Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 120,851 : : Positions : : 44,248 28,535 10,334 4,531 7,863 3,884 38,042 6,110 39,212 26,944 7,885 : : : : Changes from: December 1, 2015 : : 4,285 -685 10,044 -24,115 137 -26,226 16,301 -2,032 -7,621 -10,911 -2,353 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 23.6 8.6 3.7 6.5 3.2 31.5 5.1 32.4 22.3 6.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 16 14 4 . 4 . 6 5 14 17 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 34,093 : : Positions : : 11,230 12,431 165 8,512 128 182 5,457 1,607 17,250 2,765 2,833 : : : : Changes from: December 1, 2015 : : 745 1,380 0 -6,405 0 -5,100 -770 -766 -809 601 262 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 36.5 0.5 25.0 0.4 0.5 16.0 4.7 50.6 8.1 8.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 11 10 . 4 . . 4 5 11 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 2,139 : : Positions : : 42 687 636 124 668 0 80 135 349 129 309 : : : : Changes from: December 1, 2015 : : -1,103 -1,211 -2,030 -190 -2,755 -1,003 -2,689 -4,333 -1,209 -1,277 -1,084 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.0 32.1 29.7 5.8 31.2 0.0 3.7 6.3 16.3 6.0 14.5 : : : : Number of Traders in Each Category Total Traders: 20 : : . . . . . 0 . . 7 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 159,966 : : Positions : : 104,847 122,289 7,289 1,379 9,740 2,031 2,274 2,043 21,033 9,532 12,305 : : : : Changes from: December 1, 2015 : : -3,206 -2,762 -29 -543 -249 -79 28 129 801 713 -724 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 76.4 4.6 0.9 6.1 1.3 1.4 1.3 13.1 6.0 7.7 : : : : Number of Traders in Each Category Total Traders: 82 : : 46 48 . . 4 4 4 7 9 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 51,391 : : Positions : : 41,848 46,724 4,187 0 3,746 0 375 214 1,166 102 231 : : : : Changes from: December 1, 2015 : : 5,260 2,577 -2,822 0 1,896 0 14 -13 102 -50 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 90.9 8.1 0.0 7.3 0.0 0.7 0.4 2.3 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 23 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 449,064 : : Positions : : 429,295 395,415 0 29,809 13,305 101 0 2,243 3,824 7,996 296 : : : : Changes from: December 1, 2015 : : 44,768 18,563 0 27,878 -3,149 101 -620 931 0 -952 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 88.1 0.0 6.6 3.0 0.0 0.0 0.5 0.9 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 1,573,657 : : Positions : :1,296,697 1,396,530 193,666 83,171 14,029 11,320 784 0 34,865 56,063 23,080 : : : : Changes from: December 1, 2015 : : -65,197 -50,604 5,987 -3,149 -6,408 -1,203 0 0 10,966 4,305 -437 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 88.7 12.3 5.3 0.9 0.7 0.0 0.0 2.2 3.6 1.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 35 . . . . . 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 68,497 : : Positions : : 62,306 56,314 0 5,672 2,541 27 1,406 874 2,620 1,562 129 : : : : Changes from: December 1, 2015 : : -3,424 -1,918 0 -1,380 693 27 -55 -14 564 544 -415 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 82.2 0.0 8.3 3.7 0.0 2.1 1.3 3.8 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 18 0 . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 529,044 : : Positions : : 367,122 497,140 142,026 0 15,896 0 0 0 0 12,008 4,000 : : : : Changes from: December 1, 2015 : : -40,435 -35,998 6,087 0 0 0 0 0 0 1,650 -674 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 94.0 26.8 0.0 3.0 0.0 0.0 0.0 0.0 2.3 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 430,280 : : Positions : : 391,562 401,809 17,230 5,439 21,488 0 0 0 0 1,544 0 : : : : Changes from: December 1, 2015 : : -17,185 -20,776 -1,203 1,604 -2,005 0 0 0 0 784 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 93.4 4.0 1.3 5.0 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 28 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 41,082 : : Positions : : 36,183 36,716 1,696 456 1,457 87 0 43 359 1,027 255 : : : : Changes from: December 1, 2015 : : -1,749 -1,933 61 160 -180 0 0 0 -60 -320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 89.4 4.1 1.1 3.5 0.2 0.0 0.1 0.9 2.5 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 48,777 : : Positions : : 42,009 47,232 5,105 0 1,400 0 0 0 7 0 98 : : : : Changes from: December 1, 2015 : : -3,969 -3,815 85 0 -155 0 0 0 7 0 98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 96.8 10.5 0.0 2.9 0.0 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 34 30 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 64,846 : : Positions : : 57,417 63,380 5,800 0 1,330 50 0 0 0 0 0 : : : : Changes from: December 1, 2015 : : -4,531 -4,548 30 0 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 97.7 8.9 0.0 2.1 0.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 33 32 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 17,062 : : Positions : : 14,642 14,852 30 0 2,080 0 0 0 0 0 0 : : : : Changes from: December 1, 2015 : : -1,398 -1,228 10 0 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 87.0 0.2 0.0 12.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 16 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 239,880 : : Positions : : 179,584 239,880 59,904 0 0 0 0 0 392 0 0 : : : : Changes from: December 1, 2015 : : 112 -2,688 -2,800 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 100.0 25.0 0.0 0.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 21 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 8,124 : : Positions : : 6,931 7,609 0 0 0 0 0 0 1,108 44 0 : : : : Changes from: December 1, 2015 : : -879 -979 0 0 0 -40 0 0 -120 -140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 93.7 0.0 0.0 0.0 0.0 0.0 0.0 13.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 18 15 0 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 18,435 : : Positions : : 16,865 15,420 0 825 1,570 0 0 0 0 500 0 : : : : Changes from: December 1, 2015 : : -485 -450 0 35 -35 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 83.6 0.0 4.5 8.5 0.0 0.0 0.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 17 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 21,845 : : Positions : : 18,500 19,045 870 150 2,295 0 0 0 0 275 0 : : : : Changes from: December 1, 2015 : : -655 -325 330 0 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 87.2 4.0 0.7 10.5 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 24 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 18,371 : : Positions : : 14,805 13,061 2,512 3,667 625 60 0 22 110 82 44 : : : : Changes from: December 1, 2015 : : -1,049 -672 39 -42 3 60 0 22 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 71.1 13.7 20.0 3.4 0.3 0.0 0.1 0.6 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 61,847 : : Positions : : 58,898 50,720 480 3,465 1,846 50 46 38 275 5,512 20 : : : : Changes from: December 1, 2015 : : -3,753 -3,169 -35 143 -275 -5 46 -56 225 -568 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 82.0 0.8 5.6 3.0 0.1 0.1 0.1 0.4 8.9 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 27 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 71,286 : : Positions : : 65,889 53,462 1,381 1,900 2,924 0 1,404 46 100 10,525 915 : : : : Changes from: December 1, 2015 : : -4,347 -3,211 245 -211 -303 0 359 -58 -56 -1,095 -971 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 75.0 1.9 2.7 4.1 0.0 2.0 0.1 0.1 14.8 1.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 33 . . . 0 . . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 46,720 : : Positions : : 44,200 43,305 1,215 3,030 385 0 0 0 910 0 0 : : : : Changes from: December 1, 2015 : : -2,840 -2,870 -25 -125 0 0 0 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 92.7 2.6 6.5 0.8 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 27 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 51,060 : : Positions : : 47,910 47,390 1,800 3,145 525 0 0 0 765 0 0 : : : : Changes from: December 1, 2015 : : -970 -955 -35 -180 0 0 0 0 -130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 92.8 3.5 6.2 1.0 0.0 0.0 0.0 1.5 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 December 8, 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 341,693 : : Positions : : 301,172 287,229 392 20,897 5,032 0 8,512 0 33,090 18,016 2,007 : : : : Changes from: December 1, 2015 : : -20,288 -20,795 -401 -1,176 -401 0 0 0 -482 800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 84.1 0.1 6.1 1.5 0.0 2.5 0.0 9.7 5.3 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 29 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 26,602 : : Positions : : 19,638 21,853 676 594 597 0 816 22 5,044 1,707 416 : : : : Changes from: December 1, 2015 : : -1,085 -1,275 -162 -124 171 0 -120 0 -136 98 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 82.1 2.5 2.2 2.2 0.0 3.1 0.1 19.0 6.4 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 27 . . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 30,851 : : Positions : : 18,113 26,463 11,326 0 0 0 770 0 155 2,361 1,257 : : : : Changes from: December 1, 2015 : : -991 -3,364 -1,905 0 0 -72 0 0 -192 204 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 85.8 36.7 0.0 0.0 0.0 2.5 0.0 0.5 7.7 4.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . 0 0 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 333,366 : : Positions : : 268,733 332,582 64,633 0 0 0 0 0 0 784 0 : : : : Changes from: December 1, 2015 : : -55,437 -52,229 2,406 0 -2,406 0 0 0 0 -802 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 99.8 19.4 0.0 0.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 18 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 27,982 : : Positions : : 23,484 27,274 3,714 44 22 510 0 0 230 217 0 : : : : Changes from: December 1, 2015 : : -2,925 -2,744 20 -40 -20 0 0 0 -41 -160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 97.5 13.3 0.2 0.1 1.8 0.0 0.0 0.8 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 20 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 127,946 : : Positions : : 78,422 119,764 49,524 1,518 0 0 6,664 0 0 0 0 : : : : Changes from: December 1, 2015 : : -1,720 -1,720 -401 0 0 0 -401 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 93.6 38.7 1.2 0.0 0.0 5.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 15,247 : : Positions : : 11,356 12,454 574 1,028 869 345 0 0 1,862 0 176 : : : : Changes from: December 1, 2015 : : -681 -1,161 -252 424 -79 -79 0 0 174 0 -254 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 81.7 3.8 6.7 5.7 2.3 0.0 0.0 12.2 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 184,439 : : Positions : : 136,851 167,997 10,625 3,154 12,495 5,020 0 0 18,655 0 793 : : : : Changes from: December 1, 2015 : : -1,437 -10,131 -1,586 1,203 -1,203 -1,203 0 0 -4,702 0 -811 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 91.1 5.8 1.7 6.8 2.7 0.0 0.0 10.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 15,363 : : Positions : : 12,518 9,428 2,738 4,513 44 0 822 0 0 238 63 : : : : Changes from: December 1, 2015 : : -439 -946 43 253 -100 0 68 -40 -14 238 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 61.4 17.8 29.4 0.3 0.0 5.4 0.0 0.0 1.5 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 21 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 162,833 : : Positions : : 138,919 110,116 18,825 50,416 392 2,036 0 1,125 752 0 784 : : : : Changes from: December 1, 2015 : : -7,172 -6,396 758 784 -784 802 0 -802 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 67.6 11.6 31.0 0.2 1.3 0.0 0.7 0.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 17,048 : : Positions : : 9,966 12,519 2,475 0 4,529 0 0 0 78 0 0 : : : : Changes from: December 1, 2015 : : 0 924 924 0 -231 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 73.4 14.5 0.0 26.6 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 19 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 6,675 : : Positions : : 6,335 6,300 125 300 0 0 0 0 0 0 0 : : : : Changes from: December 1, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 94.4 1.9 4.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 8 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 9,540 : : Positions : : 9,065 8,055 350 300 0 0 1,180 0 0 0 0 : : : : Changes from: December 1, 2015 : : -240 -230 100 -50 0 0 130 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 84.4 3.7 3.1 0.0 0.0 12.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 15 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 837,821 : : Positions : : 569,189 619,076 18,200 28,513 71,019 15 6,501 4,898 84,823 18,136 89,679 : : : : Changes from: December 1, 2015 : : 21,680 31,104 412 1,131 -635 -24 -31 920 9,186 -2,334 6,752 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 73.9 2.2 3.4 8.5 0.0 0.8 0.6 10.1 2.2 10.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 17 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 23,035 : : Positions : : 21,320 10,575 1,325 11,935 75 0 450 0 0 0 0 : : : : Changes from: December 1, 2015 : : 25 405 -100 -490 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 45.9 5.8 51.8 0.3 0.0 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 14 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 19,695 : : Positions : : 18,460 7,220 850 11,960 0 0 450 0 0 0 0 : : : : Changes from: December 1, 2015 : : -710 -390 -175 -490 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 36.7 4.3 60.7 0.0 0.0 2.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 21,349 : : Positions : : 20,869 17,064 0 3,980 230 0 0 0 250 75 0 : : : : Changes from: December 1, 2015 : : -1,915 -1,135 -50 -680 0 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.8 79.9 0.0 18.6 1.1 0.0 0.0 0.0 1.2 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 20,064 : : Positions : : 19,584 15,274 0 4,560 230 0 0 0 250 0 0 : : : : Changes from: December 1, 2015 : : -1,790 -1,390 0 -400 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 76.1 0.0 22.7 1.1 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 14 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 18,995 : : Positions : : 18,070 18,290 325 405 0 0 300 0 0 0 0 : : : : Changes from: December 1, 2015 : : -1,115 -795 150 -5 0 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 96.3 1.7 2.1 0.0 0.0 1.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 17,295 : : Positions : : 16,700 17,175 210 0 0 0 0 0 0 0 0 : : : : Changes from: December 1, 2015 : : 945 830 -90 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 99.3 1.2 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 : : 22 13 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 18,295 : : Positions : : 17,615 17,875 395 100 0 0 200 0 0 0 0 : : : : Changes from: December 1, 2015 : : 678 513 -100 -10 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 97.7 2.2 0.5 0.0 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 16 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 118,134 : : Positions : : 106,329 110,184 7,375 4,100 2,970 860 0 50 550 830 0 : : : : Changes from: December 1, 2015 : : -3,850 -5,200 270 150 -150 -100 -150 0 -1,600 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 93.3 6.2 3.5 2.5 0.7 0.0 0.0 0.5 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 32 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 125,333 : : Positions : : 109,976 116,511 8,712 3,745 3,085 2,535 750 375 600 730 50 : : : : Changes from: December 1, 2015 : : -3,693 -4,078 15 280 -280 130 0 50 -575 -355 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 93.0 7.0 3.0 2.5 2.0 0.6 0.3 0.5 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 32 33 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 149,882 : : Positions : : 121,592 115,739 1,608 7,700 6,748 2,150 2,791 1,307 12,324 11,598 3,932 : : : : Changes from: December 1, 2015 : : -2,698 -3,925 107 -1,173 -61 159 -278 -29 -1,499 1,647 164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 77.2 1.1 5.1 4.5 1.4 1.9 0.9 8.2 7.7 2.6 : : : : Number of Traders in Each Category Total Traders: 72 : : 43 38 . . 4 . 4 . 5 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 105,462 : : Positions : : 88,423 91,347 9,940 6,720 2,720 300 0 0 1,510 2,285 2,300 : : : : Changes from: December 1, 2015 : : -4,475 -4,648 720 990 -740 0 0 0 -100 -110 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 86.6 9.4 6.4 2.6 0.3 0.0 0.0 1.4 2.2 2.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 35 31 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 22,565 : : Positions : : 21,710 19,425 375 2,185 50 370 665 60 0 120 0 : : : : Changes from: December 1, 2015 : : -1,235 -1,020 150 -60 -50 -25 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 86.1 1.7 9.7 0.2 1.6 2.9 0.3 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 13 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 17,905 : : Positions : : 17,460 15,500 225 2,175 50 50 0 100 0 0 0 : : : : Changes from: December 1, 2015 : : -655 -680 0 0 0 25 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 86.6 1.3 12.1 0.3 0.3 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 10 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 29,543 : : Positions : : 26,849 25,108 0 1,560 2,305 0 300 0 334 0 5 : : : : Changes from: December 1, 2015 : : -790 -740 0 -50 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 85.0 0.0 5.3 7.8 0.0 1.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 27 27 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 12,540 : : Positions : : 11,580 11,890 430 0 530 0 0 0 0 0 0 : : : : Changes from: December 1, 2015 : : -68 -28 40 0 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 94.8 3.4 0.0 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 174,398 : : Positions : : 141,867 117,039 0 41,733 11,338 0 0 0 18,155 1,505 2,783 : : : : Changes from: December 1, 2015 : : 1,720 4,236 0 -2,736 -4 0 0 0 10 230 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 67.1 0.0 23.9 6.5 0.0 0.0 0.0 10.4 0.9 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 15 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 3,110,417 : : Positions : :2,588,666 1,896,769 23,600 902,667 310,951 0 0 0 187,200 0 0 : : : : Changes from: December 1, 2015 : : 22,830 46,230 0 -23,400 23,400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 61.0 0.8 29.0 10.0 0.0 0.0 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 74,682 : : Positions : : 65,159 69,022 3,444 0 5,660 0 0 0 419 0 0 : : : : Changes from: December 1, 2015 : : -745 3,100 3,444 -401 -1,902 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 92.4 4.6 0.0 7.6 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 15 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 1,657,157 : : Positions : :1,302,894 1,314,269 133,706 126,960 215,928 0 0 0 4,629 0 0 : : : : Changes from: December 1, 2015 : : 5,625 75,745 0 -70,120 28,032 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 79.3 8.1 7.7 13.0 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 15,736 : : Positions : : 9,185 15,288 5,950 0 150 0 0 0 313 0 0 : : : : Changes from: December 1, 2015 : : -440 -592 150 0 -150 0 0 0 -312 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 97.2 37.8 0.0 1.0 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 28,400 : : Positions : : 24,425 21,399 500 4,701 270 1,195 0 0 1,750 1,795 100 : : : : Changes from: December 1, 2015 : : -1,302 -1,776 0 -74 30 -100 0 0 -383 0 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 75.3 1.8 16.6 1.0 4.2 0.0 0.0 6.2 6.3 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 22 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 24,100 : : Positions : : 21,748 17,326 0 6,026 718 610 0 0 860 0 0 : : : : Changes from: December 1, 2015 : : -836 -1,319 0 45 -218 -65 0 0 -370 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 71.9 0.0 25.0 3.0 2.5 0.0 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 19 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 33,251 : : Positions : : 31,246 19,485 1,614 12,714 5 0 560 0 265 416 71 : : : : Changes from: December 1, 2015 : : -478 619 603 -316 -23 0 -80 0 74 -29 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 58.6 4.9 38.2 0.0 0.0 1.7 0.0 0.8 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 28 25 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 22,583 : : Positions : : 20,946 16,065 322 5,443 750 0 35 170 0 0 0 : : : : Changes from: December 1, 2015 : : -567 -795 -198 -15 70 0 -90 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 71.1 1.4 24.1 3.3 0.0 0.2 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 22 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 19,304 : : Positions : : 16,370 17,019 1,990 585 800 0 590 0 0 0 0 : : : : Changes from: December 1, 2015 : : -197 -450 -525 20 240 0 -50 0 0 -62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 88.2 10.3 3.0 4.1 0.0 3.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 15,303 : : Positions : : 12,186 13,694 2,463 559 540 0 0 0 0 300 0 : : : : Changes from: December 1, 2015 : : -95 -305 -405 -25 360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 89.5 16.1 3.7 3.5 0.0 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 35,349 : : Positions : : 29,845 32,239 2,430 175 1,810 0 300 0 1,064 600 10 : : : : Changes from: December 1, 2015 : : -1,315 -1,470 -10 -530 0 0 0 0 -565 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 91.2 6.9 0.5 5.1 0.0 0.8 0.0 3.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 23 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 15,329 : : Positions : : 13,459 12,284 820 3,025 20 0 0 0 910 0 0 : : : : Changes from: December 1, 2015 : : -66 -66 0 -25 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 80.1 5.3 19.7 0.1 0.0 0.0 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 14,522 : : Positions : : 11,999 11,350 605 3,012 5 0 0 0 1,873 125 0 : : : : Changes from: December 1, 2015 : : -561 -691 0 0 0 0 0 0 -45 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 78.2 4.2 20.7 0.0 0.0 0.0 0.0 12.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 20 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 50,591 : : Positions : : 47,131 42,937 0 3,690 2,850 0 230 170 0 0 0 : : : : Changes from: December 1, 2015 : : -2,040 -3,029 0 1,055 -630 0 45 -45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 84.9 0.0 7.3 5.6 0.0 0.5 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 23 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 43,787 : : Positions : : 41,402 35,866 0 5,175 1,810 170 0 0 0 0 0 : : : : Changes from: December 1, 2015 : : -1,735 -2,549 0 930 -600 -45 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 81.9 0.0 11.8 4.1 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 20 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 16,590 : : Positions : : 15,330 11,660 290 0 0 0 4,120 150 0 600 0 : : : : Changes from: December 1, 2015 : : -505 -595 -65 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 70.3 1.7 0.0 0.0 0.0 24.8 0.9 0.0 3.6 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 December 8, 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 18,421 : : Positions : : 17,375 15,635 300 0 0 0 2,310 0 0 320 81 : : : : Changes from: December 1, 2015 : : -475 -785 -50 0 0 0 490 0 0 75 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 84.9 1.6 0.0 0.0 0.0 12.5 0.0 0.0 1.7 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 21,650 : : Positions : : 21,405 17,505 0 1,200 0 0 2,675 165 0 100 0 : : : : Changes from: December 1, 2015 : : -200 -75 0 0 0 0 -130 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 80.9 0.0 5.5 0.0 0.0 12.4 0.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 14 0 . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 20,465 : : Positions : : 20,405 15,505 0 1,200 0 0 3,750 0 0 0 0 : : : : Changes from: December 1, 2015 : : -675 -445 0 0 0 0 -230 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 75.8 0.0 5.9 0.0 0.0 18.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 79,378 : : Positions : : 57,077 73,480 2,850 435 300 12,410 0 0 1,878 0 77 : : : : Changes from: December 1, 2015 : : -1,224 -1,246 -15 -85 0 210 0 0 -2 0 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 92.6 3.6 0.5 0.4 15.6 0.0 0.0 2.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 26 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 73,815 : : Positions : : 54,269 70,719 1,650 415 970 12,655 0 0 2,860 0 0 : : : : Changes from: December 1, 2015 : : -973 -1,538 -15 -65 0 145 0 0 -460 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 95.8 2.2 0.6 1.3 17.1 0.0 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 23 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 23,052 : : Positions : : 21,435 21,085 0 915 420 50 0 250 225 0 0 : : : : Changes from: December 1, 2015 : : -1,290 -1,420 0 -135 0 -50 0 0 -225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 91.5 0.0 4.0 1.8 0.2 0.0 1.1 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 19,800 : : Positions : : 19,620 17,285 0 1,785 15 50 600 0 0 0 0 : : : : Changes from: December 1, 2015 : : -1,425 -1,490 0 15 -15 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.1 87.3 0.0 9.0 0.1 0.3 3.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 15 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 10,080 : : Positions : : 5,880 8,490 100 1,400 100 1,200 50 0 2,725 0 0 : : : : Changes from: December 1, 2015 : : -405 -915 -100 100 -100 0 -50 0 -325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 84.2 1.0 13.9 1.0 11.9 0.5 0.0 27.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 6,525 : : Positions : : 4,765 6,320 300 50 0 1,200 50 0 0 0 0 : : : : Changes from: December 1, 2015 : : -535 -440 0 -50 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 96.9 4.6 0.8 0.0 18.4 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 25,320 : : Positions : : 21,090 19,900 200 140 3,120 0 1,200 250 320 275 45 : : : : Changes from: December 1, 2015 : : -870 -585 115 35 -150 0 0 0 -75 -275 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 78.6 0.8 0.6 12.3 0.0 4.7 1.0 1.3 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 19 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 23,705 : : Positions : : 19,560 18,535 0 1,210 2,425 0 600 250 435 0 0 : : : : Changes from: December 1, 2015 : : -870 -900 0 85 -100 0 0 0 -35 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 78.2 0.0 5.1 10.2 0.0 2.5 1.1 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 18 0 . . 0 . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 11, 2015