Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 120,003 : : Positions : : 30,483 28,573 8,482 10,077 9,596 6,986 41,818 11,241 43,330 8,762 9,038 : : : : Changes from: July 12, 2016 : : 643 607 120 107 -113 -2,984 -2,680 -958 868 1,000 1,029 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.4 23.8 7.1 8.4 8.0 5.8 34.8 9.4 36.1 7.3 7.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 16 14 . . 5 . 5 5 18 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 18,261 : : Positions : : 2,519 7,181 7 3,766 710 668 2,320 841 10,903 1,398 1,555 : : : : Changes from: July 12, 2016 : : 180 -205 0 150 0 30 240 -30 -80 -15 128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.8 39.3 0.0 20.6 3.9 3.7 12.7 4.6 59.7 7.7 8.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 7 5 . . . . . . 11 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 132,716 : : Positions : : 80,027 97,960 11,932 9,671 6,771 20,767 1,918 1,306 5,365 8,392 6,068 : : : : Changes from: July 12, 2016 : : -3,796 -4,104 -918 -197 40 639 32 -154 -581 611 -481 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 73.8 9.0 7.3 5.1 15.6 1.4 1.0 4.0 6.3 4.6 : : : : Number of Traders in Each Category Total Traders: 88 : : 45 46 . . 5 6 4 5 9 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 43,692 : : Positions : : 34,341 34,410 2,555 3,419 4,703 0 412 25 1,757 412 311 : : : : Changes from: July 12, 2016 : : 1,034 1,368 137 515 1,295 0 56 25 -48 54 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 78.8 5.8 7.8 10.8 0.0 0.9 0.1 4.0 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 22 . . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 357,513 : : Positions : : 306,945 283,120 22,363 37,140 25,669 1,248 0 0 0 10,296 1,288 : : : : Changes from: July 12, 2016 : : 16,032 14,952 1 2,232 0 0 0 0 0 1,872 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 79.2 6.3 10.4 7.2 0.3 0.0 0.0 0.0 2.9 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 19 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,582,626 : : Positions : :1,276,917 1,306,258 182,300 114,664 17,800 4,294 33,297 63,665 33,312 42,604 4,338 : : : : Changes from: July 12, 2016 : : 10,894 13,775 384 6,504 0 633 224 -633 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 82.5 11.5 7.2 1.1 0.3 2.1 4.0 2.1 2.7 0.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 35 35 . 4 . . 4 4 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 63,552 : : Positions : : 45,007 48,863 7,509 2,645 5,239 1,226 4,447 0 3,944 1,731 627 : : : : Changes from: July 12, 2016 : : -25 1,787 200 337 128 458 -84 -25 548 129 137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 76.9 11.8 4.2 8.2 1.9 7.0 0.0 6.2 2.7 1.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 23 . . . . . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 357,204 : : Positions : : 190,204 304,463 111,395 0 52,413 0 0 0 2,872 8 320 : : : : Changes from: July 12, 2016 : : 14,020 5,729 -11,509 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 85.2 31.2 0.0 14.7 0.0 0.0 0.0 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 443,812 : : Positions : : 355,434 367,588 30,604 22,490 43,950 5,192 728 8,632 0 424 0 : : : : Changes from: July 12, 2016 : : -3,964 2,989 4,616 0 0 424 0 0 0 424 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 82.8 6.9 5.1 9.9 1.2 0.2 1.9 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 22 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 36,521 : : Positions : : 30,092 32,421 2,531 998 1,382 692 387 678 594 0 88 : : : : Changes from: July 12, 2016 : : -1,417 -1,106 40 -531 0 -259 0 255 -42 -82 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 88.8 6.9 2.7 3.8 1.9 1.1 1.9 1.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 25 . . . . . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 55,657 : : Positions : : 36,623 41,825 17,097 12,550 1,260 0 0 0 240 0 0 : : : : Changes from: July 12, 2016 : : 1,060 560 0 500 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 75.1 30.7 22.5 2.3 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 27 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 7,800 : : Positions : : 6,850 6,350 250 0 0 500 1,400 0 150 0 0 : : : : Changes from: July 12, 2016 : : 775 -275 200 0 -200 -250 1,150 -150 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 81.4 3.2 0.0 0.0 6.4 17.9 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 . 0 0 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 82,146 : : Positions : : 59,982 64,510 19,497 17,015 585 950 0 0 922 0 0 : : : : Changes from: July 12, 2016 : : 1,454 754 -250 500 375 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 78.5 23.7 20.7 0.7 1.2 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 31 27 . . . . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 18,699 : : Positions : : 14,896 14,204 0 505 2,595 0 0 0 650 1,275 0 : : : : Changes from: July 12, 2016 : : 2,834 265 -240 60 240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 76.0 0.0 2.7 13.9 0.0 0.0 0.0 3.5 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 309,112 : : Positions : : 215,720 299,368 75,584 0 9,360 2,400 0 0 5,664 0 384 : : : : Changes from: July 12, 2016 : : 16,384 -776 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 96.8 24.5 0.0 3.0 0.8 0.0 0.0 1.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 8,937 : : Positions : : 6,748 6,452 70 942 370 1,097 0 20 508 1,023 84 : : : : Changes from: July 12, 2016 : : 1,183 164 0 -20 -23 23 -26 -43 0 129 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 72.2 0.8 10.5 4.1 12.3 0.0 0.2 5.7 11.4 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 11,530 : : Positions : : 6,810 6,810 0 4,540 60 1,800 0 0 2,800 0 0 : : : : Changes from: July 12, 2016 : : 600 775 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 59.1 0.0 39.4 0.5 15.6 0.0 0.0 24.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 11,500 : : Positions : : 7,740 7,765 570 2,920 120 800 0 0 1,310 225 450 : : : : Changes from: July 12, 2016 : : 280 -50 0 -100 0 0 0 0 -270 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 67.5 5.0 25.4 1.0 7.0 0.0 0.0 11.4 2.0 3.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 26,482 : : Positions : : 21,147 21,717 2,135 80 2,850 0 0 0 350 1,700 0 : : : : Changes from: July 12, 2016 : : 2,695 230 -100 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 82.0 8.1 0.3 10.8 0.0 0.0 0.0 1.3 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 21 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 23,092 : : Positions : : 18,277 17,127 1,125 3,050 2,795 50 0 0 660 75 0 : : : : Changes from: July 12, 2016 : : -40 1,335 300 0 0 0 0 0 600 0 -600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 74.2 4.9 13.2 12.1 0.2 0.0 0.0 2.9 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 22,583 : : Positions : : 17,223 15,967 2,825 3,506 1,685 215 188 80 235 521 0 : : : : Changes from: July 12, 2016 : : 1,783 581 43 -187 0 -172 188 80 -46 -3 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 70.7 12.5 15.5 7.5 1.0 0.8 0.4 1.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 23 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 56,274 : : Positions : : 49,274 44,834 1,123 2,377 3,333 0 222 0 1,681 4,505 858 : : : : Changes from: July 12, 2016 : : 314 1,682 0 70 -3 0 0 0 -25 282 203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 79.7 2.0 4.2 5.9 0.0 0.4 0.0 3.0 8.0 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 23 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 72,434 : : Positions : : 61,773 56,065 3,451 2,498 3,204 0 401 301 1,716 8,001 1,954 : : : : Changes from: July 12, 2016 : : 1,230 3,628 113 140 -248 0 52 -2 65 877 -407 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 77.4 4.8 3.4 4.4 0.0 0.6 0.4 2.4 11.0 2.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 32 . . 4 0 4 . 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 47,895 : : Positions : : 38,140 44,325 7,780 2,440 1,130 0 0 0 815 0 0 : : : : Changes from: July 12, 2016 : : 610 -50 -60 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 92.5 16.2 5.1 2.4 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 54,680 : : Positions : : 43,420 50,600 8,945 3,250 830 50 0 0 1,405 0 0 : : : : Changes from: July 12, 2016 : : 935 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 92.5 16.4 5.9 1.5 0.1 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 352,877 : : Positions : : 260,526 304,864 38,299 13,471 12,766 0 816 0 38,567 18,241 2,719 : : : : Changes from: July 12, 2016 : : 20,631 4,598 2,671 0 0 0 0 0 -6,141 0 -384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 86.4 10.9 3.8 3.6 0.0 0.2 0.0 10.9 5.2 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 26 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 26,799 : : Positions : : 21,076 20,635 636 840 1,041 253 462 807 1,868 1,746 992 : : : : Changes from: July 12, 2016 : : 1,813 596 128 -21 -2 -21 41 21 246 187 -364 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 77.0 2.4 3.1 3.9 0.9 1.7 3.0 7.0 6.5 3.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 29 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 33,171 : : Positions : : 19,916 32,601 12,541 0 0 77 154 0 510 289 127 : : : : Changes from: July 12, 2016 : : 408 332 -358 0 0 0 0 0 0 -334 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 98.3 37.8 0.0 0.0 0.2 0.5 0.0 1.5 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 . 0 0 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 297,411 : : Positions : : 237,766 253,522 48,865 14,685 10,020 760 19,184 0 0 0 0 : : : : Changes from: July 12, 2016 : : 5,096 13,574 0 -2,280 0 760 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 85.2 16.4 4.9 3.4 0.3 6.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 22,758 : : Positions : : 18,229 20,720 3,368 0 403 359 1,018 0 252 129 0 : : : : Changes from: July 12, 2016 : : 272 1,507 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 91.0 14.8 0.0 1.8 1.6 4.5 0.0 1.1 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 12,743 : : Positions : : 8,131 9,533 1,823 935 82 1,017 178 0 649 129 680 : : : : Changes from: July 12, 2016 : : 476 -115 0 0 0 0 92 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 74.8 14.3 7.3 0.6 8.0 1.4 0.0 5.1 1.0 5.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 155,359 : : Positions : : 120,274 115,500 26,019 34,264 793 5,569 0 0 800 2,898 1,520 : : : : Changes from: July 12, 2016 : : -1,175 5,472 0 -384 0 0 0 0 0 -376 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 74.3 16.7 22.1 0.5 3.6 0.0 0.0 0.5 1.9 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 18,003 : : Positions : : 14,360 9,960 1,825 3,569 969 0 1,910 43 129 683 296 : : : : Changes from: July 12, 2016 : : 170 760 65 0 -21 0 0 0 -86 50 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 55.3 10.1 19.8 5.4 0.0 10.6 0.2 0.7 3.8 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 22 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 200,151 : : Positions : : 160,873 123,706 32,212 62,373 6,274 0 6,630 408 384 760 0 : : : : Changes from: July 12, 2016 : : 5,443 10,494 408 0 -408 0 -800 0 384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 61.8 16.1 31.2 3.1 0.0 3.3 0.2 0.2 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 9,900 : : Positions : : 7,600 9,145 2,090 0 50 0 300 0 100 375 0 : : : : Changes from: July 12, 2016 : : 85 260 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 92.4 21.1 0.0 0.5 0.0 3.0 0.0 1.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 24,088 : : Positions : : 10,215 18,638 8,963 0 4,606 304 385 0 0 459 0 : : : : Changes from: July 12, 2016 : : 450 350 -46 0 0 0 0 0 0 54 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 77.4 37.2 0.0 19.1 1.3 1.6 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 243,302 : : Positions : : 139,782 159,086 28,401 9,097 75,119 0 0 0 0 0 0 : : : : Changes from: July 12, 2016 : : 11,577 3,897 -2,447 9,097 2,447 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 65.4 11.7 3.7 30.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 11,215 : : Positions : : 10,465 6,755 150 3,130 0 0 1,300 0 420 0 0 : : : : Changes from: July 12, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 60.2 1.3 27.9 0.0 0.0 11.6 0.0 3.7 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 July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 13,405 : : Positions : : 12,410 7,310 150 2,585 45 0 3,130 0 425 110 175 : : : : Changes from: July 12, 2016 : : 350 885 0 -140 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 54.5 1.1 19.3 0.3 0.0 23.3 0.0 3.2 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 8,636 : : Positions : : 4,699 6,477 762 1,905 0 254 254 0 2,921 0 0 : : : : Changes from: July 12, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 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 July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 18,820 : : Positions : : 16,550 8,045 975 9,670 1,085 0 0 0 0 0 0 : : : : Changes from: July 12, 2016 : : 50 25 0 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 42.7 5.2 51.4 5.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 22,191 : : Positions : : 12,476 17,821 7,325 2,900 1,320 900 0 50 0 100 0 : : : : Changes from: July 12, 2016 : : -30 70 150 0 0 -50 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 80.3 33.0 13.1 5.9 4.1 0.0 0.2 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 15,495 : : Positions : : 9,657 10,585 3,805 3,300 1,340 150 0 0 0 250 0 : : : : Changes from: July 12, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 68.3 24.6 21.3 8.6 1.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 22,865 : : Positions : : 17,025 20,615 4,520 80 1,220 0 600 0 0 300 0 : : : : Changes from: July 12, 2016 : : 565 90 -395 80 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 90.2 19.8 0.3 5.3 0.0 2.6 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 17,090 : : Positions : : 13,180 15,735 2,925 230 925 0 200 0 0 0 0 : : : : Changes from: July 12, 2016 : : 0 0 150 150 -55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 92.1 17.1 1.3 5.4 0.0 1.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 20,260 : : Positions : : 14,295 19,120 4,200 0 1,020 0 0 0 340 0 60 : : : : Changes from: July 12, 2016 : : 300 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 94.4 20.7 0.0 5.0 0.0 0.0 0.0 1.7 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 July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 22,027 : : Positions : : 15,312 19,217 2,690 0 2,710 200 0 0 710 0 40 : : : : Changes from: July 12, 2016 : : 300 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 87.2 12.2 0.0 12.3 0.9 0.0 0.0 3.2 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 July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 114,090 : : Positions : : 89,612 95,550 5,828 1,955 14,150 1,710 150 80 2,425 1,745 285 : : : : Changes from: July 12, 2016 : : 2,850 3,955 145 0 155 0 0 0 0 -125 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 83.7 5.1 1.7 12.4 1.5 0.1 0.1 2.1 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 26 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 126,241 : : Positions : : 97,061 104,505 11,440 1,815 13,345 1,883 2,115 957 1,050 2,810 495 : : : : Changes from: July 12, 2016 : : 1,430 3,095 590 10 60 50 -120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 82.8 9.1 1.4 10.6 1.5 1.7 0.8 0.8 2.2 0.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 36 33 4 . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 172,808 : : Positions : : 119,619 132,183 26,189 8,076 6,158 6,023 7,106 5,649 5,050 9,571 4,037 : : : : Changes from: July 12, 2016 : : -557 -510 1,398 807 -208 299 464 -235 -440 -220 -693 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 76.5 15.2 4.7 3.6 3.5 4.1 3.3 2.9 5.5 2.3 : : : : Number of Traders in Each Category Total Traders: 77 : : 41 41 5 . 5 5 . 5 4 11 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 123,665 : : Positions : : 104,790 107,837 6,940 5,414 5,787 3,115 0 920 1,515 3,167 540 : : : : Changes from: July 12, 2016 : : 1,835 1,145 -787 -794 525 55 0 20 0 157 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 87.2 5.6 4.4 4.7 2.5 0.0 0.7 1.2 2.6 0.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 34 33 . . 4 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 38,050 : : Positions : : 33,350 26,420 725 8,145 2,075 810 900 0 580 0 510 : : : : Changes from: July 12, 2016 : : 850 75 0 -100 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 69.4 1.9 21.4 5.5 2.1 2.4 0.0 1.5 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 11 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 34,180 : : Positions : : 28,215 27,675 700 2,045 4,005 50 200 50 935 0 205 : : : : Changes from: July 12, 2016 : : 940 40 0 -25 0 0 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 81.0 2.0 6.0 11.7 0.1 0.6 0.1 2.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 34,323 : : Positions : : 30,150 27,285 250 4,239 2,304 1,000 0 300 50 0 0 : : : : Changes from: July 12, 2016 : : 1,850 710 -150 765 -575 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 79.5 0.7 12.4 6.7 2.9 0.0 0.9 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 25 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 14,453 : : Positions : : 11,988 11,498 940 1,505 1,300 0 0 0 225 0 0 : : : : Changes from: July 12, 2016 : : 770 480 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 79.6 6.5 10.4 9.0 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 174,884 : : Positions : : 138,196 119,191 0 36,397 17,681 17,820 0 1,080 0 535 0 : : : : Changes from: July 12, 2016 : : -13,492 -15,812 0 2,320 220 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 68.2 0.0 20.8 10.1 10.2 0.0 0.6 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 July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 3,103,047 : : Positions : :2,386,394 1,466,846 0 1,296,458 293,873 392,770 0 30,010 0 15,860 0 : : : : Changes from: July 12, 2016 : : -284,994 -310,266 0 25,272 8,013 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 47.3 0.0 41.8 9.5 12.7 0.0 1.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 0 4 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,039,322 : : Positions : : 734,793 856,474 191,755 70,074 112,774 0 0 0 0 0 0 : : : : Changes from: July 12, 2016 : : 0 46,800 0 -46,800 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 82.4 18.5 6.7 10.9 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 July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C52 Open Interest is 96,096 : : Positions : : 87,696 59,136 8,232 35,280 0 0 1,680 0 0 0 0 : : : : Changes from: July 12, 2016 : : -45,936 -30,976 -4,312 -18,480 0 0 -880 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 61.5 8.6 36.7 0.0 0.0 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 7 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 28,662 : : Positions : : 20,866 17,660 1,715 4,727 2,621 60 1,640 125 2,306 1,232 527 : : : : Changes from: July 12, 2016 : : 732 551 163 692 -57 0 25 0 157 249 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 61.6 6.0 16.5 9.1 0.2 5.7 0.4 8.0 4.3 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 19 . . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 20,827 : : Positions : : 16,998 15,610 1,266 4,485 529 360 0 0 1,151 0 173 : : : : Changes from: July 12, 2016 : : 2,099 1,644 0 -225 0 0 0 0 -360 0 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 75.0 6.1 21.5 2.5 1.7 0.0 0.0 5.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 38,744 : : Positions : : 33,617 19,376 1,568 12,873 491 50 4,012 45 1,520 785 1,122 : : : : Changes from: July 12, 2016 : : 3,587 174 30 -198 -200 0 27 0 -547 0 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 50.0 4.0 33.2 1.3 0.1 10.4 0.1 3.9 2.0 2.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 21,455 : : Positions : : 19,057 13,110 0 7,118 1,170 250 0 30 371 25 2 : : : : Changes from: July 12, 2016 : : 877 503 0 227 -10 0 0 0 333 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 61.1 0.0 33.2 5.5 1.2 0.0 0.1 1.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 18 0 4 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 23,567 : : Positions : : 16,539 17,244 3,575 1,589 2,795 0 420 0 0 993 526 : : : : Changes from: July 12, 2016 : : 556 1,571 163 464 -711 0 0 0 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 73.2 15.2 6.7 11.9 0.0 1.8 0.0 0.0 4.2 2.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 16,184 : : Positions : : 13,556 11,865 1,474 2,816 939 0 150 0 0 201 105 : : : : Changes from: July 12, 2016 : : 613 943 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 73.3 9.1 17.4 5.8 0.0 0.9 0.0 0.0 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 39,023 : : Positions : : 35,619 30,239 1,240 6,514 1,395 100 300 300 0 200 0 : : : : Changes from: July 12, 2016 : : 860 -75 50 490 -220 0 300 0 -360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 77.5 3.2 16.7 3.6 0.3 0.8 0.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 23 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 16,409 : : Positions : : 13,770 12,714 965 3,035 460 0 0 0 442 0 32 : : : : Changes from: July 12, 2016 : : 480 2,445 0 300 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 77.5 5.9 18.5 2.8 0.0 0.0 0.0 2.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 14,562 : : Positions : : 11,820 10,945 670 2,644 955 0 0 0 1,069 0 18 : : : : Changes from: July 12, 2016 : : 655 955 0 300 -14 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 75.2 4.6 18.2 6.6 0.0 0.0 0.0 7.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 16 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 47,165 : : Positions : : 34,719 39,804 7,250 1,650 1,915 0 0 0 0 200 0 : : : : Changes from: July 12, 2016 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 84.4 15.4 3.5 4.1 0.0 0.0 0.0 0.0 0.4 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 July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 41,403 : : Positions : : 31,103 33,748 5,850 3,010 1,200 0 0 0 0 0 0 : : : : Changes from: July 12, 2016 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 81.5 14.1 7.3 2.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 19 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 25,275 : : Positions : : 20,470 8,455 1,710 0 555 0 9,395 25 0 5,250 425 : : : : Changes from: July 12, 2016 : : -300 375 1,710 -15 -135 0 0 0 0 1,050 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 33.5 6.8 0.0 2.2 0.0 37.2 0.1 0.0 20.8 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . 0 . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 22,815 : : Positions : : 19,440 7,830 935 0 310 0 9,085 0 0 4,230 25 : : : : Changes from: July 12, 2016 : : -180 300 630 0 -75 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 34.3 4.1 0.0 1.4 0.0 39.8 0.0 0.0 18.5 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 24,498 : : Positions : : 13,334 20,455 2,251 0 1,976 1,595 0 430 3,425 150 0 : : : : Changes from: July 12, 2016 : : -300 -50 250 0 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 83.5 9.2 0.0 8.1 6.5 0.0 1.8 14.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 21,386 : : Positions : : 11,001 17,031 632 0 2,843 1,685 0 240 3,550 0 0 : : : : Changes from: July 12, 2016 : : -225 150 375 0 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 79.6 3.0 0.0 13.3 7.9 0.0 1.1 16.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 9 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 30,420 : : Positions : : 21,285 15,145 6,285 0 2,205 0 12,420 0 0 500 0 : : : : Changes from: July 12, 2016 : : -25 0 175 0 -175 0 100 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 49.8 20.7 0.0 7.2 0.0 40.8 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 25,030 : : Positions : : 16,830 12,635 6,030 0 1,485 0 10,670 0 0 50 0 : : : : Changes from: July 12, 2016 : : -25 -25 100 0 -100 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 50.5 24.1 0.0 5.9 0.0 42.6 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 6 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 27,690 : : Positions : : 22,270 19,450 0 1,485 2,465 0 2,420 100 1,350 325 100 : : : : Changes from: July 12, 2016 : : 600 0 0 500 -125 0 0 0 -100 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 70.2 0.0 5.4 8.9 0.0 8.7 0.4 4.9 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 25,005 : : Positions : : 20,140 16,580 0 2,615 1,965 0 2,480 60 1,475 0 375 : : : : Changes from: July 12, 2016 : : 300 0 0 300 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 66.3 0.0 10.5 7.9 0.0 9.9 0.2 5.9 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 32,169 : : Positions : : 24,400 22,144 0 4,666 1,654 4,345 375 195 265 1,815 210 : : : : Changes from: July 12, 2016 : : 175 535 0 125 0 100 0 -95 215 -170 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 68.8 0.0 14.5 5.1 13.5 1.2 0.6 0.8 5.6 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 27,780 : : Positions : : 20,515 18,705 2,830 1,200 1,675 0 1,655 495 0 1,785 325 : : : : Changes from: July 12, 2016 : : 50 75 25 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 67.3 10.2 4.3 6.0 0.0 6.0 1.8 0.0 6.4 1.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 116,214 : : Positions : : 70,100 99,560 6,810 1,975 6,414 20,945 0 0 4,775 1,195 840 : : : : Changes from: July 12, 2016 : : 495 210 -1,475 0 875 0 0 0 1,215 25 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 85.7 5.9 1.7 5.5 18.0 0.0 0.0 4.1 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 24 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 104,445 : : Positions : : 61,868 87,135 868 3,175 7,805 24,195 0 0 3,390 0 525 : : : : Changes from: July 12, 2016 : : 200 -405 -1,055 0 280 100 0 0 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 83.4 0.8 3.0 7.5 23.2 0.0 0.0 3.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 26 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 21,020 : : Positions : : 18,195 18,730 520 180 960 25 0 125 0 0 0 : : : : Changes from: July 12, 2016 : : 0 100 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 89.1 2.5 0.9 4.6 0.1 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 July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 16,705 : : Positions : : 15,205 14,080 0 1,410 570 0 275 0 600 0 0 : : : : Changes from: July 12, 2016 : : 0 100 0 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 84.3 0.0 8.4 3.4 0.0 1.6 0.0 3.6 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 July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 30,900 : : Positions : : 23,765 19,070 925 3,875 2,090 0 1,550 300 280 480 0 : : : : Changes from: July 12, 2016 : : 600 600 0 0 0 0 0 0 205 205 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 61.7 3.0 12.5 6.8 0.0 5.0 1.0 0.9 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 23,510 : : Positions : : 18,500 14,020 0 4,205 1,620 0 275 125 0 0 0 : : : : Changes from: July 12, 2016 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 59.6 0.0 17.9 6.9 0.0 1.2 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 0 . . 0 . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 22, 2016