Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 132,271 : : Positions : : 41,532 25,558 10,222 12,640 8,361 3,780 22,238 15,233 43,390 38,471 8,325 : : : : Changes from: February 9, 2016 : : 89 577 94 822 939 392 -1,130 1,179 -475 -251 113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 19.3 7.7 9.6 6.3 2.9 16.8 11.5 32.8 29.1 6.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 16 17 . . 4 . 5 5 14 13 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 31,263 : : Positions : : 6,917 15,016 144 6,648 143 702 2,914 1,359 18,438 1,897 2,901 : : : : Changes from: February 9, 2016 : : 695 58 -50 -283 23 0 150 -90 111 831 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.1 48.0 0.5 21.3 0.5 2.2 9.3 4.3 59.0 6.1 9.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 10 11 . . . . 4 . 12 5 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 139,007 : : Positions : : 90,665 112,853 11,220 1,515 5,831 20,106 2,479 2,911 3,576 8,786 4,121 : : : : Changes from: February 9, 2016 : : 1,081 4,546 5,081 -37 -2 -448 681 102 -3 459 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 81.2 8.1 1.1 4.2 14.5 1.8 2.1 2.6 6.3 3.0 : : : : Number of Traders in Each Category Total Traders: 78 : : 41 44 . . 4 4 4 5 7 11 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 51,730 : : Positions : : 45,690 43,243 0 3,226 3,381 390 324 0 921 208 1,242 : : : : Changes from: February 9, 2016 : : 2,106 202 0 2,542 -1,718 25 324 0 870 -67 129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 83.6 0.0 6.2 6.5 0.8 0.6 0.0 1.8 0.4 2.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 28 24 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 460,283 : : Positions : : 420,901 379,328 0 61,305 9,689 643 0 1,845 19,089 0 7,805 : : : : Changes from: February 9, 2016 : : 579 2,276 0 -1,547 0 -2,719 0 1,845 2,869 0 6,265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 82.4 0.0 13.3 2.1 0.1 0.0 0.4 4.1 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 21 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 1,557,951 : : Positions : :1,247,798 1,388,507 217,959 64,192 7,367 8,720 61,303 15,200 56,987 17,462 3,920 : : : : Changes from: February 9, 2016 : : 18,862 34,389 12,820 -7,376 0 -1,520 8,725 1,520 1,201 -4,375 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 89.1 14.0 4.1 0.5 0.6 3.9 1.0 3.7 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 34 38 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 65,930 : : Positions : : 56,121 53,555 0 721 5,210 0 1,662 2,032 1,799 1,982 768 : : : : Changes from: February 9, 2016 : : 1,346 -61 0 102 -50 0 -93 324 -961 437 157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 81.2 0.0 1.1 7.9 0.0 2.5 3.1 2.7 3.0 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 22 0 . . 0 . . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 484,684 : : Positions : : 310,803 422,356 122,967 0 44,832 0 0 0 1,480 12,894 4,602 : : : : Changes from: February 9, 2016 : : 10,167 1,230 -8,315 0 9,267 0 0 0 0 622 -622 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 87.1 25.4 0.0 9.2 0.0 0.0 0.0 0.3 2.7 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 389,677 : : Positions : : 366,911 342,103 2,729 21,721 20,037 0 5,456 0 0 360 0 : : : : Changes from: February 9, 2016 : : 5,055 -4,305 0 9,360 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 87.8 0.7 5.6 5.1 0.0 1.4 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 28 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 39,225 : : Positions : : 34,899 34,889 1,698 1,990 582 225 0 533 150 0 21 : : : : Changes from: February 9, 2016 : : 466 124 0 510 -148 139 -25 25 43 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 88.9 4.3 5.1 1.5 0.6 0.0 1.4 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 26 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 49,399 : : Positions : : 42,067 45,812 2,395 0 3,405 0 0 0 998 50 98 : : : : Changes from: February 9, 2016 : : 150 210 0 0 120 0 0 0 8 -52 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 92.7 4.8 0.0 6.9 0.0 0.0 0.0 2.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 31 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 66,708 : : Positions : : 58,328 62,794 2,720 0 3,725 50 0 0 1,293 50 90 : : : : Changes from: February 9, 2016 : : 175 285 0 0 120 0 0 0 58 -52 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 94.1 4.1 0.0 5.6 0.1 0.0 0.0 1.9 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 31 29 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 19,535 : : Positions : : 16,905 17,445 540 0 1,970 0 0 0 0 0 0 : : : : Changes from: February 9, 2016 : : 1,470 1,470 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 89.3 2.8 0.0 10.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 13 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 295,472 : : Positions : : 236,528 294,712 58,184 0 760 0 0 0 0 0 0 : : : : Changes from: February 9, 2016 : : 22,744 22,744 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 99.7 19.7 0.0 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 18 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 7,680 : : Positions : : 6,423 7,338 0 298 0 0 0 0 1,171 0 0 : : : : Changes from: February 9, 2016 : : 240 217 0 0 0 0 0 0 21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 95.5 0.0 3.9 0.0 0.0 0.0 0.0 15.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 16 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 7,338 : : Positions : : 4,753 6,583 975 0 300 0 200 0 575 50 150 : : : : Changes from: February 9, 2016 : : 323 1,025 -150 -250 250 0 150 0 575 -150 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 89.7 13.3 0.0 4.1 0.0 2.7 0.0 7.8 0.7 2.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 25,590 : : Positions : : 22,530 23,000 945 155 2,115 0 0 0 0 200 0 : : : : Changes from: February 9, 2016 : : 925 925 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 89.9 3.7 0.6 8.3 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 21,880 : : Positions : : 18,785 18,940 495 370 2,390 0 50 0 0 75 0 : : : : Changes from: February 9, 2016 : : 375 50 -325 0 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 86.6 2.3 1.7 10.9 0.0 0.2 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 17 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 21,202 : : Positions : : 18,393 15,333 2,514 4,698 105 63 0 0 0 211 0 : : : : Changes from: February 9, 2016 : : 1,537 1,537 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 72.3 11.9 22.2 0.5 0.3 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 20 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 57,753 : : Positions : : 53,390 47,539 786 2,381 2,686 0 188 36 160 4,358 405 : : : : Changes from: February 9, 2016 : : 87 457 -9 -285 305 0 63 -12 0 -157 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 82.3 1.4 4.1 4.7 0.0 0.3 0.1 0.3 7.5 0.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 29 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 71,154 : : Positions : : 65,034 53,051 576 1,659 3,696 310 1,234 413 0 9,881 1,125 : : : : Changes from: February 9, 2016 : : 474 166 -212 70 -63 0 -239 16 0 265 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 74.6 0.8 2.3 5.2 0.4 1.7 0.6 0.0 13.9 1.6 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 33 . . . . . . 0 8 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 45,235 : : Positions : : 40,645 41,240 1,725 3,360 385 0 0 0 2,150 0 220 : : : : Changes from: February 9, 2016 : : 660 60 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 91.2 3.8 7.4 0.9 0.0 0.0 0.0 4.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 50,890 : : Positions : : 44,155 46,830 2,335 3,440 525 0 0 0 3,545 0 95 : : : : Changes from: February 9, 2016 : : 650 50 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 92.0 4.6 6.8 1.0 0.0 0.0 0.0 7.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 359,758 : : Positions : : 315,117 298,950 3,373 21,865 4,327 408 9,752 0 26,476 14,807 10,057 : : : : Changes from: February 9, 2016 : : 3,904 2,768 0 -384 384 0 0 0 -1,520 0 2,280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 83.1 0.9 6.1 1.2 0.1 2.7 0.0 7.4 4.1 2.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 27 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 25,812 : : Positions : : 19,751 21,409 87 1,050 661 170 967 64 4,592 1,236 360 : : : : Changes from: February 9, 2016 : : 381 129 -86 277 -213 0 0 0 111 -42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 82.9 0.3 4.1 2.6 0.7 3.7 0.2 17.8 4.8 1.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 29 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 35,882 : : Positions : : 22,325 30,536 11,271 0 588 77 1,465 0 28 1,700 1,593 : : : : Changes from: February 9, 2016 : : -613 388 826 0 81 0 78 0 -3 -256 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 85.1 31.4 0.0 1.6 0.2 4.1 0.0 0.1 4.7 4.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . 0 . . . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 350,969 : : Positions : : 277,994 345,530 72,975 4,680 0 0 0 0 0 759 0 : : : : Changes from: February 9, 2016 : : 23,767 23,767 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 98.5 20.8 1.3 0.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 29,204 : : Positions : : 24,521 28,136 3,941 0 0 596 0 0 105 384 0 : : : : Changes from: February 9, 2016 : : 1,390 1,388 0 0 0 21 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 96.3 13.5 0.0 0.0 2.0 0.0 0.0 0.4 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 132,811 : : Positions : : 67,079 126,293 65,732 1,518 0 0 5,000 0 0 0 0 : : : : Changes from: February 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 95.1 49.5 1.1 0.0 0.0 3.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 13,764 : : Positions : : 10,717 10,399 340 773 635 1,118 0 0 549 420 236 : : : : Changes from: February 9, 2016 : : 406 40 -135 0 0 69 0 0 -69 254 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 75.6 2.5 5.6 4.6 8.1 0.0 0.0 4.0 3.1 1.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 180,003 : : Positions : : 142,541 153,825 10,671 10,160 14,432 7,604 0 0 3,169 0 1,586 : : : : Changes from: February 9, 2016 : : 10,185 5,489 -4,696 0 4,696 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 85.5 5.9 5.6 8.0 4.2 0.0 0.0 1.8 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 17 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 15,817 : : Positions : : 12,427 10,205 2,669 3,619 401 0 1,053 0 151 155 105 : : : : Changes from: February 9, 2016 : : 124 254 0 1 0 0 -88 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 64.5 16.9 22.9 2.5 0.0 6.7 0.0 1.0 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 19 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 177,476 : : Positions : : 153,182 99,728 18,526 74,808 1,455 2,036 0 1,125 792 0 360 : : : : Changes from: February 9, 2016 : : 776 776 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 56.2 10.4 42.2 0.8 1.1 0.0 0.6 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 8,675 : : Positions : : 7,500 7,870 900 0 0 0 300 0 0 400 50 : : : : Changes from: February 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 90.7 10.4 0.0 0.0 0.0 3.5 0.0 0.0 4.6 0.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 20,095 : : Positions : : 12,906 15,284 2,279 0 4,785 0 0 0 125 26 0 : : : : Changes from: February 9, 2016 : : 236 263 27 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 76.1 11.3 0.0 23.8 0.0 0.0 0.0 0.6 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 18 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 9,620 : : Positions : : 8,405 9,335 250 200 0 0 0 0 0 0 0 : : : : Changes from: February 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 97.0 2.6 2.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 12,095 : : Positions : : 10,985 10,325 400 240 0 0 1,530 0 0 0 0 : : : : Changes from: February 9, 2016 : : 205 5 0 0 0 0 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 85.4 3.3 2.0 0.0 0.0 12.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 16 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 15,980 : : Positions : : 8,695 15,510 1,410 0 0 470 470 0 5,405 0 0 : : : : Changes from: February 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 97.1 8.8 0.0 0.0 2.9 2.9 0.0 33.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 7 . 0 0 . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 23,715 : : Positions : : 22,080 12,390 1,350 10,965 0 0 300 0 0 0 0 : : : : Changes from: February 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 52.2 5.7 46.2 0.0 0.0 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 20,895 : : Positions : : 19,725 9,615 675 10,940 0 0 300 0 0 0 0 : : : : Changes from: February 9, 2016 : : -110 -110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 46.0 3.2 52.4 0.0 0.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 21,774 : : Positions : : 20,699 17,904 0 3,565 255 700 0 0 0 50 0 : : : : Changes from: February 9, 2016 : : 465 265 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 82.2 0.0 16.4 1.2 3.2 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 12 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 20,399 : : Positions : : 19,630 15,999 0 4,185 205 250 0 0 0 0 0 : : : : Changes from: February 9, 2016 : : 465 265 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 78.4 0.0 20.5 1.0 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 9 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 20,585 : : Positions : : 18,745 20,410 1,000 0 125 0 50 0 0 0 0 : : : : Changes from: February 9, 2016 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 99.1 4.9 0.0 0.6 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 17,140 : : Positions : : 16,390 17,005 105 0 0 0 0 0 0 25 0 : : : : Changes from: February 9, 2016 : : -240 -240 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 99.2 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 13 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 17,455 : : Positions : : 16,650 17,120 190 100 0 100 0 100 0 25 0 : : : : Changes from: February 9, 2016 : : -240 -290 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 98.1 1.1 0.6 0.0 0.6 0.0 0.6 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 14 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 120,825 : : Positions : : 108,115 110,285 5,945 5,860 4,035 825 345 0 1,905 300 0 : : : : Changes from: February 9, 2016 : : 3,070 3,020 0 250 0 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 91.3 4.9 4.8 3.3 0.7 0.3 0.0 1.6 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 29 31 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 138,114 : : Positions : : 123,963 125,857 6,046 5,790 3,885 1,515 1,760 405 2,300 375 0 : : : : Changes from: February 9, 2016 : : 3,330 3,755 75 250 -10 850 300 -100 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 91.1 4.4 4.2 2.8 1.1 1.3 0.3 1.7 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 35 . . . . . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 157,660 : : Positions : : 132,710 125,361 5,123 7,480 3,925 4,880 5,155 5,276 1,775 6,565 3,865 : : : : Changes from: February 9, 2016 : : 4,970 2,013 -290 -25 -234 0 1,408 -455 -1,800 -532 900 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 79.5 3.2 4.7 2.5 3.1 3.3 3.3 1.1 4.2 2.5 : : : : Number of Traders in Each Category Total Traders: 74 : : 42 40 . . 4 . 5 . . 10 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 114,710 : : Positions : : 99,986 99,511 9,069 9,880 1,369 95 1,450 1,900 1,665 100 500 : : : : Changes from: February 9, 2016 : : 1,930 1,495 -445 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 86.8 7.9 8.6 1.2 0.1 1.3 1.7 1.5 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 37 31 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 33,260 : : Positions : : 32,210 30,645 350 1,575 250 260 620 80 50 50 0 : : : : Changes from: February 9, 2016 : : 1,995 1,495 50 0 0 100 600 -200 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 92.1 1.1 4.7 0.8 0.8 1.9 0.2 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 28,595 : : Positions : : 28,120 26,630 200 1,575 250 0 75 25 0 0 0 : : : : Changes from: February 9, 2016 : : 870 670 0 0 0 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.3 93.1 0.7 5.5 0.9 0.0 0.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 8 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 28,464 : : Positions : : 25,245 23,184 60 1,880 2,860 0 500 0 254 0 0 : : : : Changes from: February 9, 2016 : : 120 120 -120 -120 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 81.5 0.2 6.6 10.0 0.0 1.8 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 26 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 16,090 : : Positions : : 14,305 15,295 885 70 725 0 0 0 0 0 0 : : : : Changes from: February 9, 2016 : : 760 460 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 95.1 5.5 0.4 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 18 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 211,001 : : Positions : : 188,642 153,128 0 46,818 8,130 12,390 0 1,625 0 1,300 0 : : : : Changes from: February 9, 2016 : : 25,053 17,853 0 7,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 72.6 0.0 22.2 3.9 5.9 0.0 0.8 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 16 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 3,635,471 : : Positions : :3,102,339 2,464,556 11,840 836,823 334,092 187,200 0 0 0 0 0 : : : : Changes from: February 9, 2016 : : 253,696 253,696 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 67.8 0.3 23.0 9.2 5.1 0.0 0.0 0.0 0.0 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 February 16, 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 73,186 : : Positions : : 63,026 68,291 5,051 0 4,895 0 0 0 0 0 0 : : : : Changes from: February 9, 2016 : : 1,368 1,368 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 93.3 6.9 0.0 6.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 16 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 1,519,188 : : Positions : :1,263,516 1,221,225 129,002 173,570 124,393 0 0 0 2,277 0 0 : : : : Changes from: February 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 80.4 8.5 11.4 8.2 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 72,688 : : Positions : : 69,872 36,256 2,640 36,432 0 0 0 0 0 0 0 : : : : Changes from: February 9, 2016 : : -34,936 -18,128 -1,320 -18,216 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 49.9 3.6 50.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 26,185 : : Positions : : 22,731 18,963 795 4,783 138 965 1,720 0 1,325 241 0 : : : : Changes from: February 9, 2016 : : 453 405 0 -72 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 72.4 3.0 18.3 0.5 3.7 6.6 0.0 5.1 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 22 . . . . . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 20,253 : : Positions : : 19,047 14,073 0 5,244 600 440 0 0 0 106 40 : : : : Changes from: February 9, 2016 : : -490 -490 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 69.5 0.0 25.9 3.0 2.2 0.0 0.0 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 0 4 . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 37,027 : : Positions : : 33,439 21,001 2,253 12,981 5 0 2,545 90 1,140 335 70 : : : : Changes from: February 9, 2016 : : 231 291 111 0 5 0 0 0 0 51 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 56.7 6.1 35.1 0.0 0.0 6.9 0.2 3.1 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 27 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 23,953 : : Positions : : 22,438 16,952 107 6,348 543 470 0 0 0 95 0 : : : : Changes from: February 9, 2016 : : 55 55 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 70.8 0.4 26.5 2.3 2.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 18 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 21,470 : : Positions : : 17,926 17,307 2,006 993 1,500 0 770 0 0 890 0 : : : : Changes from: February 9, 2016 : : 10 16 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 80.6 9.3 4.6 7.0 0.0 3.6 0.0 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 15,054 : : Positions : : 12,220 12,742 2,064 855 715 0 275 0 0 275 0 : : : : Changes from: February 9, 2016 : : 100 170 64 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 84.6 13.7 5.7 4.7 0.0 1.8 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 35,566 : : Positions : : 31,117 32,736 2,170 935 1,690 0 0 0 369 0 45 : : : : Changes from: February 9, 2016 : : -160 -210 -120 -120 240 0 0 0 -50 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 92.0 6.1 2.6 4.8 0.0 0.0 0.0 1.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 26 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 15,544 : : Positions : : 13,469 12,623 880 2,860 10 0 0 0 537 0 18 : : : : Changes from: February 9, 2016 : : 960 1,020 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 81.2 5.7 18.4 0.1 0.0 0.0 0.0 3.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 14,060 : : Positions : : 11,331 10,951 570 3,049 10 0 0 0 1,499 50 0 : : : : Changes from: February 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 77.9 4.1 21.7 0.1 0.0 0.0 0.0 10.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 45,834 : : Positions : : 42,656 40,315 0 1,775 2,850 0 300 100 0 0 0 : : : : Changes from: February 9, 2016 : : -105 -105 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 88.0 0.0 3.9 6.2 0.0 0.7 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 21 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 38,887 : : Positions : : 36,757 33,255 0 3,135 1,810 100 0 0 0 0 0 : : : : Changes from: February 9, 2016 : : -70 -70 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 85.5 0.0 8.1 4.7 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 20 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 17,005 : : Positions : : 14,925 11,895 180 0 0 0 3,120 1,050 100 900 0 : : : : Changes from: February 9, 2016 : : -100 0 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 70.0 1.1 0.0 0.0 0.0 18.3 6.2 0.6 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 15 . 0 0 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 16,070 : : Positions : : 13,675 11,400 180 0 0 0 2,485 1,475 0 600 0 : : : : Changes from: February 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 70.9 1.1 0.0 0.0 0.0 15.5 9.2 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 15,440 : : Positions : : 11,085 13,155 0 0 0 320 0 680 1,800 50 0 : : : : Changes from: February 9, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 85.2 0.0 0.0 0.0 2.1 0.0 4.4 11.7 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 9 0 0 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 27,076 : : Positions : : 26,535 17,210 200 0 0 0 9,450 0 0 335 6 : : : : Changes from: February 9, 2016 : : 2,710 -390 0 0 0 0 3,000 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 63.6 0.7 0.0 0.0 0.0 34.9 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 26,820 : : Positions : : 24,860 23,620 0 1,200 0 0 140 1,860 50 0 0 : : : : Changes from: February 9, 2016 : : -575 -775 0 0 0 -60 140 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 88.1 0.0 4.5 0.0 0.0 0.5 6.9 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 0 . 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 95,133 : : Positions : : 69,223 89,537 2,535 280 350 16,320 0 0 1,739 0 54 : : : : Changes from: February 9, 2016 : : -240 3,520 0 0 0 3,410 0 -35 200 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 94.1 2.7 0.3 0.4 17.2 0.0 0.0 1.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 24 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 96,796 : : Positions : : 72,365 93,840 1,335 280 1,090 18,380 0 0 2,040 0 50 : : : : Changes from: February 9, 2016 : : 5,490 8,850 0 0 0 3,210 0 0 100 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 96.9 1.4 0.3 1.1 19.0 0.0 0.0 2.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 24 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 20,530 : : Positions : : 19,210 18,865 0 790 410 250 0 125 0 0 0 : : : : Changes from: February 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 91.9 0.0 3.8 2.0 1.2 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 13 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 16,920 : : Positions : : 16,870 14,730 0 1,750 0 0 300 0 0 0 0 : : : : Changes from: February 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 87.1 0.0 10.3 0.0 0.0 1.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 22,595 : : Positions : : 18,795 17,460 455 0 2,830 0 1,650 125 135 200 0 : : : : Changes from: February 9, 2016 : : 175 175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 77.3 2.0 0.0 12.5 0.0 7.3 0.6 0.6 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 16, 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 21,970 : : Positions : : 18,565 17,205 0 1,010 2,325 0 800 125 140 0 0 : : : : Changes from: February 9, 2016 : : -175 -175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 78.3 0.0 4.6 10.6 0.0 3.6 0.6 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 0 . . 0 . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 19, 2016