Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 77,518 : : Positions : : 28,667 25,108 12,137 7,777 1,718 50 22,960 2,188 24,339 9,488 7,579 : : : : Changes from: December 6, 2016 : : -426 -186 330 -195 -15 0 432 -307 -218 -91 564 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 32.4 15.7 10.0 2.2 0.1 29.6 2.8 31.4 12.2 9.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 17 16 . . 4 . 5 4 12 14 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 18,008 : : Positions : : 4,502 10,660 7 1,947 779 82 2,669 415 11,011 514 764 : : : : Changes from: December 6, 2016 : : 1,930 2,300 7 107 -22 0 -270 -20 270 140 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 59.2 0.0 10.8 4.3 0.5 14.8 2.3 61.1 2.9 4.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 8 9 . 4 4 . . . 11 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 124,723 : : Positions : : 73,109 86,219 10,403 14,419 8,109 20,561 2,096 1,876 7,195 8,338 3,030 : : : : Changes from: December 6, 2016 : : 2,099 2,885 -591 401 100 67 351 104 1,804 -280 -637 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 69.1 8.3 11.6 6.5 16.5 1.7 1.5 5.8 6.7 2.4 : : : : Number of Traders in Each Category Total Traders: 76 : : 38 38 . . 4 4 5 6 10 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 46,156 : : Positions : : 35,045 41,004 2,397 0 4,478 0 236 201 3,954 156 81 : : : : Changes from: December 6, 2016 : : 894 220 -539 0 487 0 1 -1 -134 0 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 88.8 5.2 0.0 9.7 0.0 0.5 0.4 8.6 0.3 0.2 : : : : 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 13, 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 411,709 : : Positions : : 356,801 320,561 0 53,303 31,756 10,472 0 0 7,223 632 5,457 : : : : Changes from: December 6, 2016 : : 4,230 5,253 0 1,175 -976 0 0 0 2,198 0 -622 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 77.9 0.0 12.9 7.7 2.5 0.0 0.0 1.8 0.2 1.3 : : : : 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 13, 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 1,478,355 : : Positions : :1,173,518 1,193,780 120,350 88,975 59,634 51,228 18,135 42,303 30,506 74,712 816 : : : : Changes from: December 6, 2016 : : 14,619 16,173 729 -353 -744 1,272 760 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 80.8 8.1 6.0 4.0 3.5 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 13, 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 59,913 : : Positions : : 42,414 41,208 9,007 5,335 6,474 538 1,918 52 208 3,706 1,220 : : : : Changes from: December 6, 2016 : : 2,082 791 -103 563 -317 -73 0 52 0 552 -481 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 68.8 15.0 8.9 10.8 0.9 3.2 0.1 0.3 6.2 2.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 23 . . . . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 306,999 : : Positions : : 222,898 208,255 51,353 62,132 32,748 0 3,864 0 0 0 0 : : : : Changes from: December 6, 2016 : : 4,800 4,800 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 67.8 16.7 20.2 10.7 0.0 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 14 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 400,303 : : Positions : : 290,427 351,544 62,709 9,392 30,007 8,120 728 8,632 408 0 0 : : : : Changes from: December 6, 2016 : : 1,712 544 -408 0 0 0 0 0 -760 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 87.8 15.7 2.3 7.5 2.0 0.2 2.2 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 22 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 27,978 : : Positions : : 21,088 24,454 2,178 181 2,862 667 0 42 252 166 0 : : : : Changes from: December 6, 2016 : : 580 -103 -786 -166 846 0 0 0 0 21 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 87.4 7.8 0.6 10.2 2.4 0.0 0.2 0.9 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 21 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 60,125 : : Positions : : 34,959 44,217 23,108 14,330 1,565 0 0 0 190 0 0 : : : : Changes from: December 6, 2016 : : 795 1,385 590 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 73.5 38.4 23.8 2.6 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 28 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 5,400 : : Positions : : 4,250 4,950 150 400 0 0 0 0 950 0 50 : : : : Changes from: December 6, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 91.7 2.8 7.4 0.0 0.0 0.0 0.0 17.6 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 78,576 : : Positions : : 52,151 57,127 25,032 20,310 1,015 0 0 0 115 0 0 : : : : Changes from: December 6, 2016 : : 1,608 1,720 570 450 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 72.7 31.9 25.8 1.3 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 28 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 30,639 : : Positions : : 24,191 26,354 3,250 1,385 2,020 0 0 0 750 700 0 : : : : Changes from: December 6, 2016 : : -611 -910 0 120 110 0 0 0 -50 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 86.0 10.6 4.5 6.6 0.0 0.0 0.0 2.4 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 314,464 : : Positions : : 195,352 309,784 102,608 0 4,680 5,512 0 0 6,312 0 0 : : : : Changes from: December 6, 2016 : : 10,672 240 -8,512 0 0 -768 0 0 -1,152 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 98.5 32.6 0.0 1.5 1.8 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 6,900 : : Positions : : 5,100 4,721 174 563 270 546 0 87 84 897 0 : : : : Changes from: December 6, 2016 : : -86 -276 0 -122 122 -84 0 0 -84 123 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 68.4 2.5 8.2 3.9 7.9 0.0 1.3 1.2 13.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 6,670 : : Positions : : 4,880 3,820 0 2,490 60 1,400 0 0 150 0 0 : : : : Changes from: December 6, 2016 : : -725 -925 0 -150 0 -200 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 57.3 0.0 37.3 0.9 21.0 0.0 0.0 2.2 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 13, 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 15,015 : : Positions : : 13,015 8,315 0 5,845 375 275 0 25 480 25 350 : : : : Changes from: December 6, 2016 : : 1,960 1,560 0 0 200 0 0 0 -500 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 55.4 0.0 38.9 2.5 1.8 0.0 0.2 3.2 0.2 2.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 38,546 : : Positions : : 30,381 34,761 6,510 1,425 1,335 0 0 0 0 975 50 : : : : Changes from: December 6, 2016 : : -879 -1,216 5 -45 115 0 -50 0 -100 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 90.2 16.9 3.7 3.5 0.0 0.0 0.0 0.0 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 22 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 25,511 : : Positions : : 19,506 20,246 3,075 2,845 2,150 0 0 0 600 250 0 : : : : Changes from: December 6, 2016 : : -1,150 -600 50 -505 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 79.4 12.1 11.2 8.4 0.0 0.0 0.0 2.4 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 18 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 20,548 : : Positions : : 15,022 15,318 2,682 1,972 1,622 549 0 0 187 1,149 84 : : : : Changes from: December 6, 2016 : : -438 -820 -357 84 -84 0 0 0 40 0 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 74.5 13.1 9.6 7.9 2.7 0.0 0.0 0.9 5.6 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 59,152 : : Positions : : 52,729 47,735 2,256 4,522 2,161 0 222 0 735 3,078 1,256 : : : : Changes from: December 6, 2016 : : 1,487 836 27 -128 475 0 0 0 40 861 -448 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 80.7 3.8 7.6 3.7 0.0 0.4 0.0 1.2 5.2 2.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 22 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 75,506 : : Positions : : 67,759 53,034 2,625 2,818 2,225 122 2,887 232 800 12,482 1,730 : : : : Changes from: December 6, 2016 : : 1,932 845 262 105 -21 0 350 0 471 1,268 -1,009 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 70.2 3.5 3.7 2.9 0.2 3.8 0.3 1.1 16.5 2.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 28 29 . . . . . . 5 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 43,550 : : Positions : : 33,860 38,290 7,480 3,870 1,390 0 0 0 815 0 0 : : : : Changes from: December 6, 2016 : : 1,060 1,060 0 60 -60 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 87.9 17.2 8.9 3.2 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 24 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 50,420 : : Positions : : 37,830 39,840 9,145 6,440 2,040 0 0 0 1,400 2,100 0 : : : : Changes from: December 6, 2016 : : 755 855 -100 -140 -20 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 79.0 18.1 12.8 4.0 0.0 0.0 0.0 2.8 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 13, 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 303,493 : : Positions : : 239,208 268,172 20,043 10,632 16,658 0 816 0 24,033 3,664 3,551 : : : : Changes from: December 6, 2016 : : 19,252 7,834 -1,992 -360 1,952 0 0 0 -10,186 -400 1,200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 88.4 6.6 3.5 5.5 0.0 0.3 0.0 7.9 1.2 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 23 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 24,888 : : Positions : : 16,836 20,246 964 528 1,027 78 973 912 3,727 600 497 : : : : Changes from: December 6, 2016 : : 532 251 0 191 -22 0 0 0 -90 0 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 81.3 3.9 2.1 4.1 0.3 3.9 3.7 15.0 2.4 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 28 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 39,066 : : Positions : : 27,096 38,577 11,530 0 0 257 0 0 183 489 0 : : : : Changes from: December 6, 2016 : : -399 202 248 0 0 0 0 0 27 -326 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 98.7 29.5 0.0 0.0 0.7 0.0 0.0 0.5 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 : : 256,952 225,193 12,041 32,360 38,692 7,768 18,800 0 0 408 0 : : : : Changes from: December 6, 2016 : : -760 0 0 0 0 760 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 71.4 3.8 10.3 12.3 2.5 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 13, 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 20,306 : : Positions : : 15,094 16,101 1,089 240 1,857 783 0 1,039 0 732 0 : : : : Changes from: December 6, 2016 : : -20 -63 -41 43 0 41 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 79.3 5.4 1.2 9.1 3.9 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 13, 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 9,377 : : Positions : : 4,735 7,423 3,649 1,556 0 143 0 21 193 0 0 : : : : Changes from: December 6, 2016 : : -123 86 0 -123 0 0 0 0 86 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 79.2 38.9 16.6 0.0 1.5 0.0 0.2 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 10,310 : : Positions : : 5,017 7,591 3,155 1,084 390 529 82 0 19 282 311 : : : : Changes from: December 6, 2016 : : 306 260 41 0 -41 0 0 0 -46 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 73.6 30.6 10.5 3.8 5.1 0.8 0.0 0.2 2.7 3.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 94,820 : : Positions : : 75,597 77,676 14,200 15,161 1,575 408 0 0 2,632 0 408 : : : : Changes from: December 6, 2016 : : 1,520 760 -760 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 81.9 15.0 16.0 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 13, 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 14,324 : : Positions : : 10,290 9,943 2,746 1,871 327 0 761 0 498 979 191 : : : : Changes from: December 6, 2016 : : 114 -74 -118 48 -46 0 0 0 0 86 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 69.4 19.2 13.1 2.3 0.0 5.3 0.0 3.5 6.8 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 21 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 164,906 : : Positions : : 124,474 97,744 28,732 45,799 9,252 0 7,382 408 0 2,281 2,040 : : : : Changes from: December 6, 2016 : : 1,135 1,510 375 0 -375 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 59.3 17.4 27.8 5.6 0.0 4.5 0.2 0.0 1.4 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 8,130 : : Positions : : 6,105 7,515 1,915 0 0 0 250 50 0 310 0 : : : : Changes from: December 6, 2016 : : 75 0 0 0 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 92.4 23.6 0.0 0.0 0.0 3.1 0.6 0.0 3.8 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 13, 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 24,427 : : Positions : : 16,273 15,830 610 2,069 3,839 0 157 1,992 1,713 540 0 : : : : Changes from: December 6, 2016 : : 54 141 0 -186 -44 0 151 156 52 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 64.8 2.5 8.5 15.7 0.0 0.6 8.2 7.0 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 13, 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: December 6, 2016 : : 0 0 0 0 0 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 13, 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 14,360 : : Positions : : 13,260 7,715 170 4,705 255 0 1,680 0 300 0 0 : : : : Changes from: December 6, 2016 : : 75 0 0 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 53.7 1.2 32.8 1.8 0.0 11.7 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 13, 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 14,405 : : Positions : : 13,235 7,755 220 4,705 205 0 1,630 0 205 0 105 : : : : Changes from: December 6, 2016 : : 75 0 0 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 53.8 1.5 32.7 1.4 0.0 11.3 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 13, 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: December 6, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 74.6 9.0 22.4 0.0 3.0 3.0 0.0 34.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 5 . . 0 . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 1,440 7,410 545 0 0 0 180 0 0 : : : : Changes from: December 6, 2016 : : 0 0 50 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 42.5 10.4 53.6 3.9 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 13, 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 18,220 : : Positions : : 11,245 12,005 4,050 3,790 2,225 325 150 0 200 0 50 : : : : Changes from: December 6, 2016 : : -200 275 480 0 -65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 65.9 22.2 20.8 12.2 1.8 0.8 0.0 1.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 12,286 : : Positions : : 8,620 7,281 810 2,740 2,115 325 100 0 150 0 50 : : : : Changes from: December 6, 2016 : : -295 300 550 -50 -400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 59.3 6.6 22.3 17.2 2.6 0.8 0.0 1.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 24,410 : : Positions : : 13,535 23,410 10,135 0 360 0 580 0 0 0 0 : : : : Changes from: December 6, 2016 : : 230 180 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 95.9 41.5 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 13, 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 15,970 : : Positions : : 11,120 12,030 2,750 1,375 1,860 0 435 0 0 235 10 : : : : Changes from: December 6, 2016 : : 820 -530 -1,050 225 235 0 0 0 0 75 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 75.3 17.2 8.6 11.6 0.0 2.7 0.0 0.0 1.5 0.1 : : : : 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 13, 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 17,020 : : Positions : : 11,475 12,415 3,090 2,325 1,800 0 435 0 390 0 20 : : : : Changes from: December 6, 2016 : : 750 -600 -1,050 225 305 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 72.9 18.2 13.7 10.6 0.0 2.6 0.0 2.3 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 13, 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 113,825 : : Positions : : 96,465 88,078 3,515 11,937 11,175 2,145 575 30 400 1,890 50 : : : : Changes from: December 6, 2016 : : 1,555 405 340 1,585 -675 10 0 0 0 -60 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 77.4 3.1 10.5 9.8 1.9 0.5 0.0 0.4 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 25 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 132,880 : : Positions : : 109,202 101,915 6,645 9,932 13,128 3,265 4,305 175 200 3,065 265 : : : : Changes from: December 6, 2016 : : 2,565 110 -565 1,920 -765 5 0 0 0 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 76.7 5.0 7.5 9.9 2.5 3.2 0.1 0.2 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 38 31 4 . 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 186,407 : : Positions : : 137,693 139,233 17,047 5,930 11,975 5,793 4,402 6,292 3,517 14,691 3,864 : : : : Changes from: December 6, 2016 : : 1,854 861 436 1,310 -294 0 -1,325 350 -1,074 555 1,424 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 74.7 9.1 3.2 6.4 3.1 2.4 3.4 1.9 7.9 2.1 : : : : Number of Traders in Each Category Total Traders: 72 : : 40 42 . . 4 4 . . 6 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 121,780 : : Positions : : 104,916 99,111 5,212 12,537 3,491 4,937 789 1,799 1,106 3,787 261 : : : : Changes from: December 6, 2016 : : -1,485 -2,215 -100 200 -645 -260 0 0 0 170 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 81.4 4.3 10.3 2.9 4.1 0.6 1.5 0.9 3.1 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 36 30 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 37,280 : : Positions : : 30,230 29,045 2,450 4,400 2,630 540 1,075 0 1,330 50 80 : : : : Changes from: December 6, 2016 : : 335 1,250 -200 -1,065 660 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 77.9 6.6 11.8 7.1 1.4 2.9 0.0 3.6 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 13 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 33,720 : : Positions : : 25,930 29,800 3,160 0 3,670 0 220 30 875 0 0 : : : : Changes from: December 6, 2016 : : 275 1,190 885 -30 -160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 88.4 9.4 0.0 10.9 0.0 0.7 0.1 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 13 4 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 31,636 : : Positions : : 27,367 24,386 50 4,165 2,630 1,100 200 250 100 0 0 : : : : Changes from: December 6, 2016 : : -15 245 0 -260 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 77.1 0.2 13.2 8.3 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 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 20,376 : : Positions : : 15,596 16,786 1,965 1,630 1,840 900 0 0 75 0 0 : : : : Changes from: December 6, 2016 : : 25 -250 -590 -390 -160 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 82.4 9.6 8.0 9.0 4.4 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 153,584 : : Positions : : 97,401 102,343 0 19,878 28,753 24,820 0 2,610 0 0 0 : : : : Changes from: December 6, 2016 : : 1,254 1,254 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 66.6 0.0 12.9 18.7 16.2 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 13, 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 26,272 : : Positions : : 20,122 25,107 4,880 300 0 0 0 0 0 0 0 : : : : Changes from: December 6, 2016 : : 1,000 2,900 1,900 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 95.6 18.6 1.1 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 13, 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 127,472 : : Positions : : 118,544 55,152 3,720 66,960 0 4,960 0 0 0 5,360 0 : : : : Changes from: December 6, 2016 : : -42,064 -19,872 -1,320 -23,760 0 -1,760 0 0 0 -1,600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 43.3 2.9 52.5 0.0 3.9 0.0 0.0 0.0 4.2 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 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 28,235 : : Positions : : 17,847 19,325 4,774 4,556 2,362 85 1,390 0 2,492 216 324 : : : : Changes from: December 6, 2016 : : 626 748 30 70 -44 0 0 0 142 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 68.4 16.9 16.1 8.4 0.3 4.9 0.0 8.8 0.8 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 18 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 19,702 : : Positions : : 14,530 15,003 2,488 3,292 894 410 0 0 1,081 0 159 : : : : Changes from: December 6, 2016 : : 89 -145 80 45 0 0 0 0 -249 0 152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 76.1 12.6 16.7 4.5 2.1 0.0 0.0 5.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 38,693 : : Positions : : 32,331 16,927 1,961 14,170 1,145 0 4,007 50 2,282 1,671 713 : : : : Changes from: December 6, 2016 : : 470 -67 -75 522 36 0 0 0 172 122 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 43.7 5.1 36.6 3.0 0.0 10.4 0.1 5.9 4.3 1.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 20 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 21,188 : : Positions : : 18,409 13,077 131 5,449 2,245 25 0 75 11 250 92 : : : : Changes from: December 6, 2016 : : 415 213 26 341 -286 0 0 0 11 -102 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 61.7 0.6 25.7 10.6 0.1 0.0 0.4 0.1 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 24,049 : : Positions : : 15,286 19,175 6,000 675 2,217 100 370 0 60 1,452 160 : : : : Changes from: December 6, 2016 : : 65 44 13 0 12 0 0 0 -5 29 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 79.7 24.9 2.8 9.2 0.4 1.5 0.0 0.2 6.0 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 13,953 : : Positions : : 11,571 11,883 1,558 1,398 387 0 25 0 0 25 0 : : : : Changes from: December 6, 2016 : : 40 2 50 58 -58 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 85.2 11.2 10.0 2.8 0.0 0.2 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 11 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 35,590 : : Positions : : 32,731 27,269 600 5,849 1,805 35 450 0 100 200 0 : : : : Changes from: December 6, 2016 : : -140 -50 30 -155 -10 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 76.6 1.7 16.4 5.1 0.1 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 13, 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 17,101 : : Positions : : 14,124 12,851 1,010 2,670 1,460 0 0 0 427 50 70 : : : : Changes from: December 6, 2016 : : 50 40 0 10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 75.1 5.9 15.6 8.5 0.0 0.0 0.0 2.5 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 13,154 : : Positions : : 9,779 8,044 575 3,064 2,025 0 0 0 749 0 21 : : : : Changes from: December 6, 2016 : : -106 -106 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 61.2 4.4 23.3 15.4 0.0 0.0 0.0 5.7 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 13, 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 41,094 : : Positions : : 26,857 32,957 11,130 4,215 40 0 0 0 0 700 0 : : : : Changes from: December 6, 2016 : : 23 143 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 80.2 27.1 10.3 0.1 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 17 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 37,260 : : Positions : : 23,843 28,713 10,040 4,375 0 0 0 0 0 700 0 : : : : Changes from: December 6, 2016 : : 35 155 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 77.1 26.9 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 : : 12 17 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 35,175 : : Positions : : 32,400 5,260 550 5,175 650 0 14,510 0 0 8,425 30 : : : : Changes from: December 6, 2016 : : 70 -50 300 720 0 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 15.0 1.6 14.7 1.8 0.0 41.3 0.0 0.0 24.0 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 13, 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 32,125 : : Positions : : 29,590 6,045 0 6,855 195 0 13,435 360 0 3,855 0 : : : : Changes from: December 6, 2016 : : 100 100 0 600 0 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 18.8 0.0 21.3 0.6 0.0 41.8 1.1 0.0 12.0 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 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 26,158 : : Positions : : 17,166 15,150 70 3,056 3,990 1,445 0 55 1,800 2,305 100 : : : : Changes from: December 6, 2016 : : 450 1,030 0 -850 650 0 0 0 0 300 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 57.9 0.3 11.7 15.3 5.5 0.0 0.2 6.9 8.8 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 7 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 22,763 : : Positions : : 14,430 12,158 70 3,543 3,230 1,560 0 50 1,950 2,430 0 : : : : Changes from: December 6, 2016 : : 165 745 0 -850 650 0 0 0 0 300 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 53.4 0.3 15.6 14.2 6.9 0.0 0.2 8.6 10.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 8 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 45,325 : : Positions : : 24,325 26,260 18,395 140 1,950 0 16,225 0 200 425 0 : : : : Changes from: December 6, 2016 : : 130 430 350 -50 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 57.9 40.6 0.3 4.3 0.0 35.8 0.0 0.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 39,765 : : Positions : : 20,890 21,580 16,485 65 1,795 0 15,450 0 0 400 0 : : : : Changes from: December 6, 2016 : : 280 480 300 0 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 54.3 41.5 0.2 4.5 0.0 38.9 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 30,505 : : Positions : : 26,770 21,605 50 4,335 705 0 1,635 125 1,200 490 280 : : : : Changes from: December 6, 2016 : : 2,120 -1,000 0 3,160 -1,730 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 70.8 0.2 14.2 2.3 0.0 5.4 0.4 3.9 1.6 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 7 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 30,445 : : Positions : : 26,815 21,180 75 5,240 615 0 1,845 115 1,330 0 570 : : : : Changes from: December 6, 2016 : : 2,120 -1,000 0 3,160 -1,720 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 69.6 0.2 17.2 2.0 0.0 6.1 0.4 4.4 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 7 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 33,904 : : Positions : : 22,375 16,104 25 9,746 3,524 4,850 575 425 515 1,345 480 : : : : Changes from: December 6, 2016 : : -300 275 0 -525 350 0 0 0 -100 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 47.5 0.1 28.7 10.4 14.3 1.7 1.3 1.5 4.0 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 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 25,285 : : Positions : : 18,055 14,045 0 3,285 4,325 650 600 195 215 1,000 275 : : : : Changes from: December 6, 2016 : : -420 -545 0 25 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 55.5 0.0 13.0 17.1 2.6 2.4 0.8 0.9 4.0 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 122,219 : : Positions : : 55,744 104,821 14,547 2,080 7,529 27,575 0 140 9,035 0 530 : : : : Changes from: December 6, 2016 : : 1,550 2,975 1,530 255 -1,360 100 0 0 50 0 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 85.8 11.9 1.7 6.2 22.6 0.0 0.1 7.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 26 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 111,314 : : Positions : : 51,150 95,472 12,903 3,155 7,120 30,045 0 150 4,565 0 150 : : : : Changes from: December 6, 2016 : : 815 2,920 1,805 0 -1,500 100 0 0 200 0 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 85.8 11.6 2.8 6.4 27.0 0.0 0.1 4.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 25 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 20,895 : : Positions : : 15,985 18,740 2,895 80 760 0 250 25 200 0 0 : : : : Changes from: December 6, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 89.7 13.9 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 13, 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 18,160 : : Positions : : 13,590 16,820 2,830 390 495 0 150 0 950 0 0 : : : : Changes from: December 6, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 92.6 15.6 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 13, 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 24,750 1,225 4,055 1,440 0 2,625 0 0 630 0 : : : : Changes from: December 6, 2016 : : 0 100 0 0 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 66.4 3.3 10.9 3.9 0.0 7.0 0.0 0.0 1.7 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 13, 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 26,530 : : Positions : : 18,755 15,880 1,050 2,775 2,550 0 1,150 0 0 0 0 : : : : Changes from: December 6, 2016 : : -175 125 300 0 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 59.9 4.0 10.5 9.6 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 16, 2016