Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 26,744 : : Positions : : 11,009 12,294 2,353 106 665 279 9,160 719 10,344 1,859 657 : : : : Changes from: December 4, 2018 : : 191 -282 96 -27 6 5 474 0 -125 -10 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 46.0 8.8 0.4 2.5 1.0 34.3 2.7 38.7 7.0 2.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 13 12 4 . . . 4 . 8 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 46,354 : : Positions : : 22,322 21,915 0 7,696 8,276 6,166 0 2,767 1,440 827 4,481 : : : : Changes from: December 4, 2018 : : -825 -1,752 0 131 -687 -256 -48 125 -697 -382 159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 47.3 0.0 16.6 17.9 13.3 0.0 6.0 3.1 1.8 9.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 28 0 . . 6 0 6 6 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 44,154 : : Positions : : 28,747 40,964 6,427 0 1,652 455 825 458 6,200 105 150 : : : : Changes from: December 4, 2018 : : 728 301 -205 0 -14 3 0 0 -225 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 92.8 14.6 0.0 3.7 1.0 1.9 1.0 14.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 21 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 22,798 : : Positions : : 16,604 18,368 0 3,235 1,010 25 0 0 5,025 165 0 : : : : Changes from: December 4, 2018 : : -320 -195 0 -50 50 0 0 0 75 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 80.6 0.0 14.2 4.4 0.1 0.0 0.0 22.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 15 0 . . . 0 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 144,334 : : Positions : : 129,851 102,071 1,631 31,188 2,767 440 2,335 2,730 4,152 500 2,485 : : : : Changes from: December 4, 2018 : : -3,570 -4,869 36 2,230 -600 60 -1,695 395 -453 500 310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 70.7 1.1 21.6 1.9 0.3 1.6 1.9 2.9 0.3 1.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 31 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 44,449 : : Positions : : 36,047 31,753 4,622 3,806 2,438 355 4,965 572 125 675 225 : : : : Changes from: December 4, 2018 : : -1,279 -1,462 -464 -580 68 88 13 -74 -200 175 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 71.4 10.4 8.6 5.5 0.8 11.2 1.3 0.3 1.5 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 18 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 26,009 : : Positions : : 22,370 18,110 2,962 7,427 455 150 0 0 33 0 17 : : : : Changes from: December 4, 2018 : : -1,075 -1,250 -173 190 -190 0 0 0 33 -175 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 69.6 11.4 28.6 1.7 0.6 0.0 0.0 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 45,952 : : Positions : : 34,617 36,517 7,090 6,980 1,495 1,500 650 0 895 0 180 : : : : Changes from: December 4, 2018 : : -974 -1,219 -625 250 -10 510 -50 0 -115 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 79.5 15.4 15.2 3.3 3.3 1.4 0.0 1.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 25 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 70,324 : : Positions : : 43,340 43,624 5,151 19,680 5,170 13,855 1,025 225 1,584 0 600 : : : : Changes from: December 4, 2018 : : -1,784 -2,556 -105 540 -385 160 -305 -60 -769 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 62.0 7.3 28.0 7.4 19.7 1.5 0.3 2.3 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 25 4 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 79,650 : : Positions : : 59,248 57,204 13,003 20,475 300 920 110 5 4,887 0 1,015 : : : : Changes from: December 4, 2018 : : -2,784 -2,259 -450 -1,080 0 135 -10 -185 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 71.8 16.3 25.7 0.4 1.2 0.1 0.0 6.1 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 23 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 109,949 : : Positions : : 78,235 68,429 22,634 39,090 1,055 930 110 0 6,056 0 700 : : : : Changes from: December 4, 2018 : : -4,190 -3,969 -575 -1,930 0 -375 -10 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 62.2 20.6 35.6 1.0 0.8 0.1 0.0 5.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 25 . . . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 40,700 : : Positions : : 27,760 38,880 11,055 0 1,475 85 0 0 75 95 125 : : : : Changes from: December 4, 2018 : : -85 -180 -55 0 -50 -110 0 0 75 15 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 95.5 27.2 0.0 3.6 0.2 0.0 0.0 0.2 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 27,385 : : Positions : : 23,367 22,637 0 1,521 3,044 0 0 0 619 70 95 : : : : Changes from: December 4, 2018 : : -1,250 -1,010 0 -80 1,140 0 0 0 20 70 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 82.7 0.0 5.6 11.1 0.0 0.0 0.0 2.3 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 19 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 7,900 : : Positions : : 6,360 7,350 190 50 400 0 100 0 950 0 0 : : : : Changes from: December 4, 2018 : : -300 0 -50 -300 200 0 -100 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 93.0 2.4 0.6 5.1 0.0 1.3 0.0 12.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 58,228 : : Positions : : 39,561 33,135 1,120 9,158 9,359 680 1,015 320 3,887 2,332 2,902 : : : : Changes from: December 4, 2018 : : -1,640 -1,578 542 1,262 -483 -594 -49 -16 1,021 -297 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 56.9 1.9 15.7 16.1 1.2 1.7 0.5 6.7 4.0 5.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 26 . . . 4 . . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 9,927 : : Positions : : 5,203 6,063 2,171 600 200 0 950 0 1,300 900 750 : : : : Changes from: December 4, 2018 : : -555 -355 0 0 -50 -100 0 0 450 0 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 61.1 21.9 6.0 2.0 0.0 9.6 0.0 13.1 9.1 7.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 52,888 : : Positions : : 37,848 49,738 11,645 0 2,745 85 0 0 430 100 120 : : : : Changes from: December 4, 2018 : : -1,030 -660 345 0 -395 -35 0 0 65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 94.0 22.0 0.0 5.2 0.2 0.0 0.0 0.8 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 42,221 : : Positions : : 38,253 28,612 630 12,589 220 2,100 180 0 328 380 240 : : : : Changes from: December 4, 2018 : : -1,365 -1,782 -30 469 -215 300 10 0 -18 -75 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 67.8 1.5 29.8 0.5 5.0 0.4 0.0 0.8 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 68,998 : : Positions : : 56,245 59,660 6,360 7,075 1,265 600 0 0 3,815 300 25 : : : : Changes from: December 4, 2018 : : -1,190 -2,837 -39 -25 0 -200 0 0 0 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 86.5 9.2 10.3 1.8 0.9 0.0 0.0 5.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 72,550 : : Positions : : 58,580 60,207 6,396 7,953 2,180 300 0 0 4,201 1,800 100 : : : : Changes from: December 4, 2018 : : -1,445 -3,832 -247 -240 -200 -1,000 0 0 20 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 83.0 8.8 11.0 3.0 0.4 0.0 0.0 5.8 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 92,880 : : Positions : : 82,600 81,796 7,395 6,966 2,348 0 0 0 45 1,388 367 : : : : Changes from: December 4, 2018 : : -1,723 210 408 -643 -68 0 0 0 0 -901 274 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 88.1 8.0 7.5 2.5 0.0 0.0 0.0 0.0 1.5 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 23 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 119,670 : : Positions : : 104,839 106,185 10,015 7,737 2,355 100 967 112 1,085 1,525 736 : : : : Changes from: December 4, 2018 : : -4,035 -1,893 527 -629 118 -87 -23 9 -96 -1,134 -143 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 88.7 8.4 6.5 2.0 0.1 0.8 0.1 0.9 1.3 0.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 26 . 5 . . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 50,325 : : Positions : : 43,600 46,125 3,200 0 3,525 0 225 0 0 450 0 : : : : Changes from: December 4, 2018 : : -1,342 -1,795 -503 0 0 0 75 -75 0 -125 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 91.7 6.4 0.0 7.0 0.0 0.4 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 40,209 : : Positions : : 35,381 36,696 2,963 1,340 1,840 0 0 0 0 308 25 : : : : Changes from: December 4, 2018 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 91.3 7.4 3.3 4.6 0.0 0.0 0.0 0.0 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 46,188 : : Positions : : 37,475 37,667 3,800 3,834 2,630 650 725 250 0 540 420 : : : : Changes from: December 4, 2018 : : -1,904 -1,959 -210 245 -325 -200 -225 0 0 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 81.6 8.2 8.3 5.7 1.4 1.6 0.5 0.0 1.2 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 18 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 55,962 : : Positions : : 27,320 48,282 1,245 2,892 3,513 22,830 300 0 0 708 215 : : : : Changes from: December 4, 2018 : : -916 -489 -285 531 -421 -180 -900 0 0 35 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 86.3 2.2 5.2 6.3 40.8 0.5 0.0 0.0 1.3 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 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 36,685 : : Positions : : 21,125 36,213 14,934 0 115 195 0 285 0 0 0 : : : : Changes from: December 4, 2018 : : -110 -178 44 0 -111 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 98.7 40.7 0.0 0.3 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 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 33,622 : : Positions : : 20,775 32,872 12,147 0 460 0 265 0 0 0 0 : : : : Changes from: December 4, 2018 : : -140 -90 -47 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 97.8 36.1 0.0 1.4 0.0 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 33,664 : : Positions : : 30,302 30,117 683 190 1,886 140 600 100 66 435 300 : : : : Changes from: December 4, 2018 : : -675 -1,478 -270 70 -86 140 100 -50 -56 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 89.5 2.0 0.6 5.6 0.4 1.8 0.3 0.2 1.3 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 22,910 : : Positions : : 19,755 21,986 1,936 100 243 15 0 250 275 0 110 : : : : Changes from: December 4, 2018 : : 820 -785 -1,125 0 -55 0 0 0 55 0 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 96.0 8.5 0.4 1.1 0.1 0.0 1.1 1.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 45,761 : : Positions : : 38,515 32,813 4,828 10,356 319 80 825 1,128 535 65 225 : : : : Changes from: December 4, 2018 : : -1,265 -91 155 -314 -167 5 -315 127 13 -328 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 71.7 10.6 22.6 0.7 0.2 1.8 2.5 1.2 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 38,696 : : Positions : : 33,141 25,048 3,368 12,171 707 1,125 0 65 90 680 0 : : : : Changes from: December 4, 2018 : : -1,783 -119 794 -568 -257 70 0 0 -10 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 64.7 8.7 31.5 1.8 2.9 0.0 0.2 0.2 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 17,210 : : Positions : : 11,708 13,579 1,580 1,584 1,969 1,535 0 75 150 0 0 : : : : Changes from: December 4, 2018 : : 150 -110 -64 -25 -86 -371 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 78.9 9.2 9.2 11.4 8.9 0.0 0.4 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 18,356 : : Positions : : 9,996 15,836 2,869 0 1,690 0 300 50 3,266 0 480 : : : : Changes from: December 4, 2018 : : -890 -425 190 0 -305 -50 -250 50 -360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 86.3 15.6 0.0 9.2 0.0 1.6 0.3 17.8 0.0 2.6 : : : : 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 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 19,124 : : Positions : : 11,209 15,994 3,131 0 1,280 0 1,050 50 2,659 0 750 : : : : Changes from: December 4, 2018 : : -640 -25 160 0 -275 0 -225 0 -345 0 270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 83.6 16.4 0.0 6.7 0.0 5.5 0.3 13.9 0.0 3.9 : : : : 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 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 409,832 : : Positions : : 323,439 220,891 21,049 96,043 21,973 0 12,449 24,150 46 15,171 19,155 : : : : Changes from: December 4, 2018 : : 12,210 12,002 3,597 2,174 1,456 0 600 593 -109 733 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 53.9 5.1 23.4 5.4 0.0 3.0 5.9 0.0 3.7 4.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CM Open Interest is 15,310 : : Positions : : 9,710 9,110 3,350 5,145 695 0 0 0 900 100 0 : : : : Changes from: December 4, 2018 : : -60 170 0 -280 -80 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 59.5 21.9 33.6 4.5 0.0 0.0 0.0 5.9 0.7 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 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 19,805 : : Positions : : 12,280 11,790 5,500 6,685 970 0 0 0 900 100 0 : : : : Changes from: December 4, 2018 : : -115 145 0 -310 100 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 59.5 27.8 33.8 4.9 0.0 0.0 0.0 4.5 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 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 25,536 : : Positions : : 10,890 14,160 9,365 7,318 170 90 0 110 3,610 2,805 910 : : : : Changes from: December 4, 2018 : : -375 -880 -565 820 -220 -25 -125 50 870 -75 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 55.5 36.7 28.7 0.7 0.4 0.0 0.4 14.1 11.0 3.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 23,206 : : Positions : : 9,631 11,790 8,778 7,206 270 90 25 110 3,015 2,805 950 : : : : Changes from: December 4, 2018 : : -385 -520 -262 908 -320 -25 -125 50 720 -75 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 50.8 37.8 31.1 1.2 0.4 0.1 0.5 13.0 12.1 4.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 49,620 : : Positions : : 34,903 42,826 8,305 0 3,425 0 475 225 0 400 2,265 : : : : Changes from: December 4, 2018 : : -1,690 -1,564 230 0 -385 -75 325 -75 0 -35 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 86.3 16.7 0.0 6.9 0.0 1.0 0.5 0.0 0.8 4.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 49,036 : : Positions : : 34,990 42,287 8,184 0 2,889 0 475 225 245 910 2,250 : : : : Changes from: December 4, 2018 : : -1,690 -1,604 282 0 -427 -75 325 -75 -245 15 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 86.2 16.7 0.0 5.9 0.0 1.0 0.5 0.5 1.9 4.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 4 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 114,871 : : Positions : : 84,118 83,089 14,530 16,024 3,318 1,755 655 290 8,992 9,822 1,608 : : : : Changes from: December 4, 2018 : : -1,363 179 0 -352 -260 330 -345 -140 1,058 685 -683 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 72.3 12.6 13.9 2.9 1.5 0.6 0.3 7.8 8.6 1.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 25 . 4 . . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 124,513 : : Positions : : 92,885 83,337 17,040 23,117 2,338 330 775 1,060 8,077 11,358 2,463 : : : : Changes from: December 4, 2018 : : -2,992 -1,216 0 -1,654 329 270 -1,545 -70 113 1,830 -824 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 66.9 13.7 18.6 1.9 0.3 0.6 0.9 6.5 9.1 2.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 29 . 4 5 . . 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 299,777 : : Positions : : 178,155 190,102 44,965 26,444 24,764 7,250 17,594 19,866 10,431 7,415 13,453 : : : : Changes from: December 4, 2018 : : -8,589 1,102 8,078 251 -2,993 -3,430 1,870 -1,143 832 -4,337 -591 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 63.4 15.0 8.8 8.3 2.4 5.9 6.6 3.5 2.5 4.5 : : : : Number of Traders in Each Category Total Traders: 82 : : 41 38 . . 5 11 4 8 8 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 29,035 : : Positions : : 14,749 28,130 7,665 0 0 980 0 70 4,820 205 630 : : : : Changes from: December 4, 2018 : : -530 -1,042 -821 0 0 -250 -50 50 36 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 96.9 26.4 0.0 0.0 3.4 0.0 0.2 16.6 0.7 2.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 27,910 : : Positions : : 13,507 25,650 8,049 0 0 400 1,390 160 5,001 55 655 : : : : Changes from: December 4, 2018 : : -910 -1,017 -891 0 0 -250 -90 50 46 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 91.9 28.8 0.0 0.0 1.4 5.0 0.6 17.9 0.2 2.3 : : : : 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 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 16,252 : : Positions : : 4,730 8,907 8,287 1,995 345 75 2,340 850 450 300 0 : : : : Changes from: December 4, 2018 : : -910 -550 480 70 -330 -125 -25 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 54.8 51.0 12.3 2.1 0.5 14.4 5.2 2.8 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 10,660 : : Positions : : 1,850 7,230 6,720 200 780 25 1,165 660 25 25 0 : : : : Changes from: December 4, 2018 : : -430 -555 -60 15 0 0 0 -25 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.4 67.8 63.0 1.9 7.3 0.2 10.9 6.2 0.2 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 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 66,313 : : Positions : : 27,690 20,943 16,373 24,620 180 2,560 4,890 3,875 4,170 0 2,955 : : : : Changes from: December 4, 2018 : : -1,262 -1,139 -510 -1,340 0 -1,130 -800 -240 -375 0 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 31.6 24.7 37.1 0.3 3.9 7.4 5.8 6.3 0.0 4.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 64,476 : : Positions : : 27,992 20,041 14,830 24,490 175 3,525 4,890 3,875 3,485 0 2,940 : : : : Changes from: December 4, 2018 : : -1,268 -1,082 -530 -1,325 0 -1,090 -800 -290 -375 0 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 31.1 23.0 38.0 0.3 5.5 7.6 6.0 5.4 0.0 4.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 22,170 : : Positions : : 13,070 4,865 2,945 0 815 0 9,055 455 0 2,410 1,075 : : : : Changes from: December 4, 2018 : : -45 -205 -345 0 0 0 -2,455 -85 0 2,285 -1,860 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 21.9 13.3 0.0 3.7 0.0 40.8 2.1 0.0 10.9 4.8 : : : : 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 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 22,330 : : Positions : : 12,365 4,925 3,660 0 615 0 8,955 455 0 2,460 1,225 : : : : Changes from: December 4, 2018 : : 80 -205 -445 0 0 0 -2,430 -85 0 2,285 -1,860 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 22.1 16.4 0.0 2.8 0.0 40.1 2.0 0.0 11.0 5.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . 0 . 0 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 27,862 : : Positions : : 9,797 20,597 3,847 3,255 385 11,135 780 0 100 0 0 : : : : Changes from: December 4, 2018 : : -657 -1,627 -185 -150 0 -985 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 73.9 13.8 11.7 1.4 40.0 2.8 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 14 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 37,555 : : Positions : : 13,690 30,895 9,365 0 185 4,025 790 30 5,140 550 1,995 : : : : Changes from: December 4, 2018 : : -810 -1,830 -745 0 -100 -375 -155 0 -65 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.5 82.3 24.9 0.0 0.5 10.7 2.1 0.1 13.7 1.5 5.3 : : : : 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 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 35,090 : : Positions : : 12,405 29,175 8,695 0 135 3,525 790 280 5,525 200 1,545 : : : : Changes from: December 4, 2018 : : -600 -1,160 -595 0 -50 -365 -155 0 235 -25 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 83.1 24.8 0.0 0.4 10.0 2.3 0.8 15.7 0.6 4.4 : : : : 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 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 10,790 : : Positions : : 8,740 2,055 775 4,805 50 0 1,755 100 0 1,185 160 : : : : Changes from: December 4, 2018 : : -725 -220 -150 -170 0 0 -360 0 0 -155 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 19.0 7.2 44.5 0.5 0.0 16.3 0.9 0.0 11.0 1.5 : : : : 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 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 10,340 : : Positions : : 8,095 1,630 1,075 4,705 0 0 1,735 0 0 1,385 140 : : : : Changes from: December 4, 2018 : : -620 -165 -150 -120 0 0 -360 0 0 -155 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 15.8 10.4 45.5 0.0 0.0 16.8 0.0 0.0 13.4 1.4 : : : : 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 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 48,240 : : Positions : : 29,805 17,895 0 7,830 2,915 1,390 12,685 490 6,670 80 4,545 : : : : Changes from: December 4, 2018 : : -1,420 -900 0 -900 0 -215 -210 75 -440 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 37.1 0.0 16.2 6.0 2.9 26.3 1.0 13.8 0.2 9.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 47,695 : : Positions : : 29,775 16,625 0 8,460 2,915 815 12,685 605 6,690 80 4,380 : : : : Changes from: December 4, 2018 : : -1,560 -820 0 -880 0 -215 -210 75 -165 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 34.9 0.0 17.7 6.1 1.7 26.6 1.3 14.0 0.2 9.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 42,910 : : Positions : : 21,475 12,405 0 18,085 210 15,515 90 360 1,980 8,390 745 : : : : Changes from: December 4, 2018 : : -2,085 -1,665 0 -1,000 0 -565 0 -150 -50 -120 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 28.9 0.0 42.1 0.5 36.2 0.2 0.8 4.6 19.6 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 40,025 : : Positions : : 18,990 13,740 0 14,480 315 15,190 90 360 1,860 7,730 780 : : : : Changes from: December 4, 2018 : : -1,910 -1,750 0 -790 0 -615 0 -150 -50 -120 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 34.3 0.0 36.2 0.8 38.0 0.2 0.9 4.6 19.3 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 8 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 110,059 : : Positions : : 50,220 80,349 24,970 2,375 2,655 6,599 880 6,270 4,125 2,280 6,460 : : : : Changes from: December 4, 2018 : : -2,795 -3,310 -1,465 200 -200 -1,630 180 170 2,735 -40 -2,445 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 73.0 22.7 2.2 2.4 6.0 0.8 5.7 3.7 2.1 5.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 25 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 105,068 : : Positions : : 46,825 74,209 21,965 2,835 2,695 8,116 500 5,552 2,820 2,095 7,730 : : : : Changes from: December 4, 2018 : : -2,350 -3,825 -1,335 700 0 -1,720 200 275 2,160 -15 -2,130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 70.6 20.9 2.7 2.6 7.7 0.5 5.3 2.7 2.0 7.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 23 . . . . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 30,895 : : Positions : : 10,400 19,960 12,595 3,550 1,570 5,220 2,700 250 0 2,075 0 : : : : Changes from: December 4, 2018 : : -900 -510 660 -215 -595 -185 -50 -115 0 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 64.6 40.8 11.5 5.1 16.9 8.7 0.8 0.0 6.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 23,530 : : Positions : : 7,105 15,655 11,960 3,535 900 2,600 1,225 360 0 1,250 0 : : : : Changes from: December 4, 2018 : : -1,105 -420 735 -300 -725 -375 -25 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 66.5 50.8 15.0 3.8 11.0 5.2 1.5 0.0 5.3 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 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 20,730 : : Positions : : 8,395 10,545 0 6,525 1,880 9,250 695 130 0 0 0 : : : : Changes from: December 4, 2018 : : -315 -685 0 520 0 -100 -250 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 50.9 0.0 31.5 9.1 44.6 3.4 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 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 59,080 : : Positions : : 33,835 30,985 4,005 0 9,185 0 8,115 135 1,200 0 0 : : : : Changes from: December 4, 2018 : : -1,035 -1,615 -635 -240 180 -50 485 -410 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 52.4 6.8 0.0 15.5 0.0 13.7 0.2 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 . 0 . 0 4 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 11, 2018 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 45,520 : : Positions : : 22,230 20,155 850 170 7,290 535 4,275 150 375 0 0 : : : : Changes from: December 4, 2018 : : -1,055 -935 -485 -275 455 -60 -400 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 44.3 1.9 0.4 16.0 1.2 9.4 0.3 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 . . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 14, 2018