Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 143,378 : : Positions : : 41,375 31,566 235 28,452 7,926 21,132 19,593 10,513 47,742 30,795 13,567 : : : : Changes from: November 3, 2015 : : -664 1,719 -1,245 -106 -145 4,185 1,364 -3,135 -77 -759 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 22.0 0.2 19.8 5.5 14.7 13.7 7.3 33.3 21.5 9.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 16 16 . 4 5 4 . 4 14 16 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 37,655 : : Positions : : 10,533 7,480 270 12,923 347 5,560 7,603 1,893 16,093 4,475 2,579 : : : : Changes from: November 3, 2015 : : 400 190 0 -1,100 -5 0 990 -585 145 465 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 19.9 0.7 34.3 0.9 14.8 20.2 5.0 42.7 11.9 6.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 14 9 . 4 . . 4 4 10 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465E Open Interest is 15,420 : : Positions : : 1,150 1,881 2,588 292 3,422 877 2,671 4,498 1,486 1,265 1,387 : : : : Changes from: November 3, 2015 : : 57 234 331 43 107 94 112 829 20 116 179 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.5 12.2 16.8 1.9 22.2 5.7 17.3 29.2 9.6 8.2 9.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 7 . . 4 . . 4 9 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465G Open Interest is 18,883 : : Positions : : 611 0 5,707 0 1,656 1,473 9,737 5,782 2,379 432 1,275 : : : : Changes from: November 3, 2015 : : 75 0 278 0 202 316 1,426 411 716 -41 364 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.2 0.0 30.2 0.0 8.8 7.8 51.6 30.6 12.6 2.3 6.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 0 4 0 4 . . . 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 159,939 : : Positions : : 106,105 123,036 6,043 1,902 11,078 1,782 2,215 1,891 19,777 7,016 12,398 : : : : Changes from: November 3, 2015 : : -4,799 -2,722 2,399 -2 -2,048 403 135 -82 -184 412 632 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 76.9 3.8 1.2 6.9 1.1 1.4 1.2 12.4 4.4 7.8 : : : : Number of Traders in Each Category Total Traders: 80 : : 44 45 . . 4 . 4 7 9 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 52,310 : : Positions : : 41,880 48,613 7,945 0 1,810 131 332 77 77 1,088 366 : : : : Changes from: November 3, 2015 : : 1,237 950 -260 0 182 0 52 0 0 -25 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 92.9 15.2 0.0 3.5 0.3 0.6 0.1 0.1 2.1 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 19 . 0 . . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 447,733 : : Positions : : 424,461 408,968 0 445 19,358 0 602 1,330 0 14,446 2,584 : : : : Changes from: November 3, 2015 : : 3,395 3,370 -532 445 532 0 0 0 0 -952 304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 91.3 0.0 0.1 4.3 0.0 0.1 0.3 0.0 3.2 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 1,590,976 : : Positions : :1,342,039 1,420,727 178,402 85,253 21,523 12,523 784 0 22,331 48,531 14,157 : : : : Changes from: November 3, 2015 : : -136,466 -77,161 52,465 4,015 -20,317 7,728 0 0 3,912 784 -2,352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 89.3 11.2 5.4 1.4 0.8 0.0 0.0 1.4 3.1 0.9 : : : : Number of Traders in Each Category Total Traders: 58 : : 35 37 . . . . . 0 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 67,173 : : Positions : : 62,710 57,130 0 3,689 2,569 0 2,103 268 1,209 973 416 : : : : Changes from: November 3, 2015 : : -5,733 -5,640 0 -115 -343 0 -35 -3 -83 -26 -349 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 85.1 0.0 5.5 3.8 0.0 3.1 0.4 1.8 1.4 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 0 . . 0 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 536,276 : : Positions : : 385,481 515,668 141,529 0 4,592 0 0 0 0 11,342 4,674 : : : : Changes from: November 3, 2015 : : -33,589 -60,728 -26,187 0 3,280 0 0 0 -114 838 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 96.2 26.4 0.0 0.9 0.0 0.0 0.0 0.0 2.1 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 . 0 . 0 0 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 448,765 : : Positions : : 399,773 422,604 24,697 1,507 23,894 0 0 0 401 760 0 : : : : Changes from: November 3, 2015 : : -25,088 -28,616 -2,021 1,507 -1,507 0 0 0 0 0 -392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 94.2 5.5 0.3 5.3 0.0 0.0 0.0 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 29 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 42,902 : : Positions : : 37,050 38,670 2,059 0 1,826 86 0 0 820 1,347 255 : : : : Changes from: November 3, 2015 : : -4,130 -1,318 2,033 -339 -64 0 0 0 63 -352 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 90.1 4.8 0.0 4.3 0.2 0.0 0.0 1.9 3.1 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 28 24 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 50,464 : : Positions : : 44,278 48,977 4,600 0 1,160 0 0 0 60 0 0 : : : : Changes from: November 3, 2015 : : -3,785 -3,660 205 0 -205 0 0 0 60 -40 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 97.1 9.1 0.0 2.3 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 33 29 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 67,105 : : Positions : : 60,368 65,263 5,100 0 915 50 0 0 0 580 0 : : : : Changes from: November 3, 2015 : : -4,127 -4,093 -150 0 150 0 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 97.3 7.6 0.0 1.4 0.1 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 31 31 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 16,716 : : Positions : : 16,576 14,216 0 2,380 0 0 0 0 0 0 0 : : : : Changes from: November 3, 2015 : : -1,778 -2,063 0 190 -190 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 85.0 0.0 14.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 18 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 237,048 : : Positions : : 154,408 237,048 81,856 0 0 0 0 0 784 0 0 : : : : Changes from: November 3, 2015 : : -28,608 -11,760 16,848 0 0 0 0 0 0 0 -1,176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 100.0 34.5 0.0 0.0 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 20 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 8,702 : : Positions : : 7,031 8,199 0 0 0 295 0 0 1,228 140 0 : : : : Changes from: November 3, 2015 : : -491 -647 0 0 0 -22 0 0 -88 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 94.2 0.0 0.0 0.0 3.4 0.0 0.0 14.1 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 17 0 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 17,665 : : Positions : : 17,420 14,140 0 2,590 245 0 0 0 0 550 0 : : : : Changes from: November 3, 2015 : : -1,170 -1,105 0 -65 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.6 80.0 0.0 14.7 1.4 0.0 0.0 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 20 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 20,245 : : Positions : : 17,200 17,755 540 30 2,325 0 0 0 0 75 0 : : : : Changes from: November 3, 2015 : : 80 635 490 -140 110 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 87.7 2.7 0.1 11.5 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 22 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 18,332 : : Positions : : 14,500 13,401 2,497 2,879 1,017 0 0 0 0 82 44 : : : : Changes from: November 3, 2015 : : -1,144 116 2,083 468 -341 0 0 0 0 -44 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 73.1 13.6 15.7 5.5 0.0 0.0 0.0 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 23 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 61,009 : : Positions : : 57,513 50,122 515 3,726 2,106 41 0 134 0 4,481 255 : : : : Changes from: November 3, 2015 : : 786 1,238 -80 139 -149 16 -54 52 -75 -675 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 82.2 0.8 6.1 3.5 0.1 0.0 0.2 0.0 7.3 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 27 . . . . 0 . 0 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 71,118 : : Positions : : 64,939 53,604 1,053 3,115 2,292 35 301 91 265 9,248 2,437 : : : : Changes from: November 3, 2015 : : -1,734 -325 346 -1,107 287 30 147 -109 -139 -219 174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 75.4 1.5 4.4 3.2 0.0 0.4 0.1 0.4 13.0 3.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 32 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 43,980 : : Positions : : 41,425 40,440 1,240 3,155 385 0 0 0 910 0 0 : : : : Changes from: November 3, 2015 : : -4,435 -4,655 -25 115 -140 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 92.0 2.8 7.2 0.9 0.0 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 26 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 45,495 : : Positions : : 42,340 41,645 1,835 3,325 525 0 0 0 735 0 0 : : : : Changes from: November 3, 2015 : : -2,725 -2,675 -10 -180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 91.5 4.0 7.3 1.2 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 28 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 346,404 : : Positions : : 311,590 289,284 793 23,592 5,433 0 8,512 0 26,221 17,216 2,367 : : : : Changes from: November 3, 2015 : : 22,835 -6,917 0 2,392 -1,184 -408 8,120 0 -5,504 13,328 -440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 83.5 0.2 6.8 1.6 0.0 2.5 0.0 7.6 5.0 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 28 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 25,981 : : Positions : : 19,388 21,213 838 827 383 0 700 0 4,669 1,506 440 : : : : Changes from: November 3, 2015 : : 1,213 -376 -221 -68 0 0 448 0 114 974 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 81.6 3.2 3.2 1.5 0.0 2.7 0.0 18.0 5.8 1.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 25 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 31,517 : : Positions : : 17,920 29,080 12,513 0 0 72 154 0 347 1,642 641 : : : : Changes from: November 3, 2015 : : -2,973 -4,006 -224 0 0 0 0 0 -837 -4 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 92.3 39.7 0.0 0.0 0.2 0.5 0.0 1.1 5.2 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 . 0 0 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 415,818 : : Positions : : 351,185 411,826 62,227 0 2,406 0 0 0 0 1,586 0 : : : : Changes from: November 3, 2015 : : -40,768 -37,240 2,744 0 -2,744 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 99.0 15.0 0.0 0.6 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 14 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 32,536 : : Positions : : 27,845 31,566 3,949 84 42 510 0 0 126 377 0 : : : : Changes from: November 3, 2015 : : -1,340 -1,098 22 -44 -22 0 0 0 0 -132 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 97.0 12.1 0.3 0.1 1.6 0.0 0.0 0.4 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 15,881 : : Positions : : 12,048 13,393 588 604 948 313 0 0 1,469 2 451 : : : : Changes from: November 3, 2015 : : -581 -417 83 -52 -256 -131 0 0 -239 -84 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 84.3 3.7 3.8 6.0 2.0 0.0 0.0 9.3 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 192,637 : : Positions : : 135,544 175,384 12,211 1,951 13,698 6,223 0 0 23,357 0 1,604 : : : : Changes from: November 3, 2015 : : 834 425 -809 -25 -1,176 2,327 0 0 -1,952 0 -1,960 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 91.0 6.3 1.0 7.1 3.2 0.0 0.0 12.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 20 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 13,972 : : Positions : : 10,742 8,897 2,695 3,736 166 0 458 163 83 129 63 : : : : Changes from: November 3, 2015 : : -21 -423 44 184 -264 0 4 0 -85 129 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 63.7 19.3 26.7 1.2 0.0 3.3 1.2 0.6 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 22 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 162,510 : : Positions : : 138,945 109,775 17,692 49,632 1,176 1,234 0 1,927 1,536 0 0 : : : : Changes from: November 3, 2015 : : -10,177 -14,464 -1,176 392 0 -2,719 0 -409 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 67.5 10.9 30.5 0.7 0.8 0.0 1.2 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 18 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 16,304 : : Positions : : 10,065 11,442 1,299 0 4,862 0 0 0 78 0 0 : : : : Changes from: November 3, 2015 : : 280 128 -152 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 70.2 8.0 0.0 29.8 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 18 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 8,915 : : Positions : : 8,585 7,755 250 300 0 0 850 0 0 0 0 : : : : Changes from: November 3, 2015 : : 135 40 0 -50 0 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 87.0 2.8 3.4 0.0 0.0 9.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 15 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 690,818 : : Positions : : 460,934 492,343 17,808 22,625 71,717 293 3,567 139 59,078 19,578 80,848 : : : : Changes from: November 3, 2015 : : 14,951 14,234 1,545 1,211 21,170 -40 -3,982 -18 -4,869 124 24,019 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 71.3 2.6 3.3 10.4 0.0 0.5 0.0 8.6 2.8 11.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 22,165 : : Positions : : 20,130 9,665 1,525 11,725 0 0 525 0 0 0 0 : : : : Changes from: November 3, 2015 : : -975 -610 -75 -415 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 43.6 6.9 52.9 0.0 0.0 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 13 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 19,620 : : Positions : : 18,025 7,015 1,025 11,750 0 0 525 0 0 0 0 : : : : Changes from: November 3, 2015 : : -685 -535 -200 -390 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 35.8 5.2 59.9 0.0 0.0 2.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 23,004 : : Positions : : 22,474 17,839 0 4,660 280 0 0 0 250 225 0 : : : : Changes from: November 3, 2015 : : -1,835 -1,460 0 -500 0 0 0 0 0 125 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 77.5 0.0 20.3 1.2 0.0 0.0 0.0 1.1 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 18 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 21,954 : : Positions : : 21,474 16,764 0 4,960 230 0 0 0 250 0 0 : : : : Changes from: November 3, 2015 : : -1,730 -1,570 0 -250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.8 76.4 0.0 22.6 1.0 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 14 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 19,555 : : Positions : : 18,405 18,505 175 410 0 0 500 0 0 0 0 : : : : Changes from: November 3, 2015 : : -805 -325 0 -5 0 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 94.6 0.9 2.1 0.0 0.0 2.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 6 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 15,520 : : Positions : : 14,895 15,360 300 0 0 0 0 0 0 0 0 : : : : Changes from: November 3, 2015 : : -875 -955 -30 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 99.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 23 11 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 16,702 : : Positions : : 15,807 16,232 495 110 0 0 200 0 25 0 0 : : : : Changes from: November 3, 2015 : : -890 -1,010 -65 -20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 97.2 3.0 0.7 0.0 0.0 1.2 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 24 14 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 116,620 : : Positions : : 102,710 108,235 7,530 4,155 3,120 960 150 50 2,250 910 0 : : : : Changes from: November 3, 2015 : : 6,885 -670 -3,080 4,155 180 -50 0 0 -350 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 92.8 6.5 3.6 2.7 0.8 0.1 0.0 1.9 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 33 30 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 127,396 : : Positions : : 110,761 118,756 9,195 3,395 3,295 2,755 600 200 1,175 1,085 0 : : : : Changes from: November 3, 2015 : : 8,734 654 -4,825 3,395 910 -25 0 0 125 -30 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 93.2 7.2 2.7 2.6 2.2 0.5 0.2 0.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 34 32 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 150,824 : : Positions : : 121,093 117,896 1,668 8,156 6,153 1,255 4,191 1,177 15,010 9,079 4,100 : : : : Changes from: November 3, 2015 : : -2,957 -2,745 -795 -1,889 -52 5 493 -9 -1,174 -526 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 78.2 1.1 5.4 4.1 0.8 2.8 0.8 10.0 6.0 2.7 : : : : Number of Traders in Each Category Total Traders: 73 : : 41 37 . . 4 . 5 . 8 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 104,380 : : Positions : : 88,918 91,140 8,555 4,450 3,905 300 0 0 1,320 3,595 1,290 : : : : Changes from: November 3, 2015 : : -3,240 -2,828 -320 -430 -745 0 0 0 170 -135 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 87.3 8.2 4.3 3.7 0.3 0.0 0.0 1.3 3.4 1.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 35 32 . . 4 . 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 22,265 : : Positions : : 21,435 18,985 225 2,195 150 395 665 60 0 140 0 : : : : Changes from: November 3, 2015 : : -1,405 -1,215 0 -85 0 75 0 -25 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 85.3 1.0 9.9 0.7 1.8 3.0 0.3 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 11 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 18,515 : : Positions : : 18,060 16,125 225 2,175 50 25 0 125 0 0 0 : : : : Changes from: November 3, 2015 : : -975 -1,020 -50 0 0 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 87.1 1.2 11.7 0.3 0.1 0.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 10 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 29,533 : : Positions : : 27,634 24,038 0 3,630 1,480 0 300 0 349 0 0 : : : : Changes from: November 3, 2015 : : -1,410 -915 0 -480 290 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 81.4 0.0 12.3 5.0 0.0 1.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 27 25 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 449,540 : : Positions : : 350,915 393,941 42,242 0 55,599 0 0 0 784 0 0 : : : : Changes from: November 3, 2015 : : 2,687 48,472 41,850 -3,935 3,935 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 87.6 9.4 0.0 12.4 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 163,694 : : Positions : : 139,123 107,267 154 41,863 10,316 0 0 0 10,983 1,385 2,863 : : : : Changes from: November 3, 2015 : : 3,721 7,542 0 -3,836 2,654 0 0 0 -15 0 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 65.5 0.1 25.6 6.3 0.0 0.0 0.0 6.7 0.8 1.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 3,076,452 : : Positions : :2,703,213 1,750,756 35,752 1,034,979 290,687 0 0 0 46,800 0 0 : : : : Changes from: November 3, 2015 : : 7,840 7,840 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 56.9 1.2 33.6 9.4 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 71,413 : : Positions : : 64,680 65,489 478 110 5,814 0 0 0 441 0 0 : : : : Changes from: November 3, 2015 : : 110 110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 91.7 0.7 0.2 8.1 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 1,613,556 : : Positions : :1,284,189 1,227,940 136,450 197,720 187,896 0 0 0 5,021 0 0 : : : : Changes from: November 3, 2015 : : 39,200 39,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 76.1 8.5 12.3 11.6 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 243,486 : : Positions : : 238,782 190,888 3,920 51,814 784 0 0 0 0 0 0 : : : : Changes from: November 3, 2015 : : 3,920 3,920 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 78.4 1.6 21.3 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 16,596 : : Positions : : 9,025 15,880 6,400 0 300 0 0 0 625 0 0 : : : : Changes from: November 3, 2015 : : -1,285 -1,407 -100 0 0 0 -30 0 -62 0 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 95.7 38.6 0.0 1.8 0.0 0.0 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 18,949 : : Positions : : 7,361 18,229 10,720 0 300 0 0 0 324 0 0 : : : : Changes from: November 3, 2015 : : -1,210 -1,182 50 0 -50 0 -30 0 -62 0 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 96.2 56.6 0.0 1.6 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C52 Open Interest is 57,400 : : Positions : : 43,120 54,880 13,720 1,960 0 0 0 0 0 0 0 : : : : Changes from: November 3, 2015 : : -13,552 -17,248 -4,312 -616 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 95.6 23.9 3.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 29,410 : : Positions : : 25,122 22,083 575 5,122 125 1,085 0 0 2,008 1,795 200 : : : : Changes from: November 3, 2015 : : -1,602 -994 25 -420 -25 -100 0 0 5 -250 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 75.1 2.0 17.4 0.4 3.7 0.0 0.0 6.8 6.1 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 22 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 25,137 : : Positions : : 21,898 18,445 0 5,731 936 615 0 0 1,320 0 0 : : : : Changes from: November 3, 2015 : : -133 -609 0 -47 -153 -90 0 0 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 73.4 0.0 22.8 3.7 2.4 0.0 0.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 30,545 : : Positions : : 29,081 17,262 1,106 12,480 28 0 480 0 150 240 55 : : : : Changes from: November 3, 2015 : : 826 1,197 50 -398 -22 0 -85 0 0 150 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 56.5 3.6 40.9 0.1 0.0 1.6 0.0 0.5 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 24 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 23,268 : : Positions : : 21,753 16,800 365 5,433 740 0 125 140 0 0 0 : : : : Changes from: November 3, 2015 : : -1,667 -427 150 -1,045 230 0 -90 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 72.2 1.6 23.3 3.2 0.0 0.5 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 23 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 18,916 : : Positions : : 15,677 16,769 2,515 565 560 0 640 0 0 62 0 : : : : Changes from: November 3, 2015 : : 277 -175 -237 245 42 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 88.6 13.3 3.0 3.0 0.0 3.4 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 14,319 : : Positions : : 10,742 13,044 2,868 575 180 0 0 0 0 300 0 : : : : Changes from: November 3, 2015 : : 935 -116 -215 325 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 91.1 20.0 4.0 1.3 0.0 0.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 36,877 : : Positions : : 32,143 32,052 2,440 3,405 445 0 300 0 1,649 600 10 : : : : Changes from: November 3, 2015 : : -2,110 -645 1,280 -855 20 0 0 0 -675 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 86.9 6.6 9.2 1.2 0.0 0.8 0.0 4.5 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 25 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 13,810 : : Positions : : 11,975 10,624 270 3,050 80 0 0 0 975 0 0 : : : : Changes from: November 3, 2015 : : -320 -340 0 -25 0 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 76.9 2.0 22.1 0.6 0.0 0.0 0.0 7.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 14,598 : : Positions : : 12,090 11,531 485 3,012 5 0 0 0 1,938 50 0 : : : : Changes from: November 3, 2015 : : -555 -210 425 0 -235 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 79.0 3.3 20.6 0.0 0.0 0.0 0.0 13.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 51,090 : : Positions : : 46,101 43,916 0 1,735 4,145 0 185 215 0 0 0 : : : : Changes from: November 3, 2015 : : -3,240 -3,130 0 -145 0 0 45 -45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 86.0 0.0 3.4 8.1 0.0 0.4 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 21 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 43,862 : : Positions : : 40,067 36,365 0 3,345 3,010 215 0 0 0 0 0 : : : : Changes from: November 3, 2015 : : -2,975 -2,689 0 -270 0 -45 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 82.9 0.0 7.6 6.9 0.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 17,185 : : Positions : : 15,825 12,245 355 0 0 0 4,120 150 0 600 0 : : : : Changes from: November 3, 2015 : : -305 -115 -65 0 0 0 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 71.3 2.1 0.0 0.0 0.0 24.0 0.9 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 9 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 18,526 : : Positions : : 17,765 16,290 350 0 0 0 1,720 0 0 245 156 : : : : Changes from: November 3, 2015 : : 635 745 -50 0 0 0 -110 0 0 75 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 87.9 1.9 0.0 0.0 0.0 9.3 0.0 0.0 1.3 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 21,415 : : Positions : : 21,310 16,760 0 1,200 0 0 3,430 15 0 0 0 : : : : Changes from: November 3, 2015 : : -860 -560 0 0 0 0 -305 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.5 78.3 0.0 5.6 0.0 0.0 16.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 14 0 . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 21,050 : : Positions : : 20,980 15,700 0 1,200 0 0 4,130 0 0 0 0 : : : : Changes from: November 3, 2015 : : -935 -655 0 0 0 0 -280 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 74.6 0.0 5.7 0.0 0.0 19.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 75,442 : : Positions : : 55,937 71,597 2,865 520 300 11,625 0 0 1,780 0 150 : : : : Changes from: November 3, 2015 : : 1,713 1,451 -15 -85 0 -240 0 0 -127 0 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 94.9 3.8 0.7 0.4 15.4 0.0 0.0 2.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 26 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 70,838 : : Positions : : 51,762 67,637 1,665 480 970 11,460 0 0 3,320 0 0 : : : : Changes from: November 3, 2015 : : 1,290 660 -15 -65 0 -205 0 0 -510 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 95.5 2.4 0.7 1.4 16.2 0.0 0.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 23 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 22,309 : : Positions : : 20,345 20,125 0 1,050 420 100 0 250 450 0 0 : : : : Changes from: November 3, 2015 : : -1,040 -920 0 -135 0 100 -100 -100 -225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 90.2 0.0 4.7 1.9 0.4 0.0 1.1 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 20,375 : : Positions : : 20,115 17,845 0 1,770 30 100 600 0 0 0 0 : : : : Changes from: November 3, 2015 : : -1,125 -1,290 0 15 -15 -150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 87.6 0.0 8.7 0.1 0.5 2.9 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- Options and Futures Combined Positions as of November 10, 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 11,085 : : Positions : : 6,285 9,405 200 1,300 200 1,200 100 0 3,050 0 0 : : : : Changes from: November 3, 2015 : : -395 -730 -100 100 -100 0 -225 0 -325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 84.8 1.8 11.7 1.8 10.8 0.9 0.0 27.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 7,080 : : Positions : : 5,300 6,760 300 100 0 1,200 100 0 0 0 0 : : : : Changes from: November 3, 2015 : : -510 -440 0 -50 0 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 95.5 4.2 1.4 0.0 16.9 1.4 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- Options and Futures Combined Positions as of November 10, 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 25,653 : : Positions : : 21,075 19,680 85 105 3,270 0 1,200 250 395 550 53 : : : : Changes from: November 3, 2015 : : -990 -865 85 5 -120 -200 0 0 -25 -275 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 76.7 0.3 0.4 12.7 0.0 4.7 1.0 1.5 2.1 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 10, 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 25,210 : : Positions : : 20,695 19,805 0 1,125 2,525 0 600 250 505 0 20 : : : : Changes from: November 3, 2015 : : -840 -815 0 85 -100 0 -125 0 -5 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 78.6 0.0 4.5 10.0 0.0 2.4 1.0 2.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 18 0 . . 0 . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated November 13, 2015