Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 103,521 : : Positions : : 30,352 28,831 8,786 8,202 7,865 724 32,121 8,366 37,800 8,288 8,431 : : : : Changes from: August 9, 2016 : : 592 -206 342 -405 235 -240 -1,434 165 -1,326 1,032 361 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 27.9 8.5 7.9 7.6 0.7 31.0 8.1 36.5 8.0 8.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 16 16 . . 5 . 6 4 16 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 17,258 : : Positions : : 2,485 7,844 0 3,053 820 488 2,090 924 10,443 1,084 1,268 : : : : Changes from: August 9, 2016 : : -60 275 0 15 0 15 30 15 115 -160 99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.4 45.5 0.0 17.7 4.8 2.8 12.1 5.4 60.5 6.3 7.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 10 7 0 4 . . . . 11 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 130,413 : : Positions : : 76,965 94,377 12,080 12,645 7,224 19,870 1,640 1,321 6,692 6,712 5,892 : : : : Changes from: August 9, 2016 : : -451 1,361 1,207 1,279 167 249 345 88 557 -1,423 543 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 72.4 9.3 9.7 5.5 15.2 1.3 1.0 5.1 5.1 4.5 : : : : Number of Traders in Each Category Total Traders: 82 : : 44 45 . 4 5 4 5 6 7 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 43,026 : : Positions : : 33,747 33,554 3,076 3,350 4,411 0 726 0 1,125 318 667 : : : : Changes from: August 9, 2016 : : 1,308 1,660 156 -297 193 0 50 0 -25 26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 78.0 7.1 7.8 10.3 0.0 1.7 0.0 2.6 0.7 1.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 23 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 349,233 : : Positions : : 293,525 292,522 27,076 21,247 26,392 1,264 0 0 0 8,096 976 : : : : Changes from: August 9, 2016 : : 9,437 8,071 3,864 5,870 -3,248 640 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 83.8 7.8 6.1 7.6 0.4 0.0 0.0 0.0 2.3 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 19 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 1,533,752 : : Positions : :1,248,926 1,236,354 173,534 126,213 13,784 2,318 26,207 66,308 25,016 61,020 3,866 : : : : Changes from: August 9, 2016 : : 6,039 -7,816 4,992 8,303 -3,168 0 2,304 0 0 8,240 376 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 80.6 11.3 8.2 0.9 0.2 1.7 4.3 1.6 4.0 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 37 . 4 . . 4 4 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 64,210 : : Positions : : 44,245 48,573 7,100 2,797 5,761 1,891 3,247 182 2,816 1,435 2,215 : : : : Changes from: August 9, 2016 : : 530 -229 4 803 -268 0 0 0 -264 -304 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 75.6 11.1 4.4 9.0 2.9 5.1 0.3 4.4 2.2 3.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 21 . . . . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 331,664 : : Positions : : 186,329 279,267 90,418 0 52,069 0 0 0 2,528 8 320 : : : : Changes from: August 9, 2016 : : 0 -2,567 -2,567 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 84.2 27.3 0.0 15.7 0.0 0.0 0.0 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 436,483 : : Positions : : 334,936 377,235 47,050 9,392 40,120 4,544 728 8,632 1,201 376 0 : : : : Changes from: August 9, 2016 : : 16,757 19,478 0 0 0 1,896 0 0 1,201 376 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 86.4 10.8 2.2 9.2 1.0 0.2 2.0 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 23 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 34,007 : : Positions : : 27,495 30,828 2,582 0 1,723 671 207 719 347 0 85 : : : : Changes from: August 9, 2016 : : 569 628 101 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 90.7 7.6 0.0 5.1 2.0 0.6 2.1 1.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 24 . 0 . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 54,836 : : Positions : : 37,621 38,170 15,055 15,085 1,560 0 0 0 190 0 0 : : : : Changes from: August 9, 2016 : : 125 185 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 69.6 27.5 27.5 2.8 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 29 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 79,025 : : Positions : : 59,608 57,655 17,435 20,445 865 500 0 0 422 0 0 : : : : Changes from: August 9, 2016 : : 890 920 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 73.0 22.1 25.9 1.1 0.6 0.0 0.0 0.5 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 August 16, 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 23,051 : : Positions : : 18,497 19,026 1,640 885 1,845 0 0 0 525 1,175 0 : : : : Changes from: August 9, 2016 : : 426 561 300 165 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 82.5 7.1 3.8 8.0 0.0 0.0 0.0 2.3 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 283,968 : : Positions : : 196,360 273,840 65,944 0 9,744 7,096 0 0 4,440 0 384 : : : : Changes from: August 9, 2016 : : 368 4,680 4,312 0 384 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 96.4 23.2 0.0 3.4 2.5 0.0 0.0 1.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 9,369 : : Positions : : 6,860 5,914 90 1,209 127 1,091 0 156 428 1,856 84 : : : : Changes from: August 9, 2016 : : 86 -105 0 40 -43 21 0 0 0 172 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 63.1 1.0 12.9 1.4 11.6 0.0 1.7 4.6 19.8 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 9,365 : : Positions : : 5,685 6,035 0 3,090 60 1,800 0 0 1,700 0 0 : : : : Changes from: August 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 64.4 0.0 33.0 0.6 19.2 0.0 0.0 18.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 13 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 10,235 : : Positions : : 6,965 6,570 495 2,905 60 675 0 0 1,115 250 430 : : : : Changes from: August 9, 2016 : : 50 -5 0 0 0 0 0 0 20 75 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 64.2 4.8 28.4 0.6 6.6 0.0 0.0 10.9 2.4 4.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 31,355 : : Positions : : 25,840 27,270 2,830 30 2,385 0 0 0 300 1,550 0 : : : : Changes from: August 9, 2016 : : 444 159 -285 0 185 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 87.0 9.0 0.1 7.6 0.0 0.0 0.0 1.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 23,663 : : Positions : : 17,883 17,903 2,345 3,075 2,510 25 0 0 660 75 0 : : : : Changes from: August 9, 2016 : : -245 -245 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 75.7 9.9 13.0 10.6 0.1 0.0 0.0 2.8 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 19 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 22,312 : : Positions : : 17,286 15,446 2,625 3,282 1,771 115 335 0 0 686 235 : : : : Changes from: August 9, 2016 : : 126 105 0 0 0 0 21 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 69.2 11.8 14.7 7.9 0.5 1.5 0.0 0.0 3.1 1.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 21 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 53,925 : : Positions : : 47,309 44,299 942 2,781 2,863 0 222 0 1,381 2,215 1,425 : : : : Changes from: August 9, 2016 : : -16 809 0 70 -145 0 0 0 -5 -900 395 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 82.1 1.7 5.2 5.3 0.0 0.4 0.0 2.6 4.1 2.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 22 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 69,836 : : Positions : : 59,318 52,699 3,714 2,947 2,869 122 265 175 1,772 8,995 1,846 : : : : Changes from: August 9, 2016 : : 450 80 258 69 0 -4 75 4 43 503 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 75.5 5.3 4.2 4.1 0.2 0.4 0.3 2.5 12.9 2.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 29 . . 4 . . . 5 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 50,165 : : Positions : : 41,075 45,795 7,415 3,420 950 0 0 0 700 0 0 : : : : Changes from: August 9, 2016 : : 915 625 310 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 91.3 14.8 6.8 1.9 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 57,355 : : Positions : : 46,840 50,140 8,475 6,485 730 50 0 0 1,235 0 0 : : : : Changes from: August 9, 2016 : : 1,140 790 250 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 87.4 14.8 11.3 1.3 0.1 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 340,080 : : Positions : : 233,132 290,337 32,438 13,854 13,463 0 816 0 55,982 16,545 5,065 : : : : Changes from: August 9, 2016 : : 3,182 8,682 -381 -385 1,609 0 0 0 5,496 0 385 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 85.4 9.5 4.1 4.0 0.0 0.2 0.0 16.5 4.9 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 25 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 26,472 : : Positions : : 20,302 20,158 605 540 1,240 86 822 765 2,084 1,448 1,284 : : : : Changes from: August 9, 2016 : : -109 337 -42 -85 63 0 274 0 719 42 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 76.1 2.3 2.0 4.7 0.3 3.1 2.9 7.9 5.5 4.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 28 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 31,570 : : Positions : : 19,881 31,307 10,014 0 0 77 104 0 1,572 133 26 : : : : Changes from: August 9, 2016 : : 407 330 -308 0 0 0 0 0 231 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 99.2 31.7 0.0 0.0 0.2 0.3 0.0 5.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 12 . 0 0 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 280,703 : : Positions : : 224,026 236,885 45,897 13,413 10,020 760 19,184 0 0 1,201 0 : : : : Changes from: August 9, 2016 : : 12,010 10,809 0 0 0 0 0 0 0 1,201 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 84.4 16.4 4.8 3.6 0.3 6.8 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 21,109 : : Positions : : 16,581 19,186 3,565 0 383 319 1,064 0 92 69 0 : : : : Changes from: August 9, 2016 : : -83 -83 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 90.9 16.9 0.0 1.8 1.5 5.0 0.0 0.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 18 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 112,036 : : Positions : : 47,624 110,075 64,412 0 0 0 1,961 0 0 0 0 : : : : Changes from: August 9, 2016 : : 4,696 4,696 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 98.2 57.5 0.0 0.0 0.0 1.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 11,361 : : Positions : : 7,109 8,125 1,882 1,405 107 838 138 0 609 69 640 : : : : Changes from: August 9, 2016 : : -466 -424 42 0 21 21 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 71.5 16.6 12.4 0.9 7.4 1.2 0.0 5.4 0.6 5.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 151,591 : : Positions : : 118,498 113,572 24,964 33,281 784 4,297 0 0 1,136 2,042 1,528 : : : : Changes from: August 9, 2016 : : 0 384 0 0 0 0 0 0 0 -384 384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 74.9 16.5 22.0 0.5 2.8 0.0 0.0 0.7 1.3 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 17,980 : : Positions : : 14,645 10,164 1,428 3,529 972 0 1,729 0 157 553 500 : : : : Changes from: August 9, 2016 : : 933 683 -82 21 82 0 42 0 -42 0 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 56.5 7.9 19.6 5.4 0.0 9.6 0.0 0.9 3.1 2.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 24 . . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 198,769 : : Positions : : 165,268 117,565 15,884 55,437 15,673 0 8,926 408 1,536 760 0 : : : : Changes from: August 9, 2016 : : 4,723 1,554 -8,249 -4,696 5,863 0 0 0 384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 59.1 8.0 27.9 7.9 0.0 4.5 0.2 0.8 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 August 16, 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 10,960 : : Positions : : 8,675 10,285 2,050 0 75 0 250 50 50 275 0 : : : : Changes from: August 9, 2016 : : 1,045 1,270 175 0 25 0 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 93.8 18.7 0.0 0.7 0.0 2.3 0.5 0.5 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 25,054 : : Positions : : 11,505 19,155 8,100 0 4,529 304 395 0 155 514 461 : : : : Changes from: August 9, 2016 : : 430 331 -484 0 0 0 0 0 155 -230 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 76.5 32.3 0.0 18.1 1.2 1.6 0.0 0.6 2.1 1.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 242,890 : : Positions : : 142,386 164,537 33,920 11,769 66,584 0 0 0 0 0 0 : : : : Changes from: August 9, 2016 : : 977 977 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 67.7 14.0 4.8 27.4 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 August 16, 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 11,090 : : Positions : : 10,480 6,395 150 2,990 0 0 1,680 0 300 0 0 : : : : Changes from: August 9, 2016 : : 120 120 0 -300 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 57.7 1.4 27.0 0.0 0.0 15.1 0.0 2.7 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 August 16, 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 12,675 : : Positions : : 11,755 7,130 220 2,545 180 0 2,595 0 280 0 180 : : : : Changes from: August 9, 2016 : : 120 120 0 -300 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 56.3 1.7 20.1 1.4 0.0 20.5 0.0 2.2 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 7,276 : : Positions : : 3,936 5,457 642 1,605 0 214 214 0 2,461 0 0 : : : : Changes from: August 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 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 August 16, 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 17,405 : : Positions : : 15,205 7,365 925 8,935 1,085 0 0 0 0 0 0 : : : : Changes from: August 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 42.3 5.3 51.3 6.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 20,506 : : Positions : : 11,646 16,261 6,285 2,265 1,930 475 0 50 0 0 0 : : : : Changes from: August 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 79.3 30.6 11.0 9.4 2.3 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 14,112 : : Positions : : 8,477 9,612 3,120 2,640 1,700 125 0 0 0 125 0 : : : : Changes from: August 9, 2016 : : -250 0 250 0 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 68.1 22.1 18.7 12.0 0.9 0.0 0.0 0.0 0.9 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 August 16, 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 21,670 : : Positions : : 15,355 19,970 5,350 5 875 0 500 0 0 150 0 : : : : Changes from: August 9, 2016 : : 0 50 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 92.2 24.7 0.0 4.0 0.0 2.3 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 15,675 : : Positions : : 11,265 14,680 3,800 155 560 0 100 0 0 0 0 : : : : Changes from: August 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 93.7 24.2 1.0 3.6 0.0 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 7 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 18,710 : : Positions : : 13,185 17,340 3,645 50 1,220 0 0 0 300 0 50 : : : : Changes from: August 9, 2016 : : 100 -150 -250 0 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 92.7 19.5 0.3 6.5 0.0 0.0 0.0 1.6 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 August 16, 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 20,277 : : Positions : : 13,947 17,557 2,650 50 2,580 100 0 0 635 0 40 : : : : Changes from: August 9, 2016 : : -75 0 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 86.6 13.1 0.2 12.7 0.5 0.0 0.0 3.1 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 August 16, 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 107,687 : : Positions : : 85,277 90,127 5,340 2,950 12,650 2,000 125 70 2,025 1,285 325 : : : : Changes from: August 9, 2016 : : -375 -355 -425 -170 300 300 0 0 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 83.7 5.0 2.7 11.7 1.9 0.1 0.1 1.9 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 31 30 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 120,253 : : Positions : : 93,198 100,262 10,325 2,815 12,165 2,750 1,796 545 875 2,140 380 : : : : Changes from: August 9, 2016 : : 975 455 -625 20 300 300 150 50 0 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 83.4 8.6 2.3 10.1 2.3 1.5 0.5 0.7 1.8 0.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 39 36 4 . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 175,662 : : Positions : : 122,527 132,595 27,169 7,660 7,775 6,171 8,367 4,745 2,805 10,086 4,405 : : : : Changes from: August 9, 2016 : : 1,552 3,088 307 -240 -272 -95 -198 50 560 -323 748 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 75.5 15.5 4.4 4.4 3.5 4.8 2.7 1.6 5.7 2.5 : : : : Number of Traders in Each Category Total Traders: 77 : : 41 43 5 . 5 4 4 . 4 11 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 122,141 : : Positions : : 103,996 105,999 6,287 5,327 5,898 2,830 20 1,110 1,520 3,337 440 : : : : Changes from: August 9, 2016 : : 931 290 -255 396 -61 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 86.8 5.1 4.4 4.8 2.3 0.0 0.9 1.2 2.7 0.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 34 32 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 36,575 : : Positions : : 31,765 25,235 1,000 8,025 2,025 780 900 0 605 0 390 : : : : Changes from: August 9, 2016 : : 0 0 0 25 0 0 0 0 25 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 69.0 2.7 21.9 5.5 2.1 2.5 0.0 1.7 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 10 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 32,985 : : Positions : : 26,975 26,685 775 1,665 4,155 30 200 50 760 0 230 : : : : Changes from: August 9, 2016 : : 70 20 -200 -125 200 0 0 0 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 80.9 2.3 5.0 12.6 0.1 0.6 0.2 2.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 34,063 : : Positions : : 29,700 27,195 180 3,954 2,434 1,000 0 300 200 0 0 : : : : Changes from: August 9, 2016 : : -70 20 0 60 -15 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 79.8 0.5 11.6 7.1 2.9 0.0 0.9 0.6 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 August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 14,523 : : Positions : : 10,558 12,168 2,195 980 1,245 300 0 0 225 0 0 : : : : Changes from: August 9, 2016 : : 330 345 0 -15 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 83.8 15.1 6.7 8.6 2.1 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 185,434 : : Positions : : 138,242 133,067 16,211 36,830 14,037 15,780 0 1,080 0 420 0 : : : : Changes from: August 9, 2016 : : 8,461 11,826 8,160 2,755 -1,408 -2,040 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 71.8 8.7 19.9 7.6 8.5 0.0 0.6 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 2,942,937 : : Positions : :2,244,708 1,373,410 0 1,251,968 275,449 396,530 0 26,250 0 15,860 0 : : : : Changes from: August 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 46.7 0.0 42.5 9.4 13.5 0.0 0.9 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 August 16, 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 1,021,146 : : Positions : : 702,457 839,050 190,251 53,658 128,438 0 0 0 0 0 0 : : : : Changes from: August 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 82.2 18.6 5.3 12.6 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 August 16, 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 104,064 : : Positions : : 94,464 61,824 9,408 40,320 0 0 1,920 0 0 0 0 : : : : Changes from: August 9, 2016 : : -43,296 -28,336 -4,312 -18,480 0 0 -880 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 59.4 9.0 38.7 0.0 0.0 1.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 6 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 28,440 : : Positions : : 20,422 17,871 2,041 4,854 2,553 35 1,530 125 2,360 930 507 : : : : Changes from: August 9, 2016 : : -95 -40 -10 80 10 0 0 0 85 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 62.8 7.2 17.1 9.0 0.1 5.4 0.4 8.3 3.3 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 19 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 20,253 : : Positions : : 16,359 15,412 1,652 4,310 358 360 0 0 1,031 0 158 : : : : Changes from: August 9, 2016 : : 136 81 -50 35 25 0 0 0 30 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 76.1 8.2 21.3 1.8 1.8 0.0 0.0 5.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 20 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 36,119 : : Positions : : 31,789 18,417 1,095 12,032 546 25 3,632 45 1,316 430 987 : : : : Changes from: August 9, 2016 : : 705 392 95 266 104 0 25 0 -57 0 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 51.0 3.0 33.3 1.5 0.1 10.1 0.1 3.6 1.2 2.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 25 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 22,042 : : Positions : : 19,465 14,619 0 5,887 1,479 205 0 30 0 0 25 : : : : Changes from: August 9, 2016 : : 425 357 0 8 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 66.3 0.0 26.7 6.7 0.9 0.0 0.1 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 18 0 4 4 . 0 . 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 22,617 : : Positions : : 16,078 16,282 3,484 1,606 2,545 0 650 0 0 1,165 359 : : : : Changes from: August 9, 2016 : : 44 308 244 -70 -220 0 0 0 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 72.0 15.4 7.1 11.3 0.0 2.9 0.0 0.0 5.2 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 15,539 : : Positions : : 12,743 11,078 1,299 3,158 827 0 125 0 44 125 120 : : : : Changes from: August 9, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 71.3 8.4 20.3 5.3 0.0 0.8 0.0 0.3 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 38,018 : : Positions : : 35,144 29,749 1,400 6,679 725 100 300 300 0 200 0 : : : : Changes from: August 9, 2016 : : 345 235 0 110 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 78.2 3.7 17.6 1.9 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 August 16, 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 16,084 : : Positions : : 13,475 12,589 965 2,700 460 0 0 0 449 150 25 : : : : Changes from: August 9, 2016 : : 255 105 0 0 0 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 78.3 6.0 16.8 2.9 0.0 0.0 0.0 2.8 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 13,500 : : Positions : : 10,902 9,721 635 2,866 895 0 0 0 1,025 0 18 : : : : Changes from: August 9, 2016 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 72.0 4.7 21.2 6.6 0.0 0.0 0.0 7.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 17 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 45,540 : : Positions : : 34,464 37,699 6,035 2,605 1,265 0 0 0 0 100 0 : : : : Changes from: August 9, 2016 : : 930 780 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 82.8 13.3 5.7 2.8 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 40,427 : : Positions : : 30,988 32,188 4,860 3,665 890 0 0 0 0 0 0 : : : : Changes from: August 9, 2016 : : 855 650 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 79.6 12.0 9.1 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 18 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 27,190 : : Positions : : 21,170 7,765 3,270 0 160 0 9,570 0 0 8,000 275 : : : : Changes from: August 9, 2016 : : 150 300 600 0 -35 0 250 0 0 150 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 28.6 12.0 0.0 0.6 0.0 35.2 0.0 0.0 29.4 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . 0 . 0 . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 23,480 : : Positions : : 19,950 7,550 535 0 170 0 9,340 0 0 4,355 25 : : : : Changes from: August 9, 2016 : : -25 300 535 -140 -130 0 325 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 32.2 2.3 0.0 0.7 0.0 39.8 0.0 0.0 18.5 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 24,988 : : Positions : : 13,059 20,575 3,216 0 2,176 1,450 0 525 2,925 75 225 : : : : Changes from: August 9, 2016 : : 325 295 -600 0 573 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 82.3 12.9 0.0 8.7 5.8 0.0 2.1 11.7 0.3 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 21,251 : : Positions : : 10,599 16,861 1,442 0 2,808 1,725 0 200 2,950 0 225 : : : : Changes from: August 9, 2016 : : 225 120 -625 0 625 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 79.3 6.8 0.0 13.2 8.1 0.0 0.9 13.9 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 9 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 30,430 : : Positions : : 20,415 15,755 7,445 0 1,665 0 12,585 0 300 300 50 : : : : Changes from: August 9, 2016 : : 365 100 -125 0 25 0 50 0 200 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 51.8 24.5 0.0 5.5 0.0 41.4 0.0 1.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 9 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 25,055 : : Positions : : 15,825 12,545 7,400 0 1,135 0 11,110 0 0 50 0 : : : : Changes from: August 9, 2016 : : 165 0 -25 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 50.1 29.5 0.0 4.5 0.0 44.3 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 August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 28,060 : : Positions : : 23,440 17,665 0 3,730 1,970 0 2,290 75 1,375 1,200 75 : : : : Changes from: August 9, 2016 : : 435 0 0 150 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 63.0 0.0 13.3 7.0 0.0 8.2 0.3 4.9 4.3 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 25,555 : : Positions : : 21,325 16,015 0 3,885 1,605 0 2,440 60 1,475 530 345 : : : : Changes from: August 9, 2016 : : 245 0 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 62.7 0.0 15.2 6.3 0.0 9.5 0.2 5.8 2.1 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 32,284 : : Positions : : 24,830 20,359 0 6,796 1,554 4,455 375 135 250 1,985 180 : : : : Changes from: August 9, 2016 : : 1,250 -150 0 1,100 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 63.1 0.0 21.1 4.8 13.8 1.2 0.4 0.8 6.1 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 27,460 : : Positions : : 20,840 18,165 2,045 1,500 2,250 0 1,170 545 0 2,050 150 : : : : Changes from: August 9, 2016 : : 1,210 135 -775 0 700 0 150 0 0 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 66.2 7.4 5.5 8.2 0.0 4.3 2.0 0.0 7.5 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 10 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 119,279 : : Positions : : 70,350 103,340 6,945 1,865 7,219 21,205 0 0 7,685 1,070 605 : : : : Changes from: August 9, 2016 : : 400 2,636 1,530 0 -150 300 0 0 75 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 86.6 5.8 1.6 6.1 17.8 0.0 0.0 6.4 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 26 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 106,005 : : Positions : : 62,890 89,831 1,678 3,090 7,670 24,185 0 0 4,185 0 225 : : : : Changes from: August 9, 2016 : : 330 1,910 1,230 25 30 475 0 0 -50 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 84.7 1.6 2.9 7.2 22.8 0.0 0.0 3.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 27 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 20,675 : : Positions : : 17,725 18,565 870 190 900 50 0 125 150 0 0 : : : : Changes from: August 9, 2016 : : 0 90 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 89.8 4.2 0.9 4.4 0.2 0.0 0.6 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 13 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 16,315 : : Positions : : 14,665 14,180 0 945 570 0 250 0 750 0 0 : : : : Changes from: August 9, 2016 : : 0 340 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 86.9 0.0 5.8 3.5 0.0 1.5 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 11 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 31,895 : : Positions : : 24,215 18,730 1,015 3,810 1,945 0 2,425 300 160 430 70 : : : : Changes from: August 9, 2016 : : -410 -370 0 0 0 0 0 0 -20 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 58.7 3.2 11.9 6.1 0.0 7.6 0.9 0.5 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 23,515 : : Positions : : 18,615 14,150 0 3,965 1,650 0 500 0 0 0 0 : : : : Changes from: August 9, 2016 : : 600 460 0 200 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 60.2 0.0 16.9 7.0 0.0 2.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 0 . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 19, 2016