Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 131,836 : : Positions : : 31,407 31,617 6,699 12,163 12,919 12,569 47,558 9,161 51,343 10,898 6,088 : : : : Changes from: May 10, 2016 : : 1,898 1,070 -780 -159 1,352 244 3,013 -93 1,454 -1,100 667 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 24.0 5.1 9.2 9.8 9.5 36.1 6.9 38.9 8.3 4.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 17 17 . . 5 . 4 5 17 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 26,464 : : Positions : : 5,302 11,015 0 6,119 1,020 828 2,715 1,152 15,251 1,799 2,449 : : : : Changes from: May 10, 2016 : : 36 316 0 15 126 150 85 -5 250 75 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 41.6 0.0 23.1 3.9 3.1 10.3 4.4 57.6 6.8 9.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 12 10 0 4 . . . . 15 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 138,306 : : Positions : : 86,887 111,193 10,782 978 6,171 19,487 2,495 1,944 5,620 8,176 6,736 : : : : Changes from: May 10, 2016 : : -3,099 803 1,977 -297 -253 763 832 -423 346 -1,349 1,032 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 80.4 7.8 0.7 4.5 14.1 1.8 1.4 4.1 5.9 4.9 : : : : Number of Traders in Each Category Total Traders: 86 : : 47 45 . . 4 6 . 5 8 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 46,650 : : Positions : : 42,830 37,533 0 5,295 1,773 179 390 0 1,612 1,403 256 : : : : Changes from: May 10, 2016 : : 839 767 0 357 -54 0 104 0 389 0 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 80.5 0.0 11.4 3.8 0.4 0.8 0.0 3.5 3.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 28 24 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 402,102 : : Positions : : 363,674 331,323 0 47,255 20,180 2,248 0 0 12,656 0 3,344 : : : : Changes from: May 10, 2016 : : 10,347 5,683 0 1,256 0 304 0 0 -3,712 0 3,344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 82.4 0.0 11.8 5.0 0.6 0.0 0.0 3.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 23 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 1,558,449 : : Positions : :1,281,366 1,358,566 167,192 51,108 7,336 12,968 66,851 47,183 37,708 22,709 4,696 : : : : Changes from: May 10, 2016 : : -3,962 2,934 8,592 775 -775 384 921 13,944 0 384 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 87.2 10.7 3.3 0.5 0.8 4.3 3.0 2.4 1.5 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 38 . . . . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 64,770 : : Positions : : 52,416 50,348 0 918 6,125 0 3,979 683 4,834 2,005 712 : : : : Changes from: May 10, 2016 : : 2,292 1,671 0 234 203 0 26 0 101 462 -206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 77.7 0.0 1.4 9.5 0.0 6.1 1.1 7.5 3.1 1.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 24 0 . . 0 . . 6 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 423,785 : : Positions : : 269,650 361,689 95,703 0 56,480 0 0 0 1,952 5,616 0 : : : : Changes from: May 10, 2016 : : 6,344 4,216 -1,520 0 912 0 0 0 0 608 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 85.3 22.6 0.0 13.3 0.0 0.0 0.0 0.5 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 400,860 : : Positions : : 352,055 331,700 7,269 28,120 31,680 0 728 8,632 1,224 0 0 : : : : Changes from: May 10, 2016 : : 12,161 2,801 0 9,360 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 82.7 1.8 7.0 7.9 0.0 0.2 2.2 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 25 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 40,192 : : Positions : : 35,821 35,225 1,568 3,205 322 676 0 764 296 82 43 : : : : Changes from: May 10, 2016 : : 763 39 0 765 0 63 0 -63 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 87.6 3.9 8.0 0.8 1.7 0.0 1.9 0.7 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 55,703 : : Positions : : 50,666 47,892 2,695 5,975 1,645 0 0 0 140 150 0 : : : : Changes from: May 10, 2016 : : 1,400 1,760 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 86.0 4.8 10.7 3.0 0.0 0.0 0.0 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 31 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 78,471 : : Positions : : 72,541 69,483 2,580 6,750 2,185 0 0 0 509 0 0 : : : : Changes from: May 10, 2016 : : 2,790 3,000 125 0 95 0 0 0 85 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 88.5 3.3 8.6 2.8 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 30 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 18,580 : : Positions : : 14,504 15,935 990 0 1,970 0 0 0 550 675 0 : : : : Changes from: May 10, 2016 : : 1,722 1,122 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 85.8 5.3 0.0 10.6 0.0 0.0 0.0 3.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 324,312 : : Positions : : 247,520 323,560 73,576 0 0 0 0 0 2,464 0 752 : : : : Changes from: May 10, 2016 : : 672 672 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 99.8 22.7 0.0 0.0 0.0 0.0 0.0 0.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 16 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 9,488 : : Positions : : 7,770 8,392 0 84 86 525 4 42 810 774 84 : : : : Changes from: May 10, 2016 : : 71 -171 0 0 0 -86 4 42 0 215 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 88.4 0.0 0.9 0.9 5.5 0.0 0.4 8.5 8.2 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 12,570 : : Positions : : 6,810 11,960 0 400 0 0 0 0 5,550 0 150 : : : : Changes from: May 10, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 95.1 0.0 3.2 0.0 0.0 0.0 0.0 44.2 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 14 0 . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 12,280 : : Positions : : 8,650 10,920 720 100 500 0 150 0 1,400 200 350 : : : : Changes from: May 10, 2016 : : -970 -530 0 0 -100 0 100 0 800 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 88.9 5.9 0.8 4.1 0.0 1.2 0.0 11.4 1.6 2.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 CONN DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AU Open Interest is 9,113 : : Positions : : 8,793 8,920 200 0 0 0 0 0 0 0 0 : : : : Changes from: May 10, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 97.9 2.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 25,746 : : Positions : : 21,686 22,246 1,620 105 2,090 0 0 0 350 1,300 0 : : : : Changes from: May 10, 2016 : : 725 125 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 86.4 6.3 0.4 8.1 0.0 0.0 0.0 1.4 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 23,390 : : Positions : : 19,695 20,265 685 195 2,180 50 0 0 0 75 600 : : : : Changes from: May 10, 2016 : : 220 140 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 86.6 2.9 0.8 9.3 0.2 0.0 0.0 0.0 0.3 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 20 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 25,122 : : Positions : : 20,828 19,105 2,166 3,908 1,028 691 0 0 238 274 21 : : : : Changes from: May 10, 2016 : : 39 -79 0 123 0 22 0 0 46 63 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 76.0 8.6 15.6 4.1 2.8 0.0 0.0 0.9 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 57,065 : : Positions : : 50,856 46,721 1,280 2,289 2,940 0 385 20 1,036 3,817 773 : : : : Changes from: May 10, 2016 : : 282 1,747 -22 -500 393 0 -19 -45 176 -782 271 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 81.9 2.2 4.0 5.2 0.0 0.7 0.0 1.8 6.7 1.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 28 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 75,079 : : Positions : : 63,684 62,545 984 3,009 3,119 0 544 317 3,248 1,803 3,702 : : : : Changes from: May 10, 2016 : : 2,440 2,722 5 465 -240 0 183 -134 815 -60 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 83.3 1.3 4.0 4.2 0.0 0.7 0.4 4.3 2.4 4.9 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 29 . . . 0 . . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 49,967 : : Positions : : 46,322 46,837 1,760 2,505 620 0 0 0 945 0 0 : : : : Changes from: May 10, 2016 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 93.7 3.5 5.0 1.2 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 57,937 : : Positions : : 53,657 54,542 2,120 2,845 550 0 0 0 1,570 0 0 : : : : Changes from: May 10, 2016 : : 430 480 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 94.1 3.7 4.9 0.9 0.0 0.0 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 19 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 360,727 : : Positions : : 313,088 294,333 2,078 13,423 15,083 0 7,064 0 24,263 24,609 6,215 : : : : Changes from: May 10, 2016 : : 12,155 15,819 -4,696 -736 4,696 0 0 0 18,757 11,133 -6,429 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 81.6 0.6 3.7 4.2 0.0 2.0 0.0 6.7 6.8 1.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 29 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 27,756 : : Positions : : 22,320 22,130 572 161 792 276 402 937 1,306 1,864 1,427 : : : : Changes from: May 10, 2016 : : 56 -711 0 -24 42 -1 146 255 157 801 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 79.7 2.1 0.6 2.9 1.0 1.4 3.4 4.7 6.7 5.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 33 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 40,717 : : Positions : : 23,656 37,299 15,830 0 0 77 1,098 0 852 1,581 302 : : : : Changes from: May 10, 2016 : : 1,150 2,429 1,254 0 0 0 0 0 0 -462 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 91.6 38.9 0.0 0.0 0.2 2.7 0.0 2.1 3.9 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 15 . 0 0 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 320,441 : : Positions : : 256,540 310,697 54,681 140 9,220 0 384 0 0 0 0 : : : : Changes from: May 10, 2016 : : 8,992 8,608 0 0 0 0 384 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 97.0 17.1 0.0 2.9 0.0 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 24,514 : : Positions : : 20,682 23,920 3,027 0 127 445 0 0 86 0 0 : : : : Changes from: May 10, 2016 : : 491 508 38 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 97.6 12.3 0.0 0.5 1.8 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 20 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 14,857 : : Positions : : 11,238 11,920 331 1,132 258 1,364 0 0 476 0 469 : : : : Changes from: May 10, 2016 : : 1,133 1,142 215 41 -256 44 0 0 -252 -126 213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 80.2 2.2 7.6 1.7 9.2 0.0 0.0 3.2 0.0 3.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 156,105 : : Positions : : 132,836 133,340 7,914 13,769 4,698 9,489 0 0 416 3,546 752 : : : : Changes from: May 10, 2016 : : 4,696 4,328 0 368 -368 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 85.4 5.1 8.8 3.0 6.1 0.0 0.0 0.3 2.3 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 19,297 : : Positions : : 16,622 11,918 1,758 3,517 123 68 2,108 104 0 739 364 : : : : Changes from: May 10, 2016 : : 70 -361 0 216 0 0 0 0 -42 89 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 61.8 9.1 18.2 0.6 0.4 10.9 0.5 0.0 3.8 1.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 22 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 190,807 : : Positions : : 176,680 117,218 13,334 63,477 0 0 7,823 793 0 1,496 0 : : : : Changes from: May 10, 2016 : : -3,936 -3,936 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 61.4 7.0 33.3 0.0 0.0 4.1 0.4 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 8,145 : : Positions : : 6,795 7,325 1,170 0 0 0 300 0 100 460 20 : : : : Changes from: May 10, 2016 : : -100 0 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 89.9 14.4 0.0 0.0 0.0 3.7 0.0 1.2 5.6 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . 0 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 24,188 : : Positions : : 13,744 19,993 6,190 0 3,684 0 0 0 570 511 0 : : : : Changes from: May 10, 2016 : : 284 538 98 0 0 0 0 0 156 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 82.7 25.6 0.0 15.2 0.0 0.0 0.0 2.4 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 16 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 9,215 : : Positions : : 8,415 9,125 175 50 0 0 0 0 420 0 0 : : : : Changes from: May 10, 2016 : : -20 -20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 99.0 1.9 0.5 0.0 0.0 0.0 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 11 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 10,915 : : Positions : : 9,935 8,905 200 90 0 0 1,730 0 500 100 50 : : : : Changes from: May 10, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 81.6 1.8 0.8 0.0 0.0 15.8 0.0 4.6 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 11,560 : : Positions : : 6,290 11,220 1,020 0 0 340 340 0 3,910 0 0 : : : : Changes from: May 10, 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 May 17, 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 17,105 : : Positions : : 9,475 16,985 7,475 0 120 0 0 0 0 0 0 : : : : Changes from: May 10, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 99.3 43.7 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 May 17, 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 21,090 : : Positions : : 19,775 10,305 1,050 10,645 25 0 75 0 0 25 0 : : : : Changes from: May 10, 2016 : : 205 -15 0 220 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 48.9 5.0 50.5 0.1 0.0 0.4 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 18,675 : : Positions : : 17,635 8,480 600 10,120 0 0 75 0 0 0 0 : : : : Changes from: May 10, 2016 : : 45 0 0 45 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 45.4 3.2 54.2 0.0 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 24,106 : : Positions : : 22,731 20,416 100 3,510 180 800 0 0 175 0 0 : : : : Changes from: May 10, 2016 : : -73 -123 -50 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 84.7 0.4 14.6 0.7 3.3 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 17,070 : : Positions : : 16,142 13,030 0 3,910 130 200 0 0 0 0 0 : : : : Changes from: May 10, 2016 : : -113 -113 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 76.3 0.0 22.9 0.8 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 12 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 25,960 : : Positions : : 24,125 24,920 1,200 0 270 0 400 0 0 350 0 : : : : Changes from: May 10, 2016 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 96.0 4.6 0.0 1.0 0.0 1.5 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 17,765 : : Positions : : 15,900 17,420 1,280 155 190 0 0 0 0 0 0 : : : : Changes from: May 10, 2016 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 98.1 7.2 0.9 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 22,760 : : Positions : : 21,940 22,550 50 0 50 0 0 0 230 0 70 : : : : Changes from: May 10, 2016 : : 495 495 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 99.1 0.2 0.0 0.2 0.0 0.0 0.0 1.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 11 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 23,617 : : Positions : : 22,267 23,467 100 0 0 200 0 0 530 0 70 : : : : Changes from: May 10, 2016 : : 315 315 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 99.4 0.4 0.0 0.0 0.8 0.0 0.0 2.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 11 . 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 111,870 : : Positions : : 97,628 104,405 4,507 895 5,790 430 200 0 3,250 405 145 : : : : Changes from: May 10, 2016 : : 1,810 3,205 -50 -1,215 500 200 0 0 0 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 93.3 4.0 0.8 5.2 0.4 0.2 0.0 2.9 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 32 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 130,081 : : Positions : : 115,166 119,440 5,050 590 5,890 1,539 2,690 641 1,400 425 395 : : : : Changes from: May 10, 2016 : : -1,020 360 125 -1,375 500 100 150 50 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 91.8 3.9 0.5 4.5 1.2 2.1 0.5 1.1 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 39 36 . . . . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 176,351 : : Positions : : 143,097 136,012 8,111 12,468 3,290 5,979 6,863 6,060 3,846 5,987 5,640 : : : : Changes from: May 10, 2016 : : -425 1,113 582 710 -147 279 -388 295 438 -398 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 77.1 4.6 7.1 1.9 3.4 3.9 3.4 2.2 3.4 3.2 : : : : Number of Traders in Each Category Total Traders: 77 : : 40 45 4 . 4 5 . . 6 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 125,651 : : Positions : : 108,709 112,254 8,822 6,223 1,804 460 0 3,350 1,840 1,425 590 : : : : Changes from: May 10, 2016 : : 55 -430 -185 700 130 -150 0 900 0 -555 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 89.3 7.0 5.0 1.4 0.4 0.0 2.7 1.5 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 37 31 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 40,370 : : Positions : : 37,285 37,190 375 0 1,725 635 700 305 0 405 30 : : : : Changes from: May 10, 2016 : : 1,135 1,155 0 0 0 50 100 40 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 92.1 0.9 0.0 4.3 1.6 1.7 0.8 0.0 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 12 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 35,180 : : Positions : : 33,080 32,785 375 0 1,725 0 275 0 0 395 0 : : : : Changes from: May 10, 2016 : : 1,145 915 0 0 0 0 200 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 93.2 1.1 0.0 4.9 0.0 0.8 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 11 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 31,362 : : Positions : : 27,484 25,723 0 2,925 2,245 1,000 0 300 205 0 9 : : : : Changes from: May 10, 2016 : : 825 625 -55 145 345 0 0 300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 82.0 0.0 9.3 7.2 3.2 0.0 1.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 24 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 15,430 : : Positions : : 14,245 14,580 270 0 690 0 0 0 225 0 0 : : : : Changes from: May 10, 2016 : : 60 -540 -600 0 360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 94.5 1.7 0.0 4.5 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 19 14 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 206,927 : : Positions : : 174,756 177,316 0 15,104 12,682 18,260 0 1,080 0 745 0 : : : : Changes from: May 10, 2016 : : -3,274 1,826 0 -5,100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 85.7 0.0 7.3 6.1 8.8 0.0 0.5 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 14 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 3,530,901 : : Positions : :2,881,535 2,245,913 0 1,015,652 219,226 395,890 0 34,250 0 15,860 0 : : : : Changes from: May 10, 2016 : : 0 -40 0 40 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 63.6 0.0 28.8 6.2 11.2 0.0 1.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 1,224,003 : : Positions : : 942,295 1,134,693 192,398 0 89,310 0 0 0 0 0 0 : : : : Changes from: May 10, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 92.7 15.7 0.0 7.3 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 May 17, 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 30,400 : : Positions : : 24,611 21,334 545 3,970 2,079 810 1,585 0 1,561 788 584 : : : : Changes from: May 10, 2016 : : -267 -382 -258 465 343 0 0 0 730 2 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 70.2 1.8 13.1 6.8 2.7 5.2 0.0 5.1 2.6 1.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 22 . . 4 . . 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 20,490 : : Positions : : 18,208 13,400 120 5,984 570 360 0 0 255 120 301 : : : : Changes from: May 10, 2016 : : 267 -195 -60 792 90 0 0 0 50 -290 181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 65.4 0.6 29.2 2.8 1.8 0.0 0.0 1.2 0.6 1.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 18 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 41,142 : : Positions : : 37,003 22,781 1,567 13,237 282 50 3,965 60 1,763 420 377 : : : : Changes from: May 10, 2016 : : -114 -804 -20 260 70 0 100 0 -70 230 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 55.4 3.8 32.2 0.7 0.1 9.6 0.1 4.3 1.0 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 22,350 : : Positions : : 20,627 15,411 187 5,842 609 310 0 0 0 150 0 : : : : Changes from: May 10, 2016 : : 595 925 -20 -435 -35 0 0 0 -150 125 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 69.0 0.8 26.1 2.7 1.4 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 15 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 23,324 : : Positions : : 19,246 17,214 2,363 2,146 1,420 0 560 0 0 1,699 285 : : : : Changes from: May 10, 2016 : : 200 80 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 73.8 10.1 9.2 6.1 0.0 2.4 0.0 0.0 7.3 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 14,828 : : Positions : : 12,292 11,741 1,691 2,003 380 0 200 0 0 220 100 : : : : Changes from: May 10, 2016 : : 190 160 -10 120 0 0 0 0 0 20 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 79.2 11.4 13.5 2.6 0.0 1.3 0.0 0.0 1.5 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 38,798 : : Positions : : 34,540 34,034 1,545 2,445 1,330 700 50 300 0 200 0 : : : : Changes from: May 10, 2016 : : 645 235 120 480 -20 0 50 300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 87.7 4.0 6.3 3.4 1.8 0.1 0.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 23 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 15,125 : : Positions : : 13,685 12,669 910 2,400 0 0 0 0 418 0 25 : : : : Changes from: May 10, 2016 : : 320 380 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 83.8 6.0 15.9 0.0 0.0 0.0 0.0 2.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 17 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 14,137 : : Positions : : 12,285 11,914 605 2,085 59 0 0 0 1,097 0 24 : : : : Changes from: May 10, 2016 : : 1,445 760 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 84.3 4.3 14.7 0.4 0.0 0.0 0.0 7.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 24 19 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 45,723 : : Positions : : 39,866 38,229 0 1,265 2,600 25 0 0 0 100 0 : : : : Changes from: May 10, 2016 : : 635 635 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 83.6 0.0 2.8 5.7 0.1 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 20 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 39,517 : : Positions : : 34,542 31,300 0 2,625 1,810 25 0 0 0 100 0 : : : : Changes from: May 10, 2016 : : 635 635 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 79.2 0.0 6.6 4.6 0.1 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 19 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 23,345 : : Positions : : 20,360 10,130 45 0 0 0 7,465 350 25 3,770 325 : : : : Changes from: May 10, 2016 : : 1,150 700 0 0 0 0 0 0 -300 150 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 43.4 0.2 0.0 0.0 0.0 32.0 1.5 0.1 16.1 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . 0 0 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 21,875 : : Positions : : 19,185 9,290 45 0 0 0 7,355 475 0 3,375 0 : : : : Changes from: May 10, 2016 : : 725 425 0 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 42.5 0.2 0.0 0.0 0.0 33.6 2.2 0.0 15.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 21,993 : : Positions : : 15,034 20,314 0 0 0 1,230 0 495 4,050 0 0 : : : : Changes from: May 10, 2016 : : 250 10 0 0 0 -240 0 140 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 92.4 0.0 0.0 0.0 5.6 0.0 2.3 18.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 8 0 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 19,126 : : Positions : : 12,899 17,909 0 0 0 1,400 0 280 3,625 0 50 : : : : Changes from: May 10, 2016 : : 349 109 0 0 0 -240 0 140 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 93.6 0.0 0.0 0.0 7.3 0.0 1.5 19.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 9 0 0 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 32,122 : : Positions : : 31,245 18,840 50 0 0 0 12,680 0 150 427 0 : : : : Changes from: May 10, 2016 : : -50 110 0 0 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 58.7 0.2 0.0 0.0 0.0 39.5 0.0 0.5 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 0 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 26,245 : : Positions : : 25,550 15,075 50 0 0 0 10,855 0 0 160 0 : : : : Changes from: May 10, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 57.4 0.2 0.0 0.0 0.0 41.4 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 29,435 : : Positions : : 24,840 25,805 0 1,200 0 2,920 0 795 0 735 0 : : : : Changes from: May 10, 2016 : : -510 -885 0 0 0 150 0 -100 0 525 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 87.7 0.0 4.1 0.0 9.9 0.0 2.7 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 11 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 28,505 : : Positions : : 26,155 21,970 0 1,200 0 0 2,205 420 0 735 0 : : : : Changes from: May 10, 2016 : : -155 -130 0 0 0 0 -550 350 0 525 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 77.1 0.0 4.2 0.0 0.0 7.7 1.5 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 0 . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 113,457 : : Positions : : 81,756 102,561 0 1,675 1,635 21,225 100 0 2,320 965 252 : : : : Changes from: May 10, 2016 : : 1,655 2,330 0 0 0 -150 0 0 525 -300 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 90.4 0.0 1.5 1.4 18.7 0.1 0.0 2.0 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 27 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 105,191 : : Positions : : 72,431 95,221 0 2,875 1,510 23,795 0 0 2,035 165 150 : : : : Changes from: May 10, 2016 : : 1,430 1,705 0 0 0 -550 0 0 525 -300 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 90.5 0.0 2.7 1.4 22.6 0.0 0.0 1.9 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 28 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 15,415 : : Positions : : 15,265 13,735 0 1,170 0 0 300 0 0 0 0 : : : : Changes from: May 10, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.0 89.1 0.0 7.6 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 May 17, 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 27,625 : : Positions : : 22,955 22,415 1,000 0 1,685 0 1,200 125 50 400 0 : : : : Changes from: May 10, 2016 : : -80 20 -300 0 0 0 -400 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 81.1 3.6 0.0 6.1 0.0 4.3 0.5 0.2 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 21,875 : : Positions : : 17,895 17,025 0 455 2,625 0 400 125 0 0 0 : : : : Changes from: May 10, 2016 : : 255 50 -245 55 -55 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 77.8 0.0 2.1 12.0 0.0 1.8 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 16,160 : : Positions : : 14,295 12,035 0 2,545 1,015 0 25 0 150 0 0 : : : : Changes from: May 10, 2016 : : -320 -320 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 74.5 0.0 15.7 6.3 0.0 0.2 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 9 0 . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 20, 2016