Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 123,310 : : Positions : : 43,532 23,168 11,893 6,570 8,038 2,412 33,469 8,509 38,344 32,797 9,617 : : : : Changes from: January 5, 2016 : : 230 -3,054 -1,531 1,604 915 -1,140 430 667 1,568 -123 2,949 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.3 18.8 9.6 5.3 6.5 2.0 27.1 6.9 31.1 26.6 7.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 18 18 . . 4 . 6 4 12 16 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 30,846 : : Positions : : 8,594 13,136 0 7,426 198 684 4,436 1,127 17,906 2,444 1,714 : : : : Changes from: January 5, 2016 : : -385 190 0 80 78 684 -26 -174 443 518 -345 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 42.6 0.0 24.1 0.6 2.2 14.4 3.7 58.0 7.9 5.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 6 0 4 . . 4 . 12 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465E Open Interest is 3,507 : : Positions : : 342 883 562 329 1,068 93 55 261 461 191 721 : : : : Changes from: January 5, 2016 : : 229 247 4 -14 57 93 9 130 -37 45 223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 25.2 16.0 9.4 30.5 2.6 1.6 7.4 13.1 5.4 20.6 : : : : Number of Traders in Each Category Total Traders: 23 : : . 4 . . . . . . 7 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465G Open Interest is 17,702 : : Positions : : 561 167 2,362 0 2,119 1,326 5,691 6,528 2,201 592 2,605 : : : : Changes from: January 5, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.2 0.9 13.3 0.0 12.0 7.5 32.2 36.9 12.4 3.3 14.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 . 4 0 4 . . . 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 157,976 : : Positions : : 104,192 122,304 8,756 1,479 8,241 17,134 2,151 5,295 4,168 8,396 9,398 : : : : Changes from: January 5, 2016 : : -3,125 -1,338 -433 93 66 68 -587 78 196 -120 391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 77.4 5.5 0.9 5.2 10.8 1.4 3.4 2.6 5.3 5.9 : : : : Number of Traders in Each Category Total Traders: 78 : : 44 46 . . 4 . 4 7 11 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 49,910 : : Positions : : 43,362 45,412 1,498 0 3,738 33 31 166 783 233 305 : : : : Changes from: January 5, 2016 : : 3,531 273 -3,406 0 264 -23 8 44 54 -125 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 91.0 3.0 0.0 7.5 0.1 0.1 0.3 1.6 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 26 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 425,836 : : Positions : : 401,619 374,301 0 29,635 15,257 0 867 1,376 5,080 1,896 1,816 : : : : Changes from: January 5, 2016 : : 3,509 -4,529 0 6,138 0 0 0 0 -4 1,896 -908 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 87.9 0.0 7.0 3.6 0.0 0.2 0.3 1.2 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 1,528,904 : : Positions : :1,229,789 1,358,843 204,931 75,632 8,087 9,752 45,167 17,984 54,441 19,271 3,920 : : : : Changes from: January 5, 2016 : : -63,672 -69,127 4,265 1,160 -5,096 -720 1,176 -456 784 7,840 -1,568 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 88.9 13.4 4.9 0.5 0.6 3.0 1.2 3.6 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 34 37 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 66,173 : : Positions : : 58,347 54,671 0 2,395 2,906 0 2,193 993 3,756 2,829 77 : : : : Changes from: January 5, 2016 : : -4,745 -2,376 0 -3,377 133 0 91 -69 588 1,490 -207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 82.6 0.0 3.6 4.4 0.0 3.3 1.5 5.7 4.3 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 20 0 . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 484,437 : : Positions : : 307,429 446,613 150,678 0 19,240 0 0 0 0 11,494 7,090 : : : : Changes from: January 5, 2016 : : -49,707 -42,748 7,615 0 -8,200 0 0 0 0 656 -656 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 92.2 31.1 0.0 4.0 0.0 0.0 0.0 0.0 2.4 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 430,036 : : Positions : : 403,854 396,869 2,729 8,594 23,029 0 760 0 424 784 0 : : : : Changes from: January 5, 2016 : : 12,347 -4,477 -11,742 5,082 -386 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 92.3 0.6 2.0 5.4 0.0 0.2 0.0 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 25 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 39,283 : : Positions : : 35,057 35,149 1,718 1,589 641 86 319 254 209 0 20 : : : : Changes from: January 5, 2016 : : -1,923 -1,777 22 264 -286 -64 0 0 -49 -97 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 89.5 4.4 4.0 1.6 0.2 0.8 0.6 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 20 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 48,526 : : Positions : : 40,974 45,102 2,725 0 3,285 0 0 0 995 6 92 : : : : Changes from: January 5, 2016 : : -4,185 -3,780 -795 0 745 0 0 0 988 6 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 92.9 5.6 0.0 6.8 0.0 0.0 0.0 2.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 32 29 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 65,804 : : Positions : : 57,020 62,516 3,750 0 3,165 0 0 0 1,255 6 92 : : : : Changes from: January 5, 2016 : : -5,457 -4,891 -905 0 795 -50 0 0 1,243 6 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 95.0 5.7 0.0 4.8 0.0 0.0 0.0 1.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 29 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 17,105 : : Positions : : 14,875 15,015 140 0 1,970 0 0 0 0 0 0 : : : : Changes from: January 5, 2016 : : -1,117 -1,117 10 0 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 87.8 0.8 0.0 11.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 273,272 : : Positions : : 212,208 272,088 60,304 0 760 0 424 0 0 0 0 : : : : Changes from: January 5, 2016 : : 7,656 4,504 -2,760 0 760 0 0 0 -392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 99.6 22.1 0.0 0.3 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 18 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 7,914 : : Positions : : 6,784 7,451 0 378 0 0 0 0 1,020 0 0 : : : : Changes from: January 5, 2016 : : -842 -710 0 22 -22 0 0 0 -88 -44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 94.1 0.0 4.8 0.0 0.0 0.0 0.0 12.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 15 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 20,320 : : Positions : : 17,435 17,490 840 300 2,045 0 0 0 0 350 0 : : : : Changes from: January 5, 2016 : : -1,815 -1,705 -35 0 0 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 86.1 4.1 1.5 10.1 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 21,275 : : Positions : : 17,930 18,775 950 150 2,215 0 0 0 0 75 0 : : : : Changes from: January 5, 2016 : : -290 -240 30 0 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 88.2 4.5 0.7 10.4 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 17 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 18,867 : : Positions : : 15,584 13,341 2,573 4,320 229 163 0 0 0 126 0 : : : : Changes from: January 5, 2016 : : -625 -816 44 207 -86 -67 0 -22 0 44 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 70.7 13.6 22.9 1.2 0.9 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 20 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 58,477 : : Positions : : 55,070 48,025 1,039 3,067 1,764 0 0 0 300 5,339 30 : : : : Changes from: January 5, 2016 : : -4,503 -3,468 194 289 -453 -50 0 0 25 -1,095 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 82.1 1.8 5.2 3.0 0.0 0.0 0.0 0.5 9.1 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 27 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 71,885 : : Positions : : 67,045 53,949 1,030 1,873 3,060 0 2,153 95 0 9,958 655 : : : : Changes from: January 5, 2016 : : -3,913 -3,151 -177 -87 -75 -131 -27 -47 0 -1,049 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 75.0 1.4 2.6 4.3 0.0 3.0 0.1 0.0 13.9 0.9 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 32 . . . 0 4 . 0 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 45,765 : : Positions : : 42,475 42,165 1,190 2,905 385 0 0 0 1,285 0 310 : : : : Changes from: January 5, 2016 : : -5,045 -4,460 -25 -125 0 0 0 0 375 0 310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 92.1 2.6 6.3 0.8 0.0 0.0 0.0 2.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 52,070 : : Positions : : 46,995 48,415 1,860 2,965 525 0 0 0 2,275 0 165 : : : : Changes from: January 5, 2016 : : -5,040 -3,215 -40 -180 0 0 0 0 1,495 0 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 93.0 3.6 5.7 1.0 0.0 0.0 0.0 4.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 351,589 : : Positions : : 309,165 299,085 3,373 18,009 3,943 0 8,120 0 29,099 16,423 6,009 : : : : Changes from: January 5, 2016 : : -20,447 -17,190 0 -1,159 -17 0 -392 0 113 -1,593 441 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 85.1 1.0 5.1 1.1 0.0 2.3 0.0 8.3 4.7 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 27 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 25,946 : : Positions : : 19,133 21,788 418 578 726 109 836 106 4,950 1,445 401 : : : : Changes from: January 5, 2016 : : -55 -498 -238 133 21 44 -107 20 -329 -214 109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 84.0 1.6 2.2 2.8 0.4 3.2 0.4 19.1 5.6 1.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 27 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 32,725 : : Positions : : 21,104 27,714 10,052 0 158 77 847 0 52 2,724 1,282 : : : : Changes from: January 5, 2016 : : 1,045 -739 -1,451 0 158 -78 0 0 0 255 -154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 84.7 30.7 0.0 0.5 0.2 2.6 0.0 0.2 8.3 3.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 . 0 . . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 325,249 : : Positions : : 252,000 325,249 73,249 0 0 0 0 0 0 0 0 : : : : Changes from: January 5, 2016 : : -30,712 -21,312 8,616 0 0 0 0 0 0 -784 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 100.0 22.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 28,204 : : Positions : : 22,905 27,613 3,948 0 0 615 0 0 124 0 0 : : : : Changes from: January 5, 2016 : : -2,597 -1,870 277 -44 -22 0 0 0 -1 -217 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 97.9 14.0 0.0 0.0 2.2 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 119,706 : : Positions : : 70,574 111,916 49,132 1,518 0 0 6,272 0 0 0 0 : : : : Changes from: January 5, 2016 : : -8,232 -8,232 -392 0 0 0 -392 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 93.5 41.0 1.3 0.0 0.0 5.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 14,753 : : Positions : : 11,133 12,287 805 1,326 523 1,065 0 0 902 0 239 : : : : Changes from: January 5, 2016 : : -810 -1,164 63 88 -132 -64 0 0 -374 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 83.3 5.5 9.0 3.5 7.2 0.0 0.0 6.1 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 175,808 : : Positions : : 138,793 155,045 9,793 8,642 10,535 8,940 0 0 6,161 0 1,586 : : : : Changes from: January 5, 2016 : : -19,666 -22,752 784 784 -1,960 -784 0 0 -2,302 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 88.2 5.6 4.9 6.0 5.1 0.0 0.0 3.5 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 14,212 : : Positions : : 10,855 8,670 2,931 3,941 105 0 879 0 258 216 63 : : : : Changes from: January 5, 2016 : : -805 -143 -65 -508 61 0 18 0 258 -22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 61.0 20.6 27.7 0.7 0.0 6.2 0.0 1.8 1.5 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 162,746 : : Positions : : 136,760 105,653 19,697 53,976 360 2,884 0 1,125 288 0 1,632 : : : : Changes from: January 5, 2016 : : -5,786 -8,513 -759 2,352 -32 0 0 0 288 -96 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 64.9 12.1 33.2 0.2 1.8 0.0 0.7 0.2 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 8,815 : : Positions : : 8,275 7,855 300 0 0 0 300 0 0 600 0 : : : : Changes from: January 5, 2016 : : 275 -325 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 89.1 3.4 0.0 0.0 0.0 3.4 0.0 0.0 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 18,171 : : Positions : : 10,883 13,975 3,067 0 4,196 0 0 0 25 0 0 : : : : Changes from: January 5, 2016 : : 292 1,413 1,121 0 -154 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 76.9 16.9 0.0 23.1 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 18 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 11,395 : : Positions : : 10,625 9,665 650 250 0 0 1,480 0 0 0 0 : : : : Changes from: January 5, 2016 : : -120 -170 0 -50 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 84.8 5.7 2.2 0.0 0.0 13.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 15 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 440,814 : : Positions : : 285,168 255,822 13,802 32,248 42,732 0 25,391 22,606 11,156 0 61,380 : : : : Changes from: January 5, 2016 : : 5,866 9,285 -998 2,468 1,032 0 655 546 5,600 -2,336 1,565 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 58.0 3.1 7.3 9.7 0.0 5.8 5.1 2.5 0.0 13.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 22,215 : : Positions : : 20,615 10,370 1,300 11,395 0 0 375 0 0 0 0 : : : : Changes from: January 5, 2016 : : -615 -190 0 -440 -75 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 46.7 5.9 51.3 0.0 0.0 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CV Open Interest is 18,860 : : Positions : : 17,665 7,065 675 11,370 0 0 375 0 0 0 0 : : : : Changes from: January 5, 2016 : : -725 -185 -175 -490 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 37.5 3.6 60.3 0.0 0.0 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 19,969 : : Positions : : 18,869 16,309 0 3,380 280 700 0 0 0 0 0 : : : : Changes from: January 5, 2016 : : -2,235 -1,415 0 -525 50 100 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 81.7 0.0 16.9 1.4 3.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 18,529 : : Positions : : 17,720 14,204 0 4,085 230 250 0 0 0 0 0 : : : : Changes from: January 5, 2016 : : -2,034 -1,340 0 -375 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 76.7 0.0 22.0 1.2 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 11 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 21,405 : : Positions : : 19,725 20,835 925 470 0 0 100 0 0 0 0 : : : : Changes from: January 5, 2016 : : -1,310 -800 -10 -155 0 0 -200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 97.3 4.3 2.2 0.0 0.0 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 16,305 : : Positions : : 15,475 16,135 160 0 0 0 0 0 0 50 0 : : : : Changes from: January 5, 2016 : : -1,280 -1,045 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 99.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 12 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 17,620 : : Positions : : 16,695 17,150 295 100 0 0 0 200 0 50 0 : : : : Changes from: January 5, 2016 : : -1,070 -825 -100 0 0 0 -200 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 97.3 1.7 0.6 0.0 0.0 0.0 1.1 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 14 . . 0 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 114,462 : : Positions : : 100,752 105,242 7,010 5,085 3,535 1,010 250 0 2,035 300 0 : : : : Changes from: January 5, 2016 : : -10,487 -9,422 -230 390 -140 50 0 -50 1,485 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 91.9 6.1 4.4 3.1 0.9 0.2 0.0 1.8 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 31 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 126,530 : : Positions : : 111,152 116,105 7,528 4,810 3,510 1,513 1,238 152 2,610 545 25 : : : : Changes from: January 5, 2016 : : -7,273 -6,365 -859 470 -245 125 -190 -325 1,910 -30 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 91.8 5.9 3.8 2.8 1.2 1.0 0.1 2.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 33 32 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 148,622 : : Positions : : 125,486 116,318 3,375 5,259 5,396 2,908 2,973 6,822 3,106 10,494 1,259 : : : : Changes from: January 5, 2016 : : -5,701 -4,331 686 -1,383 -292 -180 -139 -250 -1,108 -13 -645 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 78.3 2.3 3.5 3.6 2.0 2.0 4.6 2.1 7.1 0.8 : : : : Number of Traders in Each Category Total Traders: 71 : : 42 37 . . 4 . 5 . 4 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 106,033 : : Positions : : 90,022 93,234 9,976 6,375 2,069 0 1,975 1,700 1,510 100 500 : : : : Changes from: January 5, 2016 : : -1,880 -2,267 191 560 -846 -275 -110 -25 50 -100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 87.9 9.4 6.0 2.0 0.0 1.9 1.6 1.4 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 36 31 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 21,200 : : Positions : : 20,570 18,450 350 1,975 50 95 465 60 0 150 0 : : : : Changes from: January 5, 2016 : : -1,515 -1,300 -50 -210 0 -275 -225 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.0 87.0 1.7 9.3 0.2 0.4 2.2 0.3 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 13 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 17,030 : : Positions : : 16,720 14,755 225 1,975 50 0 175 25 0 0 0 : : : : Changes from: January 5, 2016 : : -1,170 -1,075 0 -200 0 0 125 -125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.2 86.6 1.3 11.6 0.3 0.0 1.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 29,143 : : Positions : : 26,214 24,158 0 2,395 2,545 100 0 0 239 0 0 : : : : Changes from: January 5, 2016 : : -1,425 -1,380 0 275 -300 0 -300 0 5 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 82.9 0.0 8.2 8.7 0.3 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 26 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 14,100 : : Positions : : 13,185 13,565 245 45 490 0 0 0 0 0 0 : : : : Changes from: January 5, 2016 : : 535 755 40 0 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 96.2 1.7 0.3 3.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 167,094 : : Positions : : 143,473 121,083 0 32,075 10,187 10,855 0 2,344 0 1,405 0 : : : : Changes from: January 5, 2016 : : 589 2,090 0 -1,478 -11 23 0 23 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 72.5 0.0 19.2 6.1 6.5 0.0 1.4 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 16 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 3,289,132 : : Positions : :2,825,221 2,054,298 17,240 975,363 259,471 187,200 0 0 0 0 0 : : : : Changes from: January 5, 2016 : : 38,801 35,201 0 3,600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 62.5 0.5 29.7 7.9 5.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 74,369 : : Positions : : 63,621 69,474 5,534 0 4,895 0 0 0 319 0 0 : : : : Changes from: January 5, 2016 : : -1,438 1,112 2,550 0 -765 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 93.4 7.4 0.0 6.6 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 15 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,575,713 : : Positions : :1,270,126 1,279,625 131,162 125,020 171,068 0 0 0 3,357 0 0 : : : : Changes from: January 5, 2016 : : 13,490 60,290 0 -46,800 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 81.2 8.3 7.9 10.9 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 99,584 : : Positions : : 95,488 45,312 3,840 54,272 0 0 0 0 0 0 0 : : : : Changes from: January 5, 2016 : : -32,824 -15,576 -1,320 -18,656 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 45.5 3.9 54.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 5 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 27,152 : : Positions : : 23,220 19,800 825 4,920 142 1,095 1,770 0 1,575 130 50 : : : : Changes from: January 5, 2016 : : -919 -1,459 25 175 -58 -100 0 0 45 130 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 72.9 3.0 18.1 0.5 4.0 6.5 0.0 5.8 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 21 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 22,781 : : Positions : : 21,525 15,861 0 5,890 600 495 0 0 0 160 40 : : : : Changes from: January 5, 2016 : : -1,152 -1,434 0 -116 -178 -115 0 0 0 90 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 69.6 0.0 25.9 2.6 2.2 0.0 0.0 0.0 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 0 4 . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 34,207 : : Positions : : 31,657 19,354 1,815 13,829 18 0 330 90 465 456 115 : : : : Changes from: January 5, 2016 : : -762 -25 265 -120 -5 0 -350 90 -95 -50 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 56.6 5.3 40.4 0.1 0.0 1.0 0.3 1.4 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 25 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 22,840 : : Positions : : 20,925 16,174 177 5,738 768 510 0 0 0 120 0 : : : : Changes from: January 5, 2016 : : -1,231 -566 -35 -185 0 510 -10 -195 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 70.8 0.8 25.1 3.4 2.2 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 17 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 21,117 : : Positions : : 17,391 18,237 2,890 1,010 795 0 815 0 0 240 0 : : : : Changes from: January 5, 2016 : : 706 117 -200 240 -10 0 225 0 0 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 86.4 13.7 4.8 3.8 0.0 3.9 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 15,161 : : Positions : : 12,214 13,260 2,261 530 600 0 275 0 0 300 0 : : : : Changes from: January 5, 2016 : : -202 -580 -122 -29 0 0 275 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 87.5 14.9 3.5 4.0 0.0 1.8 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 35,806 : : Positions : : 30,932 31,941 2,440 1,310 1,750 0 600 0 499 0 0 : : : : Changes from: January 5, 2016 : : -893 -1,178 -20 -5 -300 0 -300 0 -565 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 89.2 6.8 3.7 4.9 0.0 1.7 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 25 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 15,220 : : Positions : : 13,439 12,179 810 3,000 20 0 0 0 810 0 21 : : : : Changes from: January 5, 2016 : : -560 -730 -10 -25 0 0 0 0 -185 0 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 80.0 5.3 19.7 0.1 0.0 0.0 0.0 5.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 14,439 : : Positions : : 11,716 10,977 610 3,362 0 0 0 0 1,428 100 0 : : : : Changes from: January 5, 2016 : : -33 -313 5 350 -5 0 0 0 -515 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 76.0 4.2 23.3 0.0 0.0 0.0 0.0 9.9 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 14 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 47,906 : : Positions : : 44,681 41,297 0 2,345 2,850 0 275 125 0 0 0 : : : : Changes from: January 5, 2016 : : -3,135 -2,325 0 -1,345 0 0 45 -45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 86.2 0.0 4.9 5.9 0.0 0.6 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 20 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 40,977 : : Positions : : 38,802 34,492 0 3,705 1,810 125 0 0 0 0 0 : : : : Changes from: January 5, 2016 : : -2,980 -1,754 0 -1,470 0 -45 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 84.2 0.0 9.0 4.4 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 18 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 17,220 : : Positions : : 15,610 11,850 225 0 0 0 3,820 600 0 900 0 : : : : Changes from: January 5, 2016 : : -405 -595 -65 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 68.8 1.3 0.0 0.0 0.0 22.2 3.5 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 24,066 : : Positions : : 23,465 17,440 250 0 0 0 6,150 0 0 395 6 : : : : Changes from: January 5, 2016 : : 1,695 260 -50 0 0 0 1,290 0 0 75 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 72.5 1.0 0.0 0.0 0.0 25.6 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 21,810 : : Positions : : 21,575 18,075 0 1,200 0 0 2,370 165 0 0 0 : : : : Changes from: January 5, 2016 : : -900 -750 0 0 0 0 -55 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 82.9 0.0 5.5 0.0 0.0 10.9 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 14 0 . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 20,775 : : Positions : : 20,725 15,855 0 1,200 0 0 3,720 0 0 0 0 : : : : Changes from: January 5, 2016 : : -1,150 -970 0 0 0 0 -180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.8 76.3 0.0 5.8 0.0 0.0 17.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 86,699 : : Positions : : 61,073 80,809 2,715 350 350 15,570 0 0 1,801 0 4 : : : : Changes from: January 5, 2016 : : 1,476 2,429 -15 -85 0 1,160 0 0 -277 0 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 93.2 3.1 0.4 0.4 18.0 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 25 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 80,165 : : Positions : : 57,565 76,730 1,515 350 1,090 15,650 0 0 2,350 0 0 : : : : Changes from: January 5, 2016 : : 1,581 2,266 -15 -65 0 1,145 0 0 -510 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 95.7 1.9 0.4 1.4 19.5 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 22 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 21,265 : : Positions : : 19,820 19,540 0 780 420 300 0 125 0 0 0 : : : : Changes from: January 5, 2016 : : -1,615 -1,545 0 -135 0 250 0 -125 -225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 91.9 0.0 3.7 2.0 1.4 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 17,970 : : Positions : : 17,870 15,670 0 1,800 0 0 300 0 0 0 0 : : : : Changes from: January 5, 2016 : : -1,750 -1,615 0 15 -15 -50 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.4 87.2 0.0 10.0 0.0 0.0 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 23,565 : : Positions : : 19,725 18,470 315 175 2,970 0 1,500 125 180 0 0 : : : : Changes from: January 5, 2016 : : -1,435 -1,430 115 35 -150 0 300 -125 -70 -275 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 78.4 1.3 0.7 12.6 0.0 6.4 0.5 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 12, 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 22,930 : : Positions : : 19,385 17,700 0 1,295 2,325 0 900 125 180 0 0 : : : : Changes from: January 5, 2016 : : -405 -960 0 85 -100 0 300 -125 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 77.2 0.0 5.6 10.1 0.0 3.9 0.5 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 0 . . 0 . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 15, 2016