Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 130,739 : : Positions : : 46,071 25,862 10,164 6,913 8,354 2,136 28,518 11,566 41,041 38,009 10,227 : : : : Changes from: January 26, 2016 : : 360 811 -980 136 -173 -276 -1,937 -610 -984 -970 1,083 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.2 19.8 7.8 5.3 6.4 1.6 21.8 8.8 31.4 29.1 7.8 : : : : Number of Traders in Each Category Total Traders: 57 : : 15 17 . . 4 . 6 5 13 14 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 30,709 : : Positions : : 7,047 14,283 194 7,066 120 702 2,624 1,744 17,790 2,244 2,268 : : : : Changes from: January 26, 2016 : : -1,425 -51 71 -1,048 -183 18 -1,512 -123 -1,416 35 259 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 46.5 0.6 23.0 0.4 2.3 8.5 5.7 57.9 7.3 7.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 10 10 . . . . 4 . 13 4 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 4,534 : : Positions : : 446 366 543 468 1,026 64 358 788 613 474 1,053 : : : : Changes from: January 26, 2016 : : 33 -245 -14 74 -26 -76 -8 23 -53 69 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.8 8.1 12.0 10.3 22.6 1.4 7.9 17.4 13.5 10.5 23.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 5 . . . . . . . 7 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 20,527 : : Positions : : 575 155 2,377 0 2,153 3,561 7,583 7,282 2,047 823 2,507 : : : : Changes from: January 26, 2016 : : -32 -7 26 0 -55 1,060 584 31 -314 162 -217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.8 0.8 11.6 0.0 10.5 17.3 36.9 35.5 10.0 4.0 12.2 : : : : 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 February 2, 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 158,310 : : Positions : : 104,615 123,233 7,339 1,513 8,269 20,122 2,540 3,727 4,099 7,302 9,199 : : : : Changes from: January 26, 2016 : : -3,794 -2,881 -1,108 308 -558 1,597 398 -1,107 263 -2,586 -1,607 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 77.8 4.6 1.0 5.2 12.7 1.6 2.4 2.6 4.6 5.8 : : : : Number of Traders in Each Category Total Traders: 79 : : 44 48 . . 4 . 4 6 8 12 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 49,365 : : Positions : : 43,437 43,661 71 0 4,858 313 32 15 208 336 461 : : : : Changes from: January 26, 2016 : : -2,626 -3,742 -1,226 0 967 175 -6 -94 208 279 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 88.4 0.1 0.0 9.8 0.6 0.1 0.0 0.4 0.7 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 24 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 439,308 : : Positions : : 414,539 365,156 0 59,777 9,689 0 1,254 888 11,648 0 640 : : : : Changes from: January 26, 2016 : : 1,929 -14,032 0 19,504 -5,568 -411 1,254 -1,261 5,208 0 -1,296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 83.1 0.0 13.6 2.2 0.0 0.3 0.2 2.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 20 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 1,568,564 : : Positions : :1,260,450 1,391,956 211,985 75,009 7,367 9,392 48,762 18,344 57,106 23,206 3,920 : : : : Changes from: January 26, 2016 : : 3,838 2,627 5,520 -1,942 -720 0 7,000 0 1,152 2,825 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 88.7 13.5 4.8 0.5 0.6 3.1 1.2 3.6 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 37 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 69,911 : : Positions : : 59,680 57,796 0 2,478 4,085 0 1,644 1,622 4,098 1,860 401 : : : : Changes from: January 26, 2016 : : -200 2,404 0 -1,962 1,669 0 -321 286 491 170 164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 82.7 0.0 3.5 5.8 0.0 2.4 2.3 5.9 2.7 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 22 0 . . 0 . . 5 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 504,737 : : Positions : : 324,947 452,265 136,588 0 34,632 0 0 0 1,480 10,750 7,090 : : : : Changes from: January 26, 2016 : : 10,022 -2,084 -10,922 0 11,544 0 0 0 0 1,184 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 89.6 27.1 0.0 6.9 0.0 0.0 0.0 0.3 2.1 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 February 2, 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 416,736 : : Positions : : 390,194 378,098 2,729 9,009 23,389 0 5,456 0 424 784 0 : : : : Changes from: January 26, 2016 : : -224 -584 0 0 0 0 0 0 -360 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 0.1 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 February 2, 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 39,952 : : Positions : : 35,445 36,200 1,718 1,501 729 86 65 508 148 0 41 : : : : Changes from: January 26, 2016 : : 403 409 0 -46 46 0 0 0 -18 0 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 90.6 4.3 3.8 1.8 0.2 0.2 1.3 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 23 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 52,961 : : Positions : : 45,294 49,487 2,730 0 3,285 0 0 0 1,035 56 92 : : : : Changes from: January 26, 2016 : : 975 925 -70 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 93.4 5.2 0.0 6.2 0.0 0.0 0.0 2.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 30 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 71,519 : : Positions : : 62,755 67,741 3,120 0 3,605 50 0 0 1,295 56 92 : : : : Changes from: January 26, 2016 : : 1,180 1,130 -80 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 94.7 4.4 0.0 5.0 0.1 0.0 0.0 1.8 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 30 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 18,615 : : Positions : : 16,385 16,525 140 0 1,970 0 0 0 0 0 0 : : : : Changes from: January 26, 2016 : : 175 175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 88.8 0.8 0.0 10.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 12 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 288,848 : : Positions : : 227,784 287,664 60,304 0 760 0 424 0 0 0 0 : : : : Changes from: January 26, 2016 : : 40 40 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 February 2, 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 8,314 : : Positions : : 7,017 7,872 0 378 0 0 0 0 1,167 0 0 : : : : Changes from: January 26, 2016 : : -63 83 0 0 0 0 0 0 147 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 94.7 0.0 4.5 0.0 0.0 0.0 0.0 14.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 16 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 24,960 : : Positions : : 22,075 22,145 720 180 2,165 0 0 0 0 350 0 : : : : Changes from: January 26, 2016 : : 4,025 4,025 -120 -120 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 88.7 2.9 0.7 8.7 0.0 0.0 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 16 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 22,345 : : Positions : : 18,700 19,475 1,020 270 2,415 0 50 0 0 75 0 : : : : Changes from: January 26, 2016 : : 205 115 0 120 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 87.2 4.6 1.2 10.8 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 February 2, 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 19,685 : : Positions : : 16,636 13,840 2,594 4,574 145 163 0 0 0 211 0 : : : : Changes from: January 26, 2016 : : 644 474 0 129 -84 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 70.3 13.2 23.2 0.7 0.8 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 February 2, 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 61,371 : : Positions : : 56,987 50,365 986 2,933 2,446 0 65 44 300 4,970 333 : : : : Changes from: January 26, 2016 : : 236 -18 -10 -50 10 0 -68 27 0 383 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 82.1 1.6 4.8 4.0 0.0 0.1 0.1 0.5 8.1 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 28 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 75,966 : : Positions : : 69,307 56,321 1,240 1,913 3,689 290 1,366 338 0 11,127 1,102 : : : : Changes from: January 26, 2016 : : -377 -300 408 -108 73 149 -40 112 0 628 235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 74.1 1.6 2.5 4.9 0.4 1.8 0.4 0.0 14.6 1.5 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 33 . . . . . . 0 8 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 49,080 : : Positions : : 44,660 45,510 1,790 2,905 385 0 0 0 1,845 0 280 : : : : Changes from: January 26, 2016 : : 5 465 0 0 0 0 0 0 460 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 92.7 3.6 5.9 0.8 0.0 0.0 0.0 3.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 54,770 : : Positions : : 48,350 51,160 2,460 2,965 525 0 0 0 3,065 0 120 : : : : Changes from: January 26, 2016 : : 410 1,100 0 0 0 0 0 0 690 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 93.4 4.5 5.4 1.0 0.0 0.0 0.0 5.6 0.0 0.2 : : : : 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 February 2, 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 383,068 : : Positions : : 337,067 322,444 3,373 22,249 3,943 408 9,752 0 29,636 16,039 8,641 : : : : Changes from: January 26, 2016 : : -4,505 -4,000 0 -80 0 0 0 0 41 -384 760 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 84.2 0.9 5.8 1.0 0.1 2.5 0.0 7.7 4.2 2.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 27 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 27,368 : : Positions : : 20,100 22,551 173 833 974 170 987 64 5,341 1,536 358 : : : : Changes from: January 26, 2016 : : -17 -189 -22 -47 66 0 105 -6 40 153 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 82.4 0.6 3.0 3.6 0.6 3.6 0.2 19.5 5.6 1.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 29 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 36,323 : : Positions : : 24,751 30,140 9,165 0 760 77 1,387 0 52 2,518 1,518 : : : : Changes from: January 26, 2016 : : 2,246 1,285 -830 0 413 0 308 0 -56 -233 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 83.0 25.2 0.0 2.1 0.2 3.8 0.0 0.1 6.9 4.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . 0 . . . 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 344,163 : : Positions : : 268,604 338,724 75,559 4,680 0 0 0 0 0 759 0 : : : : Changes from: January 26, 2016 : : 366 750 384 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 98.4 22.0 1.4 0.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 28,737 : : Positions : : 23,967 28,103 3,969 0 0 615 0 0 145 42 0 : : : : Changes from: January 26, 2016 : : 192 212 0 0 0 0 0 0 21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 97.8 13.8 0.0 0.0 2.1 0.0 0.0 0.5 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 February 2, 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 144,683 : : Positions : : 76,831 136,893 67,852 1,518 0 0 6,272 0 0 0 0 : : : : Changes from: January 26, 2016 : : 5,897 5,897 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 94.6 46.9 1.0 0.0 0.0 4.3 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 February 2, 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 14,826 : : Positions : : 11,095 12,062 958 1,455 482 1,086 0 0 818 166 239 : : : : Changes from: January 26, 2016 : : 256 275 41 0 -41 0 0 0 42 82 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 81.4 6.5 9.8 3.3 7.3 0.0 0.0 5.5 1.1 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 182,066 : : Positions : : 143,275 160,160 11,608 10,160 10,160 9,300 0 0 6,137 0 1,586 : : : : Changes from: January 26, 2016 : : 360 720 0 0 0 0 0 0 360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 88.0 6.4 5.6 5.6 5.1 0.0 0.0 3.4 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 16,489 : : Positions : : 12,835 10,540 2,955 3,669 443 0 1,221 0 151 195 105 : : : : Changes from: January 26, 2016 : : 714 2,018 -21 -1,500 359 0 174 0 -21 -21 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 63.9 17.9 22.3 2.7 0.0 7.4 0.0 0.9 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 22 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 191,313 : : Positions : : 166,479 114,780 18,209 72,696 1,080 2,884 0 1,125 0 96 1,536 : : : : Changes from: January 26, 2016 : : 10,624 8,752 -1,488 0 720 0 0 0 -288 96 -96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 60.0 9.5 38.0 0.6 1.5 0.0 0.6 0.0 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 9,565 : : Positions : : 8,370 8,755 900 0 0 0 300 0 0 400 50 : : : : Changes from: January 26, 2016 : : -5 0 0 0 0 0 0 0 0 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 91.5 9.4 0.0 0.0 0.0 3.1 0.0 0.0 4.2 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 18,674 : : Positions : : 11,819 13,963 2,045 0 4,685 0 0 0 125 26 0 : : : : Changes from: January 26, 2016 : : 42 -802 -894 0 412 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 74.8 11.0 0.0 25.1 0.0 0.0 0.0 0.7 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 February 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 10,465 : : Positions : : 9,045 10,095 425 250 0 0 0 0 0 0 0 : : : : Changes from: January 26, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 96.5 4.1 2.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 13,465 : : Positions : : 12,095 11,695 650 290 0 0 1,480 0 0 0 0 : : : : Changes from: January 26, 2016 : : 155 275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 86.9 4.8 2.2 0.0 0.0 11.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 16 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 470,363 : : Positions : : 305,384 283,327 9,668 35,472 45,227 0 22,423 23,715 24,773 0 60,198 : : : : Changes from: January 26, 2016 : : 13,362 7,619 -16 759 -166 0 694 849 -4,243 0 5,462 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 60.2 2.1 7.5 9.6 0.0 4.8 5.0 5.3 0.0 12.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 11 . . . 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 22,350 : : Positions : : 20,650 10,505 1,400 11,395 0 0 375 0 0 0 0 : : : : Changes from: January 26, 2016 : : -10 90 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 47.0 6.3 51.0 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 February 2, 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 19,060 : : Positions : : 17,840 7,265 700 11,370 0 0 375 0 0 0 0 : : : : Changes from: January 26, 2016 : : 25 50 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 38.1 3.7 59.7 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 February 2, 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 21,189 : : Positions : : 20,089 17,254 25 3,680 255 700 0 0 0 0 0 : : : : Changes from: January 26, 2016 : : 475 475 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 81.4 0.1 17.4 1.2 3.3 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 February 2, 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 19,424 : : Positions : : 18,615 14,774 0 4,410 230 250 0 0 0 0 0 : : : : Changes from: January 26, 2016 : : 110 60 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 76.1 0.0 22.7 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 February 2, 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 22,110 : : Positions : : 20,180 21,835 1,000 0 175 0 100 0 0 0 0 : : : : Changes from: January 26, 2016 : : -230 -35 75 -120 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 98.8 4.5 0.0 0.8 0.0 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 19,235 : : Positions : : 18,395 19,065 160 0 0 0 0 0 0 50 0 : : : : Changes from: January 26, 2016 : : 220 230 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 February 2, 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 19,692 : : Positions : : 18,767 19,222 295 100 0 0 0 200 0 50 0 : : : : Changes from: January 26, 2016 : : 190 190 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 14 . . 0 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 119,653 : : Positions : : 106,313 109,868 6,835 5,705 3,435 1,035 345 0 2,035 300 0 : : : : Changes from: January 26, 2016 : : 2,495 2,110 -170 120 -50 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 91.8 5.7 4.8 2.9 0.9 0.3 0.0 1.7 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 31 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 135,475 : : Positions : : 121,264 123,751 6,911 5,580 3,295 913 1,795 457 2,635 400 0 : : : : Changes from: January 26, 2016 : : 3,557 2,361 -332 120 -15 -650 160 305 0 -170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 91.3 5.1 4.1 2.4 0.7 1.3 0.3 1.9 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 33 33 . . . . . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 153,644 : : Positions : : 126,886 121,177 4,678 5,211 4,908 4,468 3,216 7,479 3,850 10,444 953 : : : : Changes from: January 26, 2016 : : 1,658 2,547 -302 943 -246 1,285 -59 50 600 -240 138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 78.9 3.0 3.4 3.2 2.9 2.1 4.9 2.5 6.8 0.6 : : : : Number of Traders in Each Category Total Traders: 73 : : 42 40 . . 4 . 5 . . 10 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 110,613 : : Positions : : 94,484 97,429 10,134 7,155 1,754 95 1,775 1,900 1,600 100 500 : : : : Changes from: January 26, 2016 : : 1,535 1,428 128 300 -175 0 0 0 65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 88.1 9.2 6.5 1.6 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 February 2, 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 24,105 : : Positions : : 23,240 21,570 350 1,575 250 95 465 95 0 100 0 : : : : Changes from: January 26, 2016 : : 760 860 0 0 0 -100 -200 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 89.5 1.5 6.5 1.0 0.4 1.9 0.4 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 February 2, 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 19,245 : : Positions : : 18,745 17,145 225 1,575 250 0 200 25 0 0 0 : : : : Changes from: January 26, 2016 : : 150 125 0 0 0 0 25 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 1.0 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 February 2, 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 : : 27,120 24,644 155 2,375 2,645 0 500 0 244 0 0 : : : : Changes from: January 26, 2016 : : -5 0 0 0 0 0 0 0 5 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 February 2, 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 15,360 : : Positions : : 12,885 14,825 1,445 45 490 0 0 0 0 0 0 : : : : Changes from: January 26, 2016 : : -660 720 1,380 0 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 96.5 9.4 0.3 3.2 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 February 2, 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 165,464 : : Positions : : 140,539 115,380 0 36,655 10,172 12,582 0 1,957 0 1,300 0 : : : : Changes from: January 26, 2016 : : -4,428 -1,098 0 -2,813 -5 433 0 -408 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 69.7 0.0 22.2 6.1 7.6 0.0 1.2 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 February 2, 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 3,130,580 : : Positions : :2,695,469 1,972,066 11,840 922,443 236,071 187,200 0 0 0 0 0 : : : : Changes from: January 26, 2016 : : -148,680 -79,560 -5,400 -74,520 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 63.0 0.4 29.5 7.5 6.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 72,048 : : Positions : : 61,888 67,153 5,051 0 4,895 0 0 0 0 0 0 : : : : Changes from: January 26, 2016 : : -1,838 -2,321 -378 0 0 0 0 0 -319 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 93.2 7.0 0.0 6.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 16 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 1,474,363 : : Positions : :1,216,816 1,178,275 129,002 169,820 126,268 0 0 0 2,277 0 0 : : : : Changes from: January 26, 2016 : : -47,520 -74,160 -2,160 23,400 -23,400 0 0 0 -1,080 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 79.9 8.7 11.5 8.6 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 145,376 : : Positions : : 139,744 72,512 5,280 72,864 0 0 0 0 0 0 0 : : : : Changes from: January 26, 2016 : : 109,904 58,352 4,080 55,904 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 49.9 3.6 50.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 27,453 : : Positions : : 23,463 19,917 825 4,966 220 1,095 1,770 0 1,549 240 0 : : : : Changes from: January 26, 2016 : : 203 308 0 -75 75 0 0 0 0 20 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 72.5 3.0 18.1 0.8 4.0 6.4 0.0 5.6 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 21 . . . . . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 22,780 : : Positions : : 21,504 15,940 0 5,814 600 495 0 0 0 166 40 : : : : Changes from: January 26, 2016 : : 295 385 0 -90 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 70.0 0.0 25.5 2.6 2.2 0.0 0.0 0.0 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 0 4 . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 37,858 : : Positions : : 34,212 21,838 2,280 13,180 0 0 2,105 90 1,155 516 70 : : : : Changes from: January 26, 2016 : : 563 1,826 770 -1,575 -18 0 1,150 0 71 -35 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 57.7 6.0 34.8 0.0 0.0 5.6 0.2 3.1 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 28 . . 0 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 25,055 : : Positions : : 23,215 17,814 177 6,363 693 510 0 0 0 120 0 : : : : Changes from: January 26, 2016 : : 995 1,030 0 -35 45 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 71.1 0.7 25.4 2.8 2.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 18 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 22,098 : : Positions : : 18,571 17,858 1,966 1,020 1,515 0 815 0 0 870 0 : : : : Changes from: January 26, 2016 : : -40 -45 60 10 0 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 80.8 8.9 4.6 6.9 0.0 3.7 0.0 0.0 3.9 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 February 2, 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 26, 2016 : : 0 0 0 0 0 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 February 2, 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 37,396 : : Positions : : 32,872 33,976 2,375 1,585 1,450 0 0 0 514 0 0 : : : : Changes from: January 26, 2016 : : -30 60 25 -50 0 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 90.9 6.4 4.2 3.9 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 26 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 15,630 : : Positions : : 13,784 12,604 810 3,000 20 0 0 0 890 0 6 : : : : Changes from: January 26, 2016 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 80.6 5.2 19.2 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 February 2, 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 14,679 : : Positions : : 11,906 11,302 585 3,267 10 0 0 0 1,508 100 0 : : : : Changes from: January 26, 2016 : : 110 60 -25 25 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 77.0 4.0 22.3 0.1 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 49,261 : : Positions : : 46,036 43,132 0 2,345 2,850 0 275 125 0 0 0 : : : : Changes from: January 26, 2016 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 87.6 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 February 2, 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 41,487 : : Positions : : 39,312 35,242 0 3,705 1,810 125 0 0 0 0 0 : : : : Changes from: January 26, 2016 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 84.9 0.0 8.9 4.4 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 20 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 18,120 : : Positions : : 16,060 12,775 225 0 0 0 3,345 1,050 0 900 0 : : : : Changes from: January 26, 2016 : : 450 925 0 0 0 0 -475 450 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 70.5 1.2 0.0 0.0 0.0 18.5 5.8 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 15 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 16,835 : : Positions : : 14,310 12,130 225 0 0 0 2,435 1,525 0 600 0 : : : : Changes from: January 26, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 72.1 1.3 0.0 0.0 0.0 14.5 9.1 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 24,986 : : Positions : : 24,385 18,060 250 0 0 0 6,450 0 0 395 6 : : : : Changes from: January 26, 2016 : : 320 20 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 72.3 1.0 0.0 0.0 0.0 25.8 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 February 2, 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 22,840 : : Positions : : 22,010 20,010 0 1,200 0 0 870 760 0 0 0 : : : : Changes from: January 26, 2016 : : -840 610 0 0 0 0 -1,450 595 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 87.6 0.0 5.3 0.0 0.0 3.8 3.3 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 February 2, 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 26, 2016 : : 0 0 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 February 2, 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 90,659 : : Positions : : 66,428 84,619 2,715 350 350 14,075 0 0 1,801 50 4 : : : : Changes from: January 26, 2016 : : 2,100 605 0 0 0 -1,445 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 93.3 3.0 0.4 0.4 15.5 0.0 0.0 2.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 24 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 84,895 : : Positions : : 62,215 81,360 1,515 350 1,090 15,680 0 0 2,350 50 0 : : : : Changes from: January 26, 2016 : : 1,360 1,340 0 0 0 30 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 95.8 1.8 0.4 1.3 18.5 0.0 0.0 2.8 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 23 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 26, 2016 : : 0 0 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 February 2, 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 26, 2016 : : 0 0 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 February 2, 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 23,690 : : Positions : : 19,825 18,470 315 175 2,970 0 1,500 125 180 100 0 : : : : Changes from: January 26, 2016 : : 100 0 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 78.0 1.3 0.7 12.5 0.0 6.3 0.5 0.8 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 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 26, 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 February 5, 2016