Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 119,815 : : Positions : : 28,084 30,726 8,402 9,664 9,503 10,025 41,141 11,482 45,653 10,392 5,846 : : : : Changes from: June 21, 2016 : : 286 -1,612 288 544 -1,412 -2,471 497 350 -1,382 -2,860 -457 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 25.6 7.0 8.1 7.9 8.4 34.3 9.6 38.1 8.7 4.9 : : : : Number of Traders in Each Category Total Traders: 59 : : 16 14 . . 5 . 5 5 17 13 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 17,882 : : Positions : : 2,619 7,773 0 3,572 682 578 2,205 601 11,053 1,203 1,346 : : : : Changes from: June 21, 2016 : : -1,192 -1,957 0 -226 -257 -120 -1,045 144 -2,334 -298 -552 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 43.5 0.0 20.0 3.8 3.2 12.3 3.4 61.8 6.7 7.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 8 6 0 4 . . . . 11 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 137,531 : : Positions : : 83,810 100,584 11,808 10,264 6,204 20,699 2,339 1,573 6,266 9,416 6,601 : : : : Changes from: June 21, 2016 : : 213 -8,066 78 9,047 530 409 47 -82 -176 -612 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 73.1 8.6 7.5 4.5 15.1 1.7 1.1 4.6 6.8 4.8 : : : : Number of Traders in Each Category Total Traders: 91 : : 49 46 . . 5 6 4 6 12 11 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 45,406 : : Positions : : 37,277 37,221 2,628 2,714 3,462 183 431 0 1,520 1,242 336 : : : : Changes from: June 21, 2016 : : -2,459 -967 2,628 1,033 980 52 100 -25 -55 0 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 82.0 5.8 6.0 7.6 0.4 0.9 0.0 3.3 2.7 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 22 . . . . . 0 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 373,446 : : Positions : : 320,627 303,837 17,738 39,400 29,257 1,216 0 0 4,264 608 344 : : : : Changes from: June 21, 2016 : : -19,344 -2,952 17,738 0 5,592 -1,032 0 0 -314 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 81.4 4.7 10.6 7.8 0.3 0.0 0.0 1.1 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 1,531,348 : : Positions : :1,204,509 1,256,814 196,317 105,617 20,479 8,599 36,225 62,712 34,043 44,812 4,689 : : : : Changes from: June 21, 2016 : : -17,783 -91,365 744 66,494 8,583 -1,520 6,216 -841 -1,272 -1,176 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 82.1 12.8 6.9 1.3 0.6 2.4 4.1 2.2 2.9 0.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 36 38 . 4 . . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 67,006 : : Positions : : 50,081 50,086 6,900 4,024 5,468 460 4,766 0 3,582 2,147 515 : : : : Changes from: June 21, 2016 : : -6,700 721 6,900 -517 181 0 29 -54 183 150 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 74.7 10.3 6.0 8.2 0.7 7.1 0.0 5.3 3.2 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 24 . . . . . 0 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 381,465 : : Positions : : 202,109 320,116 115,751 0 60,413 0 608 0 2,872 8 320 : : : : Changes from: June 21, 2016 : : -35,214 -11,908 23,650 0 5,533 0 0 0 -344 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 83.9 30.3 0.0 15.8 0.0 0.2 0.0 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 412,919 : : Positions : : 336,970 337,119 22,764 26,655 39,785 4,768 728 8,632 0 0 0 : : : : Changes from: June 21, 2016 : : -13,551 -368 15,495 4,680 4,313 2,368 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 81.6 5.5 6.5 9.6 1.2 0.2 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 25 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 39,069 : : Positions : : 32,265 34,459 2,841 1,734 1,219 974 387 467 620 82 86 : : : : Changes from: June 21, 2016 : : -830 -263 1,315 298 340 0 387 0 -20 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 88.2 7.3 4.4 3.1 2.5 1.0 1.2 1.6 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 25 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 55,958 : : Positions : : 34,835 46,370 20,324 9,530 35 0 0 0 290 0 0 : : : : Changes from: June 21, 2016 : : -17,791 -687 17,304 90 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 82.9 36.3 17.0 0.1 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 29 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 85,303 : : Positions : : 60,965 70,971 21,704 13,730 505 900 50 0 994 0 0 : : : : Changes from: June 21, 2016 : : -20,166 -132 19,194 0 70 900 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 83.2 25.4 16.1 0.6 1.1 0.1 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 28 . . . . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 20,240 : : Positions : : 15,668 15,705 275 605 2,835 0 0 0 900 975 0 : : : : Changes from: June 21, 2016 : : -115 -1,570 -600 605 865 0 0 0 50 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 77.6 1.4 3.0 14.0 0.0 0.0 0.0 4.4 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 316,656 : : Positions : : 220,032 311,224 87,504 0 4,680 0 0 0 3,688 0 752 : : : : Changes from: June 21, 2016 : : -21,760 -12,688 8,648 0 4,680 0 0 0 424 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 98.3 27.6 0.0 1.5 0.0 0.0 0.0 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 9,380 : : Positions : : 7,087 6,258 0 1,672 322 1,011 116 84 640 822 84 : : : : Changes from: June 21, 2016 : : -193 -1,825 0 1,653 192 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 66.7 0.0 17.8 3.4 10.8 1.2 0.9 6.8 8.8 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 14,705 : : Positions : : 7,435 8,685 0 5,840 60 1,800 0 0 5,350 0 0 : : : : Changes from: June 21, 2016 : : 1,090 -4,400 0 5,490 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 59.1 0.0 39.7 0.4 12.2 0.0 0.0 36.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 12,490 : : Positions : : 8,520 8,515 645 2,980 120 450 0 100 1,555 300 475 : : : : Changes from: June 21, 2016 : : -25 -1,680 0 1,830 70 100 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 68.2 5.2 23.9 1.0 3.6 0.0 0.8 12.4 2.4 3.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 14 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 8,193 : : Positions : : 7,913 6,275 175 1,735 0 0 0 0 0 0 0 : : : : Changes from: June 21, 2016 : : 0 -1,735 0 1,735 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 76.6 2.1 21.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 27,756 : : Positions : : 22,116 22,331 1,680 130 3,610 0 0 0 350 1,550 0 : : : : Changes from: June 21, 2016 : : -1,015 -1,095 135 0 1,495 0 0 0 100 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 80.5 6.1 0.5 13.0 0.0 0.0 0.0 1.3 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 23,678 : : Positions : : 19,578 16,958 235 3,025 2,970 50 0 0 60 75 600 : : : : Changes from: June 21, 2016 : : -274 -3,049 0 2,855 650 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 71.6 1.0 12.8 12.5 0.2 0.0 0.0 0.3 0.3 2.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 22,475 : : Positions : : 16,659 17,875 3,490 2,485 1,093 497 0 0 348 274 87 : : : : Changes from: June 21, 2016 : : -2,228 -81 1,450 -654 0 0 0 0 -63 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 79.5 15.5 11.1 4.9 2.2 0.0 0.0 1.5 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 23 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 58,477 : : Positions : : 50,711 47,062 1,221 2,562 3,918 85 222 4 1,816 3,861 702 : : : : Changes from: June 21, 2016 : : -949 -1,012 0 801 1,115 0 0 -2 555 -303 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 80.5 2.1 4.4 6.7 0.1 0.4 0.0 3.1 6.6 1.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 26 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 76,092 : : Positions : : 63,527 60,517 3,329 2,710 3,520 110 599 349 1,581 4,756 3,636 : : : : Changes from: June 21, 2016 : : -2,133 -352 2,176 -124 669 0 -145 17 437 1,131 -847 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 79.5 4.4 3.6 4.6 0.1 0.8 0.5 2.1 6.3 4.8 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 33 . . 4 . 4 . 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 51,875 : : Positions : : 40,755 48,445 8,815 2,360 1,070 0 0 0 880 0 0 : : : : Changes from: June 21, 2016 : : -7,500 -405 7,095 0 450 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 93.4 17.0 4.5 2.1 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 59,635 : : Positions : : 47,295 55,905 9,800 2,770 960 0 0 0 1,545 0 0 : : : : Changes from: June 21, 2016 : : -7,965 -400 7,545 0 510 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 93.7 16.4 4.6 1.6 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 371,863 : : Positions : : 271,033 316,929 35,644 12,735 14,238 0 3,392 0 49,404 23,025 1,544 : : : : Changes from: June 21, 2016 : : -24,193 18,304 33,463 0 890 0 0 0 9,034 0 -1,538 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 85.2 9.6 3.4 3.8 0.0 0.9 0.0 13.3 6.2 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 26 . . 4 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 28,482 : : Positions : : 22,816 21,558 486 1,220 920 234 400 937 1,528 1,757 1,435 : : : : Changes from: June 21, 2016 : : 0 -709 -43 585 320 0 0 0 -82 20 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 75.7 1.7 4.3 3.2 0.8 1.4 3.3 5.4 6.2 5.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 28 . . 4 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 38,036 : : Positions : : 21,121 36,251 15,499 0 0 77 648 0 1,237 1,035 102 : : : : Changes from: June 21, 2016 : : -3,010 130 2,829 0 0 0 0 0 155 -156 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 95.3 40.7 0.0 0.0 0.2 1.7 0.0 3.3 2.7 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 11 . 0 0 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 294,057 : : Positions : : 232,956 245,640 51,081 19,213 10,020 0 19,184 0 0 0 0 : : : : Changes from: June 21, 2016 : : 0 -19,073 0 19,073 800 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 83.5 17.4 6.5 3.4 0.0 6.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 22,414 : : Positions : : 17,833 20,420 3,414 0 402 403 1,018 0 215 129 0 : : : : Changes from: June 21, 2016 : : -869 -461 490 0 253 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 91.1 15.2 0.0 1.8 1.8 4.5 0.0 1.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 19 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 14,143 : : Positions : : 9,034 10,763 2,015 1,026 165 1,173 86 0 692 129 702 : : : : Changes from: June 21, 2016 : : -361 -183 198 0 123 0 0 0 -40 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 76.1 14.2 7.3 1.2 8.3 0.6 0.0 4.9 0.9 5.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 178,007 : : Positions : : 138,506 133,652 27,123 36,544 1,161 7,777 0 0 1,536 4,746 1,520 : : : : Changes from: June 21, 2016 : : 3,920 -21,262 47 26,789 753 0 0 0 0 -1,560 760 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 75.1 15.2 20.5 0.7 4.4 0.0 0.0 0.9 2.7 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 19,328 : : Positions : : 15,708 10,600 1,833 3,767 907 0 2,218 43 0 763 456 : : : : Changes from: June 21, 2016 : : -511 -180 264 -81 844 0 63 0 0 -92 69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 54.8 9.5 19.5 4.7 0.0 11.5 0.2 0.0 3.9 2.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 22 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 205,224 : : Positions : : 169,584 122,794 28,165 65,685 6,682 0 7,774 793 0 1,496 0 : : : : Changes from: June 21, 2016 : : -3,488 7,887 16,071 4,696 6,682 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 59.8 13.7 32.0 3.3 0.0 3.8 0.4 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 OFF-PK - ICE FUTURES ENERGY DIV MW : CFTC Code #0643C7 Open Interest is 8,685 : : Positions : : 6,985 7,515 925 260 0 0 100 0 0 560 250 : : : : Changes from: June 21, 2016 : : 160 -200 100 260 0 0 0 0 0 300 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 86.5 10.7 3.0 0.0 0.0 1.2 0.0 0.0 6.4 2.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 15 . . 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 10,710 : : Positions : : 8,370 9,950 2,130 0 50 0 300 0 100 375 0 : : : : Changes from: June 21, 2016 : : 450 1,430 975 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 92.9 19.9 0.0 0.5 0.0 2.8 0.0 0.9 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 25,636 : : Positions : : 10,495 20,058 9,841 0 4,606 304 385 0 390 587 0 : : : : Changes from: June 21, 2016 : : -3,131 -872 2,259 0 1,228 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 78.2 38.4 0.0 18.0 1.2 1.5 0.0 1.5 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 219,359 : : Positions : : 117,686 157,615 39,929 0 61,744 0 0 0 0 0 0 : : : : Changes from: June 21, 2016 : : -30,786 855 31,641 0 7,792 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 71.9 18.2 0.0 28.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 12,060 : : Positions : : 11,305 6,785 150 3,840 0 0 1,400 0 420 0 0 : : : : Changes from: June 21, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 56.3 1.2 31.8 0.0 0.0 11.6 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 14,325 : : Positions : : 13,365 7,290 150 3,430 0 0 3,230 0 400 100 200 : : : : Changes from: June 21, 2016 : : 215 -3,305 0 3,430 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 50.9 1.0 23.9 0.0 0.0 22.5 0.0 2.8 0.7 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 10,132 : : Positions : : 5,513 7,599 894 2,235 0 298 298 0 3,427 0 0 : : : : Changes from: June 21, 2016 : : 0 -2,235 0 2,235 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 75.0 8.8 22.1 0.0 2.9 2.9 0.0 33.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 6 . . 0 . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 19,895 : : Positions : : 17,190 9,145 1,895 10,140 565 0 0 0 0 45 0 : : : : Changes from: June 21, 2016 : : -1,465 -570 895 0 565 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 46.0 9.5 51.0 2.8 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 23,706 : : Positions : : 13,341 18,936 7,760 3,260 1,310 1,075 0 0 100 200 0 : : : : Changes from: June 21, 2016 : : -8,565 -905 7,760 100 1,005 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 79.9 32.7 13.8 5.5 4.5 0.0 0.0 0.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 . . 4 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 16,470 : : Positions : : 10,787 11,100 3,725 3,610 1,435 175 0 0 50 325 0 : : : : Changes from: June 21, 2016 : : -4,875 -1,250 3,725 100 1,180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 67.4 22.6 21.9 8.7 1.1 0.0 0.0 0.3 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 23,690 : : Positions : : 17,380 21,310 4,770 0 1,430 0 600 0 0 300 0 : : : : Changes from: June 21, 2016 : : -4,730 -1,210 3,520 0 1,210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 90.0 20.1 0.0 6.0 0.0 2.5 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 4 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 17,530 : : Positions : : 13,360 16,125 2,715 105 1,100 0 200 0 0 0 0 : : : : Changes from: June 21, 2016 : : -2,395 -910 1,485 0 910 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 92.0 15.5 0.6 6.3 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 21,680 : : Positions : : 15,670 20,305 3,985 0 1,235 0 0 0 330 0 70 : : : : Changes from: June 21, 2016 : : -5,270 -1,285 3,985 0 1,235 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 93.7 18.4 0.0 5.7 0.0 0.0 0.0 1.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 23,512 : : Positions : : 16,667 20,277 2,285 0 3,115 200 0 0 780 0 50 : : : : Changes from: June 21, 2016 : : -5,450 -3,065 2,285 0 3,115 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 86.2 9.7 0.0 13.2 0.9 0.0 0.0 3.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 10 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 117,403 : : Positions : : 90,582 99,593 8,941 2,250 13,020 1,820 175 80 2,775 1,910 185 : : : : Changes from: June 21, 2016 : : -11,871 -7,065 4,931 0 7,830 0 0 0 0 125 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 84.8 7.6 1.9 11.1 1.6 0.1 0.1 2.4 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 32 28 4 . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 134,511 : : Positions : : 102,335 110,680 13,741 1,965 13,255 1,675 3,351 1,630 1,300 2,875 575 : : : : Changes from: June 21, 2016 : : -16,096 -7,701 8,519 0 8,140 0 24 -25 0 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 82.3 10.2 1.5 9.9 1.2 2.5 1.2 1.0 2.1 0.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 37 32 4 . . . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 178,411 : : Positions : : 123,158 138,255 25,237 4,327 7,636 5,840 6,611 5,847 5,270 10,599 5,115 : : : : Changes from: June 21, 2016 : : -20,407 1,543 18,863 -2,945 3,339 -1 101 97 941 831 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 77.5 14.1 2.4 4.3 3.3 3.7 3.3 3.0 5.9 2.9 : : : : Number of Traders in Each Category Total Traders: 79 : : 42 45 5 . 5 4 4 4 6 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 128,972 : : Positions : : 108,454 112,312 8,196 6,103 6,052 3,130 0 915 1,460 2,875 715 : : : : Changes from: June 21, 2016 : : -2,080 -5,202 -95 2,673 3,002 -90 0 15 -25 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 87.1 6.4 4.7 4.7 2.4 0.0 0.7 1.1 2.2 0.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 36 32 . . 4 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 39,760 : : Positions : : 34,875 27,140 625 8,985 2,200 870 900 0 655 0 535 : : : : Changes from: June 21, 2016 : : -870 -9,770 0 8,775 1,125 0 200 -200 75 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 68.3 1.6 22.6 5.5 2.2 2.3 0.0 1.6 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 11 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 35,320 : : Positions : : 29,130 28,080 625 2,680 4,105 50 200 50 1,135 0 205 : : : : Changes from: June 21, 2016 : : -2,250 -4,855 0 2,630 3,030 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 79.5 1.8 7.6 11.6 0.1 0.6 0.1 3.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 34,243 : : Positions : : 29,215 27,260 180 3,234 3,234 1,000 0 300 50 0 0 : : : : Changes from: June 21, 2016 : : -839 -1,378 120 659 1,039 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 79.6 0.5 9.4 9.4 2.9 0.0 0.9 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 27 25 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 14,302 : : Positions : : 12,077 11,472 325 1,005 1,675 0 0 0 225 0 0 : : : : Changes from: June 21, 2016 : : -1,439 -2,444 0 1,005 1,040 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 80.2 2.3 7.0 11.7 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 19 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 200,365 : : Positions : : 158,992 153,220 0 23,084 22,346 17,820 0 1,080 0 635 0 : : : : Changes from: June 21, 2016 : : -7,540 -19,217 0 11,677 7,221 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 76.5 0.0 11.5 11.2 8.9 0.0 0.5 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 12 0 4 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 3,456,601 : : Positions : :2,739,697 1,975,037 0 1,137,330 294,124 388,530 0 34,250 0 15,860 0 : : : : Changes from: June 21, 2016 : : -84,258 -376,726 0 292,468 80,418 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 57.1 0.0 32.9 8.5 11.2 0.0 1.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 0 4 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 1,080,874 : : Positions : : 771,257 850,378 193,451 114,330 116,166 0 0 0 0 0 0 : : : : Changes from: June 21, 2016 : : -148,224 -74,565 73,659 0 74,565 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 78.7 17.9 10.6 10.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C52 Open Interest is 9,120 : : Positions : : 8,256 3,000 360 6,120 0 480 0 0 0 0 0 : : : : Changes from: June 21, 2016 : : -30,272 -17,720 -1,320 -15,720 0 -1,760 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 32.9 3.9 67.1 0.0 5.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 28,380 : : Positions : : 21,787 18,255 916 3,895 3,017 285 1,650 0 1,474 837 601 : : : : Changes from: June 21, 2016 : : -1,138 -1,555 327 488 839 0 0 0 -154 37 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 64.3 3.2 13.7 10.6 1.0 5.8 0.0 5.2 2.9 2.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 20 . . 5 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 21,164 : : Positions : : 17,277 14,721 476 5,228 1,135 360 0 0 1,481 0 50 : : : : Changes from: June 21, 2016 : : -1,335 -923 266 95 486 0 0 0 241 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 69.6 2.2 24.7 5.4 1.7 0.0 0.0 7.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 20 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 41,984 : : Positions : : 35,419 21,123 1,255 13,811 1,199 50 3,920 45 2,755 700 1,156 : : : : Changes from: June 21, 2016 : : -551 -1,496 175 554 782 0 5 0 -621 10 263 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 50.3 3.0 32.9 2.9 0.1 9.3 0.1 6.6 1.7 2.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 26 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 20,977 : : Positions : : 18,151 12,580 72 6,641 1,729 365 0 0 38 0 12 : : : : Changes from: June 21, 2016 : : -2,231 -3,106 0 874 1,095 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 60.0 0.3 31.7 8.2 1.7 0.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 16 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 24,463 : : Positions : : 16,707 17,638 3,552 1,170 3,581 0 490 0 0 1,008 571 : : : : Changes from: June 21, 2016 : : -2,135 -427 1,089 -46 1,026 0 0 0 0 -528 208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 72.1 14.5 4.8 14.6 0.0 2.0 0.0 0.0 4.1 2.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 16,388 : : Positions : : 13,491 12,029 1,631 2,581 1,104 0 175 0 0 201 130 : : : : Changes from: June 21, 2016 : : 81 -465 -120 266 799 0 0 0 -154 26 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 73.4 10.0 15.7 6.7 0.0 1.1 0.0 0.0 1.2 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 40,178 : : Positions : : 36,134 31,124 1,680 7,269 1,005 100 50 300 600 200 0 : : : : Changes from: June 21, 2016 : : 625 -4,089 120 4,834 -155 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 77.5 4.2 18.1 2.5 0.2 0.1 0.7 1.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 23 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 16,623 : : Positions : : 14,110 12,889 965 2,905 635 0 0 0 465 0 18 : : : : Changes from: June 21, 2016 : : -560 -1,080 0 520 635 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 77.5 5.8 17.5 3.8 0.0 0.0 0.0 2.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 14,796 : : Positions : : 12,030 11,049 725 2,747 909 0 0 0 1,038 0 49 : : : : Changes from: June 21, 2016 : : -340 -970 10 635 895 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 74.7 4.9 18.6 6.1 0.0 0.0 0.0 7.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 18 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 49,500 : : Positions : : 36,309 41,194 7,385 1,895 2,615 0 0 0 0 250 0 : : : : Changes from: June 21, 2016 : : -7,400 -15 7,385 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 83.2 14.9 3.8 5.3 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 19 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 43,725 : : Positions : : 32,588 35,133 6,065 3,255 1,915 0 0 0 0 50 0 : : : : Changes from: June 21, 2016 : : -6,170 -105 6,065 0 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 80.3 13.9 7.4 4.4 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 19 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 24,920 : : Positions : : 22,415 8,390 0 1,420 425 0 9,215 25 0 4,320 425 : : : : Changes from: June 21, 2016 : : -95 -2,345 0 1,420 425 0 -100 25 -255 675 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 33.7 0.0 5.7 1.7 0.0 37.0 0.1 0.0 17.3 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 0 . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 22,745 : : Positions : : 20,890 7,840 0 975 250 0 8,930 0 0 3,925 25 : : : : Changes from: June 21, 2016 : : -70 -1,525 0 975 250 0 0 0 0 480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 34.5 0.0 4.3 1.1 0.0 39.3 0.0 0.0 17.3 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 25,663 : : Positions : : 14,089 21,415 2,236 0 2,116 1,540 0 485 3,700 150 0 : : : : Changes from: June 21, 2016 : : -3,312 -1,076 2,236 0 2,116 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 83.4 8.7 0.0 8.2 6.0 0.0 1.9 14.4 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 22,501 : : Positions : : 11,886 17,466 0 118 3,300 1,645 0 280 3,875 0 0 : : : : Changes from: June 21, 2016 : : -2,410 -2,528 0 118 3,300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 77.6 0.0 0.5 14.7 7.3 0.0 1.2 17.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 9 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 31,850 : : Positions : : 22,540 15,595 5,465 0 3,025 0 12,630 0 150 450 0 : : : : Changes from: June 21, 2016 : : -8,590 -2,875 5,465 0 3,025 0 100 0 100 -250 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 49.0 17.2 0.0 9.5 0.0 39.7 0.0 0.5 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 7 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 25,915 : : Positions : : 17,735 13,035 5,570 0 1,945 0 10,730 0 0 50 0 : : : : Changes from: June 21, 2016 : : -7,515 -1,945 5,570 0 1,945 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 50.3 21.5 0.0 7.5 0.0 41.4 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 6 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 28,610 : : Positions : : 22,430 20,580 0 630 2,945 0 2,395 125 1,450 325 50 : : : : Changes from: June 21, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 71.9 0.0 2.2 10.3 0.0 8.4 0.4 5.1 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 25,700 : : Positions : : 20,480 17,350 0 2,190 2,215 0 2,465 75 1,475 0 375 : : : : Changes from: June 21, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 67.5 0.0 8.5 8.6 0.0 9.6 0.3 5.7 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 31,889 : : Positions : : 24,995 21,284 0 5,281 1,454 3,900 375 340 50 1,985 75 : : : : Changes from: June 21, 2016 : : -1,439 -5,520 0 4,081 1,454 50 75 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 66.7 0.0 16.6 4.6 12.2 1.2 1.1 0.2 6.2 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 28,770 : : Positions : : 21,290 19,240 2,960 1,200 1,545 0 2,025 495 0 1,785 325 : : : : Changes from: June 21, 2016 : : -4,515 -1,555 2,960 0 1,545 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 66.9 10.3 4.2 5.4 0.0 7.0 1.7 0.0 6.2 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 10 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 119,411 : : Positions : : 71,125 104,060 10,700 1,785 5,304 21,745 0 0 3,420 1,265 715 : : : : Changes from: June 21, 2016 : : -13,308 -1,993 10,700 0 3,849 135 0 0 100 -380 340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 87.1 9.0 1.5 4.4 18.2 0.0 0.0 2.9 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 24 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 107,723 : : Positions : : 63,284 92,157 4,328 2,985 6,835 24,695 0 0 2,835 0 525 : : : : Changes from: June 21, 2016 : : -8,467 -3,719 4,328 0 5,505 110 0 0 380 0 -180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 85.5 4.0 2.8 6.3 22.9 0.0 0.0 2.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 26 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 21,800 : : Positions : : 19,025 19,450 370 170 1,020 50 0 125 0 0 0 : : : : Changes from: June 21, 2016 : : 1,780 2,150 370 0 350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 89.2 1.7 0.8 4.7 0.2 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 11 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 17,585 : : Positions : : 16,155 14,755 0 1,625 470 0 300 0 600 0 0 : : : : Changes from: June 21, 2016 : : 1,330 370 0 935 170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 83.9 0.0 9.2 2.7 0.0 1.7 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 10 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 31,185 : : Positions : : 24,020 18,310 840 4,630 2,295 0 1,775 300 50 200 50 : : : : Changes from: June 21, 2016 : : -150 -4,775 0 4,625 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 58.7 2.7 14.8 7.4 0.0 5.7 1.0 0.2 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 23,965 : : Positions : : 18,845 13,730 0 4,815 1,695 0 300 125 0 0 0 : : : : Changes from: June 21, 2016 : : -70 -2,325 0 2,255 295 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 57.3 0.0 20.1 7.1 0.0 1.3 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 0 . . 0 . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 1, 2016