Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 77,421 : : Positions : : 29,093 25,294 11,807 7,972 1,733 50 22,528 2,495 24,557 9,579 7,015 : : : : Changes from: November 29, 2016 : : 6,938 -2,382 3,373 -517 -1,377 0 5,170 -1,200 -6,581 1,500 -726 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 32.7 15.3 10.3 2.2 0.1 29.1 3.2 31.7 12.4 9.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 17 16 . . 4 . 5 4 13 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 15,747 : : Positions : : 2,572 8,360 0 1,840 801 82 2,939 435 10,741 374 693 : : : : Changes from: November 29, 2016 : : 788 353 0 -315 15 -20 860 -216 -840 -1,190 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 53.1 0.0 11.7 5.1 0.5 18.7 2.8 68.2 2.4 4.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 8 9 0 5 4 . . . 10 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 121,882 : : Positions : : 71,010 83,334 10,994 14,018 8,009 20,494 1,745 1,772 5,391 8,618 3,667 : : : : Changes from: November 29, 2016 : : -1,542 -5,036 -1,808 154 -299 -448 10 -13 -1,174 79 -466 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 68.4 9.0 11.5 6.6 16.8 1.4 1.5 4.4 7.1 3.0 : : : : Number of Traders in Each Category Total Traders: 76 : : 39 38 . . 4 . 6 6 7 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 45,422 : : Positions : : 34,151 40,784 2,936 0 3,991 0 235 202 4,088 156 54 : : : : Changes from: November 29, 2016 : : -1,823 -2,800 -798 0 -164 0 0 0 -179 0 -148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 89.8 6.5 0.0 8.8 0.0 0.5 0.4 9.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 22 . 0 . 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 406,879 : : Positions : : 352,571 315,308 0 52,128 32,732 10,472 0 0 5,025 632 6,079 : : : : Changes from: November 29, 2016 : : 3,153 -11,190 0 3,724 10,081 -642 0 0 -9,345 632 1,941 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 77.5 0.0 12.8 8.0 2.6 0.0 0.0 1.2 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 18 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 1,462,519 : : Positions : :1,158,899 1,177,607 119,621 89,328 60,378 49,956 17,375 42,303 30,546 74,712 816 : : : : Changes from: November 29, 2016 : : -67,591 -67,042 -10,780 -8,571 -1,153 1,155 352 -1,155 1,175 -780 -1,530 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 80.5 8.2 6.1 4.1 3.4 1.2 2.9 2.1 5.1 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 34 . . . 4 . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 58,753 : : Positions : : 40,332 40,417 9,110 4,772 6,791 611 1,918 0 208 3,154 1,701 : : : : Changes from: November 29, 2016 : : -3,382 -3,813 75 2,036 -1,512 0 50 -100 156 -1,424 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 68.8 15.5 8.1 11.6 1.0 3.3 0.0 0.4 5.4 2.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 23 . . . . . 0 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 302,199 : : Positions : : 218,098 203,455 51,353 62,132 32,748 0 3,864 0 0 0 0 : : : : Changes from: November 29, 2016 : : -20,161 -28,847 1,605 11,575 -13,180 0 -642 0 0 -642 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 67.3 17.0 20.6 10.8 0.0 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 399,759 : : Positions : : 288,715 351,000 63,117 9,392 30,007 8,120 728 8,632 1,168 0 0 : : : : Changes from: November 29, 2016 : : -35,394 -36,964 -1,945 0 0 760 0 0 -385 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 87.8 15.8 2.3 7.5 2.0 0.2 2.2 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 27,400 : : Positions : : 20,508 24,557 2,964 347 2,016 667 0 42 252 145 0 : : : : Changes from: November 29, 2016 : : -2,238 -2,638 -293 83 -83 83 0 -42 82 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 89.6 10.8 1.3 7.4 2.4 0.0 0.2 0.9 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 58,722 : : Positions : : 34,164 42,832 22,518 14,330 1,555 0 0 0 190 0 0 : : : : Changes from: November 29, 2016 : : -647 -1,820 -1,592 -430 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 72.9 38.3 24.4 2.6 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 27 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 76,368 : : Positions : : 50,543 55,407 24,462 19,860 985 0 0 0 115 0 0 : : : : Changes from: November 29, 2016 : : -2,393 -3,090 -1,272 -600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 72.6 32.0 26.0 1.3 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 27 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 31,434 : : Positions : : 24,802 27,264 3,250 1,265 1,910 0 0 0 800 875 0 : : : : Changes from: November 29, 2016 : : 1,580 350 -880 350 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 86.7 10.3 4.0 6.1 0.0 0.0 0.0 2.5 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 314,224 : : Positions : : 184,680 309,544 111,120 0 4,680 6,280 0 0 7,464 0 0 : : : : Changes from: November 29, 2016 : : 10,104 21,728 11,624 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 98.5 35.4 0.0 1.5 2.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 7,074 : : Positions : : 5,186 4,997 174 685 148 630 0 87 168 774 0 : : : : Changes from: November 29, 2016 : : -21 185 0 -186 63 41 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 70.6 2.5 9.7 2.1 8.9 0.0 1.2 2.4 10.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 29, 2016 : : 0 0 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: 21 : : 10 12 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 13,355 : : Positions : : 11,055 6,755 0 5,845 175 275 0 25 980 125 350 : : : : Changes from: November 29, 2016 : : -635 -455 0 -300 -75 75 0 -75 -175 25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 50.6 0.0 43.8 1.3 2.1 0.0 0.2 7.3 0.9 2.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 39,817 : : Positions : : 31,260 35,977 6,505 1,470 1,220 0 50 0 100 1,050 50 : : : : Changes from: November 29, 2016 : : 1,490 260 -1,000 180 -125 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 90.4 16.3 3.7 3.1 0.0 0.1 0.0 0.3 2.6 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 20 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 26,021 : : Positions : : 20,656 20,846 3,025 3,350 1,550 0 0 0 600 250 0 : : : : Changes from: November 29, 2016 : : -169 106 0 -280 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 80.1 11.6 12.9 6.0 0.0 0.0 0.0 2.3 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 December 6, 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 21,409 : : Positions : : 15,460 16,138 3,039 1,888 1,706 549 0 0 147 1,149 63 : : : : Changes from: November 29, 2016 : : 1,043 1,237 123 -470 0 -61 0 -21 22 42 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 75.4 14.2 8.8 8.0 2.6 0.0 0.0 0.7 5.4 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 21 . . . . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 57,571 : : Positions : : 51,242 46,899 2,229 4,650 1,686 0 222 0 695 2,217 1,704 : : : : Changes from: November 29, 2016 : : -1,030 -2,089 -10 85 -39 0 0 0 -20 922 -918 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 81.5 3.9 8.1 2.9 0.0 0.4 0.0 1.2 3.9 3.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 22 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 73,918 : : Positions : : 65,827 52,189 2,363 2,713 2,246 122 2,537 232 329 11,214 2,739 : : : : Changes from: November 29, 2016 : : -3,622 -1,191 -168 -333 -466 -300 400 232 -124 -3,078 -693 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 70.6 3.2 3.7 3.0 0.2 3.4 0.3 0.4 15.2 3.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 31 . . . . . . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 42,490 : : Positions : : 32,800 37,230 7,480 3,810 1,450 0 0 0 755 0 0 : : : : Changes from: November 29, 2016 : : -2,295 -3,170 -705 140 -80 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 87.6 17.6 9.0 3.4 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 24 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 49,725 : : Positions : : 37,075 38,985 9,245 6,580 2,060 0 0 0 1,340 2,100 0 : : : : Changes from: November 29, 2016 : : -2,660 -3,575 -770 -150 150 0 0 0 -90 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 78.4 18.6 13.2 4.1 0.0 0.0 0.0 2.7 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 293,267 : : Positions : : 219,956 260,338 22,035 10,992 14,706 0 816 0 34,219 4,064 2,351 : : : : Changes from: November 29, 2016 : : 5,014 -18,390 -1,145 -408 -1,925 0 -385 0 -26,887 -3,835 791 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 88.8 7.5 3.7 5.0 0.0 0.3 0.0 11.7 1.4 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 24 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 24,446 : : Positions : : 16,304 19,995 964 337 1,049 78 973 912 3,817 600 475 : : : : Changes from: November 29, 2016 : : -1,321 -1,665 -19 -82 -294 -79 -127 -42 -708 -231 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 81.8 3.9 1.4 4.3 0.3 4.0 3.7 15.6 2.5 1.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 20 28 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 39,190 : : Positions : : 27,495 38,375 11,282 0 0 257 0 0 156 815 0 : : : : Changes from: November 29, 2016 : : 617 -276 -292 0 0 -25 0 0 -51 525 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 97.9 28.8 0.0 0.0 0.7 0.0 0.0 0.4 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 14 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 315,453 : : Positions : : 257,712 225,193 12,041 32,360 38,692 7,008 18,800 0 0 408 0 : : : : Changes from: November 29, 2016 : : -9,122 -15,358 -3,080 3,541 -760 0 0 0 0 -385 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 71.4 3.8 10.3 12.3 2.2 6.0 0.0 0.0 0.1 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 December 6, 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 20,326 : : Positions : : 15,114 16,164 1,130 197 1,857 742 0 1,039 0 732 0 : : : : Changes from: November 29, 2016 : : -608 -1,139 -270 197 -153 -63 0 21 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 79.5 5.6 1.0 9.1 3.7 0.0 5.1 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 9,414 : : Positions : : 4,858 7,337 3,649 1,679 0 143 0 21 107 0 0 : : : : Changes from: November 29, 2016 : : -231 -355 -63 -1 0 21 0 -21 42 0 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 77.9 38.8 17.8 0.0 1.5 0.0 0.2 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 10,091 : : Positions : : 4,711 7,331 3,114 1,084 431 529 82 0 65 282 311 : : : : Changes from: November 29, 2016 : : -254 -461 -144 -42 81 -21 0 0 -21 84 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 72.6 30.9 10.7 4.3 5.2 0.8 0.0 0.6 2.8 3.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 94,060 : : Positions : : 74,077 76,916 14,960 15,161 1,575 408 0 0 2,632 0 408 : : : : Changes from: November 29, 2016 : : -8,115 -8,480 -1,145 -2,705 0 -1,540 0 0 -385 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 81.8 15.9 16.1 1.7 0.4 0.0 0.0 2.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 14,437 : : Positions : : 10,176 10,017 2,864 1,823 373 0 761 0 498 893 277 : : : : Changes from: November 29, 2016 : : -1,096 -695 148 -230 -147 -106 -105 -41 0 -23 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 69.4 19.8 12.6 2.6 0.0 5.3 0.0 3.4 6.2 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 20 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 163,771 : : Positions : : 123,339 96,234 28,357 45,799 9,627 0 7,382 408 0 2,281 2,040 : : : : Changes from: November 29, 2016 : : -14,700 -8,540 1,540 -3,080 -4,235 0 -385 0 0 -1,155 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 58.8 17.3 28.0 5.9 0.0 4.5 0.2 0.0 1.4 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 8,055 : : Positions : : 6,030 7,515 1,915 0 0 0 250 50 0 235 0 : : : : Changes from: November 29, 2016 : : -985 -995 -15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 93.3 23.8 0.0 0.0 0.0 3.1 0.6 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 24,209 : : Positions : : 16,219 15,689 610 2,255 3,883 0 6 1,836 1,661 540 0 : : : : Changes from: November 29, 2016 : : -304 -1,580 -25 493 -493 0 0 0 -652 106 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 64.8 2.5 9.3 16.0 0.0 0.0 7.6 6.9 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 217,681 : : Positions : : 134,809 126,160 27,505 32,290 55,367 0 0 0 0 3,864 0 : : : : Changes from: November 29, 2016 : : -6,714 -11,820 -2,568 2,538 -2,538 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 58.0 12.6 14.8 25.4 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 14,285 : : Positions : : 13,185 7,715 170 4,630 255 0 1,680 0 300 0 0 : : : : Changes from: November 29, 2016 : : 1,130 1,470 -50 -315 50 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 54.0 1.2 32.4 1.8 0.0 11.8 0.0 2.1 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 December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 14,330 : : Positions : : 13,160 7,755 220 4,630 205 0 1,630 0 205 0 105 : : : : Changes from: November 29, 2016 : : 1,095 1,405 -50 -210 0 0 -100 0 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 54.1 1.5 32.3 1.4 0.0 11.4 0.0 1.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 1,407 : : Positions : : 756 1,050 126 315 0 42 42 0 483 0 0 : : : : Changes from: November 29, 2016 : : -756 -1,050 -126 -315 0 -42 -42 0 -483 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 December 6, 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 13,835 : : Positions : : 11,510 5,880 1,390 7,360 595 0 0 0 180 0 0 : : : : Changes from: November 29, 2016 : : -790 -590 -285 -605 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 42.5 10.0 53.2 4.3 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 18,010 : : Positions : : 11,445 11,730 3,570 3,790 2,290 325 150 0 200 0 50 : : : : Changes from: November 29, 2016 : : -550 -275 550 340 -465 -25 150 -50 200 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 65.1 19.8 21.0 12.7 1.8 0.8 0.0 1.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 12,436 : : Positions : : 8,915 6,981 260 2,790 2,515 325 100 0 150 0 50 : : : : Changes from: November 29, 2016 : : -502 -10 210 -205 -25 -50 100 0 150 -100 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 56.1 2.1 22.4 20.2 2.6 0.8 0.0 1.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 24,230 : : Positions : : 13,305 23,230 10,185 0 360 0 580 0 0 0 0 : : : : Changes from: November 29, 2016 : : -365 -665 10 0 -105 0 55 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 95.9 42.0 0.0 1.5 0.0 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 4 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 16,040 : : Positions : : 10,300 12,560 3,800 1,150 1,625 0 435 0 0 160 85 : : : : Changes from: November 29, 2016 : : -670 -1,195 -490 -50 125 0 65 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 78.3 23.7 7.2 10.1 0.0 2.7 0.0 0.0 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 17,090 : : Positions : : 10,725 13,015 4,140 2,100 1,495 0 435 0 465 0 20 : : : : Changes from: November 29, 2016 : : -747 -867 -55 -25 -120 0 65 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 76.2 24.2 12.3 8.7 0.0 2.5 0.0 2.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 112,595 : : Positions : : 94,910 87,673 3,175 10,352 11,850 2,135 575 30 400 1,950 65 : : : : Changes from: November 29, 2016 : : 542 -2,071 -590 1,413 -723 90 -25 0 -450 295 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 77.9 2.8 9.2 10.5 1.9 0.5 0.0 0.4 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 25 . . 5 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 131,640 : : Positions : : 106,637 101,805 7,210 8,012 13,893 3,260 4,305 175 200 3,080 265 : : : : Changes from: November 29, 2016 : : -2,638 -5,431 717 3,248 -2,298 148 -400 -138 -350 460 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 77.3 5.5 6.1 10.6 2.5 3.3 0.1 0.2 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 38 30 4 . 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 183,536 : : Positions : : 135,839 138,372 16,611 4,620 12,269 5,793 5,727 5,942 4,591 14,136 2,440 : : : : Changes from: November 29, 2016 : : 1,783 -3,456 -7,158 -2,384 80 -205 228 -250 123 178 -959 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 75.4 9.1 2.5 6.7 3.2 3.1 3.2 2.5 7.7 1.3 : : : : Number of Traders in Each Category Total Traders: 74 : : 39 43 . . 4 4 . . 6 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 124,300 : : Positions : : 106,401 101,326 5,312 12,337 4,136 5,197 789 1,799 1,106 3,617 291 : : : : Changes from: November 29, 2016 : : -937 -5,024 -1,140 2,261 -706 -400 20 -20 -129 125 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 81.5 4.3 9.9 3.3 4.2 0.6 1.4 0.9 2.9 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 35 30 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 36,435 : : Positions : : 29,895 27,795 2,650 5,465 1,970 540 1,075 0 1,270 50 80 : : : : Changes from: November 29, 2016 : : -1,365 -215 -475 -1,565 655 -35 0 0 125 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 76.3 7.3 15.0 5.4 1.5 3.0 0.0 3.5 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 13 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 32,720 : : Positions : : 25,655 28,610 2,275 30 3,830 0 220 30 875 0 0 : : : : Changes from: November 29, 2016 : : -1,040 -190 -425 -1,225 905 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 87.4 7.0 0.1 11.7 0.0 0.7 0.1 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 31,691 : : Positions : : 27,382 24,141 50 4,425 2,670 1,100 200 250 100 0 0 : : : : Changes from: November 29, 2016 : : -1,015 -545 50 -475 -230 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 76.2 0.2 14.0 8.4 3.5 0.6 0.8 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 25 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 21,176 : : Positions : : 15,571 17,036 2,555 2,020 2,000 900 0 0 150 0 0 : : : : Changes from: November 29, 2016 : : 425 525 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 80.4 12.1 9.5 9.4 4.3 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 December 6, 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 152,330 : : Positions : : 96,147 101,089 0 19,878 28,753 24,820 0 2,610 0 0 0 : : : : Changes from: November 29, 2016 : : -14,551 -9,664 0 -6,513 2,565 -1,710 0 774 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 66.4 0.0 13.0 18.9 16.3 0.0 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 23,107 : : Positions : : 19,122 22,207 2,980 300 0 0 0 0 0 0 0 : : : : Changes from: November 29, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 96.1 12.9 1.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 172,704 : : Positions : : 160,608 75,024 5,040 90,720 0 6,720 0 0 0 6,960 0 : : : : Changes from: November 29, 2016 : : 153,280 71,520 4,800 86,720 0 6,400 0 0 0 6,560 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 43.4 2.9 52.5 0.0 3.9 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 December 6, 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 27,481 : : Positions : : 17,221 18,577 4,744 4,486 2,406 85 1,390 0 2,350 216 324 : : : : Changes from: November 29, 2016 : : -314 -646 41 42 -106 -25 40 0 -64 84 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 67.6 17.3 16.3 8.8 0.3 5.1 0.0 8.6 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 17 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 19,630 : : Positions : : 14,441 15,148 2,408 3,247 894 410 0 0 1,330 0 7 : : : : Changes from: November 29, 2016 : : -192 -374 -90 -152 -55 -50 0 0 -138 0 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 77.2 12.3 16.5 4.6 2.1 0.0 0.0 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 38,082 : : Positions : : 31,861 16,994 2,036 13,648 1,109 0 4,007 50 2,110 1,549 705 : : : : Changes from: November 29, 2016 : : -2,579 -447 543 -1,423 152 0 -10 0 -220 -418 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 44.6 5.3 35.8 2.9 0.0 10.5 0.1 5.5 4.1 1.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 20 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 20,988 : : Positions : : 17,994 12,864 105 5,108 2,531 25 0 75 0 352 58 : : : : Changes from: November 29, 2016 : : -1,792 -640 0 -1,085 315 -5 0 5 0 -92 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 61.3 0.5 24.3 12.1 0.1 0.0 0.4 0.0 1.7 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 18 . 4 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 23,949 : : Positions : : 15,221 19,131 5,987 675 2,205 100 370 0 65 1,423 145 : : : : Changes from: November 29, 2016 : : -765 -947 -132 -100 20 0 -70 0 0 189 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 79.9 25.0 2.8 9.2 0.4 1.5 0.0 0.3 5.9 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 13,935 : : Positions : : 11,531 11,881 1,508 1,340 445 0 25 0 0 25 0 : : : : Changes from: November 29, 2016 : : -567 -887 -368 0 -40 0 -25 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 85.3 10.8 9.6 3.2 0.0 0.2 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 10 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 35,805 : : Positions : : 32,871 27,319 570 6,004 1,815 135 450 0 100 200 0 : : : : Changes from: November 29, 2016 : : -437 -1,154 -175 550 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 76.3 1.6 16.8 5.1 0.4 1.3 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 24 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 17,051 : : Positions : : 14,074 12,811 1,010 2,660 1,460 0 0 0 427 50 70 : : : : Changes from: November 29, 2016 : : 130 -178 0 310 0 0 0 0 -38 -50 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 75.1 5.9 15.6 8.6 0.0 0.0 0.0 2.5 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 13,260 : : Positions : : 9,885 8,150 575 3,064 2,025 0 0 0 749 0 21 : : : : Changes from: November 29, 2016 : : -570 -406 -50 -203 0 0 0 0 -4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 61.5 4.3 23.1 15.3 0.0 0.0 0.0 5.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 18 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 41,214 : : Positions : : 26,834 32,814 11,010 4,215 40 0 0 0 0 700 0 : : : : Changes from: November 29, 2016 : : -2,680 -2,565 430 -245 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 79.6 26.7 10.2 0.1 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 17 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 37,415 : : Positions : : 23,808 28,558 9,920 4,375 0 0 0 0 0 700 0 : : : : Changes from: November 29, 2016 : : -2,590 -2,485 440 -245 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 76.3 26.5 11.7 0.0 0.0 0.0 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 17 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 34,805 : : Positions : : 32,330 5,310 250 4,455 650 0 14,510 0 0 8,725 30 : : : : Changes from: November 29, 2016 : : 1,250 -1,230 0 2,600 -510 0 330 -50 0 -700 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 15.3 0.7 12.8 1.9 0.0 41.7 0.0 0.0 25.1 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . . 0 . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 31,725 : : Positions : : 29,490 5,945 0 6,255 195 0 13,435 360 0 4,155 0 : : : : Changes from: November 29, 2016 : : 1,165 -715 0 1,325 -140 0 480 -130 0 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 18.7 0.0 19.7 0.6 0.0 42.3 1.1 0.0 13.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 25,078 : : Positions : : 16,716 14,120 70 3,906 3,340 1,445 0 55 1,800 2,005 150 : : : : Changes from: November 29, 2016 : : -1,203 -1,080 -25 -668 -100 -420 0 0 -275 -175 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 56.3 0.3 15.6 13.3 5.8 0.0 0.2 7.2 8.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 7 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 21,918 : : Positions : : 14,265 11,413 70 4,393 2,580 1,560 0 50 1,950 2,130 50 : : : : Changes from: November 29, 2016 : : -627 -1,050 -25 -125 -100 -435 0 0 -275 -200 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 52.1 0.3 20.0 11.8 7.1 0.0 0.2 8.9 9.7 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 8 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 44,845 : : Positions : : 24,195 25,830 18,045 190 1,950 0 16,125 0 200 425 0 : : : : Changes from: November 29, 2016 : : -680 265 1,170 -25 -270 0 -160 0 -200 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 57.6 40.2 0.4 4.3 0.0 36.0 0.0 0.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 39,185 : : Positions : : 20,610 21,100 16,185 65 1,795 0 15,350 0 0 400 0 : : : : Changes from: November 29, 2016 : : -490 -445 -30 -25 -50 0 -310 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 53.8 41.3 0.2 4.6 0.0 39.2 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 29,915 : : Positions : : 24,650 22,605 50 1,175 2,435 0 1,635 125 1,200 490 280 : : : : Changes from: November 29, 2016 : : 280 2,455 25 -1,685 1,055 0 -275 -25 0 -575 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 75.6 0.2 3.9 8.1 0.0 5.5 0.4 4.0 1.6 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 8 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 30,105 : : Positions : : 24,695 22,180 75 2,080 2,335 0 1,845 115 1,330 0 570 : : : : Changes from: November 29, 2016 : : -180 2,345 0 -2,100 1,440 0 -285 -15 130 -395 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 73.7 0.2 6.9 7.8 0.0 6.1 0.4 4.4 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 8 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 33,624 : : Positions : : 22,675 15,829 25 10,271 3,174 4,850 575 425 615 1,495 480 : : : : Changes from: November 29, 2016 : : -1,190 -965 -25 -345 130 -230 0 0 85 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 47.1 0.1 30.5 9.4 14.4 1.7 1.3 1.8 4.4 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 25,475 : : Positions : : 18,475 14,590 0 3,260 4,325 650 600 195 315 1,000 275 : : : : Changes from: November 29, 2016 : : -1,325 -980 -25 -125 130 195 0 -195 110 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 57.3 0.0 12.8 17.0 2.6 2.4 0.8 1.2 3.9 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 120,744 : : Positions : : 54,194 101,846 13,017 1,825 8,889 27,475 0 140 8,985 0 780 : : : : Changes from: November 29, 2016 : : -2,710 -5,243 -1,858 -35 1,095 415 0 -125 -1,300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 84.3 10.8 1.5 7.4 22.8 0.0 0.1 7.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 17 26 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 110,074 : : Positions : : 50,335 92,552 11,098 3,155 8,620 29,945 0 150 4,365 0 400 : : : : Changes from: November 29, 2016 : : -1,480 -3,713 -1,610 -60 940 -5 0 -125 -910 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 84.1 10.1 2.9 7.8 27.2 0.0 0.1 4.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 25 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 21,000 : : Positions : : 15,985 18,740 2,895 80 760 0 250 25 200 0 0 : : : : Changes from: November 29, 2016 : : -1,025 -1,000 50 10 -60 0 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 89.2 13.8 0.4 3.6 0.0 1.2 0.1 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 18,230 : : Positions : : 13,590 16,820 2,830 390 495 0 150 0 950 0 0 : : : : Changes from: November 29, 2016 : : -975 -975 15 0 -15 0 -25 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 92.3 15.5 2.1 2.7 0.0 0.8 0.0 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 37,265 : : Positions : : 30,835 24,650 1,225 4,055 1,440 0 2,625 0 0 730 0 : : : : Changes from: November 29, 2016 : : -500 -75 40 -110 -160 0 -275 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 66.1 3.3 10.9 3.9 0.0 7.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 26,455 : : Positions : : 18,930 15,755 750 2,775 2,725 0 1,150 0 0 0 0 : : : : Changes from: November 29, 2016 : : -425 -40 135 -175 -135 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 59.6 2.8 10.5 10.3 0.0 4.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 9, 2016