Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 122,479 : : Positions : : 27,725 24,410 9,379 11,207 10,845 9,054 39,653 10,431 46,118 17,289 7,702 : : : : Changes from: April 12, 2016 : : 129 690 -606 -567 1,342 412 4,941 1,649 4,033 -907 -274 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 19.9 7.7 9.2 8.9 7.4 32.4 8.5 37.7 14.1 6.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 15 13 . . 5 . 4 5 16 13 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 27,143 : : Positions : : 4,616 9,034 0 8,262 636 738 2,420 1,722 16,030 1,899 3,000 : : : : Changes from: April 12, 2016 : : 25 180 0 70 183 -5 -495 525 -113 212 213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 33.3 0.0 30.4 2.3 2.7 8.9 6.3 59.1 7.0 11.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 13 7 0 4 . . . . 14 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 137,804 : : Positions : : 87,936 112,536 11,570 1,652 5,414 16,519 1,995 3,288 6,485 6,581 5,551 : : : : Changes from: April 12, 2016 : : 4,655 -566 -213 -172 79 -3,873 67 637 -709 534 -178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 81.7 8.4 1.2 3.9 12.0 1.4 2.4 4.7 4.8 4.0 : : : : Number of Traders in Each Category Total Traders: 83 : : 45 45 . . 4 5 4 5 11 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 50,924 : : Positions : : 44,658 40,529 0 5,264 2,688 181 260 0 3,089 1,875 308 : : : : Changes from: April 12, 2016 : : 1,366 1,162 0 25 228 -102 0 0 26 103 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 79.6 0.0 10.3 5.3 0.4 0.5 0.0 6.1 3.7 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 27 0 . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 435,212 : : Positions : : 367,719 367,641 0 47,830 17,309 608 2,432 0 49,576 0 0 : : : : Changes from: April 12, 2016 : : 9,721 9,809 0 3,776 1,640 -1,336 0 0 5,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 84.5 0.0 11.0 4.0 0.1 0.6 0.0 11.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 23 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 1,525,448 : : Positions : :1,205,160 1,369,063 206,291 55,598 8,111 17,960 30,995 41,732 43,817 17,572 2,377 : : : : Changes from: April 12, 2016 : : 37,709 37,485 8,592 720 0 0 8,872 4,804 1,536 760 -1,168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 89.7 13.5 3.6 0.5 1.2 2.0 2.7 2.9 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 36 37 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 68,848 : : Positions : : 52,645 55,738 2,750 0 5,521 0 3,306 1,227 5,221 1,572 1,484 : : : : Changes from: April 12, 2016 : : 464 1,248 -7 0 -152 0 -229 0 691 129 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 81.0 4.0 0.0 8.0 0.0 4.8 1.8 7.6 2.3 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 24 . 0 . 0 . . 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 431,247 : : Positions : : 274,912 360,479 97,615 0 55,792 0 2,248 0 2,928 12,728 0 : : : : Changes from: April 12, 2016 : : -6,553 968 -399 0 0 0 0 0 2,928 -4,992 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 83.6 22.6 0.0 12.9 0.0 0.5 0.0 0.7 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 398,331 : : Positions : : 358,614 342,435 7,269 22,688 32,448 0 760 0 0 0 0 : : : : Changes from: April 12, 2016 : : 9,980 5,284 0 4,696 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 86.0 1.8 5.7 8.1 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 27 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 37,699 : : Positions : : 33,478 33,263 1,568 2,512 383 657 63 359 340 0 43 : : : : Changes from: April 12, 2016 : : 202 50 0 42 -42 -110 0 44 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 88.2 4.2 6.7 1.0 1.7 0.2 1.0 0.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 25 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 54,400 : : Positions : : 48,989 46,793 2,495 5,115 2,435 0 0 0 0 0 0 : : : : Changes from: April 12, 2016 : : 1,860 1,560 300 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 86.0 4.6 9.4 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 31 32 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 76,222 : : Positions : : 69,622 67,607 2,585 5,610 2,940 0 0 0 396 0 5 : : : : Changes from: April 12, 2016 : : 3,350 3,100 300 600 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 88.7 3.4 7.4 3.9 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 33 29 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 18,443 : : Positions : : 15,453 16,398 890 0 1,970 0 0 0 100 75 0 : : : : Changes from: April 12, 2016 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 88.9 4.8 0.0 10.7 0.0 0.0 0.0 0.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 318,872 : : Positions : : 268,168 313,440 42,400 0 4,680 0 0 0 2,872 0 752 : : : : Changes from: April 12, 2016 : : 16 16 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 98.3 13.3 0.0 1.5 0.0 0.0 0.0 0.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 25 15 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 9,999 : : Positions : : 7,764 9,787 0 0 0 506 0 0 1,537 0 0 : : : : Changes from: April 12, 2016 : : -1 64 0 0 0 84 0 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 97.9 0.0 0.0 0.0 5.1 0.0 0.0 15.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 17 0 0 0 . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 12,970 : : Positions : : 7,060 12,460 0 450 0 0 0 0 5,850 0 0 : : : : Changes from: April 12, 2016 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 96.1 0.0 3.5 0.0 0.0 0.0 0.0 45.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 14 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 12,060 : : Positions : : 10,320 10,480 795 700 0 0 0 0 50 450 340 : : : : Changes from: April 12, 2016 : : 1,580 1,360 0 0 0 0 0 0 0 220 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 86.9 6.6 5.8 0.0 0.0 0.0 0.0 0.4 3.7 2.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 11 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 25,816 : : Positions : : 22,806 22,621 545 105 2,465 0 0 0 0 625 0 : : : : Changes from: April 12, 2016 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 87.6 2.1 0.4 9.5 0.0 0.0 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 18 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 23,502 : : Positions : : 19,757 20,302 585 195 2,330 50 0 0 0 75 600 : : : : Changes from: April 12, 2016 : : -260 -260 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 86.4 2.5 0.8 9.9 0.2 0.0 0.0 0.0 0.3 2.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 20 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 24,430 : : Positions : : 19,859 18,181 2,292 4,956 0 1,001 0 0 0 126 0 : : : : Changes from: April 12, 2016 : : -18 -19 0 0 0 63 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 74.4 9.4 20.3 0.0 4.1 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 21 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 56,740 : : Positions : : 51,449 46,928 1,148 1,989 3,001 0 492 17 390 3,643 540 : : : : Changes from: April 12, 2016 : : 1,003 -107 60 0 -11 0 140 -1 25 1,055 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 82.7 2.0 3.5 5.3 0.0 0.9 0.0 0.7 6.4 1.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 30 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 70,568 : : Positions : : 61,176 59,928 820 2,334 3,218 120 448 383 3,141 2,477 1,690 : : : : Changes from: April 12, 2016 : : 1,263 432 71 -95 -11 -95 220 -96 -300 402 215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 84.9 1.2 3.3 4.6 0.2 0.6 0.5 4.5 3.5 2.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 30 . . . . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 43,410 : : Positions : : 40,098 39,985 1,800 2,950 445 0 0 0 1,055 0 0 : : : : Changes from: April 12, 2016 : : 2,755 2,980 240 0 0 0 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 92.1 4.1 6.8 1.0 0.0 0.0 0.0 2.4 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 19, 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 49,413 : : Positions : : 45,393 45,718 2,285 3,520 175 0 0 0 1,515 0 0 : : : : Changes from: April 12, 2016 : : 2,805 3,070 180 0 0 0 0 0 85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 92.5 4.6 7.1 0.4 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 339,929 : : Positions : : 310,411 281,466 2,248 12,345 8,241 0 9,368 0 9,499 18,979 9,530 : : : : Changes from: April 12, 2016 : : 10,668 -9,558 0 0 0 -408 0 0 -11,106 8,712 3,626 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 82.8 0.7 3.6 2.4 0.0 2.8 0.0 2.8 5.6 2.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 29 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 26,430 : : Positions : : 21,140 22,390 297 361 596 256 382 703 2,528 1,087 804 : : : : Changes from: April 12, 2016 : : 297 -687 42 0 0 88 0 0 -853 218 440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 84.7 1.1 1.4 2.3 1.0 1.4 2.7 9.6 4.1 3.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 31 . . . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 39,697 : : Positions : : 20,921 35,240 17,775 0 77 77 1,773 0 415 2,175 432 : : : : Changes from: April 12, 2016 : : 382 616 104 0 0 0 -52 0 0 -78 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 88.8 44.8 0.0 0.2 0.2 4.5 0.0 1.0 5.5 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 16 . 0 . . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 322,208 : : Positions : : 272,098 309,144 38,566 0 11,544 0 0 0 0 1,520 0 : : : : Changes from: April 12, 2016 : : -2,592 0 0 0 0 0 0 0 0 -2,592 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 95.9 12.0 0.0 3.6 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 360,940 : : Positions : : 290,872 351,196 60,848 140 9,220 0 0 0 0 384 0 : : : : Changes from: April 12, 2016 : : 1,853 1,853 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 97.3 16.9 0.0 2.6 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 28,192 : : Positions : : 23,635 27,007 3,329 0 191 781 0 0 172 84 0 : : : : Changes from: April 12, 2016 : : -488 -534 -215 0 0 126 0 0 86 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 95.8 11.8 0.0 0.7 2.8 0.0 0.0 0.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 132,380 : : Positions : : 65,234 128,067 67,146 768 0 0 3,545 0 0 0 0 : : : : Changes from: April 12, 2016 : : 800 800 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 96.7 50.7 0.6 0.0 0.0 2.7 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 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 13,694 : : Positions : : 9,755 11,039 562 730 381 1,445 0 0 938 125 467 : : : : Changes from: April 12, 2016 : : 466 653 0 23 -23 42 0 0 104 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 80.6 4.1 5.3 2.8 10.6 0.0 0.0 6.8 0.9 3.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 156,721 : : Positions : : 126,043 127,340 4,002 14,889 10,562 12,945 0 0 3,169 3,930 0 : : : : Changes from: April 12, 2016 : : 2,352 4,777 0 0 0 816 0 0 1,609 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 81.3 2.6 9.5 6.7 8.3 0.0 0.0 2.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 18,288 : : Positions : : 15,065 11,404 2,074 3,638 377 194 2,168 0 235 172 0 : : : : Changes from: April 12, 2016 : : 474 432 -149 -86 0 0 108 0 64 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 62.4 11.3 19.9 2.1 1.1 11.9 0.0 1.3 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 20 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 200,087 : : Positions : : 183,624 115,970 15,286 72,045 0 0 11,279 793 384 0 0 : : : : Changes from: April 12, 2016 : : 2,448 7,144 0 -4,696 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 58.0 7.6 36.0 0.0 0.0 5.6 0.4 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 8,615 : : Positions : : 7,300 7,740 1,185 0 0 0 300 0 0 460 70 : : : : Changes from: April 12, 2016 : : 150 100 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 89.8 13.8 0.0 0.0 0.0 3.5 0.0 0.0 5.3 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 19, 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 21,168 : : Positions : : 14,102 15,811 1,443 0 4,871 0 0 0 752 486 0 : : : : Changes from: April 12, 2016 : : -1 103 0 0 0 0 0 0 104 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 74.7 6.8 0.0 23.0 0.0 0.0 0.0 3.6 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 9,180 : : Positions : : 7,855 9,035 200 100 0 0 0 0 420 0 0 : : : : Changes from: April 12, 2016 : : -50 70 0 0 0 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 98.4 2.2 1.1 0.0 0.0 0.0 0.0 4.6 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 19, 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 10,750 : : Positions : : 9,320 8,880 250 140 0 0 1,630 0 350 0 100 : : : : Changes from: April 12, 2016 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 82.6 2.3 1.3 0.0 0.0 15.2 0.0 3.3 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 19, 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: April 12, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 97.1 8.8 0.0 0.0 2.9 2.9 0.0 33.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 7 . 0 0 . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 18,405 : : Positions : : 11,030 18,285 7,200 0 120 0 0 0 0 0 0 : : : : Changes from: April 12, 2016 : : -15 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 99.3 39.1 0.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 21,580 : : Positions : : 20,175 10,970 1,150 10,430 0 0 150 0 0 0 0 : : : : Changes from: April 12, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 50.8 5.3 48.3 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 19, 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: April 12, 2016 : : 0 0 0 0 0 0 0 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 19, 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 21,962 : : Positions : : 20,862 18,422 0 3,385 155 825 0 0 0 0 0 : : : : Changes from: April 12, 2016 : : 1,170 1,170 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 83.9 0.0 15.4 0.7 3.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 18,203 : : Positions : : 17,440 14,213 0 3,835 155 225 0 0 0 0 0 : : : : Changes from: April 12, 2016 : : 1,250 1,250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 78.1 0.0 21.1 0.9 1.2 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 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 22,885 : : Positions : : 21,760 21,300 425 720 295 0 300 0 0 250 0 : : : : Changes from: April 12, 2016 : : 1,360 1,110 50 0 75 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 93.1 1.9 3.1 1.3 0.0 1.3 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 22,650 : : Positions : : 22,190 22,490 50 0 50 0 0 0 0 0 0 : : : : Changes from: April 12, 2016 : : 615 565 -50 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 99.3 0.2 0.0 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 20 10 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 21,887 : : Positions : : 21,192 21,797 100 0 0 200 0 0 0 0 0 : : : : Changes from: April 12, 2016 : : 450 450 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 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 : : 19 11 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 118,927 : : Positions : : 104,827 110,072 4,735 2,015 5,580 515 750 0 3,050 380 100 : : : : Changes from: April 12, 2016 : : 2,740 2,545 -75 0 15 0 0 0 0 120 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 92.6 4.0 1.7 4.7 0.4 0.6 0.0 2.6 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 30 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 133,351 : : Positions : : 118,611 122,441 5,585 1,395 5,590 1,830 3,005 250 1,285 450 200 : : : : Changes from: April 12, 2016 : : 2,008 1,958 -350 0 205 300 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 91.8 4.2 1.0 4.2 1.4 2.3 0.2 1.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 38 32 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 170,706 : : Positions : : 142,634 129,690 7,874 12,769 3,492 6,242 12,193 730 3,547 5,874 5,924 : : : : Changes from: April 12, 2016 : : 5,865 2,482 -877 -840 622 -8 4,780 -2,650 1,601 324 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 76.0 4.6 7.5 2.0 3.7 7.1 0.4 2.1 3.4 3.5 : : : : Number of Traders in Each Category Total Traders: 74 : : 42 41 . . 4 4 . . 5 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 118,465 : : Positions : : 103,529 104,703 8,553 9,045 1,242 385 0 2,750 1,415 200 525 : : : : Changes from: April 12, 2016 : : 1,965 4,125 -240 -720 -45 360 -1,320 420 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 88.4 7.2 7.6 1.0 0.3 0.0 2.3 1.2 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 38 32 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 36,765 : : Positions : : 35,575 33,695 300 1,790 250 320 500 280 0 230 10 : : : : Changes from: April 12, 2016 : : 435 735 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 91.6 0.8 4.9 0.7 0.9 1.4 0.8 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 11 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 32,955 : : Positions : : 32,405 30,815 300 1,575 250 0 75 0 0 240 0 : : : : Changes from: April 12, 2016 : : 215 515 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.3 93.5 0.9 4.8 0.8 0.0 0.2 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 28,968 : : Positions : : 26,624 23,978 0 2,930 1,890 100 0 0 214 0 5 : : : : Changes from: April 12, 2016 : : 135 320 0 0 0 100 -200 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 82.8 0.0 10.1 6.5 0.3 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 24 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 16,295 : : Positions : : 14,990 15,615 560 0 520 0 0 0 225 0 0 : : : : Changes from: April 12, 2016 : : 225 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 95.8 3.4 0.0 3.2 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 15 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 222,955 : : Positions : : 191,503 174,250 0 34,833 11,942 18,260 0 1,080 0 850 0 : : : : Changes from: April 12, 2016 : : 4,974 8,784 0 -3,810 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 78.2 0.0 15.6 5.4 8.2 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 19, 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 3,870,210 : : Positions : :3,214,684 2,662,846 455 932,323 224,931 395,890 0 34,250 0 15,860 0 : : : : Changes from: April 12, 2016 : : 61,857 85,337 0 0 0 23,480 0 -1,875 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 68.8 0.0 24.1 5.8 10.2 0.0 0.9 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 19, 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 72,961 : : Positions : : 65,489 63,050 0 3,039 6,872 430 0 0 0 0 0 : : : : Changes from: April 12, 2016 : : 1,680 1,680 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 86.4 0.0 4.2 9.4 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 19, 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 1,275,665 : : Positions : :1,017,193 1,175,279 158,086 0 100,386 0 0 0 0 0 0 : : : : Changes from: April 12, 2016 : : 3,072 3,072 0 0 0 0 0 0 0 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 19, 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 51,696 : : Positions : : 49,392 24,048 2,160 27,648 0 0 0 0 0 0 0 : : : : Changes from: April 12, 2016 : : -30,184 -14,696 -1,320 -16,896 0 0 0 0 0 0 0 : : : : 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 19, 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 29,803 : : Positions : : 24,465 23,357 485 3,315 1,390 885 1,620 0 2,357 0 116 : : : : Changes from: April 12, 2016 : : 737 1,997 -300 -1,430 1,105 0 0 0 125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 78.4 1.6 11.1 4.7 3.0 5.4 0.0 7.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 22 . . 4 . . 0 5 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 20,465 : : Positions : : 18,849 15,018 0 4,567 660 360 0 0 145 0 115 : : : : Changes from: April 12, 2016 : : -160 -245 0 195 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 73.4 0.0 22.3 3.2 1.8 0.0 0.0 0.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 0 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 40,668 : : Positions : : 37,021 23,097 1,940 13,082 127 50 3,925 60 1,233 165 192 : : : : Changes from: April 12, 2016 : : 396 541 0 36 0 0 50 0 206 -40 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 56.8 4.8 32.2 0.3 0.1 9.7 0.1 3.0 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 22,696 : : Positions : : 20,831 15,673 322 6,302 584 355 0 0 300 50 0 : : : : Changes from: April 12, 2016 : : -40 260 0 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 69.1 1.4 27.8 2.6 1.6 0.0 0.0 1.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 14 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 22,327 : : Positions : : 18,771 16,349 2,081 1,975 1,465 0 630 0 0 1,908 0 : : : : Changes from: April 12, 2016 : : 270 270 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 73.2 9.3 8.8 6.6 0.0 2.8 0.0 0.0 8.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 14,765 : : Positions : : 12,517 11,708 1,786 1,858 445 0 225 0 0 225 0 : : : : Changes from: April 12, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 79.3 12.1 12.6 3.0 0.0 1.5 0.0 0.0 1.5 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 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 37,129 : : Positions : : 33,605 32,994 1,560 1,800 1,395 150 300 0 50 200 0 : : : : Changes from: April 12, 2016 : : 620 320 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 88.9 4.2 4.8 3.8 0.4 0.8 0.0 0.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 24 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 15,136 : : Positions : : 13,748 12,437 735 2,550 90 0 0 0 441 0 20 : : : : Changes from: April 12, 2016 : : 180 0 -180 0 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 82.2 4.9 16.8 0.6 0.0 0.0 0.0 2.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 18 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 14,117 : : Positions : : 11,485 11,475 475 2,428 69 0 0 0 1,281 0 0 : : : : Changes from: April 12, 2016 : : 0 -120 -120 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 81.3 3.4 17.2 0.5 0.0 0.0 0.0 9.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 22 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 45,705 : : Positions : : 39,911 37,664 0 1,835 2,600 50 0 0 0 150 0 : : : : Changes from: April 12, 2016 : : 2,325 2,335 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 82.4 0.0 4.0 5.7 0.1 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 20 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 39,702 : : Positions : : 35,027 31,230 0 3,195 1,810 50 0 0 0 150 0 : : : : Changes from: April 12, 2016 : : 2,285 2,205 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 78.7 0.0 8.0 4.6 0.1 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 19 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 23,125 : : Positions : : 19,790 10,375 90 0 0 0 6,965 700 400 3,720 0 : : : : Changes from: April 12, 2016 : : 2,635 1,615 0 0 0 0 1,020 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 44.9 0.4 0.0 0.0 0.0 30.1 3.0 1.7 16.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . 0 0 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 22,165 : : Positions : : 19,040 9,720 90 0 0 0 6,730 950 0 3,300 0 : : : : Changes from: April 12, 2016 : : 2,335 1,315 0 0 0 0 1,020 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 43.9 0.4 0.0 0.0 0.0 30.4 4.3 0.0 14.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 20,443 : : Positions : : 14,014 18,839 0 0 0 1,200 0 140 3,625 0 0 : : : : Changes from: April 12, 2016 : : 545 1,070 0 0 0 200 0 -240 325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 92.2 0.0 0.0 0.0 5.9 0.0 0.7 17.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 8 0 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 31,394 : : Positions : : 30,755 18,915 100 0 0 0 11,800 0 0 454 0 : : : : Changes from: April 12, 2016 : : 2,045 -55 0 0 0 0 2,100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 60.3 0.3 0.0 0.0 0.0 37.6 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 26,090 : : Positions : : 25,475 15,365 100 0 0 0 10,200 0 0 320 0 : : : : Changes from: April 12, 2016 : : 10 -1,085 0 0 0 0 1,200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 58.9 0.4 0.0 0.0 0.0 39.1 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 29,930 : : Positions : : 25,480 26,385 0 1,200 0 2,040 0 1,370 0 150 0 : : : : Changes from: April 12, 2016 : : 650 650 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 88.2 0.0 4.0 0.0 6.8 0.0 4.6 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 8 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 29,250 : : Positions : : 27,380 23,150 0 1,200 0 0 2,885 70 0 100 0 : : : : Changes from: April 12, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 79.1 0.0 4.1 0.0 0.0 9.9 0.2 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 8 0 . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 104,904 : : Positions : : 73,016 94,156 0 1,565 1,815 20,910 100 0 2,170 275 334 : : : : Changes from: April 12, 2016 : : 648 3,608 0 0 0 3,220 0 0 0 100 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 89.8 0.0 1.5 1.7 19.9 0.1 0.0 2.1 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 26 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 98,259 : : Positions : : 67,432 90,522 0 2,765 1,690 23,325 0 0 2,470 0 150 : : : : Changes from: April 12, 2016 : : -1,342 878 0 0 0 2,270 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 92.1 0.0 2.8 1.7 23.7 0.0 0.0 2.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 27 0 . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 19,060 : : Positions : : 17,795 17,200 0 930 390 150 0 125 0 0 0 : : : : Changes from: April 12, 2016 : : 125 125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 90.2 0.0 4.9 2.0 0.8 0.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 17 12 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 16,045 : : Positions : : 15,895 14,055 0 1,470 0 0 300 0 0 0 0 : : : : Changes from: April 12, 2016 : : 475 475 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.1 87.6 0.0 9.2 0.0 0.0 1.9 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 19, 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 24,255 : : Positions : : 19,340 18,090 985 0 2,000 0 1,750 125 50 550 0 : : : : Changes from: April 12, 2016 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 74.6 4.1 0.0 8.2 0.0 7.2 0.5 0.2 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 22,375 : : Positions : : 17,625 16,670 110 450 2,815 0 600 125 0 0 0 : : : : Changes from: April 12, 2016 : : 565 265 -300 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 74.5 0.5 2.0 12.6 0.0 2.7 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 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 17,220 : : Positions : : 15,235 13,015 0 2,575 1,015 0 50 0 250 0 0 : : : : Changes from: April 12, 2016 : : 270 260 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 75.6 0.0 15.0 5.9 0.0 0.3 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 8 0 . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 22, 2016