Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 94,652 : : Positions : : 29,737 29,378 7,852 11,109 6,267 428 25,569 4,339 35,742 7,873 9,022 : : : : Changes from: September 13, 2016 : : 2,099 251 135 1,503 -83 -60 -1,252 91 -152 1,418 -397 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 31.0 8.3 11.7 6.6 0.5 27.0 4.6 37.8 8.3 9.5 : : : : Number of Traders in Each Category Total Traders: 58 : : 17 15 . . 5 . 6 4 18 10 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 20,048 : : Positions : : 2,252 9,062 0 3,068 641 403 2,540 2,222 12,968 1,299 1,076 : : : : Changes from: September 13, 2016 : : 108 448 0 36 -60 0 -5 160 491 60 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 45.2 0.0 15.3 3.2 2.0 12.7 11.1 64.7 6.5 5.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 10 7 0 4 . . . . 13 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 130,047 : : Positions : : 73,796 92,733 12,243 12,816 7,463 19,488 1,642 1,862 9,498 7,769 5,024 : : : : Changes from: September 13, 2016 : : -52 935 233 730 47 253 -82 155 1,340 233 -234 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 71.3 9.4 9.9 5.7 15.0 1.3 1.4 7.3 6.0 3.9 : : : : Number of Traders in Each Category Total Traders: 77 : : 43 44 . . 4 5 . 5 10 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 43,599 : : Positions : : 32,108 34,268 3,348 2,643 4,727 0 537 0 1,992 0 1,424 : : : : Changes from: September 13, 2016 : : 438 -131 -98 182 99 0 0 0 -289 0 624 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 78.6 7.7 6.1 10.8 0.0 1.2 0.0 4.6 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 20 . . . 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 353,420 : : Positions : : 295,622 299,308 26,907 14,053 25,147 5,424 0 0 0 14,592 320 : : : : Changes from: September 13, 2016 : : 6,623 4,162 920 525 1,092 0 0 0 0 2,856 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 84.7 7.6 4.0 7.1 1.5 0.0 0.0 0.0 4.1 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 18 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 1,535,590 : : Positions : :1,235,363 1,228,868 175,160 143,944 24,298 15,085 10,145 55,969 26,977 69,628 2,738 : : : : Changes from: September 13, 2016 : : 6,717 16,356 -3,912 -2,696 0 13,143 1,120 -9,588 -1,168 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 80.0 11.4 9.4 1.6 1.0 0.7 3.6 1.8 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 35 . . 4 . . . 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 63,332 : : Positions : : 40,684 45,684 7,930 1,319 7,564 2,422 2,419 356 672 2,286 3,704 : : : : Changes from: September 13, 2016 : : 225 -852 -275 -1,511 1,402 205 128 0 -1,936 454 624 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 72.1 12.5 2.1 11.9 3.8 3.8 0.6 1.1 3.6 5.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 23 . . . . . . 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 295,724 : : Positions : : 192,811 233,434 39,351 0 61,962 0 0 0 1,280 8 320 : : : : Changes from: September 13, 2016 : : 5,859 8,093 2,234 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 78.9 13.3 0.0 21.0 0.0 0.0 0.0 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 444,760 : : Positions : : 342,798 389,440 54,041 9,392 35,048 3,040 728 8,632 1,201 1,520 0 : : : : Changes from: September 13, 2016 : : 3,495 2,294 -1,201 0 -4,696 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 87.6 12.2 2.1 7.9 0.7 0.2 1.9 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 22 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 32,203 : : Positions : : 25,401 29,602 3,233 0 1,703 415 164 168 400 0 41 : : : : Changes from: September 13, 2016 : : 374 401 -106 0 0 1 164 -255 63 -42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 91.9 10.0 0.0 5.3 1.3 0.5 0.5 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 22 . 0 . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 54,300 : : Positions : : 36,354 37,315 15,938 15,420 1,545 0 0 0 140 0 0 : : : : Changes from: September 13, 2016 : : 1,075 1,285 430 220 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 68.7 29.4 28.4 2.8 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 27 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 76,109 : : Positions : : 55,590 53,875 19,068 21,020 1,070 0 0 0 40 25 0 : : : : Changes from: September 13, 2016 : : 1,280 1,310 330 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 70.8 25.1 27.6 1.4 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 28 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 26,142 : : Positions : : 20,017 21,672 2,430 410 2,865 0 0 0 200 1,075 0 : : : : Changes from: September 13, 2016 : : 650 50 -660 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 82.9 9.3 1.6 11.0 0.0 0.0 0.0 0.8 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 302,864 : : Positions : : 206,120 285,288 67,224 0 14,792 7,096 0 0 4,848 0 384 : : : : Changes from: September 13, 2016 : : 4,224 4,224 0 0 4,664 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 94.2 22.2 0.0 4.9 2.3 0.0 0.0 1.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 19 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 8,277 : : Positions : : 6,313 5,595 90 1,222 127 1,135 0 87 336 1,057 147 : : : : Changes from: September 13, 2016 : : 378 441 0 21 0 0 0 0 0 -63 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 67.6 1.1 14.8 1.5 13.7 0.0 1.1 4.1 12.8 1.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 8,785 : : Positions : : 5,455 6,235 0 2,190 60 1,800 0 0 1,350 0 0 : : : : Changes from: September 13, 2016 : : 120 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 71.0 0.0 24.9 0.7 20.5 0.0 0.0 15.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 14 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 11,590 : : Positions : : 7,930 7,925 0 1,205 1,325 250 0 50 1,025 475 430 : : : : Changes from: September 13, 2016 : : 335 510 0 -300 50 0 0 0 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 68.4 0.0 10.4 11.4 2.2 0.0 0.4 8.8 4.1 3.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 35,149 : : Positions : : 26,529 30,464 4,590 0 3,090 0 75 0 350 1,400 0 : : : : Changes from: September 13, 2016 : : 270 20 -310 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 86.7 13.1 0.0 8.8 0.0 0.2 0.0 1.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 25,122 : : Positions : : 19,362 19,917 3,150 3,290 1,685 25 0 0 660 150 0 : : : : Changes from: September 13, 2016 : : 321 621 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 79.3 12.5 13.1 6.7 0.1 0.0 0.0 2.6 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 20 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 20,412 : : Positions : : 15,738 13,845 2,184 2,802 1,895 0 210 0 0 837 147 : : : : Changes from: September 13, 2016 : : -127 -341 -42 110 63 0 0 0 0 21 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 67.8 10.7 13.7 9.3 0.0 1.0 0.0 0.0 4.1 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 53,752 : : Positions : : 47,402 44,057 1,226 2,495 2,301 0 222 0 1,171 2,860 1,632 : : : : Changes from: September 13, 2016 : : 1,420 846 0 25 -20 0 0 0 100 611 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 82.0 2.3 4.6 4.3 0.0 0.4 0.0 2.2 5.3 3.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 23 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 69,778 : : Positions : : 60,599 51,190 5,004 3,632 1,529 322 386 0 1,609 12,330 663 : : : : Changes from: September 13, 2016 : : 2,085 1,022 573 0 -143 50 0 0 188 1,836 -361 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 73.4 7.2 5.2 2.2 0.5 0.6 0.0 2.3 17.7 1.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 29 . . . . . 0 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 47,265 : : Positions : : 36,300 42,375 8,890 3,500 1,390 0 0 0 665 0 0 : : : : Changes from: September 13, 2016 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 89.7 18.8 7.4 2.9 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 24 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 53,415 : : Positions : : 40,625 46,540 10,925 6,195 680 0 0 0 1,165 0 0 : : : : Changes from: September 13, 2016 : : 245 385 -60 -200 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 87.1 20.5 11.6 1.3 0.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 318,462 : : Positions : : 219,199 274,065 25,600 13,070 12,727 0 816 0 57,441 14,289 3,495 : : : : Changes from: September 13, 2016 : : 5,871 10,155 -1,968 -408 392 0 0 0 5,844 0 -1,170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 86.1 8.0 4.1 4.0 0.0 0.3 0.0 18.0 4.5 1.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 26 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 25,884 : : Positions : : 18,857 21,048 802 230 1,003 157 728 786 3,381 1,189 815 : : : : Changes from: September 13, 2016 : : 503 686 22 -1 -22 140 -21 21 41 63 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 81.3 3.1 0.9 3.9 0.6 2.8 3.0 13.1 4.6 3.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 28 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 36,089 : : Positions : : 23,728 35,860 8,841 0 0 77 50 0 3,393 129 50 : : : : Changes from: September 13, 2016 : : 1,829 2,650 -480 0 0 0 0 0 1,301 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 99.4 24.5 0.0 0.0 0.2 0.1 0.0 9.4 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 14 . 0 0 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 290,534 : : Positions : : 230,689 231,117 44,369 25,132 13,900 1,576 19,184 0 0 1,201 0 : : : : Changes from: September 13, 2016 : : 7,456 9,473 4,664 3,463 0 816 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 79.5 15.3 8.7 4.8 0.5 6.6 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 19,593 : : Positions : : 15,791 17,243 2,898 362 507 252 1,018 0 0 0 0 : : : : Changes from: September 13, 2016 : : 65 167 63 2 63 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 88.0 14.8 1.8 2.6 1.3 5.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 11,490 : : Positions : : 7,233 8,215 1,581 1,221 340 759 0 0 688 0 617 : : : : Changes from: September 13, 2016 : : -233 -105 -52 74 -74 0 0 0 254 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 71.5 13.8 10.6 3.0 6.6 0.0 0.0 6.0 0.0 5.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 128,896 : : Positions : : 92,867 104,029 21,580 19,698 1,183 4,754 0 0 4,526 0 3,602 : : : : Changes from: September 13, 2016 : : -4,288 408 0 0 0 0 0 0 3,038 -1,658 1,658 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 80.7 16.7 15.3 0.9 3.7 0.0 0.0 3.5 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 17,394 : : Positions : : 14,374 11,054 1,271 2,629 949 0 1,370 0 188 504 361 : : : : Changes from: September 13, 2016 : : -43 446 6 -525 123 0 0 0 -42 0 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 63.6 7.3 15.1 5.5 0.0 7.9 0.0 1.1 2.9 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 23 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 185,741 : : Positions : : 158,695 111,680 12,068 50,533 13,802 0 8,558 408 768 760 0 : : : : Changes from: September 13, 2016 : : 2,362 1,145 -5,897 -4,680 1,201 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 60.1 6.5 27.2 7.4 0.0 4.6 0.2 0.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 10,615 : : Positions : : 8,445 9,995 1,835 0 75 0 100 200 0 225 0 : : : : Changes from: September 13, 2016 : : -25 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 94.2 17.3 0.0 0.7 0.0 0.9 1.9 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 28,398 : : Positions : : 13,464 21,621 6,712 0 4,912 0 4 1,224 2,059 610 27 : : : : Changes from: September 13, 2016 : : -170 435 481 0 -25 -300 4 -4 428 0 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 76.1 23.6 0.0 17.3 0.0 0.0 4.3 7.3 2.1 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 236,090 : : Positions : : 135,794 149,705 32,360 14,265 67,936 0 0 0 0 4,184 0 : : : : Changes from: September 13, 2016 : : -1,280 -1,280 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 63.4 13.7 6.0 28.8 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 10,700 : : Positions : : 9,590 6,400 150 2,700 0 0 1,580 0 400 0 0 : : : : Changes from: September 13, 2016 : : 50 0 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 59.8 1.4 25.2 0.0 0.0 14.8 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 11,080 : : Positions : : 9,990 6,660 220 2,605 50 0 1,580 0 205 0 155 : : : : Changes from: September 13, 2016 : : 50 0 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 60.1 2.0 23.5 0.5 0.0 14.3 0.0 1.9 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 5,712 : : Positions : : 3,108 4,284 504 1,260 0 168 168 0 1,932 0 0 : : : : Changes from: September 13, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 75.0 8.8 22.1 0.0 2.9 2.9 0.0 33.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 6 . . 0 . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 16,030 : : Positions : : 13,800 6,570 1,315 8,800 640 0 0 0 0 0 0 : : : : Changes from: September 13, 2016 : : -135 15 150 0 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 41.0 8.2 54.9 4.0 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 September 20, 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 19,896 : : Positions : : 11,236 15,151 6,125 2,530 2,165 200 0 50 0 0 0 : : : : Changes from: September 13, 2016 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 76.2 30.8 12.7 10.9 1.0 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 13,824 : : Positions : : 8,642 9,514 3,060 2,555 1,705 150 50 0 0 0 0 : : : : Changes from: September 13, 2016 : : 50 0 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 68.8 22.1 18.5 12.3 1.1 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 19,780 : : Positions : : 13,190 18,625 5,715 60 475 0 450 0 0 0 0 : : : : Changes from: September 13, 2016 : : 110 60 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 94.2 28.9 0.3 2.4 0.0 2.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 17,455 : : Positions : : 12,200 15,705 3,560 50 1,355 0 75 0 0 140 75 : : : : Changes from: September 13, 2016 : : 15 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 90.0 20.4 0.3 7.8 0.0 0.4 0.0 0.0 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 18,602 : : Positions : : 12,972 16,207 2,705 50 2,175 0 75 0 435 0 40 : : : : Changes from: September 13, 2016 : : 15 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 87.1 14.5 0.3 11.7 0.0 0.4 0.0 2.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 8 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 99,982 : : Positions : : 81,920 83,597 3,170 3,693 11,017 1,965 100 30 1,725 1,270 140 : : : : Changes from: September 13, 2016 : : 2,339 2,184 -50 170 820 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 83.6 3.2 3.7 11.0 2.0 0.1 0.0 1.7 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 31 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 115,844 : : Positions : : 91,667 96,199 8,007 2,975 11,415 2,730 2,030 1,125 700 1,770 185 : : : : Changes from: September 13, 2016 : : 3,045 2,260 425 600 495 125 700 0 0 35 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 83.0 6.9 2.6 9.9 2.4 1.8 1.0 0.6 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 39 35 4 . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 182,119 : : Positions : : 123,991 136,968 26,902 7,347 9,038 5,613 7,617 5,966 5,519 10,100 5,017 : : : : Changes from: September 13, 2016 : : 2,512 1,107 -1,025 177 -259 265 -1,183 304 -433 1,191 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 75.2 14.8 4.0 5.0 3.1 4.2 3.3 3.0 5.5 2.8 : : : : Number of Traders in Each Category Total Traders: 73 : : 40 42 4 . 5 . . 5 4 10 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 124,909 : : Positions : : 103,204 104,925 5,697 6,908 5,945 5,672 351 2,488 1,535 3,987 305 : : : : Changes from: September 13, 2016 : : 664 430 1 -65 -90 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 84.0 4.6 5.5 4.8 4.5 0.3 2.0 1.2 3.2 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 34 30 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 36,285 : : Positions : : 30,480 23,670 1,750 9,205 2,270 770 1,025 0 890 0 115 : : : : Changes from: September 13, 2016 : : 480 -25 500 980 100 0 75 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 65.2 4.8 25.4 6.3 2.1 2.8 0.0 2.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 12 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 31,950 : : Positions : : 26,075 25,360 1,125 2,630 3,610 0 220 30 1,010 0 100 : : : : Changes from: September 13, 2016 : : 495 -65 525 1,085 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 79.4 3.5 8.2 11.3 0.0 0.7 0.1 3.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 11 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 34,430 : : Positions : : 29,280 25,940 45 4,594 3,481 1,000 0 250 200 0 0 : : : : Changes from: September 13, 2016 : : 385 -700 -5 780 -235 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 75.3 0.1 13.3 10.1 2.9 0.0 0.7 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 25 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 15,606 : : Positions : : 12,201 12,706 1,590 1,790 990 600 0 0 225 0 0 : : : : Changes from: September 13, 2016 : : 835 150 -660 325 -140 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 81.4 10.2 11.5 6.3 3.8 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 177,547 : : Positions : : 128,996 131,227 17,201 29,878 15,047 15,160 0 1,080 0 315 0 : : : : Changes from: September 13, 2016 : : -10 3,960 2,270 -1,900 -525 -200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 73.9 9.7 16.8 8.5 8.5 0.0 0.6 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 2,945,107 : : Positions : :2,176,368 1,462,900 0 1,086,458 353,639 388,850 0 26,250 0 15,860 0 : : : : Changes from: September 13, 2016 : : -8,090 -8,090 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 49.7 0.0 36.9 12.0 13.2 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 September 20, 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 DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 48,253 : : Positions : : 30,776 34,912 1,253 1,005 12,336 3,825 0 0 0 0 0 : : : : Changes from: September 13, 2016 : : 612 -548 -420 740 -24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 72.4 2.6 2.1 25.6 7.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 999,658 : : Positions : : 688,649 785,322 161,395 64,722 149,614 0 0 0 0 0 0 : : : : Changes from: September 13, 2016 : : -23,480 -23,480 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 78.6 16.1 6.5 15.0 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 September 20, 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 42,480 : : Positions : : 38,160 10,680 1,800 31,800 0 2,400 0 0 0 0 0 : : : : Changes from: September 13, 2016 : : -27,984 -7,832 -1,320 -23,320 0 -1,760 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 25.1 4.2 74.9 0.0 5.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 26,907 : : Positions : : 18,876 17,243 2,398 4,670 2,319 160 1,395 0 2,288 574 706 : : : : Changes from: September 13, 2016 : : -230 655 245 -301 -20 0 0 0 39 -300 285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 64.1 8.9 17.4 8.6 0.6 5.2 0.0 8.5 2.1 2.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 20 . . 4 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 21,743 : : Positions : : 17,375 16,689 1,273 3,770 911 510 0 0 1,406 0 53 : : : : Changes from: September 13, 2016 : : 321 376 -300 -55 523 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 76.8 5.9 17.3 4.2 2.3 0.0 0.0 6.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 36,523 : : Positions : : 31,778 17,396 1,231 14,016 105 0 3,012 630 1,890 787 565 : : : : Changes from: September 13, 2016 : : 757 879 -76 -14 105 0 10 -10 498 304 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 47.6 3.4 38.4 0.3 0.0 8.2 1.7 5.2 2.2 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 24 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 23,341 : : Positions : : 20,579 15,274 10 5,878 2,124 160 0 30 0 35 0 : : : : Changes from: September 13, 2016 : : 120 880 0 -760 900 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 65.4 0.0 25.2 9.1 0.7 0.0 0.1 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 17 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 24,645 : : Positions : : 17,111 18,931 4,923 915 2,295 0 1,180 0 0 1,128 196 : : : : Changes from: September 13, 2016 : : 30 365 290 10 0 0 0 0 0 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 76.8 20.0 3.7 9.3 0.0 4.8 0.0 0.0 4.6 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 15,334 : : Positions : : 12,785 11,977 1,294 2,495 570 0 100 0 129 100 0 : : : : Changes from: September 13, 2016 : : 30 -20 -50 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 78.1 8.4 16.3 3.7 0.0 0.7 0.0 0.8 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 37,118 : : Positions : : 34,764 29,059 1,060 6,644 860 100 300 0 0 200 0 : : : : Changes from: September 13, 2016 : : 770 -15 -5 780 -235 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 78.3 2.9 17.9 2.3 0.3 0.8 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 27 24 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 16,218 : : Positions : : 13,384 12,008 1,005 2,975 935 0 0 0 436 150 18 : : : : Changes from: September 13, 2016 : : 519 -216 0 490 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 74.0 6.2 18.3 5.8 0.0 0.0 0.0 2.7 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 15 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 13,489 : : Positions : : 10,515 8,474 620 3,598 1,375 0 0 0 941 0 18 : : : : Changes from: September 13, 2016 : : 200 -400 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 62.8 4.6 26.7 10.2 0.0 0.0 0.0 7.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 17 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 43,338 : : Positions : : 32,824 35,834 5,775 2,660 1,375 0 0 0 0 50 0 : : : : Changes from: September 13, 2016 : : 0 75 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 82.7 13.3 6.1 3.2 0.0 0.0 0.0 0.0 0.1 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 September 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 39,049 : : Positions : : 29,988 31,363 4,770 3,420 850 0 0 0 0 0 0 : : : : Changes from: September 13, 2016 : : 0 75 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 80.3 12.2 8.8 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 September 20, 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 31,280 : : Positions : : 23,650 6,580 4,300 0 355 0 12,775 150 0 9,475 75 : : : : Changes from: September 13, 2016 : : 2,275 300 1,000 0 140 0 2,900 100 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 21.0 13.7 0.0 1.1 0.0 40.8 0.5 0.0 30.3 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 9 . 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 26,220 : : Positions : : 20,660 6,720 1,210 0 1,025 0 11,870 470 0 4,030 25 : : : : Changes from: September 13, 2016 : : 1,150 300 1,210 -540 555 0 2,600 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 25.6 4.6 0.0 3.9 0.0 45.3 1.8 0.0 15.4 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 25,233 : : Positions : : 13,284 19,535 3,441 200 2,266 1,340 50 635 2,475 755 400 : : : : Changes from: September 13, 2016 : : -160 -110 -50 0 0 0 -50 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 77.4 13.6 0.8 9.0 5.3 0.2 2.5 9.8 3.0 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 20,881 : : Positions : : 10,317 15,981 2,277 0 2,253 1,715 100 210 2,475 830 325 : : : : Changes from: September 13, 2016 : : -230 -230 -50 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 76.5 10.9 0.0 10.8 8.2 0.5 1.0 11.9 4.0 1.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 7 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 34,965 : : Positions : : 23,240 16,710 7,050 700 2,985 0 13,550 0 950 850 0 : : : : Changes from: September 13, 2016 : : 550 0 50 600 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 47.8 20.2 2.0 8.5 0.0 38.8 0.0 2.7 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 30,355 : : Positions : : 19,320 13,380 7,920 700 2,195 0 13,080 0 0 650 0 : : : : Changes from: September 13, 2016 : : 250 0 350 600 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 44.1 26.1 2.3 7.2 0.0 43.1 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 27,720 : : Positions : : 22,695 16,905 0 3,005 2,445 0 2,560 75 1,250 1,815 125 : : : : Changes from: September 13, 2016 : : 45 0 0 0 0 0 0 0 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 61.0 0.0 10.8 8.8 0.0 9.2 0.3 4.5 6.5 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 25,840 : : Positions : : 20,740 15,705 0 2,760 2,360 0 2,650 60 1,350 1,470 320 : : : : Changes from: September 13, 2016 : : 270 0 0 -25 -50 0 -50 0 0 345 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 60.8 0.0 10.7 9.1 0.0 10.3 0.2 5.2 5.7 1.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 31,899 : : Positions : : 22,850 19,119 25 6,701 2,114 5,215 425 0 225 2,060 280 : : : : Changes from: September 13, 2016 : : 1,300 1,140 25 360 280 50 50 0 225 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 59.9 0.1 21.0 6.6 16.3 1.3 0.0 0.7 6.5 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 12 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 26,030 : : Positions : : 18,590 16,920 2,505 1,550 2,740 0 610 695 0 2,015 25 : : : : Changes from: September 13, 2016 : : 805 795 190 25 600 0 100 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 65.0 9.6 6.0 10.5 0.0 2.3 2.7 0.0 7.7 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 11 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 120,789 : : Positions : : 65,329 105,654 7,345 725 8,161 24,440 0 140 10,055 870 405 : : : : Changes from: September 13, 2016 : : -680 3,850 1,465 -680 -390 2,490 0 50 -105 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 87.5 6.1 0.6 6.8 20.2 0.0 0.1 8.3 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 27 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 108,400 : : Positions : : 58,699 90,715 428 2,215 9,455 27,885 0 0 5,945 0 25 : : : : Changes from: September 13, 2016 : : -470 2,435 -345 -590 700 2,240 0 0 420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 83.7 0.4 2.0 8.7 25.7 0.0 0.0 5.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 27 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 21,930 : : Positions : : 18,260 19,490 1,345 200 1,385 0 25 100 150 0 0 : : : : Changes from: September 13, 2016 : : 875 0 -875 0 595 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 88.9 6.1 0.9 6.3 0.0 0.1 0.5 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 17,975 : : Positions : : 14,555 15,960 1,360 590 595 0 225 0 900 0 0 : : : : Changes from: September 13, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 88.8 7.6 3.3 3.3 0.0 1.3 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 37,615 : : Positions : : 30,385 24,830 1,105 4,150 1,520 0 2,300 300 0 195 0 : : : : Changes from: September 13, 2016 : : 0 930 0 -875 0 0 0 0 0 -55 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 66.0 2.9 11.0 4.0 0.0 6.1 0.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 25,390 : : Positions : : 20,740 15,250 0 5,115 1,875 0 375 25 0 0 0 : : : : Changes from: September 13, 2016 : : 120 0 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 60.1 0.0 20.1 7.4 0.0 1.5 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 0 . . 0 . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 23, 2016