Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 129,682 : : Positions : : 41,443 24,981 10,128 11,818 7,422 3,388 23,368 14,054 43,865 38,722 8,212 : : : : Changes from: February 2, 2016 : : -4,628 -881 -36 4,905 -932 1,252 -5,150 2,488 2,824 713 -2,015 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 19.3 7.8 9.1 5.7 2.6 18.0 10.8 33.8 29.9 6.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 16 17 . . 4 . 5 5 13 14 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 30,639 : : Positions : : 6,222 14,958 194 6,931 120 702 2,764 1,449 18,327 1,066 3,006 : : : : Changes from: February 2, 2016 : : -825 675 0 -135 0 0 140 -295 537 -1,178 738 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 48.8 0.6 22.6 0.4 2.3 9.0 4.7 59.8 3.5 9.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 10 11 . . . . 4 . 15 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 5,759 : : Positions : : 462 183 812 331 1,613 45 825 1,002 583 740 1,063 : : : : Changes from: February 2, 2016 : : 15 -183 269 -137 587 -19 467 215 -30 266 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.0 3.2 14.1 5.7 28.0 0.8 14.3 17.4 10.1 12.9 18.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 6 . . . 4 . . . 7 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 25,137 : : Positions : : 738 212 2,976 0 2,853 3,634 8,954 8,953 2,333 336 3,328 : : : : Changes from: February 2, 2016 : : 163 57 600 0 700 74 1,372 1,671 285 -487 821 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.9 0.8 11.8 0.0 11.3 14.5 35.6 35.6 9.3 1.3 13.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 . 4 0 4 . . . 5 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 151,948 : : Positions : : 99,301 120,284 7,481 1,509 7,702 20,183 2,136 3,568 3,637 6,791 9,413 : : : : Changes from: February 2, 2016 : : -5,314 -2,950 141 -4 -567 61 -404 -159 -461 -512 214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 79.2 4.9 1.0 5.1 13.3 1.4 2.3 2.4 4.5 6.2 : : : : Number of Traders in Each Category Total Traders: 80 : : 43 47 . . 4 5 . 7 8 13 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 50,736 : : Positions : : 44,012 43,437 0 684 5,099 365 32 15 51 275 1,113 : : : : Changes from: February 2, 2016 : : 575 -225 -71 684 241 52 1 -1 -157 -61 652 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 85.6 0.0 1.3 10.1 0.7 0.1 0.0 0.1 0.5 2.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 25 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 451,781 : : Positions : : 420,322 377,052 0 62,852 9,689 3,362 0 0 16,220 0 1,540 : : : : Changes from: February 2, 2016 : : 5,783 11,896 0 3,075 0 3,362 -1,254 -888 4,572 0 900 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 83.5 0.0 13.9 2.1 0.7 0.0 0.0 3.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 21 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 1,541,094 : : Positions : :1,239,131 1,370,144 205,139 71,568 7,367 10,240 52,578 13,680 55,786 21,837 3,920 : : : : Changes from: February 2, 2016 : : -21,318 -21,811 -6,846 -3,441 0 848 3,816 -4,664 -1,320 -1,369 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 88.9 13.3 4.6 0.5 0.7 3.4 0.9 3.6 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 38 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 67,693 : : Positions : : 57,304 55,691 0 619 5,260 0 2,209 1,759 2,760 1,545 611 : : : : Changes from: February 2, 2016 : : -2,376 -2,105 0 -1,859 1,175 0 565 136 -1,338 -315 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 82.3 0.0 0.9 7.8 0.0 3.3 2.6 4.1 2.3 0.9 : : : : 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 9, 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 474,187 : : Positions : : 300,636 421,126 131,282 0 35,565 0 0 0 1,480 12,272 5,224 : : : : Changes from: February 2, 2016 : : -24,311 -31,139 -5,306 0 933 0 0 0 0 1,522 -1,866 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 88.8 27.7 0.0 7.5 0.0 0.0 0.0 0.3 2.6 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 384,622 : : Positions : : 361,856 346,408 2,729 12,361 20,037 0 5,456 0 0 360 0 : : : : Changes from: February 2, 2016 : : -28,338 -31,690 0 3,352 -3,352 0 0 0 -424 -424 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 90.1 0.7 3.2 5.2 0.0 1.4 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 27 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 38,677 : : Positions : : 34,433 34,765 1,698 1,480 730 86 25 508 107 0 21 : : : : Changes from: February 2, 2016 : : -1,012 -1,435 -20 -21 1 0 -40 0 -41 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 89.9 4.4 3.8 1.9 0.2 0.1 1.3 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 26 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 49,069 : : Positions : : 41,917 45,602 2,395 0 3,285 0 0 0 990 102 46 : : : : Changes from: February 2, 2016 : : -3,377 -3,885 -335 0 0 0 0 0 -45 46 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 92.9 4.9 0.0 6.7 0.0 0.0 0.0 2.0 0.2 0.1 : : : : 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 9, 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 66,311 : : Positions : : 58,153 62,509 2,720 0 3,605 50 0 0 1,235 102 46 : : : : Changes from: February 2, 2016 : : -4,602 -5,232 -400 0 0 0 0 0 -60 46 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 94.3 4.1 0.0 5.4 0.1 0.0 0.0 1.9 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 31 29 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 18,065 : : Positions : : 15,435 15,975 540 0 1,970 0 0 0 0 0 0 : : : : Changes from: February 2, 2016 : : -950 -550 400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 88.4 3.0 0.0 10.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 12 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 272,728 : : Positions : : 213,784 271,968 58,184 0 760 0 0 0 0 0 0 : : : : Changes from: February 2, 2016 : : -14,000 -15,696 -2,120 0 0 0 -424 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 99.7 21.3 0.0 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 18 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 7,463 : : Positions : : 6,183 7,121 0 298 0 0 0 0 1,150 0 0 : : : : Changes from: February 2, 2016 : : -834 -751 0 -80 0 0 0 0 -17 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 95.4 0.0 4.0 0.0 0.0 0.0 0.0 15.4 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 February 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 6,213 : : Positions : : 4,430 5,558 1,125 250 50 0 50 0 0 200 50 : : : : Changes from: February 2, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 89.5 18.1 4.0 0.8 0.0 0.8 0.0 0.0 3.2 0.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 24,665 : : Positions : : 21,605 22,075 945 155 2,115 0 0 0 0 200 0 : : : : Changes from: February 2, 2016 : : -470 -70 225 -25 -50 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 89.5 3.8 0.6 8.6 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 21,655 : : Positions : : 18,410 18,890 820 370 2,215 0 50 0 0 75 0 : : : : Changes from: February 2, 2016 : : -290 -585 -200 100 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 87.2 3.8 1.7 10.2 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 9, 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 19,665 : : Positions : : 16,856 13,796 2,514 4,698 105 63 0 0 0 211 0 : : : : Changes from: February 2, 2016 : : 220 -44 -80 124 -40 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 70.2 12.8 23.9 0.5 0.3 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 22 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 57,310 : : Positions : : 53,303 47,082 795 2,666 2,381 0 125 48 160 4,515 333 : : : : Changes from: February 2, 2016 : : -3,684 -3,283 -191 -267 -65 0 60 4 -140 -455 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 82.2 1.4 4.7 4.2 0.0 0.2 0.1 0.3 7.9 0.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 29 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 71,039 : : Positions : : 64,560 52,885 788 1,589 3,759 310 1,473 397 0 9,616 1,225 : : : : Changes from: February 2, 2016 : : -4,747 -3,436 -452 -324 70 20 107 59 0 -1,511 123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 74.4 1.1 2.2 5.3 0.4 2.1 0.6 0.0 13.5 1.7 : : : : 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 9, 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 44,575 : : Positions : : 39,985 41,180 1,725 2,760 385 0 0 0 2,150 0 220 : : : : Changes from: February 2, 2016 : : -4,675 -4,330 -65 -145 0 0 0 0 305 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 92.4 3.9 6.2 0.9 0.0 0.0 0.0 4.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 50,240 : : Positions : : 43,505 46,780 2,335 2,840 525 0 0 0 3,545 0 95 : : : : Changes from: February 2, 2016 : : -4,845 -4,380 -125 -125 0 0 0 0 480 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 93.1 4.6 5.7 1.0 0.0 0.0 0.0 7.1 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 9, 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 354,710 : : Positions : : 311,213 296,182 3,373 22,249 3,943 408 9,752 0 27,996 14,807 7,777 : : : : Changes from: February 2, 2016 : : -25,854 -26,262 0 0 0 0 0 0 -1,640 -1,232 -864 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 83.5 1.0 6.3 1.1 0.1 2.7 0.0 7.9 4.2 2.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 27 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 25,699 : : Positions : : 19,408 21,318 173 773 874 170 967 64 4,481 1,278 360 : : : : Changes from: February 2, 2016 : : -692 -1,233 0 -60 -100 0 -20 0 -860 -258 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 83.0 0.7 3.0 3.4 0.7 3.8 0.2 17.4 5.0 1.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 30 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 35,539 : : Positions : : 22,938 30,148 10,445 0 507 77 1,387 0 31 1,956 1,541 : : : : Changes from: February 2, 2016 : : -1,813 8 1,280 0 -253 0 0 0 -21 -562 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 84.8 29.4 0.0 1.4 0.2 3.9 0.0 0.1 5.5 4.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . 0 . . . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 327,202 : : Positions : : 254,227 321,763 72,975 4,680 0 0 0 0 0 759 0 : : : : Changes from: February 2, 2016 : : -14,377 -16,961 -2,584 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 98.3 22.3 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 17 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 27,793 : : Positions : : 23,131 26,748 3,941 0 0 575 0 0 105 384 0 : : : : Changes from: February 2, 2016 : : -836 -1,355 -28 0 0 -40 0 0 -40 342 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 96.2 14.2 0.0 0.0 2.1 0.0 0.0 0.4 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 132,811 : : Positions : : 67,079 126,293 65,732 1,518 0 0 5,000 0 0 0 0 : : : : Changes from: February 2, 2016 : : -9,752 -10,600 -2,120 0 0 0 -1,272 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 95.1 49.5 1.1 0.0 0.0 3.8 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 9, 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 13,473 : : Positions : : 10,311 10,359 475 773 635 1,049 0 0 618 166 216 : : : : Changes from: February 2, 2016 : : -784 -1,703 -483 -682 153 -37 0 0 -200 0 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 76.9 3.5 5.7 4.7 7.8 0.0 0.0 4.6 1.2 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 169,818 : : Positions : : 132,356 148,336 15,367 10,160 9,736 7,604 0 0 3,169 0 1,586 : : : : Changes from: February 2, 2016 : : -10,919 -11,824 3,759 0 -424 -1,696 0 0 -2,968 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 87.3 9.0 6.0 5.7 4.5 0.0 0.0 1.9 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 15,650 : : Positions : : 12,303 9,951 2,669 3,618 401 0 1,141 0 151 155 105 : : : : Changes from: February 2, 2016 : : -532 -589 -286 -51 -42 0 -80 0 0 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 63.6 17.1 23.1 2.6 0.0 7.3 0.0 1.0 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 19 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 176,700 : : Positions : : 152,406 98,952 18,526 74,808 1,455 2,036 0 1,125 792 0 360 : : : : Changes from: February 2, 2016 : : -14,073 -15,828 317 2,112 375 -848 0 0 792 -96 -1,176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 56.0 10.5 42.3 0.8 1.2 0.0 0.6 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 8,675 : : Positions : : 7,500 7,870 900 0 0 0 300 0 0 400 50 : : : : Changes from: February 2, 2016 : : -870 -885 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 90.7 10.4 0.0 0.0 0.0 3.5 0.0 0.0 4.6 0.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 19,832 : : Positions : : 12,670 15,021 2,252 0 4,785 0 0 0 125 26 0 : : : : Changes from: February 2, 2016 : : 851 1,058 207 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 75.7 11.4 0.0 24.1 0.0 0.0 0.0 0.6 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 18 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 9,620 : : Positions : : 8,405 9,335 250 200 0 0 0 0 0 0 0 : : : : Changes from: February 2, 2016 : : -640 -760 -175 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 97.0 2.6 2.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 11,890 : : Positions : : 10,780 10,320 400 240 0 0 1,330 0 0 0 0 : : : : Changes from: February 2, 2016 : : -1,315 -1,375 -250 -50 0 0 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 86.8 3.4 2.0 0.0 0.0 11.2 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 9, 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 479,988 : : Positions : : 324,115 277,012 10,163 34,007 46,230 0 24,431 23,257 10,651 10,977 64,074 : : : : Changes from: February 2, 2016 : : 18,732 -6,315 495 -1,465 1,003 0 2,007 -458 -14,122 10,977 3,877 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 57.7 2.1 7.1 9.6 0.0 5.1 4.8 2.2 2.3 13.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 23,715 : : Positions : : 22,080 12,390 1,350 10,965 0 0 300 0 0 0 0 : : : : Changes from: February 2, 2016 : : 1,430 1,885 -50 -430 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 52.2 5.7 46.2 0.0 0.0 1.3 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 9, 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 21,005 : : Positions : : 19,835 9,725 675 10,940 0 0 300 0 0 0 0 : : : : Changes from: February 2, 2016 : : 1,995 2,460 -25 -430 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 46.3 3.2 52.1 0.0 0.0 1.4 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 9, 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 21,309 : : Positions : : 20,234 17,639 0 3,365 255 700 0 0 0 50 0 : : : : Changes from: February 2, 2016 : : 145 385 -25 -315 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 82.8 0.0 15.8 1.2 3.3 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 19,934 : : Positions : : 19,165 15,734 0 3,985 205 250 0 0 0 0 0 : : : : Changes from: February 2, 2016 : : 550 960 0 -425 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 78.9 0.0 20.0 1.0 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 10 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 20,285 : : Positions : : 18,445 20,110 1,000 0 125 0 50 0 0 0 0 : : : : Changes from: February 2, 2016 : : -1,735 -1,725 0 0 -50 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 99.1 4.9 0.0 0.6 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 17,380 : : Positions : : 16,630 17,245 105 0 0 0 0 0 0 25 0 : : : : Changes from: February 2, 2016 : : -1,765 -1,820 -55 0 0 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 99.2 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.1 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 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 17,695 : : Positions : : 16,890 17,410 190 50 0 100 0 100 0 25 0 : : : : Changes from: February 2, 2016 : : -1,877 -1,812 -105 -50 0 100 0 -100 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 98.4 1.1 0.3 0.0 0.6 0.0 0.6 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 14 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 117,755 : : Positions : : 105,045 107,265 5,945 5,610 4,035 825 545 0 1,905 300 0 : : : : Changes from: February 2, 2016 : : -1,268 -2,603 -890 -95 600 -210 200 0 -130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 91.1 5.0 4.8 3.4 0.7 0.5 0.0 1.6 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 9, 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 133,919 : : Positions : : 120,633 122,102 5,971 5,540 3,895 665 1,460 505 2,250 375 0 : : : : Changes from: February 2, 2016 : : -631 -1,649 -940 -40 600 -248 -335 48 -385 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 91.2 4.5 4.1 2.9 0.5 1.1 0.4 1.7 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 33 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 154,726 : : Positions : : 127,815 123,440 5,359 7,505 4,213 4,880 3,747 5,731 3,575 7,026 3,036 : : : : Changes from: February 2, 2016 : : 930 2,263 681 2,294 -695 412 531 -1,748 -275 -3,418 2,083 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 79.8 3.5 4.9 2.7 3.2 2.4 3.7 2.3 4.5 2.0 : : : : Number of Traders in Each Category Total Traders: 73 : : 42 41 . . 4 . 5 . . 9 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 113,215 : : Positions : : 98,056 98,016 9,514 9,880 1,369 95 1,450 1,900 1,655 100 500 : : : : Changes from: February 2, 2016 : : 3,572 587 -620 2,725 -385 0 -325 0 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 86.6 8.4 8.7 1.2 0.1 1.3 1.7 1.5 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 37 31 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 31,315 : : Positions : : 30,215 29,150 300 1,575 250 160 20 280 50 0 0 : : : : Changes from: February 2, 2016 : : 6,975 7,580 -50 0 0 65 -445 185 50 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 93.1 1.0 5.0 0.8 0.5 0.1 0.9 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 14 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 27,925 : : Positions : : 27,250 25,960 200 1,575 250 200 75 25 0 0 0 : : : : Changes from: February 2, 2016 : : 8,505 8,815 -25 0 0 200 -125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 93.0 0.7 5.6 0.9 0.7 0.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 8 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 28,224 : : Positions : : 25,125 23,064 180 2,000 2,620 0 500 0 254 0 0 : : : : Changes from: February 2, 2016 : : -1,995 -1,580 25 -375 -25 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 81.7 0.6 7.1 9.3 0.0 1.8 0.0 0.9 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 9, 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 15,630 : : Positions : : 13,545 14,835 1,185 70 725 0 0 0 0 0 0 : : : : Changes from: February 2, 2016 : : 660 10 -260 25 235 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 94.9 7.6 0.4 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 18 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 224,291 : : Positions : : 201,190 172,804 0 39,723 8,198 12,560 0 1,939 0 1,437 191 : : : : Changes from: February 2, 2016 : : 60,651 57,424 0 3,068 -1,974 -23 0 -18 0 137 191 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 77.0 0.0 17.7 3.7 5.6 0.0 0.9 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 16 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 3,381,775 : : Positions : :2,848,643 2,210,860 11,840 836,823 334,092 187,200 0 0 0 0 0 : : : : Changes from: February 2, 2016 : : 153,174 238,794 0 -85,620 98,021 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 65.4 0.4 24.7 9.9 5.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 71,818 : : Positions : : 61,658 66,923 5,051 0 4,895 0 0 0 0 0 0 : : : : Changes from: February 2, 2016 : : -230 -230 0 0 0 0 0 0 0 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 9, 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 1,519,188 : : Positions : :1,263,516 1,221,225 129,002 173,570 124,393 0 0 0 2,277 0 0 : : : : Changes from: February 2, 2016 : : 46,700 42,950 0 3,750 -1,875 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 80.4 8.5 11.4 8.2 0.0 0.0 0.0 0.1 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 9, 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 109,032 : : Positions : : 104,808 54,384 3,960 54,648 0 0 0 0 0 0 0 : : : : Changes from: February 2, 2016 : : -34,936 -18,128 -1,320 -18,216 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 9, 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 25,852 : : Positions : : 22,278 18,558 795 4,855 138 965 1,720 0 1,315 241 0 : : : : Changes from: February 2, 2016 : : -1,185 -1,359 -30 -111 -82 -130 -50 0 -234 1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 71.8 3.1 18.8 0.5 3.7 6.7 0.0 5.1 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 22 . . . . . 0 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 20,743 : : Positions : : 19,537 14,563 0 5,244 600 440 0 0 0 106 40 : : : : Changes from: February 2, 2016 : : -1,967 -1,377 0 -570 0 -55 0 0 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 70.2 0.0 25.3 2.9 2.1 0.0 0.0 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 0 4 . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 36,681 : : Positions : : 33,208 20,710 2,142 12,981 0 0 2,545 90 1,140 284 71 : : : : Changes from: February 2, 2016 : : -1,004 -1,128 -138 -199 0 0 440 0 -15 -232 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 56.5 5.8 35.4 0.0 0.0 6.9 0.2 3.1 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 26 . . 0 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 23,898 : : Positions : : 22,383 16,897 107 6,348 543 470 0 0 0 95 0 : : : : Changes from: February 2, 2016 : : -832 -917 -70 -15 -150 -40 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 70.7 0.4 26.6 2.3 2.0 0.0 0.0 0.0 0.4 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 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 21,454 : : Positions : : 17,916 17,291 2,006 993 1,500 0 770 0 0 890 0 : : : : Changes from: February 2, 2016 : : -655 -567 40 -27 -15 0 -45 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 80.6 9.4 4.6 7.0 0.0 3.6 0.0 0.0 4.1 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 9, 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 14,884 : : Positions : : 12,120 12,572 2,000 855 715 0 275 0 0 275 0 : : : : Changes from: February 2, 2016 : : -649 -763 -81 25 -65 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 84.5 13.4 5.7 4.8 0.0 1.8 0.0 0.0 1.8 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 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 35,611 : : Positions : : 31,277 32,946 2,290 1,055 1,450 0 0 0 419 0 0 : : : : Changes from: February 2, 2016 : : -1,595 -1,030 -85 -530 0 0 0 0 -95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 92.5 6.4 3.0 4.1 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 26 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 14,524 : : Positions : : 12,509 11,603 820 2,860 10 0 0 0 537 0 18 : : : : Changes from: February 2, 2016 : : -1,275 -1,001 10 -140 -10 0 0 0 -353 0 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 79.9 5.6 19.7 0.1 0.0 0.0 0.0 3.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 14,060 : : Positions : : 11,331 10,951 570 3,049 10 0 0 0 1,499 50 0 : : : : Changes from: February 2, 2016 : : -575 -351 -15 -218 0 0 0 0 -9 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 77.9 4.1 21.7 0.1 0.0 0.0 0.0 10.7 0.4 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 9, 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 45,939 : : Positions : : 42,761 40,420 0 1,775 2,850 0 300 100 0 0 0 : : : : Changes from: February 2, 2016 : : -3,275 -2,712 0 -570 0 0 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 88.0 0.0 3.9 6.2 0.0 0.7 0.2 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 9, 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 38,957 : : Positions : : 36,827 33,325 0 3,135 1,810 100 0 0 0 0 0 : : : : Changes from: February 2, 2016 : : -2,485 -1,917 0 -570 0 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 85.5 0.0 8.0 4.6 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 9, 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 17,005 : : Positions : : 15,025 11,895 180 0 0 0 3,120 1,050 0 900 0 : : : : Changes from: February 2, 2016 : : -1,035 -880 -45 0 0 0 -225 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 70.0 1.1 0.0 0.0 0.0 18.3 6.2 0.0 5.3 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 9, 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 16,070 : : Positions : : 13,675 11,400 180 0 0 0 2,485 1,475 0 600 0 : : : : Changes from: February 2, 2016 : : -635 -730 -45 0 0 0 50 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 70.9 1.1 0.0 0.0 0.0 15.5 9.2 0.0 3.7 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 9, 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 24,366 : : Positions : : 23,825 17,600 200 0 0 0 6,450 0 0 235 6 : : : : Changes from: February 2, 2016 : : -560 -460 -50 0 0 0 0 0 0 -160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.8 72.2 0.8 0.0 0.0 0.0 26.5 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 27,495 : : Positions : : 25,435 24,395 0 1,200 0 60 0 1,900 50 0 0 : : : : Changes from: February 2, 2016 : : 3,425 4,385 0 0 0 60 -870 1,140 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 88.7 0.0 4.4 0.0 0.2 0.0 6.9 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 0 . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 91,848 : : Positions : : 69,463 86,017 2,535 280 350 12,910 0 35 1,539 50 4 : : : : Changes from: February 2, 2016 : : 3,035 1,398 -180 -70 0 -1,165 0 35 -262 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 93.7 2.8 0.3 0.4 14.1 0.0 0.0 1.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 87,946 : : Positions : : 66,875 84,990 1,335 280 1,090 15,170 0 0 1,940 50 0 : : : : Changes from: February 2, 2016 : : 4,660 3,630 -180 -70 0 -510 0 0 -410 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 96.6 1.5 0.3 1.2 17.2 0.0 0.0 2.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 23 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 20,530 : : Positions : : 19,210 18,865 0 790 410 250 0 125 0 0 0 : : : : Changes from: February 2, 2016 : : -860 -925 0 10 -10 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 91.9 0.0 3.8 2.0 1.2 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 13 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 16,920 : : Positions : : 16,870 14,730 0 1,750 0 0 300 0 0 0 0 : : : : Changes from: February 2, 2016 : : -1,250 -1,190 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 87.1 0.0 10.3 0.0 0.0 1.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 22,420 : : Positions : : 18,620 17,285 455 0 2,830 0 1,650 125 135 200 0 : : : : Changes from: February 2, 2016 : : -1,205 -1,185 140 -175 -140 0 150 0 -45 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 77.1 2.0 0.0 12.6 0.0 7.4 0.6 0.6 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 9, 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 22,145 : : Positions : : 18,740 17,380 0 1,010 2,325 0 800 125 140 0 0 : : : : Changes from: February 2, 2016 : : -645 -320 0 -285 0 0 -100 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 78.5 0.0 4.6 10.5 0.0 3.6 0.6 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 0 . . 0 . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 12, 2016