Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 114,847 : : Positions : : 27,077 22,398 9,694 11,508 9,748 8,444 32,867 9,651 41,253 19,444 7,716 : : : : Changes from: March 29, 2016 : : 2,164 -1,595 -456 1,095 -315 1,085 3,514 -1,270 1,565 924 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 19.5 8.4 10.0 8.5 7.4 28.6 8.4 35.9 16.9 6.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 15 13 . . 4 . 5 5 14 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 25,767 : : Positions : : 4,646 8,479 96 8,538 322 738 3,070 972 16,128 1,727 2,419 : : : : Changes from: March 29, 2016 : : -546 -41 -45 715 43 0 45 -180 1,325 15 -502 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 32.9 0.4 33.1 1.2 2.9 11.9 3.8 62.6 6.7 9.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 12 9 . . . . . . 15 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 135,718 : : Positions : : 81,322 112,548 12,223 1,777 5,254 21,100 1,505 2,739 7,252 6,171 5,361 : : : : Changes from: March 29, 2016 : : -7,063 -3,891 35 335 -173 471 202 -583 851 -2,463 -786 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 82.9 9.0 1.3 3.9 15.5 1.1 2.0 5.3 4.5 4.0 : : : : Number of Traders in Each Category Total Traders: 83 : : 46 47 . . 4 4 4 5 12 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 48,826 : : Positions : : 43,161 38,848 0 5,412 2,460 232 52 0 2,665 1,746 308 : : : : Changes from: March 29, 2016 : : -5,321 -4,579 0 -953 308 -78 -486 0 -388 231 -351 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 79.6 0.0 11.1 5.0 0.5 0.1 0.0 5.5 3.6 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 24 0 . . . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 418,139 : : Positions : : 363,976 353,696 0 44,112 17,555 2,896 2,432 0 33,368 0 344 : : : : Changes from: March 29, 2016 : : -46,337 -32,930 0 -9,567 0 -695 0 0 4,535 0 -7,431 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 84.6 0.0 10.5 4.2 0.7 0.6 0.0 8.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 20 0 . . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 1,466,515 : : Positions : :1,145,151 1,320,238 211,045 54,958 8,111 17,960 28,325 34,526 46,177 16,812 3,545 : : : : Changes from: March 29, 2016 : : -89,294 -68,546 -2,768 -7,178 744 -384 -14,838 9,483 -741 -2,625 -375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 90.0 14.4 3.7 0.6 1.2 1.9 2.4 3.1 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 38 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 69,095 : : Positions : : 54,272 55,480 2,677 0 5,342 0 3,367 1,551 3,657 1,543 1,542 : : : : Changes from: March 29, 2016 : : 401 955 327 0 -1 0 542 -286 361 -624 178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 80.3 3.9 0.0 7.7 0.0 4.9 2.2 5.3 2.2 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 23 . 0 . 0 . . 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 465,445 : : Positions : : 304,509 386,886 100,135 0 58,591 0 2,248 0 344 15,854 1,866 : : : : Changes from: March 29, 2016 : : 3,953 3,265 0 0 0 0 1,032 0 0 -344 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 83.1 21.5 0.0 12.6 0.0 0.5 0.0 0.1 3.4 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . 0 . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 379,088 : : Positions : : 339,371 323,192 7,269 17,992 32,448 0 5,456 0 0 0 0 : : : : Changes from: March 29, 2016 : : -1,623 -14,098 -3,875 8,600 -2,703 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 85.3 1.9 4.7 8.6 0.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 28 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 35,987 : : Positions : : 31,448 31,638 1,568 2,470 425 977 63 315 426 0 0 : : : : Changes from: March 29, 2016 : : -1,466 -1,986 -23 625 -201 46 0 -46 63 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 87.9 4.4 6.9 1.2 2.7 0.2 0.9 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 25 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 48,200 : : Positions : : 42,499 41,793 2,195 3,315 3,035 0 0 0 0 0 0 : : : : Changes from: March 29, 2016 : : -2,454 -2,727 -120 185 -185 0 0 0 0 -8 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 86.7 4.6 6.9 6.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 32 32 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 66,377 : : Positions : : 59,892 59,212 2,285 3,810 3,290 0 0 0 346 0 5 : : : : Changes from: March 29, 2016 : : -2,384 -2,767 -220 250 -250 0 0 0 99 0 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 89.2 3.4 5.7 5.0 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 33 29 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 19,793 : : Positions : : 17,063 17,823 540 0 1,970 0 0 0 100 0 0 : : : : Changes from: March 29, 2016 : : 320 320 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 90.0 2.7 0.0 10.0 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 327,216 : : Positions : : 274,376 325,704 49,280 0 760 0 0 0 2,048 0 752 : : : : Changes from: March 29, 2016 : : 760 784 0 0 0 0 0 0 24 0 384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 99.5 15.1 0.0 0.2 0.0 0.0 0.0 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 18 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 10,661 : : Positions : : 8,565 10,403 0 0 0 168 0 0 1,734 0 0 : : : : Changes from: March 29, 2016 : : 191 212 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 97.6 0.0 0.0 0.0 1.6 0.0 0.0 16.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 0 0 0 . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 13,310 : : Positions : : 7,750 12,750 0 500 0 0 0 0 5,500 0 0 : : : : Changes from: March 29, 2016 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 95.8 0.0 3.8 0.0 0.0 0.0 0.0 41.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 15 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 10,615 : : Positions : : 8,695 9,100 795 700 0 0 0 0 50 205 520 : : : : Changes from: March 29, 2016 : : 140 -655 -75 430 -430 0 -200 0 -375 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 85.7 7.5 6.6 0.0 0.0 0.0 0.0 0.5 1.9 4.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 27,226 : : Positions : : 24,816 23,981 0 185 2,410 0 0 0 0 650 0 : : : : Changes from: March 29, 2016 : : 370 370 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 88.1 0.0 0.7 8.9 0.0 0.0 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 24,497 : : Positions : : 20,657 21,147 555 170 2,505 0 0 0 0 75 600 : : : : Changes from: March 29, 2016 : : 50 55 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 86.3 2.3 0.7 10.2 0.0 0.0 0.0 0.0 0.3 2.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 21 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 25,288 : : Positions : : 22,302 19,228 2,430 5,056 0 215 0 0 0 212 0 : : : : Changes from: March 29, 2016 : : 1,166 466 0 615 0 0 0 0 0 86 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 76.0 9.6 20.0 0.0 0.9 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 24 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 58,938 : : Positions : : 53,484 49,641 1,115 2,016 3,047 0 269 73 363 3,011 641 : : : : Changes from: March 29, 2016 : : 336 230 -45 -250 0 0 -132 61 30 373 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 84.2 1.9 3.4 5.2 0.0 0.5 0.1 0.6 5.1 1.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 30 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 73,906 : : Positions : : 64,919 60,901 793 2,179 3,502 260 243 560 328 2,698 3,544 : : : : Changes from: March 29, 2016 : : 560 544 0 30 140 260 -341 -89 -3 410 -310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 82.4 1.1 2.9 4.7 0.4 0.3 0.8 0.4 3.7 4.8 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 30 . . . . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 38,900 : : Positions : : 35,803 35,400 1,560 3,070 385 0 0 0 1,060 0 0 : : : : Changes from: March 29, 2016 : : -4,570 -4,605 -40 -145 0 0 0 0 -130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 91.0 4.0 7.9 1.0 0.0 0.0 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 24 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 44,358 : : Positions : : 40,603 40,543 2,105 3,640 175 0 0 0 1,430 0 0 : : : : Changes from: March 29, 2016 : : -3,725 -3,715 -45 -175 0 0 0 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 91.4 4.7 8.2 0.4 0.0 0.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 359,366 : : Positions : : 317,934 311,432 3,373 12,279 8,241 408 9,368 0 23,506 12,142 5,904 : : : : Changes from: March 29, 2016 : : 7,409 9,289 0 -4,696 5,064 0 -384 0 -3,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 86.7 0.9 3.4 2.3 0.1 2.6 0.0 6.5 3.4 1.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 27 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 27,846 : : Positions : : 21,872 24,066 211 541 619 168 478 703 3,803 967 364 : : : : Changes from: March 29, 2016 : : 1,066 86 -43 128 -42 0 0 0 -724 0 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 86.4 0.8 1.9 2.2 0.6 1.7 2.5 13.7 3.5 1.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 30 . . . . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 41,701 : : Positions : : 23,078 36,257 16,926 0 590 77 1,750 75 186 2,044 769 : : : : Changes from: March 29, 2016 : : 876 686 -61 0 0 0 1 -27 159 71 -237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 86.9 40.6 0.0 1.4 0.2 4.2 0.2 0.4 4.9 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 344,671 : : Positions : : 293,628 328,393 39,499 0 11,544 0 0 0 0 4,112 0 : : : : Changes from: March 29, 2016 : : 0 688 688 0 0 0 0 0 0 -622 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 95.3 11.5 0.0 3.3 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 323,653 : : Positions : : 253,585 313,909 60,848 140 9,220 0 0 0 0 384 0 : : : : Changes from: March 29, 2016 : : -25,801 -27,301 -1,875 0 0 0 0 0 0 -375 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 97.0 18.8 0.0 2.8 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 26,988 : : Positions : : 22,514 25,846 3,544 0 191 655 0 0 0 84 0 : : : : Changes from: March 29, 2016 : : -1,846 -2,065 -207 0 -23 -46 0 0 0 -413 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 95.8 13.1 0.0 0.7 2.4 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 128,419 : : Positions : : 61,273 124,106 67,146 768 0 0 3,545 0 0 0 0 : : : : Changes from: March 29, 2016 : : -3,373 -2,946 -698 -750 0 0 -375 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 96.6 52.3 0.6 0.0 0.0 2.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 12,644 : : Positions : : 9,687 9,880 562 707 404 1,273 0 0 361 256 336 : : : : Changes from: March 29, 2016 : : -585 -534 45 -67 -23 -187 0 0 25 -263 79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 78.1 4.4 5.6 3.2 10.1 0.0 0.0 2.9 2.0 2.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 148,776 : : Positions : : 121,323 120,596 4,002 13,688 10,562 12,129 0 0 760 3,930 0 : : : : Changes from: March 29, 2016 : : -10,875 -15,375 -750 0 -750 -1,875 0 0 0 1,875 -1,875 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 81.1 2.7 9.2 7.1 8.2 0.0 0.0 0.5 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 17,363 : : Positions : : 14,015 10,652 2,244 3,724 377 194 1,888 0 171 131 41 : : : : Changes from: March 29, 2016 : : -1,591 -1,652 -253 20 0 0 -209 0 0 -41 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 61.3 12.9 21.4 2.2 1.1 10.9 0.0 1.0 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 19 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 188,093 : : Positions : : 171,630 102,441 15,286 73,580 0 0 11,279 793 384 0 0 : : : : Changes from: March 29, 2016 : : -1,275 -913 -343 -348 -375 0 -741 0 -384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 54.5 8.1 39.1 0.0 0.0 6.0 0.4 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . . 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 8,465 : : Positions : : 7,150 7,640 1,185 0 0 0 300 0 0 410 70 : : : : Changes from: March 29, 2016 : : -410 -470 -15 0 0 0 0 0 0 210 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 90.3 14.0 0.0 0.0 0.0 3.5 0.0 0.0 4.8 0.8 : : : : 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 April 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 20,401 : : Positions : : 13,592 15,398 1,340 0 4,821 0 0 0 648 182 0 : : : : Changes from: March 29, 2016 : : -883 -1,271 -105 0 26 0 0 0 -101 182 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 75.5 6.6 0.0 23.6 0.0 0.0 0.0 3.2 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 17 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 9,100 : : Positions : : 7,905 8,955 200 100 0 0 0 0 300 0 0 : : : : Changes from: March 29, 2016 : : -425 -415 -25 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 98.4 2.2 1.1 0.0 0.0 0.0 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 10,800 : : Positions : : 9,370 8,930 250 140 0 0 1,630 0 350 0 100 : : : : Changes from: March 29, 2016 : : -735 -605 -50 -50 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 82.7 2.3 1.3 0.0 0.0 15.1 0.0 3.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 12,988 : : Positions : : 7,067 12,606 1,146 0 0 382 382 0 4,393 0 0 : : : : Changes from: March 29, 2016 : : -851 -1,518 -138 0 0 -46 -46 0 -529 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 April 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 16,855 : : Positions : : 9,495 16,855 7,320 0 0 0 0 0 0 0 0 : : : : Changes from: March 29, 2016 : : -1,230 -1,775 -525 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 100.0 43.4 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 12 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 21,455 : : Positions : : 20,050 10,845 1,150 10,430 0 0 150 0 0 0 0 : : : : Changes from: March 29, 2016 : : -990 -560 -75 -430 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 50.5 5.4 48.6 0.0 0.0 0.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 19,140 : : Positions : : 18,050 8,910 625 10,080 0 0 150 0 0 0 0 : : : : Changes from: March 29, 2016 : : -800 -335 -25 -430 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 46.6 3.3 52.7 0.0 0.0 0.8 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 April 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 21,227 : : Positions : : 20,127 17,642 0 3,430 155 825 0 0 0 0 0 : : : : Changes from: March 29, 2016 : : -1,326 -941 0 -350 -25 -25 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 83.1 0.0 16.2 0.7 3.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 17,323 : : Positions : : 16,560 13,333 0 3,835 155 225 0 0 0 0 0 : : : : Changes from: March 29, 2016 : : -880 -550 0 -375 -25 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 77.0 0.0 22.1 0.9 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 21,150 : : Positions : : 20,150 19,940 375 720 220 0 0 0 0 250 0 : : : : Changes from: March 29, 2016 : : -905 -450 -25 -600 -25 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 94.3 1.8 3.4 1.0 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 22,080 : : Positions : : 21,620 21,970 100 0 0 0 0 0 0 0 0 : : : : Changes from: March 29, 2016 : : -910 -995 25 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 99.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 20 9 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 21,282 : : Positions : : 20,587 21,192 100 0 0 200 0 0 0 0 0 : : : : Changes from: March 29, 2016 : : -915 -850 75 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 99.6 0.5 0.0 0.0 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 10 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 113,262 : : Positions : : 100,262 103,912 4,810 3,815 4,365 515 750 0 3,050 260 140 : : : : Changes from: March 29, 2016 : : -5,908 -6,258 -805 -495 0 40 75 0 -100 -85 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 91.7 4.2 3.4 3.9 0.5 0.7 0.0 2.7 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 31 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 126,491 : : Positions : : 113,151 115,136 6,030 3,195 4,185 1,390 3,005 300 1,235 450 200 : : : : Changes from: March 29, 2016 : : -10,163 -8,308 -485 275 -10 175 -30 -500 -165 -2,565 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 91.0 4.8 2.5 3.3 1.1 2.4 0.2 1.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 39 33 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 161,902 : : Positions : : 134,162 125,119 7,764 14,184 3,011 6,211 7,933 2,490 2,151 3,186 5,955 : : : : Changes from: March 29, 2016 : : -4,941 -5,333 -189 1,459 -534 -457 -577 -172 18 -1,137 -451 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 77.3 4.8 8.8 1.9 3.8 4.9 1.5 1.3 2.0 3.7 : : : : Number of Traders in Each Category Total Traders: 72 : : 41 40 . . 4 5 . . 5 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 114,510 : : Positions : : 100,086 98,735 8,838 10,125 1,275 25 1,370 2,280 1,415 200 525 : : : : Changes from: March 29, 2016 : : -2,510 -3,129 -768 -385 -15 0 50 -50 -116 50 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 86.2 7.7 8.8 1.1 0.0 1.2 2.0 1.2 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 38 31 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 36,135 : : Positions : : 34,945 32,765 300 2,090 250 320 500 280 0 230 10 : : : : Changes from: March 29, 2016 : : -1,485 -1,695 -25 125 -125 -60 0 0 -50 -65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 90.7 0.8 5.8 0.7 0.9 1.4 0.8 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 12 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 33,060 : : Positions : : 32,510 30,620 300 1,875 250 0 75 0 0 240 0 : : : : Changes from: March 29, 2016 : : -1,050 -1,085 -25 0 0 0 25 -25 0 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.3 92.6 0.9 5.7 0.8 0.0 0.2 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 28,708 : : Positions : : 26,284 23,313 0 2,710 2,150 0 500 0 214 0 5 : : : : Changes from: March 29, 2016 : : -885 -855 0 -75 -5 0 0 0 -50 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 81.2 0.0 9.4 7.5 0.0 1.7 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 25 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 16,880 : : Positions : : 15,605 16,125 445 95 660 0 0 0 0 0 0 : : : : Changes from: March 29, 2016 : : 386 86 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 95.5 2.6 0.6 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 218,191 : : Positions : : 188,014 166,316 0 38,003 11,942 16,985 0 1,080 0 850 0 : : : : Changes from: March 29, 2016 : : -9,524 -1,356 0 -2,459 -86 5,625 0 -1,375 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 76.2 0.0 17.4 5.5 7.8 0.0 0.5 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 16 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 3,771,218 : : Positions : :3,137,297 2,538,499 455 955,803 224,931 372,410 0 36,125 0 15,860 0 : : : : Changes from: March 29, 2016 : : -81,360 33,248 -5,760 -26,768 0 93,600 0 -11,750 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 67.3 0.0 25.3 6.0 9.9 0.0 1.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 71,281 : : Positions : : 63,809 61,370 0 3,039 6,872 430 0 0 0 0 0 : : : : Changes from: March 29, 2016 : : -2,667 -3,781 0 1,093 -519 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 86.1 0.0 4.3 9.6 0.6 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 1,272,593 : : Positions : :1,014,121 1,172,207 158,086 0 100,386 0 0 0 0 0 0 : : : : Changes from: March 29, 2016 : : -51,072 -56,448 -4,224 0 0 0 0 0 -1,152 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 92.1 12.4 0.0 7.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 114,880 : : Positions : : 109,760 53,440 4,800 61,440 0 0 0 0 0 0 0 : : : : Changes from: March 29, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 46.5 4.2 53.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 27,765 : : Positions : : 23,578 21,070 785 4,664 285 885 1,620 0 2,021 0 116 : : : : Changes from: March 29, 2016 : : -1,210 -828 -30 -141 60 0 -50 0 181 -40 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 75.9 2.8 16.8 1.0 3.2 5.8 0.0 7.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 22 . . . . . 0 5 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 20,390 : : Positions : : 18,814 15,228 0 4,322 600 360 0 0 145 0 115 : : : : Changes from: March 29, 2016 : : -1,291 -865 0 -354 0 -25 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 74.7 0.0 21.2 2.9 1.8 0.0 0.0 0.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 0 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 39,161 : : Positions : : 35,654 21,817 2,012 12,956 115 50 3,875 60 1,057 185 153 : : : : Changes from: March 29, 2016 : : -1,074 -1,616 -507 42 -50 0 115 0 55 -57 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 55.7 5.1 33.1 0.3 0.1 9.9 0.2 2.7 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 21,811 : : Positions : : 20,576 15,133 322 6,287 254 355 0 0 0 50 0 : : : : Changes from: March 29, 2016 : : -744 -1,105 7 -25 -122 -35 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 69.4 1.5 28.8 1.2 1.6 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 14 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 21,512 : : Positions : : 17,486 16,194 2,406 1,360 1,620 0 630 0 0 1,708 0 : : : : Changes from: March 29, 2016 : : -923 -719 100 -81 -30 0 -70 0 0 24 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 75.3 11.2 6.3 7.5 0.0 2.9 0.0 0.0 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 14,237 : : Positions : : 11,977 11,708 1,798 1,330 445 0 225 0 0 225 0 : : : : Changes from: March 29, 2016 : : -329 -608 -145 166 -215 0 -25 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 82.2 12.6 9.3 3.1 0.0 1.6 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 35,879 : : Positions : : 32,055 32,034 1,560 1,510 1,695 150 0 0 50 200 0 : : : : Changes from: March 29, 2016 : : -780 -960 15 -105 -105 0 0 0 -179 0 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 89.3 4.3 4.2 4.7 0.4 0.0 0.0 0.1 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 25 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 14,181 : : Positions : : 12,693 11,572 915 2,550 0 0 0 0 451 0 20 : : : : Changes from: March 29, 2016 : : -460 -330 -5 -150 0 0 0 0 -28 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 81.6 6.5 18.0 0.0 0.0 0.0 0.0 3.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 19 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 13,142 : : Positions : : 10,480 10,640 595 2,428 59 0 0 0 1,281 0 0 : : : : Changes from: March 29, 2016 : : -915 -776 45 -218 0 0 0 0 -89 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 81.0 4.5 18.5 0.4 0.0 0.0 0.0 9.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 22 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 45,757 : : Positions : : 39,921 38,534 0 635 2,850 75 0 0 0 150 0 : : : : Changes from: March 29, 2016 : : -400 -258 0 -520 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 84.2 0.0 1.4 6.2 0.2 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 21 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 39,102 : : Positions : : 34,517 31,650 0 1,995 1,810 75 0 0 0 150 0 : : : : Changes from: March 29, 2016 : : -360 -193 0 -570 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 80.9 0.0 5.1 4.6 0.2 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 20 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 20,745 : : Positions : : 17,410 9,590 90 0 0 0 5,595 1,050 400 3,720 0 : : : : Changes from: March 29, 2016 : : 1,605 -15 -45 0 0 0 1,800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 46.2 0.4 0.0 0.0 0.0 27.0 5.1 1.9 17.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . 0 0 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 19,685 : : Positions : : 16,835 9,085 90 0 0 0 5,235 1,425 0 3,300 0 : : : : Changes from: March 29, 2016 : : 1,755 -25 -45 0 0 0 1,800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 46.2 0.5 0.0 0.0 0.0 26.6 7.2 0.0 16.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 18,968 : : Positions : : 13,763 16,748 0 0 0 440 0 380 3,075 0 0 : : : : Changes from: March 29, 2016 : : -25 -505 0 0 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 88.3 0.0 0.0 0.0 2.3 0.0 2.0 16.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 0 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 30,661 : : Positions : : 29,245 19,655 100 0 0 0 9,750 0 0 481 0 : : : : Changes from: March 29, 2016 : : 875 1,050 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 64.1 0.3 0.0 0.0 0.0 31.8 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 29,870 : : Positions : : 25,270 25,125 0 1,200 0 1,160 0 1,850 0 150 0 : : : : Changes from: March 29, 2016 : : -425 -450 0 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 84.1 0.0 4.0 0.0 3.9 0.0 6.2 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 9 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 102,689 : : Positions : : 71,081 90,178 0 1,565 1,815 18,405 100 0 2,197 175 384 : : : : Changes from: March 29, 2016 : : -913 587 0 110 -180 1,800 0 0 -350 175 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 87.8 0.0 1.5 1.8 17.9 0.1 0.0 2.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 25 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 98,757 : : Positions : : 70,679 90,997 0 2,765 1,690 20,340 0 0 2,655 0 225 : : : : Changes from: March 29, 2016 : : -1,095 508 0 110 -180 1,800 0 0 -175 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 92.1 0.0 2.8 1.7 20.6 0.0 0.0 2.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 26 0 . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 20,065 : : Positions : : 18,565 17,780 0 930 390 200 0 125 0 0 0 : : : : Changes from: March 29, 2016 : : -260 -515 0 10 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 88.6 0.0 4.6 1.9 1.0 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 12 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 16,595 : : Positions : : 16,260 14,280 0 1,470 0 0 300 0 0 0 0 : : : : Changes from: March 29, 2016 : : -185 -265 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 86.1 0.0 8.9 0.0 0.0 1.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 24,055 : : Positions : : 20,025 18,580 985 0 2,000 0 1,900 125 50 550 0 : : : : Changes from: March 29, 2016 : : 510 580 15 0 -315 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 77.2 4.1 0.0 8.3 0.0 7.9 0.5 0.2 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 21,290 : : Positions : : 17,595 16,725 410 450 2,515 0 700 125 0 0 0 : : : : Changes from: March 29, 2016 : : 10 90 135 -50 -135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 78.6 1.9 2.1 11.8 0.0 3.3 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 17,855 : : Positions : : 16,730 13,255 0 3,775 0 0 75 0 250 0 0 : : : : Changes from: March 29, 2016 : : -20 -35 0 -30 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 74.2 0.0 21.1 0.0 0.0 0.4 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 9 0 . 0 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 8, 2016