Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 119,637 : : Positions : : 43,302 26,222 13,424 4,966 7,123 3,552 33,039 7,842 36,776 32,920 6,668 : : : : Changes from: December 29, 2015 : : -1,527 -3,363 -1,689 950 -460 -332 -4,084 852 -2,042 907 -1,491 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 21.9 11.2 4.2 6.0 3.0 27.6 6.6 30.7 27.5 5.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 17 14 . . 4 . 6 . 13 16 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 30,465 : : Positions : : 8,979 12,946 0 7,346 120 0 4,462 1,301 17,463 1,926 2,059 : : : : Changes from: December 29, 2015 : : -2,421 745 -165 -1,946 7 -182 -1,040 -161 -2 -689 -803 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 42.5 0.0 24.1 0.4 0.0 14.6 4.3 57.3 6.3 6.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 11 6 0 4 . 0 5 4 14 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 140,459 : : Positions : : 96,748 111,814 8,597 1,487 5,466 16,951 2,572 4,168 3,328 8,502 4,559 : : : : Changes from: December 29, 2015 : : 227 145 -678 -80 166 343 -156 -260 124 -1,221 354 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 79.6 6.1 1.1 3.9 12.1 1.8 3.0 2.4 6.1 3.2 : : : : Number of Traders in Each Category Total Traders: 80 : : 43 45 . . 4 4 4 . 9 11 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 49,102 : : Positions : : 39,559 44,890 4,904 0 3,474 56 0 100 729 358 255 : : : : Changes from: December 29, 2015 : : -3,905 -3,333 776 0 -470 56 -361 -81 -441 180 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 91.4 10.0 0.0 7.1 0.1 0.0 0.2 1.5 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 26 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 423,503 : : Positions : : 398,110 378,830 0 23,497 15,257 0 867 1,376 5,084 0 2,724 : : : : Changes from: December 29, 2015 : : -32,374 -29,918 0 -8,168 1,952 -445 867 -867 -4,400 0 592 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 89.5 0.0 5.5 3.6 0.0 0.2 0.3 1.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,593,927 : : Positions : :1,292,741 1,426,530 200,666 75,192 12,463 10,472 43,991 18,440 53,657 11,431 5,488 : : : : Changes from: December 29, 2015 : : -3,245 1,779 1,952 -856 0 0 -448 0 4,704 2,544 -424 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 89.5 12.6 4.7 0.8 0.7 2.8 1.2 3.4 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 37 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 69,173 : : Positions : : 61,947 56,262 0 5,772 2,773 0 1,742 976 3,168 1,339 284 : : : : Changes from: December 29, 2015 : : 466 806 0 436 -206 0 -77 0 545 -154 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 81.3 0.0 8.3 4.0 0.0 2.5 1.4 4.6 1.9 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 18 0 . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 535,385 : : Positions : : 357,136 489,361 143,063 0 27,440 0 0 0 0 10,838 7,746 : : : : Changes from: December 29, 2015 : : 4,129 4,640 848 0 7,696 0 0 0 0 337 311 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 91.4 26.7 0.0 5.1 0.0 0.0 0.0 0.0 2.0 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 18 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 429,817 : : Positions : : 391,507 401,346 14,471 3,512 23,415 0 760 0 424 784 0 : : : : Changes from: December 29, 2015 : : -424 -424 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 93.4 3.4 0.8 5.4 0.0 0.2 0.0 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 29 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 41,415 : : Positions : : 36,980 36,926 1,696 1,325 927 150 319 254 258 97 295 : : : : Changes from: December 29, 2015 : : 217 30 0 41 -21 43 0 -43 20 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 89.2 4.1 3.2 2.2 0.4 0.8 0.6 0.6 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 22 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 51,567 : : Positions : : 45,159 48,882 3,520 0 2,540 0 0 0 7 0 98 : : : : Changes from: December 29, 2015 : : 1,220 20 -1,285 0 790 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 94.8 6.8 0.0 4.9 0.0 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 36 30 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 70,003 : : Positions : : 62,477 67,407 4,655 0 2,370 50 0 0 12 0 98 : : : : Changes from: December 29, 2015 : : 1,025 -168 -1,205 0 690 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 96.3 6.6 0.0 3.4 0.1 0.0 0.0 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 33 31 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 18,232 : : Positions : : 15,992 16,132 130 0 1,980 0 0 0 0 0 0 : : : : Changes from: December 29, 2015 : : 245 245 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 88.5 0.7 0.0 10.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 18 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 268,008 : : Positions : : 204,552 267,584 63,064 0 0 0 424 0 392 0 0 : : : : Changes from: December 29, 2015 : : 4,248 5,048 800 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 99.8 23.5 0.0 0.0 0.0 0.2 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 26 24 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 8,778 : : Positions : : 7,626 8,161 0 356 22 0 0 0 1,108 44 0 : : : : Changes from: December 29, 2015 : : 385 408 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 93.0 0.0 4.1 0.3 0.0 0.0 0.0 12.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 17 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AF Open Interest is 7,525 : : Positions : : 6,980 7,155 450 0 0 0 300 0 0 0 0 : : : : Changes from: December 29, 2015 : : -10 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 95.1 6.0 0.0 0.0 0.0 4.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 7,831 : : Positions : : 6,156 7,481 1,200 0 0 0 0 0 0 300 50 : : : : Changes from: December 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 95.5 15.3 0.0 0.0 0.0 0.0 0.0 0.0 3.8 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 14 . 0 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 22,175 : : Positions : : 19,250 19,195 875 300 2,045 0 0 0 0 500 0 : : : : Changes from: December 29, 2015 : : 125 125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 86.6 3.9 1.4 9.2 0.0 0.0 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 17 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 21,565 : : Positions : : 18,220 19,015 920 150 2,245 0 0 0 0 75 0 : : : : Changes from: December 29, 2015 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 88.2 4.3 0.7 10.4 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 24 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 19,579 : : Positions : : 16,052 14,084 2,613 4,113 231 230 0 22 0 82 44 : : : : Changes from: December 29, 2015 : : 9 -392 -80 21 -21 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 71.9 13.3 21.0 1.2 1.2 0.0 0.1 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 24 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 63,222 : : Positions : : 59,573 51,493 845 2,778 2,217 50 0 0 275 6,434 0 : : : : Changes from: December 29, 2015 : : 616 11 2 -320 198 0 0 0 0 870 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 81.4 1.3 4.4 3.5 0.1 0.0 0.0 0.4 10.2 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 26 . . . . 0 0 . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 76,259 : : Positions : : 70,958 57,100 1,207 1,960 3,135 131 2,180 142 0 11,007 680 : : : : Changes from: December 29, 2015 : : 1,024 453 34 70 -189 -44 40 16 -100 326 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 74.9 1.6 2.6 4.1 0.2 2.9 0.2 0.0 14.4 0.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 34 . . . . . . 0 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 50,040 : : Positions : : 47,520 46,625 1,215 3,030 385 0 0 0 910 0 0 : : : : Changes from: December 29, 2015 : : 95 95 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 93.2 2.4 6.1 0.8 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 28 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 55,300 : : Positions : : 52,035 51,630 1,900 3,145 525 0 0 0 780 0 0 : : : : Changes from: December 29, 2015 : : 110 125 0 0 0 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 93.4 3.4 5.7 0.9 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 28 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 371,499 : : Positions : : 329,612 316,275 3,373 19,168 3,960 0 8,512 0 28,986 18,016 5,568 : : : : Changes from: December 29, 2015 : : 5,353 2,297 -1,144 -1,648 0 0 0 0 -3,560 0 3,561 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 85.1 0.9 5.2 1.1 0.0 2.3 0.0 7.8 4.8 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 30 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 26,398 : : Positions : : 19,146 22,286 656 445 705 65 943 86 5,341 1,659 230 : : : : Changes from: December 29, 2015 : : 108 753 0 -86 42 0 65 0 305 147 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 84.4 2.5 1.7 2.7 0.2 3.6 0.3 20.2 6.3 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 30 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 33,205 : : Positions : : 20,059 28,453 11,503 0 0 155 847 0 52 2,469 1,436 : : : : Changes from: December 29, 2015 : : 25 127 77 0 0 0 0 0 27 2 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 85.7 34.6 0.0 0.0 0.5 2.6 0.0 0.2 7.4 4.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 . 0 0 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 347,345 : : Positions : : 282,712 346,561 64,633 0 0 0 0 0 0 784 0 : : : : Changes from: December 29, 2015 : : 776 776 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 99.8 18.6 0.0 0.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 19 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 30,296 : : Positions : : 25,502 29,483 3,671 44 22 615 0 0 125 217 0 : : : : Changes from: December 29, 2015 : : 84 107 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 97.3 12.1 0.1 0.1 2.0 0.0 0.0 0.4 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 128,330 : : Positions : : 78,806 120,148 49,524 1,518 0 0 6,664 0 0 0 0 : : : : Changes from: December 29, 2015 : : 384 384 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 93.6 38.6 1.2 0.0 0.0 5.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 16,049 : : Positions : : 11,943 13,451 742 1,238 655 1,129 0 0 1,276 0 239 : : : : Changes from: December 29, 2015 : : -48 37 64 0 0 21 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 83.8 4.6 7.7 4.1 7.0 0.0 0.0 8.0 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 199,736 : : Positions : : 158,459 177,797 9,009 7,858 12,495 9,724 0 0 8,463 0 1,586 : : : : Changes from: December 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 89.0 4.5 3.9 6.3 4.9 0.0 0.0 4.2 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 14,763 : : Positions : : 11,660 8,813 2,996 4,449 44 0 861 0 0 238 63 : : : : Changes from: December 29, 2015 : : -147 -124 43 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 59.7 20.3 30.1 0.3 0.0 5.8 0.0 0.0 1.6 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 20 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 168,939 : : Positions : : 142,546 114,166 20,456 51,624 392 2,884 0 1,125 0 96 1,536 : : : : Changes from: December 29, 2015 : : -49 -49 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 67.6 12.1 30.6 0.2 1.7 0.0 0.7 0.0 0.1 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 8,550 : : Positions : : 8,000 8,180 300 0 0 0 300 0 0 0 0 : : : : Changes from: December 29, 2015 : : -10 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 95.7 3.5 0.0 0.0 0.0 3.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 . 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 16,912 : : Positions : : 10,591 12,562 1,946 0 4,350 0 0 0 25 0 0 : : : : Changes from: December 29, 2015 : : -137 -999 -734 0 -25 0 0 0 -128 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 74.3 11.5 0.0 25.7 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 17 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 8,375 : : Positions : : 7,735 8,000 425 300 0 0 0 0 0 0 0 : : : : Changes from: December 29, 2015 : : 1,560 1,560 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 95.5 5.1 3.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 9 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 11,520 : : Positions : : 10,745 9,835 650 300 0 0 1,380 0 0 0 0 : : : : Changes from: December 29, 2015 : : 1,930 1,730 0 0 0 0 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 85.4 5.6 2.6 0.0 0.0 12.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 15 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 18,092 : : Positions : : 9,664 17,490 1,706 0 0 510 510 0 5,865 0 92 : : : : Changes from: December 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 96.7 9.4 0.0 0.0 2.8 2.8 0.0 32.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 0 0 . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 21,825 : : Positions : : 13,245 21,575 8,220 0 0 0 0 0 0 0 0 : : : : Changes from: December 29, 2015 : : 10 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 98.9 37.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 22,920 : : Positions : : 21,230 10,560 1,300 11,835 75 0 450 0 0 0 0 : : : : Changes from: December 29, 2015 : : -40 -65 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 46.1 5.7 51.6 0.3 0.0 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 14 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CV Open Interest is 19,625 : : Positions : : 18,390 7,250 850 11,860 0 0 450 0 0 0 0 : : : : Changes from: December 29, 2015 : : 10 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 36.9 4.3 60.4 0.0 0.0 2.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 21,934 : : Positions : : 21,104 17,724 0 3,905 230 600 0 0 0 75 0 : : : : Changes from: December 29, 2015 : : 50 100 0 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 80.8 0.0 17.8 1.0 2.7 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 18 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 20,234 : : Positions : : 19,754 15,544 0 4,460 230 250 0 0 0 0 0 : : : : Changes from: December 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 76.8 0.0 22.0 1.1 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 14 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 22,560 : : Positions : : 21,035 21,635 935 625 0 0 300 0 0 0 0 : : : : Changes from: December 29, 2015 : : 510 990 610 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 95.9 4.1 2.8 0.0 0.0 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 17,350 : : Positions : : 16,755 17,180 210 0 0 0 0 0 0 50 0 : : : : Changes from: December 29, 2015 : : -150 -150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 99.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 13 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 18,445 : : Positions : : 17,765 17,975 395 100 0 0 200 0 0 50 0 : : : : Changes from: December 29, 2015 : : -150 -150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 97.5 2.1 0.5 0.0 0.0 1.1 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 16 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 123,714 : : Positions : : 111,239 114,664 7,240 4,695 3,675 960 250 50 550 380 0 : : : : Changes from: December 29, 2015 : : 2,875 2,690 135 420 -50 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 92.7 5.9 3.8 3.0 0.8 0.2 0.0 0.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 33 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 133,207 : : Positions : : 118,425 122,470 8,387 4,340 3,755 1,388 1,428 477 700 575 75 : : : : Changes from: December 29, 2015 : : 3,315 2,055 130 420 -30 -772 78 152 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 91.9 6.3 3.3 2.8 1.0 1.1 0.4 0.5 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 35 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 156,112 : : Positions : : 131,078 120,625 2,772 6,642 5,605 3,088 3,112 7,072 4,214 10,505 1,904 : : : : Changes from: December 29, 2015 : : 1,783 1,016 -195 212 -447 23 -71 90 -62 -82 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 77.3 1.8 4.3 3.6 2.0 2.0 4.5 2.7 6.7 1.2 : : : : Number of Traders in Each Category Total Traders: 73 : : 43 38 . . 4 4 5 4 . 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 108,931 : : Positions : : 91,902 95,501 9,785 5,815 2,915 275 2,085 1,725 1,460 200 600 : : : : Changes from: December 29, 2015 : : 340 485 80 -5 -20 0 -60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 87.7 9.0 5.3 2.7 0.3 1.9 1.6 1.3 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 36 32 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 22,965 : : Positions : : 22,085 19,750 400 2,185 50 370 690 60 0 170 0 : : : : Changes from: December 29, 2015 : : 245 220 25 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 86.0 1.7 9.5 0.2 1.6 3.0 0.3 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 13 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 18,335 : : Positions : : 17,890 15,830 225 2,175 50 0 50 150 0 0 0 : : : : Changes from: December 29, 2015 : : 345 345 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 86.3 1.2 11.9 0.3 0.0 0.3 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 30,873 : : Positions : : 27,639 25,538 0 2,120 2,845 100 300 0 234 0 5 : : : : Changes from: December 29, 2015 : : 55 -125 0 180 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 82.7 0.0 6.9 9.2 0.3 1.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 28 30 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 13,385 : : Positions : : 12,650 12,810 205 45 530 0 0 0 0 0 0 : : : : Changes from: December 29, 2015 : : -355 -355 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 95.7 1.5 0.3 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643F2 Open Interest is 15,155 : : Positions : : 12,582 12,830 300 510 1,815 0 0 0 0 0 0 : : : : Changes from: December 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 84.7 2.0 3.4 12.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 165,288 : : Positions : : 142,201 118,241 0 33,485 10,112 10,695 0 2,045 0 1,405 0 : : : : Changes from: December 29, 2015 : : -7,763 847 0 -8,130 0 400 0 -400 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 71.5 0.0 20.3 6.1 6.5 0.0 1.2 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 15 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 3,250,331 : : Positions : :2,786,420 2,019,097 17,240 971,763 259,471 187,200 0 0 0 0 0 : : : : Changes from: December 29, 2015 : : -145,176 -117,792 -6,360 -33,744 -46,800 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 62.1 0.5 29.9 8.0 5.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 74,022 : : Positions : : 65,059 68,362 2,984 0 5,660 0 0 0 319 0 0 : : : : Changes from: December 29, 2015 : : -2,220 -2,780 -460 0 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 92.4 4.0 0.0 7.6 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 15 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,562,223 : : Positions : :1,256,636 1,219,335 131,162 171,820 171,068 0 0 0 3,357 0 0 : : : : Changes from: December 29, 2015 : : -53,848 -87,344 -2,544 29,680 -29,680 0 0 0 -1,272 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 78.1 8.4 11.0 11.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 16,386 : : Positions : : 9,625 16,118 5,950 0 150 225 0 0 313 0 0 : : : : Changes from: December 29, 2015 : : -75 150 0 0 0 225 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 98.4 36.3 0.0 0.9 1.4 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 18,577 : : Positions : : 7,876 18,307 10,270 0 150 0 0 0 162 0 0 : : : : Changes from: December 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 98.5 55.3 0.0 0.8 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 13 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C52 Open Interest is 133,816 : : Positions : : 128,312 60,888 5,160 72,928 0 0 0 0 0 0 0 : : : : Changes from: December 29, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 45.5 3.9 54.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 5 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 28,104 : : Positions : : 24,139 21,259 800 4,745 200 1,195 1,770 0 1,530 0 100 : : : : Changes from: December 29, 2015 : : -60 15 0 -50 -25 0 0 0 55 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 75.6 2.8 16.9 0.7 4.3 6.3 0.0 5.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 23 . . . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 24,279 : : Positions : : 22,677 17,295 0 6,006 778 610 0 0 0 70 130 : : : : Changes from: December 29, 2015 : : 174 -86 0 110 0 0 0 0 -80 70 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 71.2 0.0 24.7 3.2 2.5 0.0 0.0 0.0 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 0 4 . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 34,652 : : Positions : : 32,419 19,379 1,550 13,949 23 0 680 0 560 506 50 : : : : Changes from: December 29, 2015 : : 471 -64 -15 360 15 0 35 0 -20 40 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 55.9 4.5 40.3 0.1 0.0 2.0 0.0 1.6 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 27 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 23,741 : : Positions : : 22,156 16,740 212 5,923 768 0 10 195 0 95 0 : : : : Changes from: December 29, 2015 : : 300 360 10 -120 0 0 0 0 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 70.5 0.9 24.9 3.2 0.0 0.0 0.8 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 23 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 20,662 : : Positions : : 16,685 18,120 3,090 770 805 0 590 0 0 0 0 : : : : Changes from: December 29, 2015 : : 70 491 420 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 87.7 15.0 3.7 3.9 0.0 2.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 15,513 : : Positions : : 12,416 13,840 2,383 559 600 0 0 0 0 300 0 : : : : Changes from: December 29, 2015 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 89.2 15.4 3.6 3.9 0.0 0.0 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 37,609 : : Positions : : 31,825 33,119 2,460 1,315 2,050 0 900 0 1,064 0 10 : : : : Changes from: December 29, 2015 : : -285 -495 0 180 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 88.1 6.5 3.5 5.5 0.0 2.4 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 26 . . . 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 15,954 : : Positions : : 13,999 12,909 820 3,025 20 0 0 0 995 0 0 : : : : Changes from: December 29, 2015 : : 0 55 0 0 0 0 0 0 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 80.9 5.1 19.0 0.1 0.0 0.0 0.0 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 23 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 14,432 : : Positions : : 11,749 11,290 605 3,012 5 0 0 0 1,943 125 0 : : : : Changes from: December 29, 2015 : : -280 -240 0 0 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 78.2 4.2 20.9 0.0 0.0 0.0 0.0 13.5 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 21 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 51,276 : : Positions : : 47,816 43,622 0 3,690 2,850 0 230 170 0 0 0 : : : : Changes from: December 29, 2015 : : 515 515 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 85.1 0.0 7.2 5.6 0.0 0.4 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 23 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 44,167 : : Positions : : 41,782 36,246 0 5,175 1,810 170 0 0 0 0 0 : : : : Changes from: December 29, 2015 : : 280 280 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 82.1 0.0 11.7 4.1 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 20 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 17,725 : : Positions : : 16,015 12,445 290 0 0 0 3,820 600 0 800 0 : : : : Changes from: December 29, 2015 : : 250 50 0 0 0 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 70.2 1.6 0.0 0.0 0.0 21.6 3.4 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 22,516 : : Positions : : 21,770 17,180 300 0 0 0 4,860 0 0 320 81 : : : : Changes from: December 29, 2015 : : 2,970 1,520 0 0 0 0 1,450 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 76.3 1.3 0.0 0.0 0.0 21.6 0.0 0.0 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 16,570 : : Positions : : 15,685 15,400 0 0 0 0 725 225 0 100 0 : : : : Changes from: December 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 92.9 0.0 0.0 0.0 0.0 4.4 1.4 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 0 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 15,835 : : Positions : : 15,070 14,565 0 0 0 0 945 105 0 100 0 : : : : Changes from: December 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 92.0 0.0 0.0 0.0 0.0 6.0 0.7 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 0 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 22,720 : : Positions : : 22,475 18,825 0 1,200 0 0 2,425 165 0 100 0 : : : : Changes from: December 29, 2015 : : -55 45 0 0 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 82.9 0.0 5.3 0.0 0.0 10.7 0.7 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 15 0 . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 21,935 : : Positions : : 21,875 16,825 0 1,200 0 0 3,900 0 0 0 0 : : : : Changes from: December 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 76.7 0.0 5.5 0.0 0.0 17.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 84,673 : : Positions : : 59,597 78,380 2,730 435 350 14,410 0 0 2,078 0 77 : : : : Changes from: December 29, 2015 : : 1,045 2,595 0 0 0 1,350 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 92.6 3.2 0.5 0.4 17.0 0.0 0.0 2.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 26 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 77,680 : : Positions : : 55,984 74,464 1,530 415 1,090 14,505 0 0 2,860 0 0 : : : : Changes from: December 29, 2015 : : 890 1,790 0 0 0 900 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 95.9 2.0 0.5 1.4 18.7 0.0 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 22 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 23,052 : : Positions : : 21,435 21,085 0 915 420 50 0 250 225 0 0 : : : : Changes from: December 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 91.5 0.0 4.0 1.8 0.2 0.0 1.1 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 19,800 : : Positions : : 19,620 17,285 0 1,785 15 50 600 0 0 0 0 : : : : Changes from: December 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.1 87.3 0.0 9.0 0.1 0.3 3.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 15 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 10,080 : : Positions : : 5,880 8,490 100 1,400 100 1,200 50 0 2,725 0 0 : : : : Changes from: December 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 84.2 1.0 13.9 1.0 11.9 0.5 0.0 27.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 6,525 : : Positions : : 4,765 6,320 300 50 0 1,200 50 0 0 0 0 : : : : Changes from: December 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 96.9 4.6 0.8 0.0 18.4 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 25,320 : : Positions : : 21,160 19,900 200 140 3,120 0 1,200 250 250 275 45 : : : : Changes from: December 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 78.6 0.8 0.6 12.3 0.0 4.7 1.0 1.0 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 20 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 23,830 : : Positions : : 19,790 18,660 0 1,210 2,425 0 600 250 330 0 0 : : : : Changes from: December 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 78.3 0.0 5.1 10.2 0.0 2.5 1.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 19 0 . . 0 . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 8, 2016