 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 73,297 : : Positions : : 45,124 46,180 5,256 19,140 5,555 13,695 1,330 285 2,353 0 475 : : : : Changes from: November 27, 2018 : : -1,481 1,249 -2,230 -2,175 1,845 3,300 0 185 -310 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 63.0 7.2 26.1 7.6 18.7 1.8 0.4 3.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 26 4 . 4 5 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 83,429 : : Positions : : 62,032 59,463 13,453 21,555 300 785 120 190 4,997 0 1,015 : : : : Changes from: November 27, 2018 : : 3,525 400 -60 3,835 0 0 0 0 635 0 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 71.3 16.1 25.8 0.4 0.9 0.1 0.2 6.0 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 23 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 115,959 : : Positions : : 82,425 72,398 23,209 41,020 1,055 1,305 120 0 6,156 0 700 : : : : Changes from: November 27, 2018 : : 3,065 600 -235 3,495 0 0 0 0 590 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 62.4 20.0 35.4 0.9 1.1 0.1 0.0 5.3 0.0 0.6 : : : : 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 December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 40,945 : : Positions : : 27,845 39,060 11,110 0 1,525 195 0 0 0 80 150 : : : : Changes from: November 27, 2018 : : 125 425 450 0 -300 -150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 95.4 27.1 0.0 3.7 0.5 0.0 0.0 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 4 0 . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 27,340 : : Positions : : 24,617 23,647 0 1,601 1,904 0 0 0 599 0 170 : : : : Changes from: November 27, 2018 : : 82 -650 -344 481 69 0 0 0 63 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 86.5 0.0 5.9 7.0 0.0 0.0 0.0 2.2 0.0 0.6 : : : : 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 December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 8,100 : : Positions : : 6,660 7,350 240 350 200 0 200 0 1,000 0 0 : : : : Changes from: November 27, 2018 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 90.7 3.0 4.3 2.5 0.0 2.5 0.0 12.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 59,399 : : Positions : : 41,202 34,713 578 7,897 9,842 1,274 1,064 336 2,866 2,629 2,899 : : : : Changes from: November 27, 2018 : : 2,011 1,168 211 -576 486 -455 1,064 64 -171 35 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 58.4 1.0 13.3 16.6 2.1 1.8 0.6 4.8 4.4 4.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 27 . . . 4 . 4 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 10,592 : : Positions : : 5,758 6,418 2,171 600 250 100 950 0 850 900 1,150 : : : : Changes from: November 27, 2018 : : 200 -675 75 0 0 0 950 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 60.6 20.5 5.7 2.4 0.9 9.0 0.0 8.0 8.5 10.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 53,948 : : Positions : : 38,878 50,398 11,300 0 3,140 120 0 0 365 100 120 : : : : Changes from: November 27, 2018 : : 1,175 880 -125 0 -35 -150 0 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 93.4 20.9 0.0 5.8 0.2 0.0 0.0 0.7 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 43,874 : : Positions : : 39,618 30,394 660 12,120 435 1,800 170 0 346 455 295 : : : : Changes from: November 27, 2018 : : 35 -85 0 10 -60 0 20 0 20 290 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 69.3 1.5 27.6 1.0 4.1 0.4 0.0 0.8 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 71,975 : : Positions : : 57,435 62,497 6,399 7,100 1,265 800 0 0 3,815 300 100 : : : : Changes from: November 27, 2018 : : 840 2,125 -10 0 0 -100 0 0 -38 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 86.8 8.9 9.9 1.8 1.1 0.0 0.0 5.3 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 77,062 : : Positions : : 60,025 64,039 6,643 8,193 2,380 1,300 0 0 4,181 1,800 175 : : : : Changes from: November 27, 2018 : : 1,120 1,950 -105 600 0 150 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 83.1 8.6 10.6 3.1 1.7 0.0 0.0 5.4 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 94,013 : : Positions : : 84,323 81,586 6,987 7,609 2,416 0 0 0 45 2,289 93 : : : : Changes from: November 27, 2018 : : 2,844 1,510 -588 1,800 -202 0 0 0 0 -1,023 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 86.8 7.4 8.1 2.6 0.0 0.0 0.0 0.0 2.4 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 23 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 123,369 : : Positions : : 108,874 108,078 9,489 8,367 2,238 187 990 103 1,181 2,659 879 : : : : Changes from: November 27, 2018 : : 3,510 1,702 -762 1,682 -399 23 33 -8 55 -564 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 87.6 7.7 6.8 1.8 0.2 0.8 0.1 1.0 2.2 0.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 21 26 . 5 . . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 52,370 : : Positions : : 44,942 47,920 3,703 0 3,525 0 150 75 0 575 125 : : : : Changes from: November 27, 2018 : : 450 500 75 0 -50 0 0 0 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 91.5 7.1 0.0 6.7 0.0 0.3 0.1 0.0 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 16 . 0 . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 48,967 : : Positions : : 39,379 39,626 4,010 3,589 2,955 850 950 250 0 440 520 : : : : Changes from: November 27, 2018 : : -812 -1,234 340 110 -110 -200 0 0 0 20 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 80.9 8.2 7.3 6.0 1.7 1.9 0.5 0.0 0.9 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 57,799 : : Positions : : 28,236 48,771 1,530 2,361 3,934 23,010 1,200 0 0 673 250 : : : : Changes from: November 27, 2018 : : -1,406 -1,397 480 18 -113 110 150 -50 0 17 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 84.4 2.6 4.1 6.8 39.8 2.1 0.0 0.0 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 24 . . . 4 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 37,467 : : Positions : : 21,235 36,391 14,890 0 226 195 0 285 0 0 0 : : : : Changes from: November 27, 2018 : : -99 594 745 0 -100 15 0 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 97.1 39.7 0.0 0.6 0.5 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 4 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 34,309 : : Positions : : 20,915 32,962 12,194 0 460 0 265 0 0 0 0 : : : : Changes from: November 27, 2018 : : -460 223 660 0 0 0 -145 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 96.1 35.5 0.0 1.3 0.0 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 35,490 : : Positions : : 30,977 31,595 953 120 1,972 0 500 150 122 410 300 : : : : Changes from: November 27, 2018 : : -213 -147 -216 120 372 0 -150 0 -20 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 89.0 2.7 0.3 5.6 0.0 1.4 0.4 0.3 1.2 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 18 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 24,712 : : Positions : : 18,935 22,771 3,061 100 298 15 0 250 220 0 225 : : : : Changes from: November 27, 2018 : : -855 370 912 100 -277 -15 0 0 -60 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 92.1 12.4 0.4 1.2 0.1 0.0 1.0 0.9 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 47,054 : : Positions : : 39,780 32,905 4,673 10,671 486 75 1,141 1,002 522 393 210 : : : : Changes from: November 27, 2018 : : 651 195 -350 218 110 0 -221 140 197 336 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 69.9 9.9 22.7 1.0 0.2 2.4 2.1 1.1 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 40,147 : : Positions : : 34,924 25,167 2,574 12,739 964 1,055 0 65 100 675 0 : : : : Changes from: November 27, 2018 : : 575 -522 -325 5 130 -115 0 -65 0 410 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 62.7 6.4 31.7 2.4 2.6 0.0 0.2 0.2 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 17 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 17,431 : : Positions : : 11,558 13,689 1,644 1,609 2,055 1,906 0 75 0 0 0 : : : : Changes from: November 27, 2018 : : -398 -1,465 241 980 -1,271 -264 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 78.5 9.4 9.2 11.8 10.9 0.0 0.4 0.0 0.0 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 December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 19,786 : : Positions : : 10,886 16,261 2,679 0 1,995 50 550 0 3,626 0 480 : : : : Changes from: November 27, 2018 : : -30 -1,050 0 0 0 0 0 0 -575 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 82.2 13.5 0.0 10.1 0.3 2.8 0.0 18.3 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 7 . 0 . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 20,154 : : Positions : : 11,849 16,019 2,971 0 1,555 0 1,275 50 3,004 0 480 : : : : Changes from: November 27, 2018 : : -125 -1,325 0 0 0 0 0 0 -600 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 79.5 14.7 0.0 7.7 0.0 6.3 0.2 14.9 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 392,339 : : Positions : : 311,229 208,889 17,453 93,870 20,516 0 11,849 23,557 156 14,438 19,219 : : : : Changes from: November 27, 2018 : : 7,697 6,116 886 1,144 -375 -446 275 188 -184 587 -304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 53.2 4.4 23.9 5.2 0.0 3.0 6.0 0.0 3.7 4.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CM Open Interest is 15,860 : : Positions : : 9,770 8,940 3,350 5,425 775 0 0 0 930 100 0 : : : : Changes from: November 27, 2018 : : -245 -640 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 56.4 21.1 34.2 4.9 0.0 0.0 0.0 5.9 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 20,330 : : Positions : : 12,395 11,645 5,500 6,995 870 0 0 0 930 100 0 : : : : Changes from: November 27, 2018 : : -345 -720 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 57.3 27.1 34.4 4.3 0.0 0.0 0.0 4.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 26,252 : : Positions : : 11,265 15,040 9,930 6,498 390 115 125 60 2,740 2,880 1,095 : : : : Changes from: November 27, 2018 : : -172 95 50 -100 0 0 -50 0 -150 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 57.3 37.8 24.8 1.5 0.4 0.5 0.2 10.4 11.0 4.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 23,592 : : Positions : : 10,016 12,310 9,040 6,298 590 115 150 60 2,295 2,880 1,150 : : : : Changes from: November 27, 2018 : : -67 100 50 -100 0 0 -50 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 52.2 38.3 26.7 2.5 0.5 0.6 0.3 9.7 12.2 4.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 52,179 : : Positions : : 36,593 44,390 8,075 0 3,810 75 150 300 0 435 2,400 : : : : Changes from: November 27, 2018 : : -329 -1,090 100 0 0 -250 150 250 0 220 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 85.1 15.5 0.0 7.3 0.1 0.3 0.6 0.0 0.8 4.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 51,597 : : Positions : : 36,680 43,891 7,902 0 3,316 75 150 300 490 895 2,285 : : : : Changes from: November 27, 2018 : : -135 -1,160 34 0 31 -250 150 250 -210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 85.1 15.3 0.0 6.4 0.1 0.3 0.6 0.9 1.7 4.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 15 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 116,890 : : Positions : : 85,481 82,910 14,530 16,376 3,578 1,425 1,000 430 7,934 9,137 2,291 : : : : Changes from: November 27, 2018 : : 1,238 1,615 30 505 35 350 850 -450 0 -1,495 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 70.9 12.4 14.0 3.1 1.2 0.9 0.4 6.8 7.8 2.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 26 . 4 4 . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 129,519 : : Positions : : 95,877 84,553 17,040 24,771 2,009 60 2,320 1,130 7,964 9,528 3,287 : : : : Changes from: November 27, 2018 : : -21 608 30 290 41 -2,450 -425 680 -105 -3,045 1,210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 65.3 13.2 19.1 1.6 0.0 1.8 0.9 6.1 7.4 2.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 31 . 4 5 . . 4 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 308,579 : : Positions : : 186,745 188,999 36,888 26,193 27,757 10,680 15,724 21,008 9,599 11,751 14,044 : : : : Changes from: November 27, 2018 : : 408 1,149 519 -752 2,861 349 -873 3,279 176 2 -889 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 61.2 12.0 8.5 9.0 3.5 5.1 6.8 3.1 3.8 4.6 : : : : Number of Traders in Each Category Total Traders: 85 : : 40 38 . . 5 10 6 10 9 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 31,592 : : Positions : : 15,279 29,172 8,486 0 0 1,230 50 20 4,784 205 630 : : : : Changes from: November 27, 2018 : : -855 -1,615 -125 0 0 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 92.3 26.9 0.0 0.0 3.9 0.2 0.1 15.1 0.6 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 30,472 : : Positions : : 14,417 26,667 8,940 0 0 650 1,480 110 4,955 55 655 : : : : Changes from: November 27, 2018 : : -515 -1,605 -100 0 0 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 87.5 29.3 0.0 0.0 2.1 4.9 0.4 16.3 0.2 2.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 17,282 : : Positions : : 5,640 9,457 7,807 1,925 675 200 2,365 850 450 350 0 : : : : Changes from: November 27, 2018 : : 895 400 -425 120 -120 0 -50 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 54.7 45.2 11.1 3.9 1.2 13.7 4.9 2.6 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 11,250 : : Positions : : 2,280 7,785 6,780 185 780 25 1,165 685 75 25 0 : : : : Changes from: November 27, 2018 : : 225 205 -50 120 -120 0 -150 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 69.2 60.3 1.6 6.9 0.2 10.4 6.1 0.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 70,091 : : Positions : : 28,952 22,082 16,883 25,960 180 3,690 5,690 4,115 4,545 0 2,840 : : : : Changes from: November 27, 2018 : : -210 450 230 -500 40 -1,250 -50 1,300 1,130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 31.5 24.1 37.0 0.3 5.3 8.1 5.9 6.5 0.0 4.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 68,183 : : Positions : : 29,260 21,123 15,360 25,815 175 4,615 5,690 4,165 3,860 0 2,875 : : : : Changes from: November 27, 2018 : : 285 335 230 -500 0 -1,440 -50 1,300 710 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 31.0 22.5 37.9 0.3 6.8 8.3 6.1 5.7 0.0 4.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 24,565 : : Positions : : 13,115 5,070 3,290 0 815 0 11,510 540 0 125 2,935 : : : : Changes from: November 27, 2018 : : 0 -150 25 0 0 0 -125 125 -200 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 20.6 13.4 0.0 3.3 0.0 46.9 2.2 0.0 0.5 11.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . 0 . 0 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 24,725 : : Positions : : 12,285 5,130 4,105 0 615 0 11,385 540 0 175 3,085 : : : : Changes from: November 27, 2018 : : 25 -75 25 0 0 0 -125 125 -100 150 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 20.7 16.6 0.0 2.5 0.0 46.0 2.2 0.0 0.7 12.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 9 . 0 . 0 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 29,769 : : Positions : : 10,454 22,224 4,032 3,405 385 12,120 830 0 100 0 0 : : : : Changes from: November 27, 2018 : : 10 935 100 1,350 0 2,175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 74.7 13.5 11.4 1.3 40.7 2.8 0.0 0.3 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 December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 39,770 : : Positions : : 14,500 32,725 10,110 0 285 4,400 945 30 5,205 575 1,970 : : : : Changes from: November 27, 2018 : : 80 500 -700 0 0 375 0 0 795 50 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 82.3 25.4 0.0 0.7 11.1 2.4 0.1 13.1 1.4 5.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 10 . 0 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 36,990 : : Positions : : 13,005 30,335 9,290 0 185 3,890 945 280 5,290 225 1,820 : : : : Changes from: November 27, 2018 : : -80 475 -700 0 0 375 0 -350 930 50 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 82.0 25.1 0.0 0.5 10.5 2.6 0.8 14.3 0.6 4.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 9 . 0 . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 11,615 : : Positions : : 9,465 2,275 925 4,975 50 0 2,115 100 0 1,340 20 : : : : Changes from: November 27, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 19.6 8.0 42.8 0.4 0.0 18.2 0.9 0.0 11.5 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 11,195 : : Positions : : 8,715 1,795 1,225 4,825 0 0 2,095 0 0 1,540 100 : : : : Changes from: November 27, 2018 : : 0 -360 0 0 0 0 70 0 0 290 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 16.0 10.9 43.1 0.0 0.0 18.7 0.0 0.0 13.8 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . . 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 50,365 : : Positions : : 31,225 18,795 0 8,730 2,915 1,605 12,895 415 7,110 80 4,525 : : : : Changes from: November 27, 2018 : : 335 -2,020 0 -2,350 1,550 150 730 0 -4,175 -50 3,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 37.3 0.0 17.3 5.8 3.2 25.6 0.8 14.1 0.2 9.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 49,730 : : Positions : : 31,335 17,445 0 9,340 2,915 1,030 12,895 530 6,855 80 4,395 : : : : Changes from: November 27, 2018 : : 370 -2,035 0 -2,350 1,550 100 730 0 -4,175 -50 3,010 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 35.1 0.0 18.8 5.9 2.1 25.9 1.1 13.8 0.2 8.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 46,140 : : Positions : : 23,560 14,070 0 19,085 210 16,080 90 510 2,030 8,510 895 : : : : Changes from: November 27, 2018 : : 680 -770 0 50 0 -125 90 -90 0 1,260 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 30.5 0.0 41.4 0.5 34.9 0.2 1.1 4.4 18.4 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 43,155 : : Positions : : 20,900 15,490 0 15,270 315 15,805 90 510 1,910 7,850 930 : : : : Changes from: November 27, 2018 : : 570 -680 0 50 0 -425 90 -90 0 760 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 35.9 0.0 35.4 0.7 36.6 0.2 1.2 4.4 18.2 2.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 116,389 : : Positions : : 53,015 83,659 26,435 2,175 2,855 8,229 700 6,100 1,390 2,320 8,905 : : : : Changes from: November 27, 2018 : : -730 2,580 -2,250 25 1,720 805 275 -35 660 -4,395 3,690 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 71.9 22.7 1.9 2.5 7.1 0.6 5.2 1.2 2.0 7.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 25 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 110,478 : : Positions : : 49,175 78,034 23,300 2,135 2,695 9,836 300 5,277 660 2,110 9,860 : : : : Changes from: November 27, 2018 : : -400 2,160 -2,250 25 1,650 695 80 300 280 -3,940 4,070 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 70.6 21.1 1.9 2.4 8.9 0.3 4.8 0.6 1.9 8.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 22 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 32,245 : : Positions : : 11,300 20,470 11,935 3,765 2,165 5,405 2,750 365 0 1,725 0 : : : : Changes from: November 27, 2018 : : 850 -300 -160 0 300 -450 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.0 63.5 37.0 11.7 6.7 16.8 8.5 1.1 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 25,020 : : Positions : : 8,210 16,075 11,225 3,835 1,625 2,975 1,250 370 0 1,250 0 : : : : Changes from: November 27, 2018 : : 260 -20 120 600 0 200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 64.2 44.9 15.3 6.5 11.9 5.0 1.5 0.0 5.0 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 December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 21,270 : : Positions : : 8,710 11,230 0 6,005 1,880 9,350 945 130 0 0 0 : : : : Changes from: November 27, 2018 : : 0 -635 0 0 0 -575 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 52.8 0.0 28.2 8.8 44.0 4.4 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 61,420 : : Positions : : 34,870 32,600 4,640 240 9,005 50 7,630 545 850 0 0 : : : : Changes from: November 27, 2018 : : -225 1,620 100 -1,100 945 0 -625 25 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 53.1 7.6 0.4 14.7 0.1 12.4 0.9 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 19 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 46,685 : : Positions : : 23,285 21,090 1,335 445 6,835 595 4,675 150 375 0 0 : : : : Changes from: November 27, 2018 : : -215 1,285 -350 -1,500 760 0 -350 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 45.2 2.9 1.0 14.6 1.3 10.0 0.3 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO AMIL.BGS6 DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064HZR Open Interest is 6,905 : : Positions : : 5,960 5,075 600 1,620 35 0 25 0 0 150 0 : : : : Changes from: November 27, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 73.5 8.7 23.5 0.5 0.0 0.4 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 . 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 10, 2018