Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 83,599 : : Positions : : 25,783 28,461 9,219 9,781 3,812 50 18,618 4,610 30,726 8,873 8,571 : : : : Changes from: November 15, 2016 : : -470 173 -217 148 -2 50 582 -538 1,631 -169 377 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 34.0 11.0 11.7 4.6 0.1 22.3 5.5 36.8 10.6 10.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 18 16 . 4 4 . 6 5 15 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 17,989 : : Positions : : 1,789 8,799 0 2,888 842 164 1,976 894 12,631 1,368 1,086 : : : : Changes from: November 15, 2016 : : 490 150 0 -125 90 -235 155 -836 10 30 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.9 48.9 0.0 16.1 4.7 0.9 11.0 5.0 70.2 7.6 6.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 8 8 0 5 4 . . . 13 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 122,764 : : Positions : : 70,296 85,092 13,566 14,979 6,026 20,077 1,882 1,783 5,598 7,413 4,724 : : : : Changes from: November 15, 2016 : : 1,215 1,609 319 509 -218 202 -415 -65 -556 -651 324 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 69.3 11.1 12.2 4.9 16.4 1.5 1.5 4.6 6.0 3.8 : : : : Number of Traders in Each Category Total Traders: 78 : : 41 42 . . 4 4 5 6 7 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 48,283 : : Positions : : 35,571 43,775 4,251 0 3,765 0 79 306 4,188 156 202 : : : : Changes from: November 15, 2016 : : 490 717 22 0 -47 0 -104 104 101 0 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 90.7 8.8 0.0 7.8 0.0 0.2 0.6 8.7 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 23 . 0 . 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 396,615 : : Positions : : 356,159 320,550 0 50,357 20,354 11,114 0 0 5,538 1,904 3,450 : : : : Changes from: November 15, 2016 : : -1,133 5,531 0 0 0 952 0 0 5,207 -505 -5,207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 80.8 0.0 12.7 5.1 2.8 0.0 0.0 1.4 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 19 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 1,511,467 : : Positions : :1,203,295 1,202,918 156,089 140,603 29,627 47,281 17,023 43,458 29,779 75,900 1,938 : : : : Changes from: November 15, 2016 : : 9,124 17,066 2,421 -3,033 -40 1,632 0 0 96 -760 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 79.6 10.3 9.3 2.0 3.1 1.1 2.9 2.0 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 35 . . . 4 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 63,606 : : Positions : : 43,773 44,084 9,394 3,275 8,125 687 1,868 100 0 4,627 1,527 : : : : Changes from: November 15, 2016 : : -997 -1,053 200 -160 -398 -304 -52 0 0 164 -218 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 69.3 14.8 5.1 12.8 1.1 2.9 0.2 0.0 7.3 2.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 23 . . . . . . 0 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 337,502 : : Positions : : 245,075 236,888 49,748 52,787 42,679 0 4,506 0 0 642 0 : : : : Changes from: November 15, 2016 : : -1,154 7,895 0 -9,049 2,296 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 70.2 14.7 15.6 12.6 0.0 1.3 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 14 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 435,963 : : Positions : : 323,701 386,444 63,950 9,392 30,767 7,360 728 8,632 1,553 0 0 : : : : Changes from: November 15, 2016 : : 25,550 20,094 -5,456 0 1,535 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 88.6 14.7 2.2 7.1 1.7 0.2 2.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 24 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 30,209 : : Positions : : 22,832 27,301 3,257 264 2,099 584 0 84 170 43 41 : : : : Changes from: November 15, 2016 : : 1,402 743 -394 264 290 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 90.4 10.8 0.9 6.9 1.9 0.0 0.3 0.6 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 60,557 : : Positions : : 34,577 44,632 23,924 14,360 1,555 0 0 0 190 0 0 : : : : Changes from: November 15, 2016 : : 995 830 305 540 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 73.7 39.5 23.7 2.6 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 29 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 79,739 : : Positions : : 52,606 58,502 25,744 20,135 985 0 0 0 115 0 0 : : : : Changes from: November 15, 2016 : : 2,025 1,440 -145 540 0 0 0 0 115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 73.4 32.3 25.3 1.2 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 28 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 29,019 : : Positions : : 20,787 25,259 4,310 315 2,450 0 0 0 800 875 0 : : : : Changes from: November 15, 2016 : : 260 1,370 250 -100 0 0 0 0 700 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 87.0 14.9 1.1 8.4 0.0 0.0 0.0 2.8 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 290,440 : : Positions : : 181,136 285,016 94,816 0 5,424 6,280 0 0 2,784 0 0 : : : : Changes from: November 15, 2016 : : 656 -3,976 -4,632 0 744 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 98.1 32.6 0.0 1.9 2.2 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 6,494 : : Positions : : 4,222 4,273 174 892 85 589 0 87 168 774 0 : : : : Changes from: November 15, 2016 : : 0 63 0 -21 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 65.8 2.7 13.7 1.3 9.1 0.0 1.3 2.6 11.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 7,745 : : Positions : : 5,605 4,745 0 2,640 60 1,600 0 0 300 0 0 : : : : Changes from: November 15, 2016 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 61.3 0.0 34.1 0.8 20.7 0.0 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 13,630 : : Positions : : 11,090 6,560 0 6,145 250 200 0 100 1,105 100 375 : : : : Changes from: November 15, 2016 : : 2,475 660 0 1,990 -450 0 0 0 50 -125 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 48.1 0.0 45.1 1.8 1.5 0.0 0.7 8.1 0.7 2.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 38,827 : : Positions : : 29,045 35,112 7,635 1,290 1,325 0 50 0 200 1,050 0 : : : : Changes from: November 15, 2016 : : 70 160 30 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 90.4 19.7 3.3 3.4 0.0 0.1 0.0 0.5 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 26,220 : : Positions : : 20,805 20,780 3,025 3,630 1,550 0 0 0 660 250 0 : : : : Changes from: November 15, 2016 : : -570 -550 -30 -950 0 0 0 0 -900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 79.3 11.5 13.8 5.9 0.0 0.0 0.0 2.5 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 19,797 : : Positions : : 14,099 14,395 2,751 2,316 1,706 610 0 21 144 1,107 42 : : : : Changes from: November 15, 2016 : : -556 -397 246 86 0 0 0 0 41 42 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 72.7 13.9 11.7 8.6 3.1 0.0 0.1 0.7 5.6 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 21 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 56,233 : : Positions : : 50,488 45,689 1,039 4,630 1,376 0 222 0 665 1,506 2,642 : : : : Changes from: November 15, 2016 : : 615 665 -1 80 0 0 0 0 -25 -156 221 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 81.2 1.8 8.2 2.4 0.0 0.4 0.0 1.2 2.7 4.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 24 . . 4 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 76,742 : : Positions : : 68,742 50,973 1,725 3,293 2,166 422 1,950 0 433 15,089 3,201 : : : : Changes from: November 15, 2016 : : 620 1,175 -588 27 625 0 3 0 68 -1,142 548 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 66.4 2.2 4.3 2.8 0.5 2.5 0.0 0.6 19.7 4.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 28 . . . . . 0 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 44,840 : : Positions : : 34,320 39,580 8,185 3,720 1,530 0 0 0 780 0 0 : : : : Changes from: November 15, 2016 : : 270 235 -35 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 88.3 18.3 8.3 3.4 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 23 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 50,725 : : Positions : : 37,450 41,650 10,240 5,880 1,595 0 0 0 1,430 1,600 0 : : : : Changes from: November 15, 2016 : : 470 135 -35 600 -165 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 82.1 20.2 11.6 3.1 0.0 0.0 0.0 2.8 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 306,090 : : Positions : : 211,373 266,999 23,180 11,400 16,631 0 1,201 0 53,346 8,299 1,560 : : : : Changes from: November 15, 2016 : : -400 -824 760 0 0 0 0 0 -1,184 0 -800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 87.2 7.6 3.7 5.4 0.0 0.4 0.0 17.4 2.7 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 25 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 26,386 : : Positions : : 17,504 21,065 878 419 1,406 157 1,100 954 4,156 831 463 : : : : Changes from: November 15, 2016 : : 85 66 -42 -22 -21 0 -87 189 -108 0 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 79.8 3.3 1.6 5.3 0.6 4.2 3.6 15.8 3.1 1.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 27 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 37,705 : : Positions : : 25,630 36,861 11,059 0 0 282 0 0 284 394 450 : : : : Changes from: November 15, 2016 : : 673 -85 152 0 0 0 0 0 -618 292 -136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 97.8 29.3 0.0 0.0 0.7 0.0 0.0 0.8 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . 0 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 324,086 : : Positions : : 262,505 236,222 15,121 28,819 39,452 7,008 18,800 0 0 793 0 : : : : Changes from: November 15, 2016 : : 25,862 21,182 0 4,680 -4,680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 72.9 4.7 8.9 12.2 2.2 5.8 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 21,375 : : Positions : : 15,635 17,195 1,400 0 2,010 784 0 1,018 0 732 0 : : : : Changes from: November 15, 2016 : : 1,103 1,062 41 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 80.4 6.5 0.0 9.4 3.7 0.0 4.8 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 9,813 : : Positions : : 5,089 7,650 3,712 1,680 0 122 0 42 65 0 42 : : : : Changes from: November 15, 2016 : : 23 128 0 -105 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 78.0 37.8 17.1 0.0 1.2 0.0 0.4 0.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 10,494 : : Positions : : 4,862 7,751 3,299 1,126 309 550 82 0 107 198 374 : : : : Changes from: November 15, 2016 : : -237 303 641 0 41 0 0 0 0 101 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 73.9 31.4 10.7 2.9 5.2 0.8 0.0 1.0 1.9 3.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 102,909 : : Positions : : 79,856 83,876 16,105 17,050 1,575 1,948 0 0 3,017 0 408 : : : : Changes from: November 15, 2016 : : 3,880 0 0 -816 0 0 0 0 -4,696 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 81.5 15.6 16.6 1.5 1.9 0.0 0.0 2.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 15,802 : : Positions : : 11,354 10,794 2,634 2,053 520 106 866 41 580 916 277 : : : : Changes from: November 15, 2016 : : -155 154 390 0 0 0 0 0 43 40 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 68.3 16.7 13.0 3.3 0.7 5.5 0.3 3.7 5.8 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 179,126 : : Positions : : 136,407 103,142 26,817 48,471 13,862 0 7,767 408 0 3,844 1,632 : : : : Changes from: November 15, 2016 : : 1,520 408 -2,280 408 0 0 0 0 0 -1,576 816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 57.6 15.0 27.1 7.7 0.0 4.3 0.2 0.0 2.1 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 8,975 : : Positions : : 6,935 8,440 1,930 0 0 0 250 50 0 225 0 : : : : Changes from: November 15, 2016 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 94.0 21.5 0.0 0.0 0.0 2.8 0.6 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 25,459 : : Positions : : 15,934 17,685 635 965 4,559 0 6 1,836 2,495 408 0 : : : : Changes from: November 15, 2016 : : 77 22 0 -48 48 0 0 0 -103 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 69.5 2.5 3.8 17.9 0.0 0.0 7.2 9.8 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 229,501 : : Positions : : 141,523 137,980 30,073 29,752 57,905 0 0 0 0 3,864 0 : : : : Changes from: November 15, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 60.1 13.1 13.0 25.2 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 10,760 : : Positions : : 9,355 6,245 520 2,535 190 0 1,780 0 300 0 0 : : : : Changes from: November 15, 2016 : : 100 0 370 250 -30 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 58.0 4.8 23.6 1.8 0.0 16.5 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 10,900 : : Positions : : 9,365 6,350 520 2,435 295 0 1,680 0 180 0 130 : : : : Changes from: November 15, 2016 : : 0 0 370 250 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 58.3 4.8 22.3 2.7 0.0 15.4 0.0 1.7 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 2,814 : : Positions : : 1,512 2,100 252 630 0 84 84 0 966 0 0 : : : : Changes from: November 15, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 74.6 9.0 22.4 0.0 3.0 3.0 0.0 34.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 5 . . 0 . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 15,005 : : Positions : : 12,220 6,470 1,855 7,965 570 0 0 0 80 0 0 : : : : Changes from: November 15, 2016 : : 0 0 75 75 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 43.1 12.4 53.1 3.8 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 18,310 : : Positions : : 11,995 12,005 3,020 3,450 2,755 350 0 50 0 50 0 : : : : Changes from: November 15, 2016 : : -535 365 -105 -1,000 170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 65.6 16.5 18.8 15.0 1.9 0.0 0.3 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 12,626 : : Positions : : 9,417 6,991 50 2,995 2,540 375 0 0 0 100 0 : : : : Changes from: November 15, 2016 : : 50 0 0 55 -55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 55.4 0.4 23.7 20.1 3.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 22,645 : : Positions : : 13,645 21,495 8,015 0 540 0 500 0 0 50 0 : : : : Changes from: November 15, 2016 : : -20 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 94.9 35.4 0.0 2.4 0.0 2.2 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 4 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 16,705 : : Positions : : 10,970 13,755 3,740 650 1,650 0 370 0 0 170 85 : : : : Changes from: November 15, 2016 : : 150 75 0 25 150 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 82.3 22.4 3.9 9.9 0.0 2.2 0.0 0.0 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 17,647 : : Positions : : 11,472 13,882 3,645 1,575 1,765 0 370 0 455 0 30 : : : : Changes from: November 15, 2016 : : 250 -900 -150 1,000 150 0 0 0 -10 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 78.7 20.7 8.9 10.0 0.0 2.1 0.0 2.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 101,754 : : Positions : : 87,933 82,639 1,365 7,399 9,406 2,045 400 30 850 1,665 110 : : : : Changes from: November 15, 2016 : : 2,196 2,941 5 -630 50 100 200 0 0 -210 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 81.2 1.3 7.3 9.2 2.0 0.4 0.0 0.8 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 28 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 124,509 : : Positions : : 104,505 100,636 2,184 2,910 13,625 3,037 4,205 313 550 2,420 295 : : : : Changes from: November 15, 2016 : : 1,210 2,060 124 -1,419 409 -28 550 3 0 115 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 80.8 1.8 2.3 10.9 2.4 3.4 0.3 0.4 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 39 32 4 . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 188,889 : : Positions : : 130,173 139,739 27,317 8,209 12,113 5,990 5,607 6,190 3,509 13,425 3,549 : : : : Changes from: November 15, 2016 : : 614 2,234 -1,205 -187 652 -25 -969 0 886 -789 -628 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 74.0 14.5 4.3 6.4 3.2 3.0 3.3 1.9 7.1 1.9 : : : : Number of Traders in Each Category Total Traders: 78 : : 39 46 . . 5 4 . . 7 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 126,746 : : Positions : : 107,170 106,412 4,982 8,386 5,512 5,597 769 1,819 1,245 3,492 356 : : : : Changes from: November 15, 2016 : : -317 359 -272 -83 102 300 0 0 0 -565 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 84.0 3.9 6.6 4.3 4.4 0.6 1.4 1.0 2.8 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 36 31 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 37,220 : : Positions : : 31,120 27,815 2,575 6,635 1,615 575 1,075 0 1,245 0 80 : : : : Changes from: November 15, 2016 : : 710 -25 -190 550 120 0 -25 0 25 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 74.7 6.9 17.8 4.3 1.5 2.9 0.0 3.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 13 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 33,005 : : Positions : : 26,605 28,630 2,150 885 3,240 0 220 30 935 0 0 : : : : Changes from: November 15, 2016 : : 540 -100 -190 200 140 0 0 0 -250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 86.7 6.5 2.7 9.8 0.0 0.7 0.1 2.8 0.0 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 November 22, 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 32,920 : : Positions : : 28,296 24,681 0 4,804 2,975 1,100 200 250 150 0 0 : : : : Changes from: November 15, 2016 : : -125 -5 0 -120 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 75.0 0.0 14.6 9.0 3.3 0.6 0.8 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 25 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 20,626 : : Positions : : 15,121 16,486 2,455 2,020 2,000 900 0 0 150 0 0 : : : : Changes from: November 15, 2016 : : 830 855 25 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 79.9 11.9 9.8 9.7 4.4 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 163,305 : : Positions : : 106,878 110,753 0 22,571 28,040 26,530 0 1,836 0 105 0 : : : : Changes from: November 15, 2016 : : 2,540 0 -2,111 429 707 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 67.8 0.0 13.8 17.2 16.2 0.0 1.1 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 13 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 2,565,396 : : Positions : :1,761,812 1,351,827 0 774,815 404,344 372,990 0 26,250 0 8,160 0 : : : : Changes from: November 15, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 52.7 0.0 30.2 15.8 14.5 0.0 1.0 0.0 0.3 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 November 22, 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 43,394 : : Positions : : 26,196 29,445 4,260 4,857 9,092 3,825 0 0 0 0 0 : : : : Changes from: November 15, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 67.9 9.8 11.2 21.0 8.8 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 November 22, 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 902,607 : : Positions : : 642,324 680,902 134,823 96,245 125,460 0 0 0 0 0 0 : : : : Changes from: November 15, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 75.4 14.9 10.7 13.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 59,280 : : Positions : : 54,960 26,880 1,800 30,000 0 2,400 0 0 0 2,400 0 : : : : Changes from: November 15, 2016 : : -40,304 -19,272 -1,320 -22,000 0 -1,760 0 0 0 -2,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 45.3 3.0 50.6 0.0 4.0 0.0 0.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 5 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 27,534 : : Positions : : 16,897 18,745 4,873 4,423 2,392 110 1,300 0 2,363 132 509 : : : : Changes from: November 15, 2016 : : 642 1,448 1,050 545 -50 0 0 0 -295 -600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 68.1 17.7 16.1 8.7 0.4 4.7 0.0 8.6 0.5 1.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 21 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 20,197 : : Positions : : 15,333 15,567 1,788 3,362 949 460 0 0 1,501 0 14 : : : : Changes from: November 15, 2016 : : 205 -120 -35 160 0 0 0 0 -115 0 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 77.1 8.9 16.6 4.7 2.3 0.0 0.0 7.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 39,930 : : Positions : : 34,135 17,231 1,458 15,233 957 0 4,017 50 2,280 1,632 810 : : : : Changes from: November 15, 2016 : : 174 -224 50 -31 0 0 -10 0 65 570 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 43.2 3.7 38.1 2.4 0.0 10.1 0.1 5.7 4.1 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 21 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 22,563 : : Positions : : 19,884 13,394 105 6,265 2,141 30 0 70 0 590 93 : : : : Changes from: November 15, 2016 : : -169 -34 105 -370 -35 0 0 0 -153 132 -37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 59.4 0.5 27.8 9.5 0.1 0.0 0.3 0.0 2.6 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 16 . 4 . . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 24,936 : : Positions : : 15,951 20,058 6,174 785 2,175 100 440 0 60 1,229 219 : : : : Changes from: November 15, 2016 : : 296 169 70 0 0 0 0 0 60 247 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 80.4 24.8 3.1 8.7 0.4 1.8 0.0 0.2 4.9 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 14,920 : : Positions : : 12,023 12,768 1,951 1,340 485 0 50 0 0 50 0 : : : : Changes from: November 15, 2016 : : 480 1,015 540 0 -20 0 0 0 -174 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 85.6 13.1 9.0 3.3 0.0 0.3 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 36,457 : : Positions : : 33,318 28,458 770 5,504 1,815 135 450 0 100 200 0 : : : : Changes from: November 15, 2016 : : 498 168 0 330 -65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 78.1 2.1 15.1 5.0 0.4 1.2 0.0 0.3 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 28 23 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 16,738 : : Positions : : 13,739 12,834 1,010 2,300 1,460 0 0 0 465 100 44 : : : : Changes from: November 15, 2016 : : 335 370 0 -35 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 76.7 6.0 13.7 8.7 0.0 0.0 0.0 2.8 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 19 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 14,249 : : Positions : : 10,800 9,026 625 3,142 2,040 0 0 0 753 0 21 : : : : Changes from: November 15, 2016 : : -25 -275 0 -50 15 0 0 0 -300 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 63.3 4.4 22.1 14.3 0.0 0.0 0.0 5.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 17 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 43,322 : : Positions : : 29,259 35,454 10,580 4,310 100 0 0 0 0 100 0 : : : : Changes from: November 15, 2016 : : 645 -245 10 900 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 81.8 24.4 9.9 0.2 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 18 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 39,376 : : Positions : : 26,143 31,118 9,480 4,470 0 0 0 0 0 100 0 : : : : Changes from: November 15, 2016 : : 645 -245 10 900 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 79.0 24.1 11.4 0.0 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 18 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 33,670 : : Positions : : 30,530 6,240 0 1,155 1,370 0 14,180 50 0 9,625 0 : : : : Changes from: November 15, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 18.5 0.0 3.4 4.1 0.0 42.1 0.1 0.0 28.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 0 . . 0 . . 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 30,810 : : Positions : : 28,025 6,360 0 4,930 335 0 12,955 490 0 4,330 0 : : : : Changes from: November 15, 2016 : : -50 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 20.6 0.0 16.0 1.1 0.0 42.0 1.6 0.0 14.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 26,413 : : Positions : : 17,879 15,360 95 4,374 3,440 1,865 0 55 2,075 2,180 200 : : : : Changes from: November 15, 2016 : : 25 75 0 25 50 50 0 -50 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 58.2 0.4 16.6 13.0 7.1 0.0 0.2 7.9 8.3 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 22,858 : : Positions : : 14,892 12,663 95 4,318 2,680 1,995 0 50 2,225 2,330 100 : : : : Changes from: November 15, 2016 : : 25 25 0 175 50 150 0 -40 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 55.4 0.4 18.9 11.7 8.7 0.0 0.2 9.7 10.2 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 8 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 44,620 : : Positions : : 24,500 25,290 16,875 215 2,220 0 16,260 0 400 400 0 : : : : Changes from: November 15, 2016 : : 710 640 -20 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 56.7 37.8 0.5 5.0 0.0 36.4 0.0 0.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 39,840 : : Positions : : 20,800 21,245 16,215 140 1,845 0 15,610 0 0 400 0 : : : : Changes from: November 15, 2016 : : 860 640 -20 0 0 0 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 53.3 40.7 0.4 4.6 0.0 39.2 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 29,520 : : Positions : : 26,265 16,325 25 7,880 930 0 1,910 150 1,200 1,665 100 : : : : Changes from: November 15, 2016 : : 0 0 0 -100 100 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 55.3 0.1 26.7 3.2 0.0 6.5 0.5 4.1 5.6 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 29,515 : : Positions : : 26,800 16,040 75 9,200 405 0 2,130 130 1,200 995 170 : : : : Changes from: November 15, 2016 : : -100 0 0 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 54.3 0.3 31.2 1.4 0.0 7.2 0.4 4.1 3.4 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 34,329 : : Positions : : 23,555 16,354 50 10,846 2,994 5,080 475 425 580 1,595 430 : : : : Changes from: November 15, 2016 : : 0 -300 25 300 100 300 200 0 0 125 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 47.6 0.1 31.6 8.7 14.8 1.4 1.2 1.7 4.6 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 26,325 : : Positions : : 19,640 15,330 25 3,565 4,145 455 500 390 255 1,000 275 : : : : Changes from: November 15, 2016 : : 150 0 0 -50 150 0 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 58.2 0.1 13.5 15.7 1.7 1.9 1.5 1.0 3.8 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 122,966 : : Positions : : 55,279 110,664 19,050 1,610 3,909 26,935 0 265 11,010 0 905 : : : : Changes from: November 15, 2016 : : 90 340 540 0 100 -125 0 50 -125 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 90.0 15.5 1.3 3.2 21.9 0.0 0.2 9.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 26 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 111,566 : : Positions : : 49,950 100,000 17,558 3,165 3,160 29,800 0 275 5,875 0 500 : : : : Changes from: November 15, 2016 : : 0 105 -60 0 30 275 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 89.6 15.7 2.8 2.8 26.7 0.0 0.2 5.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 26 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 22,685 : : Positions : : 17,510 19,740 2,845 670 820 0 225 50 300 0 0 : : : : Changes from: November 15, 2016 : : 400 325 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 87.0 12.5 3.0 3.6 0.0 1.0 0.2 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 18,855 : : Positions : : 14,565 16,695 2,615 990 510 0 175 0 700 0 0 : : : : Changes from: November 15, 2016 : : 400 400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 88.5 13.9 5.3 2.7 0.0 0.9 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 37,665 : : Positions : : 31,285 24,575 1,185 4,165 1,600 0 2,900 0 0 830 0 : : : : Changes from: November 15, 2016 : : -180 -105 0 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 65.2 3.1 11.1 4.2 0.0 7.7 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 26,770 : : Positions : : 19,155 15,795 615 2,750 2,860 0 1,225 0 0 0 0 : : : : Changes from: November 15, 2016 : : 0 75 0 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 59.0 2.3 10.3 10.7 0.0 4.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 25, 2016