Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 123,311 : : Positions : : 45,114 29,890 9,038 4,166 7,760 3,884 37,018 6,999 38,938 25,993 10,523 : : : : Changes from: December 15, 2015 : : 396 2,304 -1,731 75 -75 0 -298 18 324 -3,263 2,358 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 24.2 7.3 3.4 6.3 3.1 30.0 5.7 31.6 21.1 8.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 18 15 4 . 4 . 6 4 14 16 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 34,296 : : Positions : : 11,290 12,231 165 9,112 113 182 5,502 1,462 17,475 2,665 2,881 : : : : Changes from: December 15, 2015 : : 345 60 0 330 0 0 90 -40 220 45 -201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 35.7 0.5 26.6 0.3 0.5 16.0 4.3 51.0 7.8 8.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 12 9 . 4 . . 4 5 11 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 138,057 : : Positions : : 95,100 109,383 8,103 1,501 5,853 17,278 2,680 3,898 2,902 10,157 4,223 : : : : Changes from: December 15, 2015 : : 1,270 1,055 1,943 -44 -980 15,164 554 2,948 -16,220 549 -2,316 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 79.2 5.9 1.1 4.2 12.5 1.9 2.8 2.1 7.4 3.1 : : : : Number of Traders in Each Category Total Traders: 83 : : 43 47 . . 4 4 5 . 7 14 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 53,101 : : Positions : : 43,603 47,927 3,537 0 4,150 0 438 104 1,403 178 129 : : : : Changes from: December 15, 2015 : : 1,020 631 -449 0 434 0 27 -27 87 0 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 90.3 6.7 0.0 7.8 0.0 0.8 0.2 2.6 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 26 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 457,920 : : Positions : : 429,727 405,097 0 34,551 13,305 445 0 2,243 9,476 0 1,836 : : : : Changes from: December 15, 2015 : : -7,256 -4,102 0 4,742 0 0 0 0 5,652 -2,244 324 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 88.5 0.0 7.5 2.9 0.1 0.0 0.5 2.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 17 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 1,586,446 : : Positions : :1,290,733 1,413,938 198,698 81,168 13,238 10,472 44,439 18,440 48,953 9,311 5,912 : : : : Changes from: December 15, 2015 : : -12,626 159 2,040 -5,152 775 0 43,655 17,592 4,696 -44,552 -17,168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 89.1 12.5 5.1 0.8 0.7 2.8 1.2 3.1 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 36 37 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 69,346 : : Positions : : 62,567 55,318 0 6,631 2,926 0 1,871 874 2,492 1,239 487 : : : : Changes from: December 15, 2015 : : -489 -566 0 217 -231 0 234 0 176 -198 128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 79.8 0.0 9.6 4.2 0.0 2.7 1.3 3.6 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 19 0 . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 517,164 : : Positions : : 356,274 479,484 137,754 0 19,744 0 0 0 0 14,544 3,392 : : : : Changes from: December 15, 2015 : : 2,920 -2,096 -4,040 0 0 0 0 0 0 976 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 92.7 26.6 0.0 3.8 0.0 0.0 0.0 0.0 2.8 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 430,665 : : Positions : : 392,355 402,194 14,471 3,512 23,415 0 760 0 424 784 0 : : : : Changes from: December 15, 2015 : : 5,497 5,873 -1,975 -1,927 1,927 0 760 0 424 -760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 93.4 3.4 0.8 5.4 0.0 0.2 0.0 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 29 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 40,973 : : Positions : : 36,770 36,883 1,696 776 1,096 87 827 43 258 97 255 : : : : Changes from: December 15, 2015 : : 702 238 0 300 -341 0 827 0 -101 -827 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 90.0 4.1 1.9 2.7 0.2 2.0 0.1 0.6 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 49,707 : : Positions : : 42,889 48,232 5,225 0 1,330 0 0 0 7 0 98 : : : : Changes from: December 15, 2015 : : 635 635 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 97.0 10.5 0.0 2.7 0.0 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 34 31 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 68,138 : : Positions : : 60,207 66,750 6,280 0 1,260 50 0 0 12 0 98 : : : : Changes from: December 15, 2015 : : 930 1,410 480 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 98.0 9.2 0.0 1.8 0.1 0.0 0.0 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 33 32 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 17,992 : : Positions : : 15,752 15,892 130 0 1,980 0 0 0 0 0 0 : : : : Changes from: December 15, 2015 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 88.3 0.7 0.0 11.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 18 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 255,088 : : Positions : : 192,432 254,664 62,264 0 0 0 424 0 392 0 0 : : : : Changes from: December 15, 2015 : : 1,888 3,048 1,160 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 99.8 24.4 0.0 0.0 0.0 0.2 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 23 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 8,351 : : Positions : : 7,199 7,834 0 0 0 0 0 0 1,108 44 0 : : : : Changes from: December 15, 2015 : : 248 205 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 93.8 0.0 0.0 0.0 0.0 0.0 0.0 13.3 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 16 0 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 F DA OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AF Open Interest is 7,565 : : Positions : : 7,030 7,195 450 0 0 0 300 0 0 0 0 : : : : Changes from: December 15, 2015 : : 75 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 95.1 5.9 0.0 0.0 0.0 4.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 7,831 : : Positions : : 6,156 7,481 1,200 0 0 0 0 0 0 300 50 : : : : Changes from: December 15, 2015 : : 500 200 0 0 0 0 0 0 -50 250 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 95.5 15.3 0.0 0.0 0.0 0.0 0.0 0.0 3.8 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 14 . 0 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 22,050 : : Positions : : 19,125 19,070 875 300 2,045 0 0 0 0 500 0 : : : : Changes from: December 15, 2015 : : 1,200 2,400 875 -325 325 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 86.5 4.0 1.4 9.3 0.0 0.0 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 17 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 21,465 : : Positions : : 18,120 18,915 920 150 2,245 0 0 0 0 75 0 : : : : Changes from: December 15, 2015 : : -147 -147 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 88.1 4.3 0.7 10.5 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 24 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 19,645 : : Positions : : 16,058 14,450 2,673 4,032 312 170 0 22 0 82 44 : : : : Changes from: December 15, 2015 : : 1,106 576 0 530 -275 110 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 73.6 13.6 20.5 1.6 0.9 0.0 0.1 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 25 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 62,157 : : Positions : : 58,646 51,151 843 3,078 2,019 50 0 0 275 5,634 5 : : : : Changes from: December 15, 2015 : : -695 -68 363 -552 289 -82 0 -48 0 235 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 82.3 1.4 5.0 3.2 0.1 0.0 0.0 0.4 9.1 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 26 . . . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 74,856 : : Positions : : 69,113 56,355 1,157 1,890 3,290 180 2,140 126 100 10,145 875 : : : : Changes from: December 15, 2015 : : 1,345 1,496 204 60 143 180 733 -1 0 -546 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 75.3 1.5 2.5 4.4 0.2 2.9 0.2 0.1 13.6 1.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 34 . . . . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 49,945 : : Positions : : 47,425 46,530 1,215 3,030 385 0 0 0 910 0 0 : : : : Changes from: December 15, 2015 : : 2,250 2,250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 93.2 2.4 6.1 0.8 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 28 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 55,040 : : Positions : : 51,790 51,370 1,900 3,145 525 0 0 0 765 0 0 : : : : Changes from: December 15, 2015 : : 2,360 2,460 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 93.3 3.5 5.7 1.0 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 28 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 363,654 : : Positions : : 320,240 310,751 4,901 20,408 3,960 0 8,512 0 32,546 18,016 2,007 : : : : Changes from: December 15, 2015 : : 14,259 21,840 4,509 -2,032 96 0 0 0 1,040 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 85.5 1.3 5.6 1.1 0.0 2.3 0.0 8.9 5.0 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 30 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 25,719 : : Positions : : 18,874 21,221 677 531 663 108 816 86 4,911 1,661 230 : : : : Changes from: December 15, 2015 : : 62 -125 86 -43 43 -21 0 64 -382 0 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 82.5 2.6 2.1 2.6 0.4 3.2 0.3 19.1 6.5 0.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 29 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 32,976 : : Positions : : 20,059 28,326 11,351 0 0 155 847 0 25 2,417 1,386 : : : : Changes from: December 15, 2015 : : 645 614 25 0 0 155 77 0 -130 4 154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 85.9 34.4 0.0 0.0 0.5 2.6 0.0 0.1 7.3 4.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . 0 0 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 327,785 : : Positions : : 263,152 327,001 64,633 0 0 0 0 0 0 784 0 : : : : Changes from: December 15, 2015 : : -5,581 -5,581 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 99.8 19.7 0.0 0.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 19 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 28,708 : : Positions : : 23,914 27,872 3,671 44 22 615 0 0 125 217 0 : : : : Changes from: December 15, 2015 : : 491 680 -43 0 0 105 0 0 -84 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 97.1 12.8 0.2 0.1 2.1 0.0 0.0 0.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 127,946 : : Positions : : 78,422 119,764 49,524 1,518 0 0 6,664 0 0 0 0 : : : : Changes from: December 15, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 93.6 38.7 1.2 0.0 0.0 5.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 16,012 : : Positions : : 11,991 13,414 678 1,238 655 1,108 0 0 1,276 0 239 : : : : Changes from: December 15, 2015 : : 338 359 0 210 -214 763 0 0 -806 0 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 83.8 4.2 7.7 4.1 6.9 0.0 0.0 8.0 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 200,520 : : Positions : : 158,459 178,581 9,009 7,858 12,495 9,724 0 0 9,247 0 1,586 : : : : Changes from: December 15, 2015 : : 12,200 9,800 -2,400 0 0 4,704 0 0 -4,704 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 89.1 4.5 3.9 6.2 4.8 0.0 0.0 4.6 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 14,762 : : Positions : : 11,702 8,769 2,953 4,491 44 0 882 0 0 238 63 : : : : Changes from: December 15, 2015 : : -224 -69 215 40 -40 0 20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 59.4 20.0 30.4 0.3 0.0 6.0 0.0 0.0 1.6 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 20 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 167,796 : : Positions : : 141,811 113,807 20,048 50,840 392 2,884 0 1,125 0 96 1,536 : : : : Changes from: December 15, 2015 : : 509 2,107 1,598 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 67.8 11.9 30.3 0.2 1.7 0.0 0.7 0.0 0.1 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 18 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 8,550 : : Positions : : 8,010 8,180 300 0 0 0 300 0 0 0 0 : : : : Changes from: December 15, 2015 : : 360 360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 95.7 3.5 0.0 0.0 0.0 3.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 . 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 17,988 : : Positions : : 10,780 13,613 2,680 0 4,375 0 0 0 153 0 0 : : : : Changes from: December 15, 2015 : : 331 305 -101 0 0 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 75.7 14.9 0.0 24.3 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 19 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 166,401 : : Positions : : 126,804 109,841 0 17,651 38,909 0 0 0 688 0 0 : : : : Changes from: December 15, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 66.0 0.0 10.6 23.4 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 15 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 6,775 : : Positions : : 6,135 6,400 425 300 0 0 0 0 0 0 0 : : : : Changes from: December 15, 2015 : : -300 0 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 94.5 6.3 4.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 8 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 9,590 : : Positions : : 8,815 8,105 650 300 0 0 1,180 0 0 0 0 : : : : Changes from: December 15, 2015 : : -250 50 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 84.5 6.8 3.1 0.0 0.0 12.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 15 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 18,092 : : Positions : : 9,664 17,490 1,706 0 0 510 510 0 5,865 0 92 : : : : Changes from: December 15, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 96.7 9.4 0.0 0.0 2.8 2.8 0.0 32.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 0 0 . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 21,825 : : Positions : : 13,235 21,575 8,220 0 0 0 0 0 0 0 0 : : : : Changes from: December 15, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 98.9 37.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 22,985 : : Positions : : 21,270 10,625 1,325 11,835 75 0 450 0 0 0 0 : : : : Changes from: December 15, 2015 : : -40 60 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 46.2 5.8 51.5 0.3 0.0 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 15 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CV Open Interest is 19,615 : : Positions : : 18,380 7,240 850 11,860 0 0 450 0 0 0 0 : : : : Changes from: December 15, 2015 : : -80 20 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 36.9 4.3 60.5 0.0 0.0 2.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 21,649 : : Positions : : 20,869 17,464 0 3,880 230 550 0 0 0 75 0 : : : : Changes from: December 15, 2015 : : -100 300 0 -100 0 550 0 0 -250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 80.7 0.0 17.9 1.1 2.5 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 18 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 20,174 : : Positions : : 19,694 15,484 0 4,460 230 250 0 0 0 0 0 : : : : Changes from: December 15, 2015 : : 60 160 0 -100 0 250 0 0 -250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 76.8 0.0 22.1 1.1 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 14 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 21,450 : : Positions : : 20,525 20,645 325 505 0 0 300 0 0 0 0 : : : : Changes from: December 15, 2015 : : 1,530 1,530 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 96.2 1.5 2.4 0.0 0.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 17,440 : : Positions : : 16,845 17,270 210 0 0 0 0 0 0 50 0 : : : : Changes from: December 15, 2015 : : -375 -375 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 99.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 13 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 18,565 : : Positions : : 17,885 18,095 395 100 0 0 200 0 0 50 0 : : : : Changes from: December 15, 2015 : : -215 -215 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 97.5 2.1 0.5 0.0 0.0 1.1 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 16 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 120,404 : : Positions : : 108,049 112,379 7,825 4,275 2,970 960 250 50 550 480 0 : : : : Changes from: December 15, 2015 : : 615 865 300 100 0 0 250 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 93.3 6.5 3.6 2.5 0.8 0.2 0.0 0.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 31 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 1 MW : CFTC Code #0643DC Open Interest is 129,319 : : Positions : : 114,127 120,022 8,997 3,920 3,085 2,160 1,350 325 550 455 75 : : : : Changes from: December 15, 2015 : : 2,920 2,430 135 100 0 -300 425 -25 -75 -275 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 92.8 7.0 3.0 2.4 1.7 1.0 0.3 0.4 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 33 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 154,370 : : Positions : : 128,991 119,454 2,991 6,470 5,954 3,113 2,919 6,984 4,239 10,671 1,868 : : : : Changes from: December 15, 2015 : : 3,973 2,919 1,311 -1,280 -622 933 172 5,662 -5,610 -1,174 -3,544 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 77.4 1.9 4.2 3.9 2.0 1.9 4.5 2.7 6.9 1.2 : : : : Number of Traders in Each Category Total Traders: 74 : : 43 38 . . 4 4 4 5 . 9 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 107,887 : : Positions : : 90,908 94,372 9,615 5,720 3,035 275 2,145 1,725 1,460 200 600 : : : : Changes from: December 15, 2015 : : 985 1,675 -235 -900 315 25 2,145 1,675 0 -2,145 -1,700 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 87.5 8.9 5.3 2.8 0.3 2.0 1.6 1.4 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 36 32 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 22,745 : : Positions : : 21,890 19,630 375 2,185 50 370 640 60 0 120 0 : : : : Changes from: December 15, 2015 : : 145 145 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 86.3 1.6 9.6 0.2 1.6 2.8 0.3 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 13 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 18,040 : : Positions : : 17,595 15,535 225 2,175 50 0 50 150 0 0 0 : : : : Changes from: December 15, 2015 : : 110 110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 86.1 1.2 12.1 0.3 0.0 0.3 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 30,603 : : Positions : : 27,609 25,268 0 2,360 2,605 100 300 0 234 0 5 : : : : Changes from: December 15, 2015 : : 260 -360 0 800 300 100 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 82.6 0.0 7.7 8.5 0.3 1.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 28 29 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 13,245 : : Positions : : 12,510 12,670 205 45 530 0 0 0 0 0 0 : : : : Changes from: December 15, 2015 : : -75 0 0 45 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 95.7 1.5 0.3 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643F2 Open Interest is 15,155 : : Positions : : 12,582 12,830 300 510 1,815 0 0 0 0 0 0 : : : : Changes from: December 15, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 84.7 2.0 3.4 12.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 175,096 : : Positions : : 149,546 118,256 0 40,335 12,555 10,295 0 2,445 0 1,505 0 : : : : Changes from: December 15, 2015 : : 8,035 1,660 0 -1,275 1,275 -7,650 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 67.5 0.0 23.0 7.2 5.9 0.0 1.4 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 15 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 3,448,667 : : Positions : :2,931,596 2,136,889 23,600 1,005,507 306,271 187,200 0 0 0 0 0 : : : : Changes from: December 15, 2015 : : 247,642 224,162 0 23,480 0 187,200 0 0 -187,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 62.0 0.7 29.2 8.9 5.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 74,800 : : Positions : : 65,277 69,140 3,444 0 5,660 0 0 0 419 0 0 : : : : Changes from: December 15, 2015 : : 328 328 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 92.4 4.6 0.0 7.6 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 15 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,649,567 : : Positions : :1,310,484 1,306,679 133,706 142,140 200,748 0 0 0 4,629 0 0 : : : : Changes from: December 15, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 79.2 8.1 8.6 12.2 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 16,236 : : Positions : : 9,700 15,968 5,950 0 150 0 0 0 313 0 0 : : : : Changes from: December 15, 2015 : : -100 -100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 98.3 36.6 0.0 0.9 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 18,587 : : Positions : : 7,886 18,317 10,270 0 150 0 0 0 162 0 0 : : : : Changes from: December 15, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 98.5 55.3 0.0 0.8 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 13 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 28,124 : : Positions : : 24,249 21,204 800 4,820 200 1,195 1,770 0 1,450 25 100 : : : : Changes from: December 15, 2015 : : -456 -215 300 59 -60 0 1,770 0 0 -1,770 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 75.4 2.8 17.1 0.7 4.2 6.3 0.0 5.2 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 23 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 24,025 : : Positions : : 22,403 17,281 0 5,886 778 610 0 0 80 0 80 : : : : Changes from: December 15, 2015 : : 215 -215 0 190 0 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 71.9 0.0 24.5 3.2 2.5 0.0 0.0 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 0 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 34,075 : : Positions : : 31,853 19,393 1,544 13,564 8 0 610 0 590 461 30 : : : : Changes from: December 15, 2015 : : 50 -399 110 850 -20 0 25 0 320 -5 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 56.9 4.5 39.8 0.0 0.0 1.8 0.0 1.7 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 28 25 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 23,416 : : Positions : : 21,841 16,365 202 6,043 768 0 10 195 0 25 0 : : : : Changes from: December 15, 2015 : : 525 20 0 600 0 0 -25 25 -25 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 69.9 0.9 25.8 3.3 0.0 0.0 0.8 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 23 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 20,146 : : Positions : : 16,590 17,604 2,670 770 805 0 590 0 0 0 0 : : : : Changes from: December 15, 2015 : : 60 465 680 185 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 87.4 13.3 3.8 4.0 0.0 2.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 15,463 : : Positions : : 12,366 13,790 2,383 559 600 0 0 0 0 300 0 : : : : Changes from: December 15, 2015 : : 60 -20 -80 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 89.2 15.4 3.6 3.9 0.0 0.0 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 37,579 : : Positions : : 32,055 33,129 2,450 1,555 1,810 0 900 0 1,064 0 10 : : : : Changes from: December 15, 2015 : : 2,055 690 20 1,380 0 0 600 0 -25 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 88.2 6.5 4.1 4.8 0.0 2.4 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 26 . . . 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 15,849 : : Positions : : 13,949 12,804 820 3,025 20 0 0 0 940 0 0 : : : : Changes from: December 15, 2015 : : -50 -20 0 0 0 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 80.8 5.2 19.1 0.1 0.0 0.0 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 14,657 : : Positions : : 12,014 11,515 605 3,012 5 0 0 0 1,903 125 0 : : : : Changes from: December 15, 2015 : : 60 90 0 0 0 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 78.6 4.1 20.5 0.0 0.0 0.0 0.0 13.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 21 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 50,761 : : Positions : : 47,301 43,107 0 3,690 2,850 0 230 170 0 0 0 : : : : Changes from: December 15, 2015 : : 35 35 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 84.9 0.0 7.3 5.6 0.0 0.5 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 23 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 43,887 : : Positions : : 41,502 35,966 0 5,175 1,810 170 0 0 0 0 0 : : : : Changes from: December 15, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 82.0 0.0 11.8 4.1 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 20 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 17,475 : : Positions : : 15,765 12,395 290 0 0 0 3,820 600 0 600 0 : : : : Changes from: December 15, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 70.9 1.7 0.0 0.0 0.0 21.9 3.4 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 18,946 : : Positions : : 18,200 15,660 300 0 0 0 2,760 0 0 320 81 : : : : Changes from: December 15, 2015 : : 525 25 0 0 0 0 450 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 82.7 1.6 0.0 0.0 0.0 14.6 0.0 0.0 1.7 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 16,570 : : Positions : : 15,685 15,400 0 0 0 0 725 225 0 100 0 : : : : Changes from: December 15, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 92.9 0.0 0.0 0.0 0.0 4.4 1.4 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 0 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 15,835 : : Positions : : 15,070 14,565 0 0 0 0 945 105 0 100 0 : : : : Changes from: December 15, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 92.0 0.0 0.0 0.0 0.0 6.0 0.7 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 0 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 22,765 : : Positions : : 22,520 18,770 0 1,200 0 0 2,525 165 0 100 0 : : : : Changes from: December 15, 2015 : : 35 35 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 82.5 0.0 5.3 0.0 0.0 11.1 0.7 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 14 0 . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 21,935 : : Positions : : 21,875 16,825 0 1,200 0 0 3,900 0 0 0 0 : : : : Changes from: December 15, 2015 : : 50 0 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 76.7 0.0 5.5 0.0 0.0 17.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 81,478 : : Positions : : 58,552 75,185 2,730 435 350 12,410 0 0 1,878 0 77 : : : : Changes from: December 15, 2015 : : 465 845 -120 0 50 450 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 92.3 3.4 0.5 0.4 15.2 0.0 0.0 2.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 25 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 75,290 : : Positions : : 55,094 72,074 1,530 415 1,090 12,955 0 0 2,860 0 0 : : : : Changes from: December 15, 2015 : : 260 690 -120 0 120 500 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 95.7 2.0 0.6 1.4 17.2 0.0 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 22 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 23,052 : : Positions : : 21,435 21,085 0 915 420 50 0 250 225 0 0 : : : : Changes from: December 15, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 91.5 0.0 4.0 1.8 0.2 0.0 1.1 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 19,800 : : Positions : : 19,620 17,285 0 1,785 15 50 600 0 0 0 0 : : : : Changes from: December 15, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.1 87.3 0.0 9.0 0.1 0.3 3.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 15 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 10,080 : : Positions : : 5,880 8,490 100 1,400 100 1,200 50 0 2,725 0 0 : : : : Changes from: December 15, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 84.2 1.0 13.9 1.0 11.9 0.5 0.0 27.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 6,525 : : Positions : : 4,765 6,320 300 50 0 1,200 50 0 0 0 0 : : : : Changes from: December 15, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 96.9 4.6 0.8 0.0 18.4 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 25,320 : : Positions : : 21,090 19,900 200 140 3,120 0 1,200 250 320 275 45 : : : : Changes from: December 15, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 78.6 0.8 0.6 12.3 0.0 4.7 1.0 1.3 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 22, 2015 : 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 23,830 : : Positions : : 19,685 18,660 0 1,210 2,425 0 600 250 435 0 0 : : : : Changes from: December 15, 2015 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 78.3 0.0 5.1 10.2 0.0 2.5 1.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 19 0 . . 0 . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 25, 2015