Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 112,887 : : Positions : : 31,582 29,012 8,437 8,524 9,744 960 37,997 9,763 42,500 7,895 8,994 : : : : Changes from: July 19, 2016 : : 1,099 439 -45 -1,553 148 -6,026 -3,821 -1,478 -830 -867 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 25.7 7.5 7.6 8.6 0.9 33.7 8.6 37.6 7.0 8.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 16 14 . . 5 . 7 5 18 11 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 18,546 : : Positions : : 2,649 7,731 7 3,676 770 563 2,100 1,006 11,033 1,433 1,520 : : : : Changes from: July 19, 2016 : : 130 550 0 -90 60 -105 -220 165 130 35 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.3 41.7 0.0 19.8 4.2 3.0 11.3 5.4 59.5 7.7 8.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 8 6 . . . . . . 11 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 135,416 : : Positions : : 81,106 96,804 12,527 10,131 6,915 20,719 1,771 1,357 5,528 10,980 6,713 : : : : Changes from: July 19, 2016 : : 1,079 -1,156 595 460 144 -48 -147 51 163 2,588 645 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 71.5 9.3 7.5 5.1 15.3 1.3 1.0 4.1 8.1 5.0 : : : : Number of Traders in Each Category Total Traders: 89 : : 45 47 . . 5 6 4 6 9 13 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 44,821 : : Positions : : 35,875 34,781 2,393 3,550 4,734 0 566 25 1,457 828 337 : : : : Changes from: July 19, 2016 : : 1,534 371 -162 131 31 0 154 0 -300 416 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 77.6 5.3 7.9 10.6 0.0 1.3 0.1 3.3 1.8 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 22 . . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 374,812 : : Positions : : 317,121 301,355 24,572 32,226 30,583 1,248 0 0 0 9,360 1,288 : : : : Changes from: July 19, 2016 : : 10,176 18,235 2,209 -4,914 4,914 0 0 0 0 -936 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 80.4 6.6 8.6 8.2 0.3 0.0 0.0 0.0 2.5 0.3 : : : : 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 26, 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 1,604,685 : : Positions : :1,300,605 1,311,139 178,404 116,657 18,152 0 28,641 68,354 34,072 56,644 4,338 : : : : Changes from: July 19, 2016 : : 23,688 4,881 -3,896 1,993 352 -4,294 -4,656 4,689 760 14,040 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 81.7 11.1 7.3 1.1 0.0 1.8 4.3 2.1 3.5 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 36 . 4 . 0 5 4 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 66,884 : : Positions : : 47,031 50,712 7,208 1,772 6,414 1,792 4,478 52 2,691 1,760 1,696 : : : : Changes from: July 19, 2016 : : 2,024 1,849 -301 -873 1,175 566 31 52 -1,253 29 1,069 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 75.8 10.8 2.6 9.6 2.7 6.7 0.1 4.0 2.6 2.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 22 . . . . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 357,424 : : Positions : : 187,871 304,683 113,948 0 52,413 0 0 0 2,872 8 320 : : : : Changes from: July 19, 2016 : : -2,333 220 2,553 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 85.2 31.9 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 26, 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 444,188 : : Positions : : 355,058 367,964 30,604 21,738 44,702 5,192 728 8,632 0 424 0 : : : : Changes from: July 19, 2016 : : -376 376 0 -752 752 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 82.8 6.9 4.9 10.1 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 26, 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 36,297 : : Positions : : 29,890 32,156 2,531 1,039 1,382 848 387 719 461 0 129 : : : : Changes from: July 19, 2016 : : -202 -265 0 41 0 156 0 41 -133 0 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 88.6 7.0 2.9 3.8 2.3 1.1 2.0 1.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 25 . . . . . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 56,637 : : Positions : : 37,603 42,505 16,797 12,550 1,560 0 0 0 240 0 0 : : : : Changes from: July 19, 2016 : : 980 680 -300 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 75.0 29.7 22.2 2.8 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 28 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 82,711 : : Positions : : 60,876 64,625 19,207 17,165 885 950 0 0 583 0 0 : : : : Changes from: July 19, 2016 : : 894 115 -290 150 300 0 0 0 -339 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 78.1 23.2 20.8 1.1 1.1 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 27 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 23,204 : : Positions : : 18,611 18,809 1,140 855 2,145 0 0 0 750 1,275 0 : : : : Changes from: July 19, 2016 : : 3,715 4,605 1,140 350 -450 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 81.1 4.9 3.7 9.2 0.0 0.0 0.0 3.2 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 290,816 : : Positions : : 202,464 281,072 66,224 0 9,360 7,096 0 0 5,288 0 384 : : : : Changes from: July 19, 2016 : : -13,256 -18,296 -9,360 0 0 4,696 0 0 -376 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 96.6 22.8 0.0 3.2 2.4 0.0 0.0 1.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 9,379 : : Positions : : 6,989 6,679 70 658 525 1,143 0 20 508 1,390 84 : : : : Changes from: July 19, 2016 : : 241 227 0 -284 155 46 0 0 0 367 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 71.2 0.7 7.0 5.6 12.2 0.0 0.2 5.4 14.8 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 19, 2016 : : 0 0 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 26, 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 11,550 : : Positions : : 7,790 7,765 570 2,970 120 800 0 0 1,310 225 450 : : : : Changes from: July 19, 2016 : : 50 0 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 67.2 4.9 25.7 1.0 6.9 0.0 0.0 11.3 1.9 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 26, 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 33,042 : : Positions : : 27,302 28,647 2,910 80 2,480 0 0 0 350 1,700 0 : : : : Changes from: July 19, 2016 : : 6,155 6,930 775 0 -370 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 86.7 8.8 0.2 7.5 0.0 0.0 0.0 1.1 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 21 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 23,342 : : Positions : : 18,167 17,452 1,575 3,065 2,705 50 0 0 660 75 0 : : : : Changes from: July 19, 2016 : : -110 325 450 15 -90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 74.8 6.7 13.1 11.6 0.2 0.0 0.0 2.8 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 26, 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 23,090 : : Positions : : 17,684 16,012 2,825 3,582 1,731 215 188 80 0 603 235 : : : : Changes from: July 19, 2016 : : 461 45 0 76 46 0 0 0 -235 82 235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 69.3 12.2 15.5 7.5 0.9 0.8 0.3 0.0 2.6 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 23 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 56,714 : : Positions : : 49,674 45,164 1,123 2,582 3,283 0 222 0 1,681 4,395 948 : : : : Changes from: July 19, 2016 : : 400 330 0 205 -50 0 0 0 0 -110 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 79.6 2.0 4.6 5.8 0.0 0.4 0.0 3.0 7.7 1.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 22 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 72,952 : : Positions : : 62,057 56,210 3,665 2,628 3,189 8 408 293 1,776 8,285 1,929 : : : : Changes from: July 19, 2016 : : 284 145 214 130 -15 8 7 -8 60 284 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 77.1 5.0 3.6 4.4 0.0 0.6 0.4 2.4 11.4 2.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 31 . . 4 . . . 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 47,985 : : Positions : : 38,230 44,415 7,780 2,440 1,130 0 0 0 815 0 0 : : : : Changes from: July 19, 2016 : : 90 90 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 92.6 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 26, 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 55,020 : : Positions : : 43,760 50,940 8,945 3,250 830 50 0 0 1,405 0 0 : : : : Changes from: July 19, 2016 : : 340 340 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 92.6 16.3 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 26, 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 362,765 : : Positions : : 258,646 314,752 38,299 13,471 12,766 0 816 0 50,335 18,241 2,719 : : : : Changes from: July 19, 2016 : : -1,880 9,888 0 0 0 0 0 0 11,768 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 86.8 10.6 3.7 3.5 0.0 0.2 0.0 13.9 5.0 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 27 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 27,222 : : Positions : : 21,462 21,071 567 798 1,152 184 662 807 2,191 1,744 733 : : : : Changes from: July 19, 2016 : : 386 436 -69 -42 111 -69 200 0 323 -2 -259 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 77.4 2.1 2.9 4.2 0.7 2.4 3.0 8.0 6.4 2.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 30 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 34,323 : : Positions : : 21,068 33,597 12,541 0 0 77 154 0 510 445 127 : : : : Changes from: July 19, 2016 : : 1,152 996 0 0 0 0 0 0 0 156 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 97.9 36.5 0.0 0.0 0.2 0.4 0.0 1.5 1.3 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 26, 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 296,210 : : Positions : : 236,565 252,321 48,865 14,685 10,020 760 19,184 0 0 0 0 : : : : Changes from: July 19, 2016 : : -1,201 -1,201 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 85.2 16.5 5.0 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 26, 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 22,741 : : Positions : : 18,212 20,680 3,368 0 403 359 1,044 20 252 129 0 : : : : Changes from: July 19, 2016 : : -17 -40 0 0 0 0 26 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 90.9 14.8 0.0 1.8 1.6 4.6 0.1 1.1 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 12,720 : : Positions : : 8,108 9,255 1,823 935 82 1,017 178 0 649 129 680 : : : : Changes from: July 19, 2016 : : -23 -278 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 72.8 14.3 7.4 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 26, 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 165,695 : : Positions : : 129,106 124,708 27,523 35,392 793 5,569 0 0 800 2,898 1,520 : : : : Changes from: July 19, 2016 : : 8,832 9,208 1,504 1,128 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 75.3 16.6 21.4 0.5 3.4 0.0 0.0 0.5 1.7 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 18,456 : : Positions : : 14,988 10,252 1,687 3,500 1,015 0 2,046 20 176 756 358 : : : : Changes from: July 19, 2016 : : 628 292 -138 -69 46 0 136 -23 47 73 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 55.5 9.1 19.0 5.5 0.0 11.1 0.1 1.0 4.1 1.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 26 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 201,255 : : Positions : : 161,585 125,218 32,220 62,349 5,890 0 6,630 408 1,152 760 0 : : : : Changes from: July 19, 2016 : : 712 1,512 8 -24 -384 0 0 0 768 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 62.2 16.0 31.0 2.9 0.0 3.3 0.2 0.6 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 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 10,150 : : Positions : : 7,850 9,395 2,090 0 50 0 300 0 100 375 0 : : : : Changes from: July 19, 2016 : : 250 250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 92.6 20.6 0.0 0.5 0.0 3.0 0.0 1.0 3.7 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 26, 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 24,938 : : Positions : : 11,068 19,118 8,960 0 4,606 304 520 0 0 694 0 : : : : Changes from: July 19, 2016 : : 853 480 -3 0 0 0 135 0 0 235 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 76.7 35.9 0.0 18.5 1.2 2.1 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 245,272 : : Positions : : 142,360 161,056 28,401 9,705 74,511 0 0 0 0 0 0 : : : : Changes from: July 19, 2016 : : 2,578 1,970 0 608 -608 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 65.7 11.6 4.0 30.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 11,935 : : Positions : : 11,185 6,695 150 3,730 0 0 1,480 0 420 0 0 : : : : Changes from: July 19, 2016 : : 720 -60 0 600 0 0 180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 56.1 1.3 31.3 0.0 0.0 12.4 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 14,185 : : Positions : : 13,105 7,495 150 2,965 130 0 3,310 0 425 60 175 : : : : Changes from: July 19, 2016 : : 695 185 0 380 85 0 180 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 52.8 1.1 20.9 0.9 0.0 23.3 0.0 3.0 0.4 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 19, 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 26, 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 19, 2016 : : 0 0 0 0 0 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 26, 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 22,146 : : Positions : : 12,956 17,401 6,425 2,900 1,695 900 0 50 0 100 0 : : : : Changes from: July 19, 2016 : : 480 -420 -900 0 375 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 78.6 29.0 13.1 7.7 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 26, 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 15,320 : : Positions : : 9,817 10,010 2,905 3,300 1,715 150 0 0 0 250 0 : : : : Changes from: July 19, 2016 : : 160 -575 -900 0 375 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 65.3 19.0 21.5 11.2 1.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 23,595 : : Positions : : 17,205 21,395 5,070 30 1,220 0 600 0 0 300 0 : : : : Changes from: July 19, 2016 : : 180 780 550 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 90.7 21.5 0.1 5.2 0.0 2.5 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 17,870 : : Positions : : 13,360 16,335 3,525 230 925 0 200 0 0 0 0 : : : : Changes from: July 19, 2016 : : 180 600 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 91.4 19.7 1.3 5.2 0.0 1.1 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 26, 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 20,240 : : Positions : : 14,470 18,875 3,830 50 1,195 0 0 0 340 0 60 : : : : Changes from: July 19, 2016 : : 175 -245 -370 50 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 93.3 18.9 0.2 5.9 0.0 0.0 0.0 1.7 0.0 0.3 : : : : 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 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 21,957 : : Positions : : 15,487 18,972 2,320 50 2,835 200 0 0 710 0 40 : : : : Changes from: July 19, 2016 : : 175 -245 -370 50 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 86.4 10.6 0.2 12.9 0.9 0.0 0.0 3.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 115,090 : : Positions : : 90,477 97,765 7,553 2,555 12,355 1,880 170 90 2,375 1,620 360 : : : : Changes from: July 19, 2016 : : 865 2,215 1,725 600 -1,795 170 20 10 -50 -125 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 84.9 6.6 2.2 10.7 1.6 0.1 0.1 2.1 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 32 28 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 128,185 : : Positions : : 98,835 107,363 13,075 2,405 11,670 2,063 2,266 957 1,050 2,835 520 : : : : Changes from: July 19, 2016 : : 1,774 2,858 1,635 590 -1,675 180 151 0 0 25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 83.8 10.2 1.9 9.1 1.6 1.8 0.7 0.8 2.2 0.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 38 33 4 . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 176,368 : : Positions : : 124,072 132,114 25,346 7,308 7,940 6,073 8,796 5,694 2,580 9,866 4,592 : : : : Changes from: July 19, 2016 : : 4,453 -69 -843 -768 1,782 50 1,690 45 -2,470 295 555 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 74.9 14.4 4.1 4.5 3.4 5.0 3.2 1.5 5.6 2.6 : : : : Number of Traders in Each Category Total Traders: 76 : : 41 42 5 . 5 4 . 5 4 12 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 122,498 : : Positions : : 104,558 106,041 6,510 6,428 5,282 3,115 0 920 1,515 3,287 540 : : : : Changes from: July 19, 2016 : : -232 -1,796 -430 1,014 -505 0 0 0 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 86.6 5.3 5.2 4.3 2.5 0.0 0.8 1.2 2.7 0.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 34 32 . . 4 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 38,150 : : Positions : : 33,420 26,495 725 8,170 2,075 840 900 0 580 0 510 : : : : Changes from: July 19, 2016 : : 70 75 0 25 0 30 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 69.4 1.9 21.4 5.4 2.2 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 26, 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 34,155 : : Positions : : 28,185 27,675 700 1,970 4,005 80 200 50 860 0 255 : : : : Changes from: July 19, 2016 : : -30 0 0 -75 0 30 0 0 -75 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 81.0 2.0 5.8 11.7 0.2 0.6 0.1 2.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 35,248 : : Positions : : 30,970 28,105 550 4,539 2,109 1,000 0 300 50 0 0 : : : : Changes from: July 19, 2016 : : 820 820 300 300 -195 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 79.7 1.6 12.9 6.0 2.8 0.0 0.9 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 26 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 15,043 : : Positions : : 11,078 12,448 2,140 1,145 1,300 300 0 0 225 0 0 : : : : Changes from: July 19, 2016 : : -910 950 1,200 -360 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 82.7 14.2 7.6 8.6 2.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 177,202 : : Positions : : 140,514 123,784 0 34,122 17,681 17,820 0 1,080 0 535 0 : : : : Changes from: July 19, 2016 : : 2,318 4,593 0 -2,275 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 69.9 0.0 19.3 10.0 10.1 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 26, 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 3,156,559 : : Positions : :2,439,906 1,496,878 0 1,319,938 293,873 392,770 0 30,010 0 15,860 0 : : : : Changes from: July 19, 2016 : : 53,512 30,032 0 23,480 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 47.4 0.0 41.8 9.3 12.4 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 26, 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 19, 2016 : : 0 0 0 0 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 26, 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 45,760 : : Positions : : 41,760 28,160 3,920 16,800 0 0 800 0 0 0 0 : : : : Changes from: July 19, 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 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 29,847 : : Positions : : 21,526 19,140 2,125 4,727 2,566 60 1,640 125 2,426 932 577 : : : : Changes from: July 19, 2016 : : 660 1,480 410 0 -55 0 0 0 120 -300 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 64.1 7.1 15.8 8.6 0.2 5.5 0.4 8.1 3.1 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 19 . . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 21,573 : : Positions : : 17,489 16,386 1,581 4,530 454 360 0 0 1,151 0 173 : : : : Changes from: July 19, 2016 : : 491 776 315 45 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 76.0 7.3 21.0 2.1 1.7 0.0 0.0 5.3 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 38,891 : : Positions : : 34,016 19,764 1,173 12,697 561 50 3,937 45 1,608 740 1,102 : : : : Changes from: July 19, 2016 : : 399 388 -395 -176 70 0 -75 0 88 -45 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 50.8 3.0 32.6 1.4 0.1 10.1 0.1 4.1 1.9 2.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 21,965 : : Positions : : 19,342 14,120 0 6,513 1,275 250 0 30 491 25 2 : : : : Changes from: July 19, 2016 : : 285 1,010 0 -605 105 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 64.3 0.0 29.7 5.8 1.1 0.0 0.1 2.2 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 26, 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 23,602 : : Positions : : 16,574 17,279 3,605 1,589 2,765 0 420 0 0 1,023 526 : : : : Changes from: July 19, 2016 : : 35 35 30 0 -30 0 0 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 73.2 15.3 6.7 11.7 0.0 1.8 0.0 0.0 4.3 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 26, 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 16,140 : : Positions : : 13,537 11,821 1,474 2,841 914 0 150 0 0 201 105 : : : : Changes from: July 19, 2016 : : -19 -44 0 25 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 73.2 9.1 17.6 5.7 0.0 0.9 0.0 0.0 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 39,588 : : Positions : : 36,254 30,984 1,540 6,704 1,025 100 300 300 0 200 0 : : : : Changes from: July 19, 2016 : : 635 745 300 190 -370 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 78.3 3.9 16.9 2.6 0.3 0.8 0.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 24 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 19, 2016 : : 0 0 0 0 0 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 26, 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 14,564 : : Positions : : 11,872 11,022 680 2,629 895 0 0 0 1,069 0 18 : : : : Changes from: July 19, 2016 : : 52 77 10 -15 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 75.7 4.7 18.1 6.1 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 26, 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 47,520 : : Positions : : 36,354 39,659 6,370 2,550 1,440 0 0 0 0 200 0 : : : : Changes from: July 19, 2016 : : 1,635 -145 -880 900 -475 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 83.5 13.4 5.4 3.0 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 26, 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 41,728 : : Positions : : 32,753 33,498 4,850 3,910 900 0 0 0 0 0 0 : : : : Changes from: July 19, 2016 : : 1,650 -250 -1,000 900 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 80.3 11.6 9.4 2.2 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 26, 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 27,435 : : Positions : : 21,730 8,215 2,310 0 555 0 9,395 25 0 7,350 425 : : : : Changes from: July 19, 2016 : : 1,260 -240 600 0 0 0 0 0 0 2,100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 29.9 8.4 0.0 2.0 0.0 34.2 0.1 0.0 26.8 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . 0 . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 23,235 : : Positions : : 20,160 7,650 35 0 445 0 9,085 0 0 4,230 25 : : : : Changes from: July 19, 2016 : : 720 -180 -900 0 135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 32.9 0.2 0.0 1.9 0.0 39.1 0.0 0.0 18.2 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 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 25,183 : : Positions : : 13,369 21,165 3,026 0 1,826 1,595 0 430 3,275 100 150 : : : : Changes from: July 19, 2016 : : 35 710 775 0 -150 0 0 0 -150 -50 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 84.0 12.0 0.0 7.3 6.3 0.0 1.7 13.0 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 22,266 : : Positions : : 11,106 17,936 1,582 0 2,668 1,685 0 240 3,400 0 150 : : : : Changes from: July 19, 2016 : : 105 905 950 0 -175 0 0 0 -150 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 80.6 7.1 0.0 12.0 7.6 0.0 1.1 15.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 9 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 31,285 : : Positions : : 21,235 15,565 7,455 0 2,055 0 13,120 0 0 500 0 : : : : Changes from: July 19, 2016 : : -50 420 1,170 0 -150 0 700 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 49.8 23.8 0.0 6.6 0.0 41.9 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 8 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 26,025 : : Positions : : 16,780 13,055 7,200 0 1,335 0 11,370 0 0 50 0 : : : : Changes from: July 19, 2016 : : -50 420 1,170 0 -150 0 700 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 50.2 27.7 0.0 5.1 0.0 43.7 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 7 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 27,715 : : Positions : : 22,680 18,510 0 2,835 2,365 0 2,220 100 1,350 525 100 : : : : Changes from: July 19, 2016 : : 410 -940 0 1,350 -100 0 -200 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 66.8 0.0 10.2 8.5 0.0 8.0 0.4 4.9 1.9 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 26, 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 26,030 : : Positions : : 21,385 16,575 0 3,665 1,825 0 2,480 60 1,450 175 400 : : : : Changes from: July 19, 2016 : : 1,245 -5 0 1,050 -140 0 0 0 -25 175 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 63.7 0.0 14.1 7.0 0.0 9.5 0.2 5.6 0.7 1.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 32,769 : : Positions : : 25,000 22,144 0 5,266 1,654 4,345 375 195 265 1,815 210 : : : : Changes from: July 19, 2016 : : 600 0 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 67.6 0.0 16.1 5.0 13.3 1.1 0.6 0.8 5.5 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 19, 2016 : : 0 0 0 0 0 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 26, 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 118,994 : : Positions : : 70,000 101,640 5,990 1,975 7,184 21,445 0 0 7,175 1,095 825 : : : : Changes from: July 19, 2016 : : -100 2,080 -820 0 770 500 0 0 2,400 -100 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 85.4 5.0 1.7 6.0 18.0 0.0 0.0 6.0 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 25 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 105,205 : : Positions : : 61,938 88,085 698 3,175 7,700 24,895 0 0 3,740 0 525 : : : : Changes from: July 19, 2016 : : 70 950 -170 0 -105 700 0 0 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 83.7 0.7 3.0 7.3 23.7 0.0 0.0 3.6 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 26, 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 21,320 : : Positions : : 18,145 19,030 820 180 960 75 0 125 0 0 0 : : : : Changes from: July 19, 2016 : : -50 300 300 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 89.3 3.8 0.8 4.5 0.4 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 12 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 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 16,855 : : Positions : : 15,355 14,530 0 1,110 570 0 275 0 600 0 0 : : : : Changes from: July 19, 2016 : : 150 450 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 86.2 0.0 6.6 3.4 0.0 1.6 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 11 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 31,800 : : Positions : : 24,665 19,020 925 3,875 2,090 0 2,500 300 280 480 0 : : : : Changes from: July 19, 2016 : : 900 -50 0 0 0 0 950 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 59.8 2.9 12.2 6.6 0.0 7.9 0.9 0.9 1.5 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 26, 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 23,610 : : Positions : : 18,500 14,020 0 3,905 1,770 0 575 0 0 0 0 : : : : Changes from: July 19, 2016 : : 0 0 0 -300 150 0 300 -125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 59.4 0.0 16.5 7.5 0.0 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 0 . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 29, 2016