Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 132,284 : : Positions : : 45,711 25,051 11,144 6,777 8,527 2,412 30,455 12,176 42,025 38,979 9,144 : : : : Changes from: January 19, 2016 : : -782 1,007 -1,085 -146 1,230 0 -1,256 1,122 483 -807 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.6 18.9 8.4 5.1 6.4 1.8 23.0 9.2 31.8 29.5 6.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 16 19 . . 4 . 6 5 14 13 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 33,277 : : Positions : : 8,472 14,334 123 8,114 303 684 4,136 1,867 19,206 2,209 2,009 : : : : Changes from: January 19, 2016 : : -242 443 -10 1,240 30 0 -915 615 1,155 40 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.5 43.1 0.4 24.4 0.9 2.1 12.4 5.6 57.7 6.6 6.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 11 7 . . . . 4 . 14 . 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 4,667 : : Positions : : 413 611 557 394 1,052 140 366 765 666 406 1,073 : : : : Changes from: January 19, 2016 : : 43 -203 -6 50 -8 -22 18 -11 -36 114 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 13.1 11.9 8.4 22.5 3.0 7.8 16.4 14.3 8.7 23.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 4 4 . . . . . . 7 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 20,004 : : Positions : : 607 161 2,351 0 2,208 2,501 6,999 7,250 2,362 661 2,725 : : : : Changes from: January 19, 2016 : : -26 -5 92 0 99 971 955 753 122 208 -97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.0 0.8 11.8 0.0 11.0 12.5 35.0 36.2 11.8 3.3 13.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 . 4 0 4 . . . 5 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 164,382 : : Positions : : 108,410 126,115 8,447 1,204 8,826 18,525 2,141 4,835 3,836 9,888 10,806 : : : : Changes from: January 19, 2016 : : 886 1,518 12 -259 397 147 -317 -85 104 238 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 76.7 5.1 0.7 5.4 11.3 1.3 2.9 2.3 6.0 6.6 : : : : Number of Traders in Each Category Total Traders: 80 : : 45 48 . . 4 5 . 8 10 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 52,032 : : Positions : : 46,064 47,404 1,297 0 3,891 138 38 109 0 57 509 : : : : Changes from: January 19, 2016 : : 836 1,074 995 0 -627 27 2 -2 -726 56 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 91.1 2.5 0.0 7.5 0.3 0.1 0.2 0.0 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 29 26 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 440,787 : : Positions : : 412,610 379,188 0 40,273 15,257 411 0 2,149 6,440 0 1,936 : : : : Changes from: January 19, 2016 : : 5,078 -481 0 7,318 0 411 -179 773 1,169 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 86.0 0.0 9.1 3.5 0.1 0.0 0.5 1.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 20 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 1,558,774 : : Positions : :1,256,612 1,389,329 206,465 76,951 8,087 9,392 41,762 18,344 55,954 20,381 3,920 : : : : Changes from: January 19, 2016 : : 20,748 25,610 1,534 -1,080 0 0 0 0 1,888 -360 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 89.1 13.2 4.9 0.5 0.6 2.7 1.2 3.6 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 36 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 67,502 : : Positions : : 59,880 55,392 0 4,440 2,416 0 1,965 1,337 3,607 1,690 237 : : : : Changes from: January 19, 2016 : : -60 -173 0 1,482 -922 0 -110 143 -235 -1,494 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 82.1 0.0 6.6 3.6 0.0 2.9 2.0 5.3 2.5 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 0 . . 0 . . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 494,093 : : Positions : : 314,925 454,349 147,510 0 23,088 0 0 0 1,480 9,566 7,090 : : : : Changes from: January 19, 2016 : : 4,368 7,480 -296 0 0 0 0 0 1,480 -1,928 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 92.0 29.9 0.0 4.7 0.0 0.0 0.0 0.3 1.9 1.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 417,320 : : Positions : : 390,418 378,682 2,729 9,009 23,389 0 5,456 0 784 784 0 : : : : Changes from: January 19, 2016 : : -21,937 -22,712 0 775 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 90.7 0.7 2.2 5.6 0.0 1.3 0.0 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 27 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 39,543 : : Positions : : 35,042 35,791 1,718 1,547 683 86 65 508 166 0 63 : : : : Changes from: January 19, 2016 : : -17 386 0 0 0 0 0 0 -64 0 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 90.5 4.3 3.9 1.7 0.2 0.2 1.3 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 23 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 51,986 : : Positions : : 44,319 48,562 2,800 0 3,285 0 0 0 1,035 6 92 : : : : Changes from: January 19, 2016 : : 2,995 3,020 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 93.4 5.4 0.0 6.3 0.0 0.0 0.0 2.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 31 29 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 70,339 : : Positions : : 61,575 66,611 3,200 0 3,605 50 0 0 1,295 6 92 : : : : Changes from: January 19, 2016 : : 3,895 3,895 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 94.7 4.5 0.0 5.1 0.1 0.0 0.0 1.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 30 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 18,440 : : Positions : : 16,210 16,350 140 0 1,970 0 0 0 0 0 0 : : : : Changes from: January 19, 2016 : : 385 385 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 88.7 0.8 0.0 10.7 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 26, 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 288,808 : : Positions : : 227,744 287,624 60,304 0 760 0 424 0 0 0 0 : : : : Changes from: January 19, 2016 : : 7,664 7,664 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 99.6 20.9 0.0 0.3 0.0 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 17 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 8,231 : : Positions : : 7,080 7,789 0 378 0 0 0 0 1,020 0 0 : : : : Changes from: January 19, 2016 : : 359 401 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 94.6 0.0 4.6 0.0 0.0 0.0 0.0 12.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 16 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 20,935 : : Positions : : 18,050 18,120 840 300 2,045 0 0 0 0 350 0 : : : : Changes from: January 19, 2016 : : 215 230 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 86.6 4.0 1.4 9.8 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 21,990 : : Positions : : 18,495 19,360 1,020 150 2,295 0 50 0 0 75 0 : : : : Changes from: January 19, 2016 : : 505 525 70 0 80 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 88.0 4.6 0.7 10.4 0.0 0.2 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 17 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 19,082 : : Positions : : 15,992 13,366 2,594 4,445 229 163 0 0 0 211 0 : : : : Changes from: January 19, 2016 : : 215 25 0 -109 21 0 0 0 0 85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 70.0 13.6 23.3 1.2 0.9 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 21 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 61,098 : : Positions : : 56,751 50,383 996 2,983 2,436 0 133 17 300 4,587 358 : : : : Changes from: January 19, 2016 : : 798 748 -14 -95 653 0 133 17 0 -25 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 82.5 1.6 4.9 4.0 0.0 0.2 0.0 0.5 7.5 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 29 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 75,366 : : Positions : : 69,684 56,621 832 2,021 3,616 141 1,406 226 0 10,499 867 : : : : Changes from: January 19, 2016 : : 1,565 1,478 -38 138 496 77 -155 -45 0 198 222 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 75.1 1.1 2.7 4.8 0.2 1.9 0.3 0.0 13.9 1.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 33 . . . . . . 0 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 48,645 : : Positions : : 44,655 45,045 1,790 2,905 385 0 0 0 1,385 0 310 : : : : Changes from: January 19, 2016 : : 525 1,125 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 92.6 3.7 6.0 0.8 0.0 0.0 0.0 2.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 53,715 : : Positions : : 47,940 50,060 2,460 2,965 525 0 0 0 2,375 0 165 : : : : Changes from: January 19, 2016 : : 415 1,015 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 93.2 4.6 5.5 1.0 0.0 0.0 0.0 4.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 386,772 : : Positions : : 341,572 326,444 3,373 22,329 3,943 408 9,752 0 29,595 16,423 7,881 : : : : Changes from: January 19, 2016 : : 3,719 6,031 0 0 0 408 1,632 0 3,536 0 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 84.4 0.9 5.8 1.0 0.1 2.5 0.0 7.7 4.2 2.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 27 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 27,265 : : Positions : : 20,117 22,740 195 880 908 170 882 70 5,301 1,383 337 : : : : Changes from: January 19, 2016 : : -50 158 0 -1 -41 42 16 -65 96 1 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 83.4 0.7 3.2 3.3 0.6 3.2 0.3 19.4 5.1 1.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 29 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 34,340 : : Positions : : 22,505 28,855 9,995 0 347 77 1,079 0 108 2,751 1,308 : : : : Changes from: January 19, 2016 : : 784 142 -670 0 189 0 206 0 -25 -259 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 84.0 29.1 0.0 1.0 0.2 3.1 0.0 0.3 8.0 3.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 14 . 0 . . . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 343,413 : : Positions : : 268,238 337,974 75,175 4,680 0 0 0 0 0 759 0 : : : : Changes from: January 19, 2016 : : 2,613 -2,067 0 4,680 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 98.4 21.9 1.4 0.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 28,483 : : Positions : : 23,775 27,891 3,969 0 0 615 0 0 124 42 0 : : : : Changes from: January 19, 2016 : : 149 -127 21 0 0 0 0 0 0 42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 97.9 13.9 0.0 0.0 2.2 0.0 0.0 0.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 138,786 : : Positions : : 70,934 130,996 67,852 1,518 0 0 6,272 0 0 0 0 : : : : Changes from: January 19, 2016 : : 360 360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 94.4 48.9 1.1 0.0 0.0 4.5 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 26, 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 14,570 : : Positions : : 10,839 11,787 917 1,455 523 1,086 0 0 776 84 281 : : : : Changes from: January 19, 2016 : : 379 151 132 129 0 0 0 0 -63 84 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 80.9 6.3 10.0 3.6 7.5 0.0 0.0 5.3 0.6 1.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 181,346 : : Positions : : 142,915 159,440 11,608 10,160 10,160 9,300 0 0 5,777 0 1,586 : : : : Changes from: January 19, 2016 : : 1,125 5,115 1,815 0 0 0 0 0 2,175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 87.9 6.4 5.6 5.6 5.1 0.0 0.0 3.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 15,416 : : Positions : : 12,121 8,522 2,976 5,169 84 0 1,047 0 172 216 63 : : : : Changes from: January 19, 2016 : : 18 103 129 0 0 0 21 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 55.3 19.3 33.5 0.5 0.0 6.8 0.0 1.1 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 181,841 : : Positions : : 155,855 106,028 19,697 72,696 360 2,884 0 1,125 288 0 1,632 : : : : Changes from: January 19, 2016 : : 375 375 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 58.3 10.8 40.0 0.2 1.6 0.0 0.6 0.2 0.0 0.9 : : : : 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 26, 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 9,515 : : Positions : : 8,375 8,755 900 0 0 0 300 0 0 400 0 : : : : Changes from: January 19, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 92.0 9.5 0.0 0.0 0.0 3.2 0.0 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 19,064 : : Positions : : 11,777 14,765 2,939 0 4,273 0 0 0 75 26 0 : : : : Changes from: January 19, 2016 : : 356 277 -103 0 52 0 0 0 50 26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 77.4 15.4 0.0 22.4 0.0 0.0 0.0 0.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 18 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 13,190 : : Positions : : 11,940 11,420 650 290 0 0 1,480 0 0 0 0 : : : : Changes from: January 19, 2016 : : -40 440 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 86.6 4.9 2.2 0.0 0.0 11.2 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 26, 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 455,145 : : Positions : : 292,021 275,708 9,683 34,713 45,393 0 21,729 22,865 29,017 0 54,736 : : : : Changes from: January 19, 2016 : : 7,144 -883 -3,105 -1,405 3,870 0 -145 -426 -6,572 0 2,806 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 60.6 2.1 7.6 10.0 0.0 4.8 5.0 6.4 0.0 12.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 . . . 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 22,260 : : Positions : : 20,660 10,415 1,300 11,395 0 0 375 0 0 0 0 : : : : Changes from: January 19, 2016 : : 135 135 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 46.8 5.8 51.2 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 26, 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 19,010 : : Positions : : 17,815 7,215 675 11,370 0 0 375 0 0 0 0 : : : : Changes from: January 19, 2016 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 38.0 3.6 59.8 0.0 0.0 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 20,714 : : Positions : : 19,614 16,779 25 3,680 255 700 0 0 0 0 0 : : : : Changes from: January 19, 2016 : : 565 290 25 300 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 81.0 0.1 17.8 1.2 3.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 19,314 : : Positions : : 18,505 14,714 0 4,360 230 250 0 0 0 0 0 : : : : Changes from: January 19, 2016 : : 605 330 0 275 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 76.2 0.0 22.6 1.2 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 11 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 22,290 : : Positions : : 20,410 21,870 925 120 200 0 100 0 0 0 0 : : : : Changes from: January 19, 2016 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 98.1 4.1 0.5 0.9 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 19,005 : : Positions : : 18,175 18,835 160 0 0 0 0 0 0 50 0 : : : : Changes from: January 19, 2016 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 99.1 0.8 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 26, 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 19,502 : : Positions : : 18,577 19,032 295 100 0 0 0 200 0 50 0 : : : : Changes from: January 19, 2016 : : -100 -100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 97.6 1.5 0.5 0.0 0.0 0.0 1.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 13 . . 0 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 117,473 : : Positions : : 103,818 107,758 7,005 5,585 3,485 1,010 345 0 2,035 300 0 : : : : Changes from: January 19, 2016 : : 2,978 2,553 25 500 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 91.7 6.0 4.8 3.0 0.9 0.3 0.0 1.7 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 32 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 132,650 : : Positions : : 117,707 121,390 7,243 5,460 3,310 1,563 1,635 152 2,635 570 0 : : : : Changes from: January 19, 2016 : : 3,967 3,632 25 500 -300 -50 0 0 50 -125 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 91.5 5.5 4.1 2.5 1.2 1.2 0.1 2.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 34 33 . . . . . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 150,274 : : Positions : : 125,228 118,630 4,980 4,268 5,154 3,183 3,275 7,429 3,250 10,685 814 : : : : Changes from: January 19, 2016 : : 398 3,420 499 -2,080 275 635 33 10 144 295 -536 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 78.9 3.3 2.8 3.4 2.1 2.2 4.9 2.2 7.1 0.5 : : : : Number of Traders in Each Category Total Traders: 75 : : 43 40 . . 4 4 5 . . 10 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 109,060 : : Positions : : 92,949 96,001 10,006 6,855 1,929 95 1,775 1,900 1,535 100 500 : : : : Changes from: January 19, 2016 : : 1,522 1,582 -145 -180 230 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 88.0 9.2 6.3 1.8 0.1 1.6 1.7 1.4 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 37 32 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 23,395 : : Positions : : 22,480 20,710 350 1,575 250 195 665 45 0 100 0 : : : : Changes from: January 19, 2016 : : 675 1,125 0 -400 200 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 88.5 1.5 6.7 1.1 0.8 2.8 0.2 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 14 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 19,095 : : Positions : : 18,595 17,020 225 1,575 250 0 175 25 0 0 0 : : : : Changes from: January 19, 2016 : : 715 1,105 0 -400 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 89.1 1.2 8.2 1.3 0.0 0.9 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 30,209 : : Positions : : 27,125 24,644 155 2,375 2,645 0 500 0 239 0 0 : : : : Changes from: January 19, 2016 : : 585 560 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 81.6 0.5 7.9 8.8 0.0 1.7 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 26 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 14,940 : : Positions : : 13,545 14,105 65 45 790 0 0 0 0 0 0 : : : : Changes from: January 19, 2016 : : 60 540 65 -55 55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 94.4 0.4 0.3 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 17 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 169,893 : : Positions : : 144,967 116,479 0 39,468 10,178 12,149 0 2,364 0 1,405 0 : : : : Changes from: January 19, 2016 : : 164 2,553 0 -2,410 1,487 -20 0 -16 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 68.6 0.0 23.2 6.0 7.2 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 26, 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 3,284,660 : : Positions : :2,844,149 2,051,626 17,240 996,963 236,071 187,200 0 0 0 0 0 : : : : Changes from: January 19, 2016 : : 20,433 -1,167 0 21,600 -23,400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 62.5 0.5 30.4 7.2 5.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 : : 63,726 69,474 5,429 0 4,895 0 0 0 319 0 0 : : : : Changes from: January 19, 2016 : : 105 0 -105 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 93.4 7.3 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 16 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 1,548,523 : : Positions : :1,264,336 1,252,435 131,162 146,420 149,668 0 0 0 3,357 0 0 : : : : Changes from: January 19, 2016 : : 1,800 -19,600 0 21,400 -21,400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 80.9 8.5 9.5 9.7 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 26, 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 31,120 : : Positions : : 29,840 14,160 1,200 16,960 0 0 0 0 0 0 0 : : : : Changes from: January 19, 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 26, 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 27,175 : : Positions : : 23,260 19,609 825 5,041 145 1,095 1,770 0 1,549 220 50 : : : : Changes from: January 19, 2016 : : 45 -31 0 1 3 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 72.2 3.0 18.6 0.5 4.0 6.5 0.0 5.7 0.8 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 26, 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 22,485 : : Positions : : 21,209 15,555 0 5,904 600 495 0 0 0 141 40 : : : : Changes from: January 19, 2016 : : 39 84 0 9 0 0 0 0 0 -44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 69.2 0.0 26.3 2.7 2.2 0.0 0.0 0.0 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 0 4 . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 36,467 : : Positions : : 33,649 20,012 1,510 14,755 18 0 955 90 1,084 551 71 : : : : Changes from: January 19, 2016 : : 1,930 614 -300 781 0 0 600 0 470 105 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 54.9 4.1 40.5 0.0 0.0 2.6 0.2 3.0 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 26 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 24,015 : : Positions : : 22,220 16,784 177 6,398 648 510 0 0 0 145 0 : : : : Changes from: January 19, 2016 : : 1,175 610 0 540 -60 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 69.9 0.7 26.6 2.7 2.1 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 18 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 22,073 : : Positions : : 18,611 17,903 1,906 1,010 1,515 0 815 0 0 810 0 : : : : Changes from: January 19, 2016 : : 1,200 -184 -984 0 720 0 0 0 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 81.1 8.6 4.6 6.9 0.0 3.7 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 15,716 : : Positions : : 12,769 13,335 2,081 830 780 0 275 0 0 300 0 : : : : Changes from: January 19, 2016 : : 555 75 -180 300 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 84.8 13.2 5.3 5.0 0.0 1.7 0.0 0.0 1.9 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 26, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 37,386 : : Positions : : 32,902 33,916 2,350 1,635 1,450 0 0 0 499 0 0 : : : : Changes from: January 19, 2016 : : 1,335 1,310 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 90.7 6.3 4.4 3.9 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 25 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 15,570 : : Positions : : 13,724 12,544 810 3,000 20 0 0 0 890 0 6 : : : : Changes from: January 19, 2016 : : 295 295 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 80.6 5.2 19.3 0.1 0.0 0.0 0.0 5.7 0.0 0.0 : : : : 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 26, 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 14,584 : : Positions : : 11,796 11,242 610 3,242 0 0 0 0 1,508 100 0 : : : : Changes from: January 19, 2016 : : -350 -230 0 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 77.1 4.2 22.2 0.0 0.0 0.0 0.0 10.3 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 15 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 48,961 : : Positions : : 45,736 42,832 0 2,345 2,850 0 275 125 0 0 0 : : : : Changes from: January 19, 2016 : : 500 500 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 87.5 0.0 4.8 5.8 0.0 0.6 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 21 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 41,187 : : Positions : : 39,012 34,942 0 3,705 1,810 125 0 0 0 0 0 : : : : Changes from: January 19, 2016 : : 500 500 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 84.8 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: 24 : : 13 19 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 19, 2016 : : 0 0 0 0 0 0 0 0 0 0 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 26, 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 24,666 : : Positions : : 24,065 18,040 250 0 0 0 6,150 0 0 395 6 : : : : Changes from: January 19, 2016 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 73.1 1.0 0.0 0.0 0.0 24.9 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 26, 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 23,085 : : Positions : : 22,850 19,400 0 1,200 0 0 2,320 165 0 0 0 : : : : Changes from: January 19, 2016 : : 425 775 0 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.0 84.0 0.0 5.2 0.0 0.0 10.0 0.7 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 26, 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 22,020 : : Positions : : 21,970 17,100 0 1,200 0 0 3,720 0 0 0 0 : : : : Changes from: January 19, 2016 : : 345 645 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.8 77.7 0.0 5.4 0.0 0.0 16.9 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 26, 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 90,004 : : Positions : : 64,328 84,014 2,715 350 350 15,520 0 0 1,801 0 4 : : : : Changes from: January 19, 2016 : : 1,425 1,125 0 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 93.3 3.0 0.4 0.4 17.2 0.0 0.0 2.0 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 26, 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 83,505 : : Positions : : 60,855 80,020 1,515 350 1,090 15,650 0 0 2,350 0 0 : : : : Changes from: January 19, 2016 : : 1,425 1,125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 95.8 1.8 0.4 1.3 18.7 0.0 0.0 2.8 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 26, 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 21,515 : : Positions : : 20,070 19,790 0 780 420 300 0 125 0 0 0 : : : : Changes from: January 19, 2016 : : 250 250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 92.0 0.0 3.6 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 26, 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 18,220 : : Positions : : 18,120 15,920 0 1,800 0 0 300 0 0 0 0 : : : : Changes from: January 19, 2016 : : 250 250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.5 87.4 0.0 9.9 0.0 0.0 1.6 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 26, 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 23,590 : : Positions : : 19,725 18,470 315 175 2,970 0 1,500 125 180 0 0 : : : : Changes from: January 19, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 78.3 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 : : 15 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 19, 2016 : : 0 0 0 0 0 0 0 0 0 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 29, 2016