COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 132,271: 41,532 25,558 10,222 12,640 8,361 3,780 22,238 15,233 43,390 38,471 8,325: 1,428 1,445 Old : 132,271: 41,532 25,558 10,222 12,640 8,361 3,780 22,238 15,233 43,390 38,471 8,325: 1,428 1,445 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 2,589: 89 577 94 822 939 392 -1,130 1,179 -475 -251 113: 258 340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 19.3 7.7 9.6 6.3 2.9 16.8 11.5 32.8 29.1 6.3: 1.1 1.1 Old : 100.0: 31.4 19.3 7.7 9.6 6.3 2.9 16.8 11.5 32.8 29.1 6.3: 1.1 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 57: 16 17 . . 4 . 5 5 14 13 12: Old : 57: 16 17 . . 4 . 5 5 14 13 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.4 37.4 60.0 58.7 30.5 37.1 46.5 50.1 Old : 34.4 37.4 60.0 58.7 30.5 37.1 46.5 50.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 31,263: 6,917 15,016 144 6,648 143 702 2,914 1,359 18,438 1,897 2,901: 659 385 Old : 31,263: 6,917 15,016 144 6,648 143 702 2,914 1,359 18,438 1,897 2,901: 659 385 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 624: 695 58 -50 -283 23 0 150 -90 111 831 -105: 40 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 48.0 0.5 21.3 0.5 2.2 9.3 4.3 59.0 6.1 9.3: 2.1 1.2 Old : 100.0: 22.1 48.0 0.5 21.3 0.5 2.2 9.3 4.3 59.0 6.1 9.3: 2.1 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 10 11 . . . . 4 . 12 5 13: Old : 41: 10 11 . . . . 4 . 12 5 13: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 54.1 69.1 73.6 54.3 49.2 64.8 66.6 Old : 55.3 54.1 69.1 73.6 54.3 49.2 64.8 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 139,007: 90,665 112,853 11,220 1,515 5,831 20,106 2,479 2,911 3,576 8,786 4,121: 577 511 Old : 139,007: 90,665 112,853 11,220 1,515 5,831 20,106 2,479 2,911 3,576 8,786 4,121: 577 511 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 5,752: 1,081 4,546 5,081 -37 -2 -448 681 102 -3 459 26: -85 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.2 81.2 8.1 1.1 4.2 14.5 1.8 2.1 2.6 6.3 3.0: 0.4 0.4 Old : 100.0: 65.2 81.2 8.1 1.1 4.2 14.5 1.8 2.1 2.6 6.3 3.0: 0.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 78: 41 44 . . 4 4 4 5 7 11 10: Old : 78: 41 44 . . 4 4 4 5 7 11 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 33.7 65.9 49.0 34.8 22.5 42.7 31.2 Old : 51.8 33.7 65.9 49.0 34.8 22.5 42.7 31.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 51,730: 45,690 43,243 0 3,226 3,381 390 324 0 921 208 1,242: 106 106 Old : 51,730: 45,690 43,243 0 3,226 3,381 390 324 0 921 208 1,242: 106 106 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 1,437: 2,106 202 0 2,542 -1,718 25 324 0 870 -67 129: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.3 83.6 0.0 6.2 6.5 0.8 0.6 0.0 1.8 0.4 2.4: 0.2 0.2 Old : 100.0: 88.3 83.6 0.0 6.2 6.5 0.8 0.6 0.0 1.8 0.4 2.4: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 28 24 0 . . . . 0 . . .: Old : 39: 28 24 0 . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.4 44.9 70.6 71.5 37.6 26.4 43.3 41.8 Old : 49.4 44.9 70.6 71.5 37.6 26.4 43.3 41.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 MWh) : : : Positions : All : 460,283: 420,901 379,328 0 61,305 9,689 643 0 1,845 19,089 0 7,805: 311 311 Old : 460,283: 420,901 379,328 0 61,305 9,689 643 0 1,845 19,089 0 7,805: 311 311 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 8,502: 579 2,276 0 -1,547 0 -2,719 0 1,845 2,869 0 6,265: -337 -337 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.4 82.4 0.0 13.3 2.1 0.1 0.0 0.4 4.1 0.0 1.7: 0.1 0.1 Old : 100.0: 91.4 82.4 0.0 13.3 2.1 0.1 0.0 0.4 4.1 0.0 1.7: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 21 21 0 . . . 0 . . 0 .: Old : 32: 21 21 0 . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 55.3 70.8 78.5 40.8 48.9 54.5 61.4 Old : 49.1 55.3 70.8 78.5 40.8 48.9 54.5 61.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 Megawatt Hours) : : : Positions : All : 1,557,951: 1,247,798 1,388,507 217,959 64,192 7,367 8,720 61,303 15,200 56,987 17,462 3,920: 0 0 Old : 1,557,951: 1,247,798 1,388,507 217,959 64,192 7,367 8,720 61,303 15,200 56,987 17,462 3,920: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 32,883: 18,862 34,389 12,820 -7,376 0 -1,520 8,725 1,520 1,201 -4,375 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.1 89.1 14.0 4.1 0.5 0.6 3.9 1.0 3.7 1.1 0.3: 0.0 0.0 Old : 100.0: 80.1 89.1 14.0 4.1 0.5 0.6 3.9 1.0 3.7 1.1 0.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 34 38 . . . . . . . 4 .: Old : 56: 34 38 . . . . . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 47.6 75.9 67.0 47.8 37.8 59.8 50.8 Old : 61.7 47.6 75.9 67.0 47.8 37.8 59.8 50.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 65,930: 56,121 53,555 0 721 5,210 0 1,662 2,032 1,799 1,982 768: 0 0 Old : 65,930: 56,121 53,555 0 721 5,210 0 1,662 2,032 1,799 1,982 768: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 816: 1,346 -61 0 102 -50 0 -93 324 -961 437 157: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.1 81.2 0.0 1.1 7.9 0.0 2.5 3.1 2.7 3.0 1.2: 0.0 0.0 Old : 100.0: 85.1 81.2 0.0 1.1 7.9 0.0 2.5 3.1 2.7 3.0 1.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 21 22 0 . . 0 . . 5 5 .: Old : 40: 21 22 0 . . 0 . . 5 5 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.9 58.4 80.7 78.3 52.2 52.0 63.5 59.0 Old : 57.9 58.4 80.7 78.3 52.2 52.0 63.5 59.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 484,684: 310,803 422,356 122,967 0 44,832 0 0 0 1,480 12,894 4,602: 0 0 Old : 484,684: 310,803 422,356 122,967 0 44,832 0 0 0 1,480 12,894 4,602: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 10,497: 10,167 1,230 -8,315 0 9,267 0 0 0 0 622 -622: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.1 87.1 25.4 0.0 9.2 0.0 0.0 0.0 0.3 2.7 0.9: 0.0 0.0 Old : 100.0: 64.1 87.1 25.4 0.0 9.2 0.0 0.0 0.0 0.3 2.7 0.9: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 18 . 0 . 0 0 0 . . .: Old : 30: 19 18 . 0 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.9 65.3 85.4 85.1 49.9 56.6 65.5 68.3 Old : 64.9 65.3 85.4 85.1 49.9 56.6 65.5 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 389,677: 366,911 342,103 2,729 21,721 20,037 0 5,456 0 0 360 0: 0 0 Old : 389,677: 366,911 342,103 2,729 21,721 20,037 0 5,456 0 0 360 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 5,055: 5,055 -4,305 0 9,360 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.2 87.8 0.7 5.6 5.1 0.0 1.4 0.0 0.0 0.1 0.0: 0.0 0.0 Old : 100.0: 94.2 87.8 0.7 5.6 5.1 0.0 1.4 0.0 0.0 0.1 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 29 28 . . . 0 . 0 0 . 0: Old : 41: 29 28 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.5 53.1 70.4 74.7 47.9 50.9 64.9 62.4 Old : 49.5 53.1 70.4 74.7 47.9 50.9 64.9 62.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 39,225: 34,899 34,889 1,698 1,990 582 225 0 533 150 0 21: 1,117 1,210 Old : 39,225: 34,899 34,889 1,698 1,990 582 225 0 533 150 0 21: 1,117 1,210 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 548: 466 124 0 510 -148 139 -25 25 43 0 0: 23 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.0 88.9 4.3 5.1 1.5 0.6 0.0 1.4 0.4 0.0 0.1: 2.8 3.1 Old : 100.0: 89.0 88.9 4.3 5.1 1.5 0.6 0.0 1.4 0.4 0.0 0.1: 2.8 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 26 26 . . . . 0 . . 0 .: Old : 37: 26 26 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 55.3 70.7 74.4 46.4 53.6 64.7 68.5 Old : 48.6 55.3 70.7 74.4 46.4 53.6 64.7 68.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 49,399: 42,067 45,812 2,395 0 3,405 0 0 0 998 50 98: 436 34 Old : 49,399: 42,067 45,812 2,395 0 3,405 0 0 0 998 50 98: 436 34 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 330: 150 210 0 0 120 0 0 0 8 -52 52: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.2 92.7 4.8 0.0 6.9 0.0 0.0 0.0 2.0 0.1 0.2: 0.9 0.1 Old : 100.0: 85.2 92.7 4.8 0.0 6.9 0.0 0.0 0.0 2.0 0.1 0.2: 0.9 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 31 31 . 0 . 0 0 0 . . .: Old : 45: 31 31 . 0 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 48.5 68.3 73.4 47.3 42.4 56.1 60.7 Old : 52.3 48.5 68.3 73.4 47.3 42.4 56.1 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 66,708: 58,328 62,794 2,720 0 3,725 50 0 0 1,293 50 90: 502 49 Old : 66,708: 58,328 62,794 2,720 0 3,725 50 0 0 1,293 50 90: 502 49 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 397: 175 285 0 0 120 0 0 0 58 -52 44: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.4 94.1 4.1 0.0 5.6 0.1 0.0 0.0 1.9 0.1 0.1: 0.8 0.1 Old : 100.0: 87.4 94.1 4.1 0.0 5.6 0.1 0.0 0.0 1.9 0.1 0.1: 0.8 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 31 29 . 0 . . 0 0 . . .: Old : 44: 31 29 . 0 . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 49.0 65.6 73.2 44.8 44.9 59.5 61.3 Old : 45.6 49.0 65.6 73.2 44.8 44.9 59.5 61.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 19,535: 16,905 17,445 540 0 1,970 0 0 0 0 0 0: 120 120 Old : 19,535: 16,905 17,445 540 0 1,970 0 0 0 0 0 0: 120 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 1,470: 1,470 1,470 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.5 89.3 2.8 0.0 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.6 Old : 100.0: 86.5 89.3 2.8 0.0 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 18 13 . 0 . 0 0 0 0 0 0: Old : 24: 18 13 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 65.2 79.1 93.8 49.1 61.5 66.6 75.1 Old : 54.3 65.2 79.1 93.8 49.1 61.5 66.6 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 295,472: 236,528 294,712 58,184 0 760 0 0 0 0 0 0: 0 0 Old : 295,472: 236,528 294,712 58,184 0 760 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 22,744: 22,744 22,744 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.1 99.7 19.7 0.0 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 80.1 99.7 19.7 0.0 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 24 18 . 0 . 0 0 0 0 0 0: Old : 31: 24 18 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.1 78.9 61.6 90.6 36.7 66.5 56.3 72.5 Old : 38.1 78.9 61.6 90.6 36.7 66.5 56.3 72.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 7,680: 6,423 7,338 0 298 0 0 0 0 1,171 0 0: 86 44 Old : 7,680: 6,423 7,338 0 298 0 0 0 0 1,171 0 0: 86 44 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 217: 240 217 0 0 0 0 0 0 21 0 0: -44 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.6 95.5 0.0 3.9 0.0 0.0 0.0 0.0 15.2 0.0 0.0: 1.1 0.6 Old : 100.0: 83.6 95.5 0.0 3.9 0.0 0.0 0.0 0.0 15.2 0.0 0.0: 1.1 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 18 16 0 . 0 0 0 0 . 0 0: Old : 23: 18 16 0 . 0 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 59.4 74.5 81.1 47.2 51.8 68.4 68.8 Old : 49.0 59.4 74.5 81.1 47.2 51.8 68.4 68.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 7,338: 4,753 6,583 975 0 300 0 200 0 575 50 150: 585 55 Old : 7,338: 4,753 6,583 975 0 300 0 200 0 575 50 150: 585 55 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 1,125: 323 1,025 -150 -250 250 0 150 0 575 -150 100: 27 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.8 89.7 13.3 0.0 4.1 0.0 2.7 0.0 7.8 0.7 2.0: 8.0 0.7 Old : 100.0: 64.8 89.7 13.3 0.0 4.1 0.0 2.7 0.0 7.8 0.7 2.0: 8.0 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 13 . 0 . 0 . 0 . . .: Old : 23: 12 13 . 0 . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 56.1 77.8 83.5 37.7 51.7 56.9 63.6 Old : 56.4 56.1 77.8 83.5 37.7 51.7 56.9 63.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 25,590: 22,530 23,000 945 155 2,115 0 0 0 0 200 0: 0 120 Old : 25,590: 22,530 23,000 945 155 2,115 0 0 0 0 200 0: 0 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 925: 925 925 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.0 89.9 3.7 0.6 8.3 0.0 0.0 0.0 0.0 0.8 0.0: 0.0 0.5 Old : 100.0: 88.0 89.9 3.7 0.6 8.3 0.0 0.0 0.0 0.0 0.8 0.0: 0.0 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 17 . . . 0 0 0 0 . 0: Old : 32: 19 17 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.4 61.9 86.9 83.7 59.2 60.0 77.5 75.8 Old : 63.4 61.9 86.9 83.7 59.2 60.0 77.5 75.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 21,880: 18,785 18,940 495 370 2,390 0 50 0 0 75 0: 210 55 Old : 21,880: 18,785 18,940 495 370 2,390 0 50 0 0 75 0: 210 55 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 225: 375 50 -325 0 175 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.9 86.6 2.3 1.7 10.9 0.0 0.2 0.0 0.0 0.3 0.0: 1.0 0.3 Old : 100.0: 85.9 86.6 2.3 1.7 10.9 0.0 0.2 0.0 0.0 0.3 0.0: 1.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 21 17 . . . 0 . 0 0 . 0: Old : 29: 21 17 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.6 67.0 67.2 87.2 32.6 50.8 50.3 61.0 Old : 44.6 67.0 67.2 87.2 32.6 50.8 50.3 61.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 21,202: 18,393 15,333 2,514 4,698 105 63 0 0 0 211 0: 127 855 Old : 21,202: 18,393 15,333 2,514 4,698 105 63 0 0 0 211 0: 127 855 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 1,537: 1,537 1,537 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.8 72.3 11.9 22.2 0.5 0.3 0.0 0.0 0.0 1.0 0.0: 0.6 4.0 Old : 100.0: 86.8 72.3 11.9 22.2 0.5 0.3 0.0 0.0 0.0 1.0 0.0: 0.6 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 24 20 . . . . 0 0 0 . 0: Old : 34: 24 20 . . . . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.1 61.9 61.5 77.1 38.8 56.6 57.2 66.4 Old : 39.1 61.9 61.5 77.1 38.8 56.6 57.2 66.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 57,753: 53,390 47,539 786 2,381 2,686 0 188 36 160 4,358 405: 290 160 Old : 57,753: 53,390 47,539 786 2,381 2,686 0 188 36 160 4,358 405: 290 160 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 443: 87 457 -9 -285 305 0 63 -12 0 -157 72: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.4 82.3 1.4 4.1 4.7 0.0 0.3 0.1 0.3 7.5 0.7: 0.5 0.3 Old : 100.0: 92.4 82.3 1.4 4.1 4.7 0.0 0.3 0.1 0.3 7.5 0.7: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 27 29 . . . 0 . . . 4 .: Old : 45: 27 29 . . . 0 . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 45.4 74.7 66.3 52.3 45.3 72.1 63.4 Old : 53.3 45.4 74.7 66.3 52.3 45.3 72.1 63.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 71,154: 65,034 53,051 576 1,659 3,696 310 1,234 413 0 9,881 1,125: 0 95 Old : 71,154: 65,034 53,051 576 1,659 3,696 310 1,234 413 0 9,881 1,125: 0 95 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 115: 474 166 -212 70 -63 0 -239 16 0 265 -100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.4 74.6 0.8 2.3 5.2 0.4 1.7 0.6 0.0 13.9 1.6: 0.0 0.1 Old : 100.0: 91.4 74.6 0.8 2.3 5.2 0.4 1.7 0.6 0.0 13.9 1.6: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 31 33 . . . . . . 0 8 5: Old : 53: 31 33 . . . . . . 0 8 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 49.2 64.0 65.8 45.3 45.8 59.6 58.6 Old : 45.4 49.2 64.0 65.8 45.3 45.8 59.6 58.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 45,235: 40,645 41,240 1,725 3,360 385 0 0 0 2,150 0 220: 110 30 Old : 45,235: 40,645 41,240 1,725 3,360 385 0 0 0 2,150 0 220: 110 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 660: 660 60 0 600 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.9 91.2 3.8 7.4 0.9 0.0 0.0 0.0 4.8 0.0 0.5: 0.2 0.1 Old : 100.0: 89.9 91.2 3.8 7.4 0.9 0.0 0.0 0.0 4.8 0.0 0.5: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 23 11 . . . 0 0 0 . 0 .: Old : 30: 23 11 . . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.1 97.0 75.6 99.3 54.2 91.9 71.0 91.9 Old : 57.1 97.0 75.6 99.3 54.2 91.9 71.0 91.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 50,890: 44,155 46,830 2,335 3,440 525 0 0 0 3,545 0 95: 235 0 Old : 50,890: 44,155 46,830 2,335 3,440 525 0 0 0 3,545 0 95: 235 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 650: 650 50 0 600 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.8 92.0 4.6 6.8 1.0 0.0 0.0 0.0 7.0 0.0 0.2: 0.5 0.0 Old : 100.0: 86.8 92.0 4.6 6.8 1.0 0.0 0.0 0.0 7.0 0.0 0.2: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 23 13 . . . 0 0 0 . 0 .: Old : 30: 23 13 . . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 92.9 73.7 98.0 54.5 89.0 69.7 89.9 Old : 58.1 92.9 73.7 98.0 54.5 89.0 69.7 89.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 359,758: 315,117 298,950 3,373 21,865 4,327 408 9,752 0 26,476 14,807 10,057: 0 0 Old : 359,758: 315,117 298,950 3,373 21,865 4,327 408 9,752 0 26,476 14,807 10,057: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 5,048: 3,904 2,768 0 -384 384 0 0 0 -1,520 0 2,280: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.6 83.1 0.9 6.1 1.2 0.1 2.7 0.0 7.4 4.1 2.8: 0.0 0.0 Old : 100.0: 87.6 83.1 0.9 6.1 1.2 0.1 2.7 0.0 7.4 4.1 2.8: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 43: 26 27 . . . . . 0 . . .: Old : 43: 26 27 . . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.5 39.9 70.1 62.1 39.6 36.0 53.5 50.7 Old : 44.5 39.9 70.1 62.1 39.6 36.0 53.5 50.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 25,812: 19,751 21,409 87 1,050 661 170 967 64 4,592 1,236 360: 127 65 Old : 25,812: 19,751 21,409 87 1,050 661 170 967 64 4,592 1,236 360: 127 65 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 151: 381 129 -86 277 -213 0 0 0 111 -42 0: -42 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.5 82.9 0.3 4.1 2.6 0.7 3.7 0.2 17.8 4.8 1.4: 0.5 0.3 Old : 100.0: 76.5 82.9 0.3 4.1 2.6 0.7 3.7 0.2 17.8 4.8 1.4: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 24 29 . . . . . . . . .: Old : 44: 24 29 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 34.4 79.0 52.4 51.1 33.9 73.4 50.3 Old : 54.1 34.4 79.0 52.4 51.1 33.9 73.4 50.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 35,882: 22,325 30,536 11,271 0 588 77 1,465 0 28 1,700 1,593: 0 0 Old : 35,882: 22,325 30,536 11,271 0 588 77 1,465 0 28 1,700 1,593: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 343: -613 388 826 0 81 0 78 0 -3 -256 52: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.2 85.1 31.4 0.0 1.6 0.2 4.1 0.0 0.1 4.7 4.4: 0.0 0.0 Old : 100.0: 62.2 85.1 31.4 0.0 1.6 0.2 4.1 0.0 0.1 4.7 4.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 13 . 0 . . . 0 . 4 4: Old : 29: 15 13 . 0 . . . 0 . 4 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.3 65.9 87.6 81.9 62.7 63.9 72.5 73.7 Old : 70.3 65.9 87.6 81.9 62.7 63.9 72.5 73.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 350,969: 277,994 345,530 72,975 4,680 0 0 0 0 0 759 0: 0 0 Old : 350,969: 277,994 345,530 72,975 4,680 0 0 0 0 0 759 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 23,767: 23,767 23,767 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.2 98.5 20.8 1.3 0.0 0.0 0.0 0.0 0.0 0.2 0.0: 0.0 0.0 Old : 100.0: 79.2 98.5 20.8 1.3 0.0 0.0 0.0 0.0 0.0 0.2 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 18 17 . . 0 0 0 0 0 . 0: Old : 29: 18 17 . . 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.1 78.9 81.6 93.1 59.6 66.8 72.9 73.1 Old : 65.1 78.9 81.6 93.1 59.6 66.8 72.9 73.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 29,204: 24,521 28,136 3,941 0 0 596 0 0 105 384 0: 41 684 Old : 29,204: 24,521 28,136 3,941 0 0 596 0 0 105 384 0: 41 684 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 1,411: 1,390 1,388 0 0 0 21 0 0 0 0 0: 0 23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.0 96.3 13.5 0.0 0.0 2.0 0.0 0.0 0.4 1.3 0.0: 0.1 2.3 Old : 100.0: 84.0 96.3 13.5 0.0 0.0 2.0 0.0 0.0 0.4 1.3 0.0: 0.1 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 16 . 0 0 . 0 0 . . 0: Old : 26: 15 16 . 0 0 . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.1 81.7 82.2 89.5 54.0 70.2 69.3 75.6 Old : 62.1 81.7 82.2 89.5 54.0 70.2 69.3 75.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 132,811: 67,079 126,293 65,732 1,518 0 0 5,000 0 0 0 0: 0 0 Old : 132,811: 67,079 126,293 65,732 1,518 0 0 5,000 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.5 95.1 49.5 1.1 0.0 0.0 3.8 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 50.5 95.1 49.5 1.1 0.0 0.0 3.8 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 10 . . 0 0 . 0 0 0 0: Old : 20: 9 10 . . 0 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.0 86.5 96.7 97.5 76.0 86.5 94.5 96.3 Old : 76.0 86.5 96.7 97.5 76.0 86.5 94.5 96.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 13,764: 10,717 10,399 340 773 635 1,118 0 0 549 420 236: 169 1,301 Old : 13,764: 10,717 10,399 340 773 635 1,118 0 0 549 420 236: 169 1,301 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 291: 406 40 -135 0 0 69 0 0 -69 254 20: 0 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 75.6 2.5 5.6 4.6 8.1 0.0 0.0 4.0 3.1 1.7: 1.2 9.5 Old : 100.0: 77.9 75.6 2.5 5.6 4.6 8.1 0.0 0.0 4.0 3.1 1.7: 1.2 9.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 16 . . . . 0 0 . . .: Old : 30: 16 16 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.8 45.3 73.2 63.8 41.0 35.9 59.2 50.3 Old : 49.8 45.3 73.2 63.8 41.0 35.9 59.2 50.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 180,003: 142,541 153,825 10,671 10,160 14,432 7,604 0 0 3,169 0 1,586: 0 0 Old : 180,003: 142,541 153,825 10,671 10,160 14,432 7,604 0 0 3,169 0 1,586: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 10,185: 10,185 5,489 -4,696 0 4,696 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.2 85.5 5.9 5.6 8.0 4.2 0.0 0.0 1.8 0.0 0.9: 0.0 0.0 Old : 100.0: 79.2 85.5 5.9 5.6 8.0 4.2 0.0 0.0 1.8 0.0 0.9: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 15 17 . . . . 0 0 . 0 .: Old : 30: 15 17 . . . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.2 60.9 81.9 81.1 62.0 57.4 74.5 73.0 Old : 66.2 60.9 81.9 81.1 62.0 57.4 74.5 73.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 15,817: 12,427 10,205 2,669 3,619 401 0 1,053 0 151 155 105: 64 279 Old : 15,817: 12,427 10,205 2,669 3,619 401 0 1,053 0 151 155 105: 64 279 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 167: 124 254 0 1 0 0 -88 0 0 0 0: 43 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.6 64.5 16.9 22.9 2.5 0.0 6.7 0.0 1.0 1.0 0.7: 0.4 1.8 Old : 100.0: 78.6 64.5 16.9 22.9 2.5 0.0 6.7 0.0 1.0 1.0 0.7: 0.4 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 20 19 . . . 0 . 0 . . .: Old : 32: 20 19 . . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 41.3 78.2 61.7 53.8 39.8 63.8 56.7 Old : 56.9 41.3 78.2 61.7 53.8 39.8 63.8 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 177,476: 153,182 99,728 18,526 74,808 1,455 2,036 0 1,125 792 0 360: 0 0 Old : 177,476: 153,182 99,728 18,526 74,808 1,455 2,036 0 1,125 792 0 360: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 776: 776 776 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.3 56.2 10.4 42.2 0.8 1.1 0.0 0.6 0.4 0.0 0.2: 0.0 0.0 Old : 100.0: 86.3 56.2 10.4 42.2 0.8 1.1 0.0 0.6 0.4 0.0 0.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 16 17 . . . . 0 . . 0 .: Old : 27: 16 17 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.6 73.3 86.9 87.5 64.2 72.4 76.6 81.7 Old : 70.6 73.3 86.9 87.5 64.2 72.4 76.6 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 8,675: 7,500 7,870 900 0 0 0 300 0 0 400 50: 225 55 Old : 8,675: 7,500 7,870 900 0 0 0 300 0 0 400 50: 225 55 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.5 90.7 10.4 0.0 0.0 0.0 3.5 0.0 0.0 4.6 0.6: 2.6 0.6 Old : 100.0: 86.5 90.7 10.4 0.0 0.0 0.0 3.5 0.0 0.0 4.6 0.6: 2.6 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 11 . 0 0 0 . 0 0 . .: Old : 21: 13 11 . 0 0 0 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 68.7 86.6 89.5 42.1 48.6 62.8 64.5 Old : 60.0 68.7 86.6 89.5 42.1 48.6 62.8 64.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 20,095: 12,906 15,284 2,279 0 4,785 0 0 0 125 26 0: 0 0 Old : 20,095: 12,906 15,284 2,279 0 4,785 0 0 0 125 26 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 263: 236 263 27 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.2 76.1 11.3 0.0 23.8 0.0 0.0 0.0 0.6 0.1 0.0: 0.0 0.0 Old : 100.0: 64.2 76.1 11.3 0.0 23.8 0.0 0.0 0.0 0.6 0.1 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 18 . 0 . 0 0 0 . . 0: Old : 26: 15 18 . 0 . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.2 55.3 94.0 81.7 43.7 36.0 50.7 49.8 Old : 81.2 55.3 94.0 81.7 43.7 36.0 50.7 49.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 9,620: 8,405 9,335 250 200 0 0 0 0 0 0 0: 965 85 Old : 9,620: 8,405 9,335 250 200 0 0 0 0 0 0 0: 965 85 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.4 97.0 2.6 2.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 10.0 0.9 Old : 100.0: 87.4 97.0 2.6 2.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 10.0 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 15 10 . . 0 0 0 0 0 0 0: Old : 21: 15 10 . . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.1 90.2 80.2 98.1 51.8 83.6 66.1 83.9 Old : 59.1 90.2 80.2 98.1 51.8 83.6 66.1 83.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 12,095: 10,985 10,325 400 240 0 0 1,530 0 0 0 0: 710 0 Old : 12,095: 10,985 10,325 400 240 0 0 1,530 0 0 0 0: 710 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 205: 205 5 0 0 0 0 200 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.8 85.4 3.3 2.0 0.0 0.0 12.6 0.0 0.0 0.0 0.0: 5.9 0.0 Old : 100.0: 90.8 85.4 3.3 2.0 0.0 0.0 12.6 0.0 0.0 0.0 0.0: 5.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 21 16 . . 0 0 . 0 0 0 0: Old : 27: 21 16 . . 0 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.5 77.4 75.6 91.4 47.6 67.9 62.1 76.0 Old : 55.5 77.4 75.6 91.4 47.6 67.9 62.1 76.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Any Multiple of 800 800MWhs : : : Positions : All : 15,980: 8,695 15,510 1,410 0 0 470 470 0 5,405 0 0: 0 0 Old : 15,980: 8,695 15,510 1,410 0 0 470 470 0 5,405 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.4 97.1 8.8 0.0 0.0 2.9 2.9 0.0 33.8 0.0 0.0: 0.0 0.0 Old : 100.0: 54.4 97.1 8.8 0.0 0.0 2.9 2.9 0.0 33.8 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 8 7 . 0 0 . . 0 4 0 0: Old : 22: 8 7 . 0 0 . . 0 4 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.3 86.8 83.8 100.0 58.8 86.8 82.4 98.5 Old : 60.3 86.8 83.8 100.0 58.8 86.8 82.4 98.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 23,715: 22,080 12,390 1,350 10,965 0 0 300 0 0 0 0: 285 60 Old : 23,715: 22,080 12,390 1,350 10,965 0 0 300 0 0 0 0: 285 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.1 52.2 5.7 46.2 0.0 0.0 1.3 0.0 0.0 0.0 0.0: 1.2 0.3 Old : 100.0: 93.1 52.2 5.7 46.2 0.0 0.0 1.3 0.0 0.0 0.0 0.0: 1.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 13 . . 0 0 . 0 0 0 0: Old : 27: 18 13 . . 0 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.3 80.2 88.1 92.3 59.1 76.0 80.2 85.5 Old : 64.3 80.2 88.1 92.3 59.1 76.0 80.2 85.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 20,895: 19,725 9,615 675 10,940 0 0 300 0 0 0 0: 495 40 Old : 20,895: 19,725 9,615 675 10,940 0 0 300 0 0 0 0: 495 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : -110: -110 -110 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.4 46.0 3.2 52.4 0.0 0.0 1.4 0.0 0.0 0.0 0.0: 2.4 0.2 Old : 100.0: 94.4 46.0 3.2 52.4 0.0 0.0 1.4 0.0 0.0 0.0 0.0: 2.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 14 12 . . 0 0 . 0 0 0 0: Old : 23: 14 12 . . 0 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.3 87.1 88.5 95.7 67.6 85.7 83.8 91.9 Old : 72.3 87.1 88.5 95.7 67.6 85.7 83.8 91.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 21,774: 20,699 17,904 0 3,565 255 700 0 0 0 50 0: 120 0 Old : 21,774: 20,699 17,904 0 3,565 255 700 0 0 0 50 0: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 465: 465 265 0 200 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.1 82.2 0.0 16.4 1.2 3.2 0.0 0.0 0.0 0.2 0.0: 0.6 0.0 Old : 100.0: 95.1 82.2 0.0 16.4 1.2 3.2 0.0 0.0 0.0 0.2 0.0: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 17 12 0 . . . 0 0 0 . 0: Old : 31: 17 12 0 . . . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.7 73.3 80.0 90.0 63.7 72.3 78.2 86.8 Old : 63.7 73.3 80.0 90.0 63.7 72.3 78.2 86.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 20,399: 19,630 15,999 0 4,185 205 250 0 0 0 0 0: 314 10 Old : 20,399: 19,630 15,999 0 4,185 205 250 0 0 0 0 0: 314 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 465: 465 265 0 200 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.2 78.4 0.0 20.5 1.0 1.2 0.0 0.0 0.0 0.0 0.0: 1.5 0.0 Old : 100.0: 96.2 78.4 0.0 20.5 1.0 1.2 0.0 0.0 0.0 0.0 0.0: 1.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 9 0 . . . 0 0 0 0 0: Old : 25: 16 9 0 . . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.7 79.0 83.9 96.1 67.7 76.2 81.9 89.8 Old : 67.7 79.0 83.9 96.1 67.7 76.2 81.9 89.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 20,585: 18,745 20,410 1,000 0 125 0 50 0 0 0 0: 715 0 Old : 20,585: 18,745 20,410 1,000 0 125 0 50 0 0 0 0: 715 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 300: 300 300 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.1 99.1 4.9 0.0 0.6 0.0 0.2 0.0 0.0 0.0 0.0: 3.5 0.0 Old : 100.0: 91.1 99.1 4.9 0.0 0.6 0.0 0.2 0.0 0.0 0.0 0.0: 3.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 14 13 . 0 . 0 . 0 0 0 0: Old : 22: 14 13 . 0 . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.2 93.1 85.4 97.6 71.4 87.4 81.7 89.0 Old : 72.2 93.1 85.4 97.6 71.4 87.4 81.7 89.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 17,140: 16,390 17,005 105 0 0 0 0 0 0 25 0: 645 110 Old : 17,140: 16,390 17,005 105 0 0 0 0 0 0 25 0: 645 110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : -240: -240 -240 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.6 99.2 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.0: 3.8 0.6 Old : 100.0: 95.6 99.2 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.0: 3.8 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 18 13 . 0 0 0 0 0 0 . 0: Old : 25: 18 13 . 0 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.7 89.9 78.8 96.8 54.6 79.9 67.9 83.8 Old : 63.7 89.9 78.8 96.8 54.6 79.9 67.9 83.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 17,455: 16,650 17,120 190 100 0 100 0 100 0 25 0: 415 110 Old : 17,455: 16,650 17,120 190 100 0 100 0 100 0 25 0: 415 110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : -240: -240 -290 0 50 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.4 98.1 1.1 0.6 0.0 0.6 0.0 0.6 0.0 0.1 0.0: 2.4 0.6 Old : 100.0: 95.4 98.1 1.1 0.6 0.0 0.6 0.0 0.6 0.0 0.1 0.0: 2.4 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 20 14 . . 0 . 0 . 0 . 0: Old : 29: 20 14 . . 0 . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.6 88.1 76.6 95.3 56.8 77.6 70.2 83.5 Old : 58.6 88.1 76.6 95.3 56.8 77.6 70.2 83.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 120,825: 108,115 110,285 5,945 5,860 4,035 825 345 0 1,905 300 0: 0 0 Old : 120,825: 108,115 110,285 5,945 5,860 4,035 825 345 0 1,905 300 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 3,070: 3,070 3,020 0 250 0 0 -200 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.5 91.3 4.9 4.8 3.3 0.7 0.3 0.0 1.6 0.2 0.0: 0.0 0.0 Old : 100.0: 89.5 91.3 4.9 4.8 3.3 0.7 0.3 0.0 1.6 0.2 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 29 31 . . . . . 0 . . 0: Old : 49: 29 31 . . . . . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.2 56.5 59.9 79.4 30.9 53.1 48.8 65.6 Old : 37.2 56.5 59.9 79.4 30.9 53.1 48.8 65.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 138,114: 123,963 125,857 6,046 5,790 3,885 1,515 1,760 405 2,300 375 0: 0 42 Old : 138,114: 123,963 125,857 6,046 5,790 3,885 1,515 1,760 405 2,300 375 0: 0 42 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 4,195: 3,330 3,755 75 250 -10 850 300 -100 50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.8 91.1 4.4 4.2 2.8 1.1 1.3 0.3 1.7 0.3 0.0: 0.0 0.0 Old : 100.0: 89.8 91.1 4.4 4.2 2.8 1.1 1.3 0.3 1.7 0.3 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 53: 34 35 . . . . . . 4 . 0: Old : 53: 34 35 . . . . . . 4 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.9 56.8 63.1 75.5 42.1 52.0 54.7 64.2 Old : 43.9 56.8 63.1 75.5 42.1 52.0 54.7 64.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 157,660: 132,710 125,361 5,123 7,480 3,925 4,880 5,155 5,276 1,775 6,565 3,865: 106 33 Old : 157,660: 132,710 125,361 5,123 7,480 3,925 4,880 5,155 5,276 1,775 6,565 3,865: 106 33 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 3,080: 4,970 2,013 -290 -25 -234 0 1,408 -455 -1,800 -532 900: -11 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 79.5 3.2 4.7 2.5 3.1 3.3 3.3 1.1 4.2 2.5: 0.1 0.0 Old : 100.0: 84.2 79.5 3.2 4.7 2.5 3.1 3.3 3.3 1.1 4.2 2.5: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 74: 42 40 . . 4 . 5 . . 10 5: Old : 74: 42 40 . . 4 . 5 . . 10 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.9 55.9 50.3 68.6 34.5 49.4 47.0 56.8 Old : 34.9 55.9 50.3 68.6 34.5 49.4 47.0 56.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 114,710: 99,986 99,511 9,069 9,880 1,369 95 1,450 1,900 1,665 100 500: 126 0 Old : 114,710: 99,986 99,511 9,069 9,880 1,369 95 1,450 1,900 1,665 100 500: 126 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 1,495: 1,930 1,495 -445 0 0 0 0 0 10 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.2 86.8 7.9 8.6 1.2 0.1 1.3 1.7 1.5 0.1 0.4: 0.1 0.0 Old : 100.0: 87.2 86.8 7.9 8.6 1.2 0.1 1.3 1.7 1.5 0.1 0.4: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 37 31 . . . . . . 4 . .: Old : 50: 37 31 . . . . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.9 70.5 46.6 82.6 26.7 65.4 41.5 71.5 Old : 29.9 70.5 46.6 82.6 26.7 65.4 41.5 71.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 33,260: 32,210 30,645 350 1,575 250 260 620 80 50 50 0: 60 40 Old : 33,260: 32,210 30,645 350 1,575 250 260 620 80 50 50 0: 60 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 1,945: 1,995 1,495 50 0 0 100 600 -200 0 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.8 92.1 1.1 4.7 0.8 0.8 1.9 0.2 0.2 0.2 0.0: 0.2 0.1 Old : 100.0: 96.8 92.1 1.1 4.7 0.8 0.8 1.9 0.2 0.2 0.2 0.0: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 22 14 . . . . . . . . 0: Old : 32: 22 14 . . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.1 90.4 80.5 96.8 62.1 89.3 78.4 91.6 Old : 63.1 90.4 80.5 96.8 62.1 89.3 78.4 91.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 28,595: 28,120 26,630 200 1,575 250 0 75 25 0 0 0: 0 40 Old : 28,595: 28,120 26,630 200 1,575 250 0 75 25 0 0 0: 0 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 670: 870 670 0 0 0 -200 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.3 93.1 0.7 5.5 0.9 0.0 0.3 0.1 0.0 0.0 0.0: 0.0 0.1 Old : 100.0: 98.3 93.1 0.7 5.5 0.9 0.0 0.3 0.1 0.0 0.0 0.0: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 21 8 . . . 0 . . 0 0 0: Old : 26: 21 8 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.3 91.0 80.5 99.3 66.3 89.5 79.7 91.7 Old : 66.3 91.0 80.5 99.3 66.3 89.5 79.7 91.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 mwh : : : Positions : All : 28,464: 25,245 23,184 60 1,880 2,860 0 500 0 254 0 0: 45 40 Old : 28,464: 25,245 23,184 60 1,880 2,860 0 500 0 254 0 0: 45 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 240: 120 120 -120 -120 240 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.7 81.5 0.2 6.6 10.0 0.0 1.8 0.0 0.9 0.0 0.0: 0.2 0.1 Old : 100.0: 88.7 81.5 0.2 6.6 10.0 0.0 1.8 0.0 0.9 0.0 0.0: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 26 26 . . . 0 . 0 . 0 0: Old : 37: 26 26 . . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.2 52.2 63.3 67.9 37.4 39.7 51.0 50.8 Old : 44.2 52.2 63.3 67.9 37.4 39.7 51.0 50.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 Mwh : : : Positions : All : 16,090: 14,305 15,295 885 70 725 0 0 0 0 0 0: 175 0 Old : 16,090: 14,305 15,295 885 70 725 0 0 0 0 0 0: 175 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 460: 760 460 -300 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.9 95.1 5.5 0.4 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0 Old : 100.0: 88.9 95.1 5.5 0.4 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 18 15 . . . 0 0 0 0 0 0: Old : 22: 18 15 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.0 70.4 64.9 91.5 31.5 57.4 49.1 67.2 Old : 38.0 70.4 64.9 91.5 31.5 57.4 49.1 67.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours-5MW per day) : : : Positions : All : 211,001: 188,642 153,128 0 46,818 8,130 12,390 0 1,625 0 1,300 0: 214 0 Old : 211,001: 188,642 153,128 0 46,818 8,130 12,390 0 1,625 0 1,300 0: 214 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 25,053: 25,053 17,853 0 7,200 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.4 72.6 0.0 22.2 3.9 5.9 0.0 0.8 0.0 0.6 0.0: 0.1 0.0 Old : 100.0: 89.4 72.6 0.0 22.2 3.9 5.9 0.0 0.8 0.0 0.6 0.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 23 16 0 . . . 0 . 0 . 0: Old : 30: 23 16 0 . . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.0 81.6 75.9 90.6 49.1 66.4 65.2 70.7 Old : 52.0 81.6 75.9 90.6 49.1 66.4 65.2 70.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 3,635,471: 3,102,339 2,464,556 11,840 836,823 334,092 187,200 0 0 0 0 0: 0 0 Old : 3,635,471: 3,102,339 2,464,556 11,840 836,823 334,092 187,200 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 253,696: 253,696 253,696 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.3 67.8 0.3 23.0 9.2 5.1 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 85.3 67.8 0.3 23.0 9.2 5.1 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 17 15 . . . . 0 0 0 0 0: Old : 25: 17 15 . . . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.6 81.8 84.1 91.4 46.3 56.7 60.7 63.0 Old : 62.6 81.8 84.1 91.4 46.3 56.7 60.7 63.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 73,186: 63,026 68,291 5,051 0 4,895 0 0 0 0 0 0: 214 0 Old : 73,186: 63,026 68,291 5,051 0 4,895 0 0 0 0 0 0: 214 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 1,368: 1,368 1,368 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 93.3 6.9 0.0 6.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.0 Old : 100.0: 86.1 93.3 6.9 0.0 6.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 14 16 . 0 . 0 0 0 0 0 0: Old : 22: 14 16 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.8 59.8 86.2 83.3 58.2 54.3 70.5 66.7 Old : 67.8 59.8 86.2 83.3 58.2 54.3 70.5 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 1,519,188: 1,263,516 1,221,225 129,002 173,570 124,393 0 0 0 2,277 0 0: 0 0 Old : 1,519,188: 1,263,516 1,221,225 129,002 173,570 124,393 0 0 0 2,277 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.2 80.4 8.5 11.4 8.2 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0 Old : 100.0: 83.2 80.4 8.5 11.4 8.2 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 9 . . . 0 0 0 . 0 0: Old : 21: 13 9 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 88.5 81.8 97.6 53.0 71.1 68.6 78.1 Old : 60.7 88.5 81.8 97.6 53.0 71.1 68.6 78.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 5 MEGAWATTS PER HOUR) : : : Positions : All : 72,688: 69,872 36,256 2,640 36,432 0 0 0 0 0 0 0: 176 0 Old : 72,688: 69,872 36,256 2,640 36,432 0 0 0 0 0 0 0: 176 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : -36,344: -34,936 -18,128 -1,320 -18,216 0 0 0 0 0 0 0: -88 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.1 49.9 3.6 50.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0 Old : 100.0: 96.1 49.9 3.6 50.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 7 . . 0 0 0 0 0 0 0: Old : 21: 12 7 . . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.3 88.6 92.0 98.8 76.3 88.6 92.0 97.8 Old : 76.3 88.6 92.0 98.8 76.3 88.6 92.0 97.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 26,185: 22,731 18,963 795 4,783 138 965 1,720 0 1,325 241 0: 231 340 Old : 26,185: 22,731 18,963 795 4,783 138 965 1,720 0 1,325 241 0: 231 340 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 333: 453 405 0 -72 0 0 0 0 10 0 0: -130 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.8 72.4 3.0 18.3 0.5 3.7 6.6 0.0 5.1 0.9 0.0: 0.9 1.3 Old : 100.0: 86.8 72.4 3.0 18.3 0.5 3.7 6.6 0.0 5.1 0.9 0.0: 0.9 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 17 22 . . . . . 0 4 . 0: Old : 40: 17 22 . . . . . 0 4 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.2 38.1 76.3 66.1 50.1 38.0 66.0 64.7 Old : 59.2 38.1 76.3 66.1 50.1 38.0 66.0 64.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 20,253: 19,047 14,073 0 5,244 600 440 0 0 0 106 40: 126 190 Old : 20,253: 19,047 14,073 0 5,244 600 440 0 0 0 106 40: 126 190 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : -490: -490 -490 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.0 69.5 0.0 25.9 3.0 2.2 0.0 0.0 0.0 0.5 0.2: 0.6 0.9 Old : 100.0: 94.0 69.5 0.0 25.9 3.0 2.2 0.0 0.0 0.0 0.5 0.2: 0.6 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 18 0 4 . . 0 0 0 . .: Old : 30: 19 18 0 4 . . 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.7 58.4 83.3 80.0 40.7 48.5 64.1 66.1 Old : 57.7 58.4 83.3 80.0 40.7 48.5 64.1 66.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 37,027: 33,439 21,001 2,253 12,981 5 0 2,545 90 1,140 335 70: 30 0 Old : 37,027: 33,439 21,001 2,253 12,981 5 0 2,545 90 1,140 335 70: 30 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 346: 231 291 111 0 5 0 0 0 0 51 -1: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.3 56.7 6.1 35.1 0.0 0.0 6.9 0.2 3.1 0.9 0.2: 0.1 0.0 Old : 100.0: 90.3 56.7 6.1 35.1 0.0 0.0 6.9 0.2 3.1 0.9 0.2: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 27 27 . . . 0 . . . . .: Old : 41: 27 27 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.2 58.2 69.6 80.5 49.8 58.2 63.5 76.7 Old : 52.2 58.2 69.6 80.5 49.8 58.2 63.5 76.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 23,953: 22,438 16,952 107 6,348 543 470 0 0 0 95 0: 395 15 Old : 23,953: 22,438 16,952 107 6,348 543 470 0 0 0 95 0: 395 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 55: 55 55 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.7 70.8 0.4 26.5 2.3 2.0 0.0 0.0 0.0 0.4 0.0: 1.6 0.1 Old : 100.0: 93.7 70.8 0.4 26.5 2.3 2.0 0.0 0.0 0.0 0.4 0.0: 1.6 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 24 18 . . . . 0 0 0 . 0: Old : 32: 24 18 . . . . 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.9 64.3 70.2 89.6 42.2 59.0 57.2 74.3 Old : 50.9 64.3 70.2 89.6 42.2 59.0 57.2 74.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 21,470: 17,926 17,307 2,006 993 1,500 0 770 0 0 890 0: 38 10 Old : 21,470: 17,926 17,307 2,006 993 1,500 0 770 0 0 890 0: 38 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 16: 10 16 0 0 0 0 0 0 0 0 0: 6 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.5 80.6 9.3 4.6 7.0 0.0 3.6 0.0 0.0 4.1 0.0: 0.2 0.0 Old : 100.0: 83.5 80.6 9.3 4.6 7.0 0.0 3.6 0.0 0.0 4.1 0.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 16 . . . 0 . 0 0 . 0: Old : 28: 17 16 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 53.8 82.9 74.4 53.2 53.2 76.6 70.5 Old : 54.3 53.8 82.9 74.4 53.2 53.2 76.6 70.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 15,054: 12,220 12,742 2,064 855 715 0 275 0 0 275 0: 55 192 Old : 15,054: 12,220 12,742 2,064 855 715 0 275 0 0 275 0: 55 192 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 170: 100 170 64 0 0 0 0 0 0 0 0: 6 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 84.6 13.7 5.7 4.7 0.0 1.8 0.0 0.0 1.8 0.0: 0.4 1.3 Old : 100.0: 81.2 84.6 13.7 5.7 4.7 0.0 1.8 0.0 0.0 1.8 0.0: 0.4 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 12 . . . 0 . 0 0 . 0: Old : 24: 13 12 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.9 62.2 80.6 83.4 48.3 61.8 74.8 74.9 Old : 49.9 62.2 80.6 83.4 48.3 61.8 74.8 74.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 35,566: 31,117 32,736 2,170 935 1,690 0 0 0 369 0 45: 175 160 Old : 35,566: 31,117 32,736 2,170 935 1,690 0 0 0 369 0 45: 175 160 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : -45: -160 -210 -120 -120 240 0 0 0 -50 0 45: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.5 92.0 6.1 2.6 4.8 0.0 0.0 0.0 1.0 0.0 0.1: 0.5 0.4 Old : 100.0: 87.5 92.0 6.1 2.6 4.8 0.0 0.0 0.0 1.0 0.0 0.1: 0.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 27 26 . . . 0 0 0 . 0 .: Old : 38: 27 26 . . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 44.0 66.4 70.9 43.3 40.3 61.5 61.7 Old : 46.2 44.0 66.4 70.9 43.3 40.3 61.5 61.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 15,544: 13,469 12,623 880 2,860 10 0 0 0 537 0 18: 630 33 Old : 15,544: 13,469 12,623 880 2,860 10 0 0 0 537 0 18: 630 33 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 1,020: 960 1,020 60 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.7 81.2 5.7 18.4 0.1 0.0 0.0 0.0 3.5 0.0 0.1: 4.1 0.2 Old : 100.0: 86.7 81.2 5.7 18.4 0.1 0.0 0.0 0.0 3.5 0.0 0.1: 4.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 20 14 . . . 0 0 0 . 0 .: Old : 26: 20 14 . . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.5 66.7 72.0 86.3 46.5 59.6 65.1 75.6 Old : 46.5 66.7 72.0 86.3 46.5 59.6 65.1 75.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 14,060: 11,331 10,951 570 3,049 10 0 0 0 1,499 50 0: 650 0 Old : 14,060: 11,331 10,951 570 3,049 10 0 0 0 1,499 50 0: 650 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.6 77.9 4.1 21.7 0.1 0.0 0.0 0.0 10.7 0.4 0.0: 4.6 0.0 Old : 100.0: 80.6 77.9 4.1 21.7 0.1 0.0 0.0 0.0 10.7 0.4 0.0: 4.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 22 15 . . . 0 0 0 . . 0: Old : 27: 22 15 . . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.5 70.7 61.8 87.1 33.7 64.8 54.1 74.2 Old : 37.5 70.7 61.8 87.1 33.7 64.8 54.1 74.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 45,834: 42,656 40,315 0 1,775 2,850 0 300 100 0 0 0: 228 494 Old : 45,834: 42,656 40,315 0 1,775 2,850 0 300 100 0 0 0: 228 494 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : -105: -105 -105 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.1 88.0 0.0 3.9 6.2 0.0 0.7 0.2 0.0 0.0 0.0: 0.5 1.1 Old : 100.0: 93.1 88.0 0.0 3.9 6.2 0.0 0.7 0.2 0.0 0.0 0.0: 0.5 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 14 21 0 . . 0 . . 0 0 0: Old : 28: 14 21 0 . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 89.7 59.1 96.5 82.5 83.5 57.1 85.6 73.7 Old : 89.7 59.1 96.5 82.5 83.5 57.1 85.6 73.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 38,887: 36,757 33,255 0 3,135 1,810 100 0 0 0 0 0: 220 687 Old : 38,887: 36,757 33,255 0 3,135 1,810 100 0 0 0 0 0: 220 687 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : -70: -70 -70 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.5 85.5 0.0 8.1 4.7 0.3 0.0 0.0 0.0 0.0 0.0: 0.6 1.8 Old : 100.0: 94.5 85.5 0.0 8.1 4.7 0.3 0.0 0.0 0.0 0.0 0.0: 0.6 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 20 0 . . . 0 0 0 0 0: Old : 24: 13 20 0 . . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 89.0 59.4 95.6 86.4 84.1 56.2 87.0 77.5 Old : 89.0 59.4 95.6 86.4 84.1 56.2 87.0 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 17,005: 14,925 11,895 180 0 0 0 3,120 1,050 100 900 0: 750 40 Old : 17,005: 14,925 11,895 180 0 0 0 3,120 1,050 100 900 0: 750 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 0: -100 0 0 0 0 0 0 0 100 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.8 70.0 1.1 0.0 0.0 0.0 18.3 6.2 0.6 5.3 0.0: 4.4 0.2 Old : 100.0: 87.8 70.0 1.1 0.0 0.0 0.0 18.3 6.2 0.6 5.3 0.0: 4.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 15 15 . 0 0 0 . . . . 0: Old : 23: 15 15 . 0 0 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 83.2 81.2 94.7 37.4 51.4 54.3 60.2 Old : 53.3 83.2 81.2 94.7 37.4 51.4 54.3 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 16,070: 13,675 11,400 180 0 0 0 2,485 1,475 0 600 0: 740 110 Old : 16,070: 13,675 11,400 180 0 0 0 2,485 1,475 0 600 0: 740 110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.1 70.9 1.1 0.0 0.0 0.0 15.5 9.2 0.0 3.7 0.0: 4.6 0.7 Old : 100.0: 85.1 70.9 1.1 0.0 0.0 0.0 15.5 9.2 0.0 3.7 0.0: 4.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 12 . 0 0 0 . . 0 . 0: Old : 20: 12 12 . 0 0 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 85.6 86.5 95.8 38.2 51.1 53.9 58.6 Old : 54.9 85.6 86.5 95.8 38.2 51.1 53.9 58.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 15,440: 11,085 13,155 0 0 0 320 0 680 1,800 50 0: 1,555 1,555 Old : 15,440: 11,085 13,155 0 0 0 320 0 680 1,800 50 0: 1,555 1,555 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 85.2 0.0 0.0 0.0 2.1 0.0 4.4 11.7 0.3 0.0: 10.1 10.1 Old : 100.0: 71.8 85.2 0.0 0.0 0.0 2.1 0.0 4.4 11.7 0.3 0.0: 10.1 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 14 9 0 0 0 . 0 . . . 0: Old : 20: 14 9 0 0 0 . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.7 74.3 79.5 89.3 44.2 62.8 62.9 66.9 Old : 49.7 74.3 79.5 89.3 44.2 62.8 62.9 66.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 27,076: 26,535 17,210 200 0 0 0 9,450 0 0 335 6: 335 75 Old : 27,076: 26,535 17,210 200 0 0 0 9,450 0 0 335 6: 335 75 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 2,710: 2,710 -390 0 0 0 0 3,000 0 0 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.0 63.6 0.7 0.0 0.0 0.0 34.9 0.0 0.0 1.2 0.0: 1.2 0.3 Old : 100.0: 98.0 63.6 0.7 0.0 0.0 0.0 34.9 0.0 0.0 1.2 0.0: 1.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 13 . 0 0 0 . 0 0 . .: Old : 23: 11 13 . 0 0 0 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.7 89.2 91.2 96.6 65.4 87.2 82.8 90.8 Old : 71.7 89.2 91.2 96.6 65.4 87.2 82.8 90.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 26,820: 24,860 23,620 0 1,200 0 0 140 1,860 50 0 0: 50 0 Old : 26,820: 24,860 23,620 0 1,200 0 0 140 1,860 50 0 0: 50 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : -675: -575 -775 0 0 0 -60 140 -40 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.7 88.1 0.0 4.5 0.0 0.0 0.5 6.9 0.2 0.0 0.0: 0.2 0.0 Old : 100.0: 92.7 88.1 0.0 4.5 0.0 0.0 0.5 6.9 0.2 0.0 0.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 13 0 . 0 0 . . . 0 0: Old : 25: 16 13 0 . 0 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 84.2 85.6 98.9 60.6 79.7 79.5 85.6 Old : 62.3 84.2 85.6 98.9 60.6 79.7 79.5 85.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 95,133: 69,223 89,537 2,535 280 350 16,320 0 0 1,739 0 54: 4,912 4,912 Old : 95,133: 69,223 89,537 2,535 280 350 16,320 0 0 1,739 0 54: 4,912 4,912 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 3,285: -240 3,520 0 0 0 3,410 0 -35 200 -50 50: -100 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.8 94.1 2.7 0.3 0.4 17.2 0.0 0.0 1.8 0.0 0.1: 5.2 5.2 Old : 100.0: 72.8 94.1 2.7 0.3 0.4 17.2 0.0 0.0 1.8 0.0 0.1: 5.2 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 21 24 . . . . 0 0 4 0 .: Old : 38: 21 24 . . . . 0 0 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.2 47.6 86.7 70.8 71.1 45.9 79.9 68.0 Old : 74.2 47.6 86.7 70.8 71.1 45.9 79.9 68.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 96,796: 72,365 93,840 1,335 280 1,090 18,380 0 0 2,040 0 50: 1,536 1,536 Old : 96,796: 72,365 93,840 1,335 280 1,090 18,380 0 0 2,040 0 50: 1,536 1,536 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 8,850: 5,490 8,850 0 0 0 3,210 0 0 100 -50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.8 96.9 1.4 0.3 1.1 19.0 0.0 0.0 2.1 0.0 0.1: 1.6 1.6 Old : 100.0: 74.8 96.9 1.4 0.3 1.1 19.0 0.0 0.0 2.1 0.0 0.1: 1.6 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 18 24 . . . . 0 0 . 0 .: Old : 35: 18 24 . . . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.7 55.0 91.1 74.3 77.0 54.9 83.5 73.1 Old : 79.7 55.0 91.1 74.3 77.0 54.9 83.5 73.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 20,530: 19,210 18,865 0 790 410 250 0 125 0 0 0: 535 340 Old : 20,530: 19,210 18,865 0 790 410 250 0 125 0 0 0: 535 340 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.6 91.9 0.0 3.8 2.0 1.2 0.0 0.6 0.0 0.0 0.0: 2.6 1.7 Old : 100.0: 93.6 91.9 0.0 3.8 2.0 1.2 0.0 0.6 0.0 0.0 0.0: 2.6 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 14 13 0 . . . 0 . 0 0 0: Old : 21: 14 13 0 . . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 74.5 85.5 89.9 58.5 71.6 76.1 82.8 Old : 63.6 74.5 85.5 89.9 58.5 71.6 76.1 82.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 16,920: 16,870 14,730 0 1,750 0 0 300 0 0 0 0: 50 140 Old : 16,920: 16,870 14,730 0 1,750 0 0 300 0 0 0 0: 50 140 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 99.7 87.1 0.0 10.3 0.0 0.0 1.8 0.0 0.0 0.0 0.0: 0.3 0.8 Old : 100.0: 99.7 87.1 0.0 10.3 0.0 0.0 1.8 0.0 0.0 0.0 0.0: 0.3 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 14 12 0 . 0 0 . 0 0 0 0: Old : 21: 14 12 0 . 0 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.8 69.5 84.5 91.5 55.9 62.4 76.9 79.6 Old : 57.8 69.5 84.5 91.5 55.9 62.4 76.9 79.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 22,595: 18,795 17,460 455 0 2,830 0 1,650 125 135 200 0: 255 330 Old : 22,595: 18,795 17,460 455 0 2,830 0 1,650 125 135 200 0: 255 330 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : 175: 175 175 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.2 77.3 2.0 0.0 12.5 0.0 7.3 0.6 0.6 0.9 0.0: 1.1 1.5 Old : 100.0: 83.2 77.3 2.0 0.0 12.5 0.0 7.3 0.6 0.6 0.9 0.0: 1.1 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 16 17 . 0 . 0 . . . . 0: Old : 27: 16 17 . 0 . 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.7 43.6 75.3 68.4 44.6 31.6 57.9 51.7 Old : 53.7 43.6 75.3 68.4 44.6 31.6 57.9 51.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Futures Only, February 16, 2016 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 21,970: 18,565 17,205 0 1,010 2,325 0 800 125 140 0 0: 815 505 Old : 21,970: 18,565 17,205 0 1,010 2,325 0 800 125 140 0 0: 815 505 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 9, 2016 : : -175: -175 -175 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.5 78.3 0.0 4.6 10.6 0.0 3.6 0.6 0.6 0.0 0.0: 3.7 2.3 Old : 100.0: 84.5 78.3 0.0 4.6 10.6 0.0 3.6 0.6 0.6 0.0 0.0: 3.7 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 15 0 . . 0 . . . 0 0: Old : 23: 13 15 0 . . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 55.1 76.1 79.9 48.1 44.6 64.5 60.2 Old : 55.2 55.1 76.1 79.9 48.1 44.6 64.5 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2016