Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 129,022 : : Positions : : 40,264 25,850 7,544 11,665 7,925 3,475 26,574 14,465 44,513 32,027 9,352 : : : : Changes from: February 16, 2016 : : -1,268 292 -2,678 -975 -436 -305 4,336 -768 1,123 -6,444 1,027 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 20.0 5.8 9.0 6.1 2.7 20.6 11.2 34.5 24.8 7.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 17 17 . . 4 . 5 5 15 13 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 30,237 : : Positions : : 6,232 12,785 189 7,453 120 702 2,644 1,359 18,088 2,648 2,868 : : : : Changes from: February 16, 2016 : : -685 -2,231 45 805 -23 0 -270 0 -350 751 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 42.3 0.6 24.6 0.4 2.3 8.7 4.5 59.8 8.8 9.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 11 11 . . . . 4 . 12 5 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 5,949 : : Positions : : 504 210 958 161 1,954 23 732 1,238 289 672 982 : : : : Changes from: February 16, 2016 : : 8 16 53 -258 334 -23 92 13 -266 -77 -148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 3.5 16.1 2.7 32.9 0.4 12.3 20.8 4.9 11.3 16.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 6 . . . 4 . . . 8 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 22,575 : : Positions : : 444 242 2,549 0 2,836 3,631 7,530 8,498 2,008 828 2,609 : : : : Changes from: February 16, 2016 : : -341 -20 -698 0 -251 -18 -2,163 -1,128 -518 576 -749 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.0 1.1 11.3 0.0 12.6 16.1 33.4 37.6 8.9 3.7 11.6 : : : : 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 23, 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 167,470 : : Positions : : 107,339 130,416 13,515 1,307 7,164 18,906 3,451 5,335 3,854 8,618 10,645 : : : : Changes from: February 16, 2016 : : 5,914 4,962 898 -158 -508 -837 347 1,629 218 1,159 774 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 77.9 8.1 0.8 4.3 11.3 2.1 3.2 2.3 5.1 6.4 : : : : Number of Traders in Each Category Total Traders: 82 : : 48 47 . . 4 4 4 7 7 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 52,530 : : Positions : : 46,197 43,892 0 2,607 3,354 336 370 8 1,288 952 1,242 : : : : Changes from: February 16, 2016 : : 117 300 0 -619 -27 -54 5 -3 367 744 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 83.6 0.0 5.0 6.4 0.6 0.7 0.0 2.5 1.8 2.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 29 25 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 473,357 : : Positions : : 413,392 384,344 0 50,969 29,009 3,122 0 622 18,799 0 8,413 : : : : Changes from: February 16, 2016 : : -7,509 5,016 0 -10,336 19,320 2,479 0 -1,223 -290 0 608 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 81.2 0.0 10.8 6.1 0.7 0.0 0.1 4.0 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 22 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 1,617,022 : : Positions : :1,308,915 1,442,027 210,849 64,183 7,367 8,720 66,863 15,200 62,051 17,462 3,920 : : : : Changes from: February 16, 2016 : : 42,854 34,686 -7,110 -9 0 0 5,560 0 5,064 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 89.2 13.0 4.0 0.5 0.5 4.1 0.9 3.8 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 38 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 68,724 : : Positions : : 57,553 56,102 862 0 4,935 0 2,289 2,062 2,389 2,089 923 : : : : Changes from: February 16, 2016 : : -1,351 324 862 -721 -275 0 66 -4 590 107 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 81.6 1.3 0.0 7.2 0.0 3.3 3.0 3.5 3.0 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 23 . 0 . 0 . . 5 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 495,449 : : Positions : : 321,568 433,425 122,967 0 44,832 0 0 0 1,480 12,590 4,602 : : : : Changes from: February 16, 2016 : : 10,765 11,069 0 0 0 0 0 0 0 -304 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 87.5 24.8 0.0 9.0 0.0 0.0 0.0 0.3 2.5 0.9 : : : : 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 23, 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 394,357 : : Positions : : 357,559 346,783 2,729 7,689 34,069 0 5,456 0 0 360 0 : : : : Changes from: February 16, 2016 : : -9,352 4,680 0 -14,032 14,032 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 87.9 0.7 1.9 8.6 0.0 1.4 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 30 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 39,121 : : Positions : : 34,327 34,893 1,698 1,733 839 567 0 447 150 0 21 : : : : Changes from: February 16, 2016 : : -572 4 0 -257 257 342 0 -86 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 89.2 4.3 4.4 2.1 1.4 0.0 1.1 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 27 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 50,819 : : Positions : : 44,732 46,032 2,135 1,195 3,410 0 0 0 8 50 98 : : : : Changes from: February 16, 2016 : : 2,665 220 -260 1,195 5 0 0 0 -990 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 90.6 4.2 2.4 6.7 0.0 0.0 0.0 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 32 31 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 69,270 : : Positions : : 62,182 63,928 2,610 1,510 3,675 50 0 0 153 50 58 : : : : Changes from: February 16, 2016 : : 3,854 1,134 -110 1,510 -50 0 0 0 -1,140 0 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 92.3 3.8 2.2 5.3 0.1 0.0 0.0 0.2 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 32 29 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 19,517 : : Positions : : 16,887 17,427 540 0 1,970 0 0 0 0 0 0 : : : : Changes from: February 16, 2016 : : -18 -18 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 89.3 2.8 0.0 10.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 13 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 298,624 : : Positions : : 238,528 297,864 58,960 0 760 0 0 0 376 0 0 : : : : Changes from: February 16, 2016 : : 2,000 3,152 776 0 0 0 0 0 376 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 99.7 19.7 0.0 0.3 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 18 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 9,872 : : Positions : : 8,247 9,530 0 298 0 0 0 0 1,539 0 0 : : : : Changes from: February 16, 2016 : : 1,824 2,192 0 0 0 0 0 0 368 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 96.5 0.0 3.0 0.0 0.0 0.0 0.0 15.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 18 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 12,910 : : Positions : : 7,950 12,300 0 550 0 0 0 0 4,900 0 0 : : : : Changes from: February 16, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 95.3 0.0 4.3 0.0 0.0 0.0 0.0 38.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 15 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 DA OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AF Open Interest is 7,220 : : Positions : : 6,610 6,865 550 0 0 0 300 0 0 0 0 : : : : Changes from: February 16, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 95.1 7.6 0.0 0.0 0.0 4.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 . 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 8,538 : : Positions : : 5,523 7,733 1,075 0 300 0 250 0 905 50 150 : : : : Changes from: February 16, 2016 : : 770 1,150 100 0 0 0 50 0 330 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 90.6 12.6 0.0 3.5 0.0 2.9 0.0 10.6 0.6 1.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 26,075 : : Positions : : 23,165 23,085 445 155 2,465 0 0 0 0 250 0 : : : : Changes from: February 16, 2016 : : 635 85 -500 0 350 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 88.5 1.7 0.6 9.5 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 19 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 22,976 : : Positions : : 19,881 20,091 495 370 2,390 0 50 0 0 75 0 : : : : Changes from: February 16, 2016 : : 1,096 1,151 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 87.4 2.2 1.6 10.4 0.0 0.2 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 19 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 21,710 : : Positions : : 18,836 15,883 2,514 4,656 105 63 0 0 0 213 42 : : : : Changes from: February 16, 2016 : : 443 550 0 -42 0 0 0 0 0 2 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 73.2 11.6 21.4 0.5 0.3 0.0 0.0 0.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 21 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 60,009 : : Positions : : 54,356 50,558 1,476 1,875 2,646 0 222 0 160 3,401 1,120 : : : : Changes from: February 16, 2016 : : 966 3,019 690 -506 -40 0 34 -36 0 -957 715 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 84.3 2.5 3.1 4.4 0.0 0.4 0.0 0.3 5.7 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 29 . . . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 72,889 : : Positions : : 65,839 55,995 1,156 1,601 3,444 217 1,106 530 0 8,435 1,703 : : : : Changes from: February 16, 2016 : : 805 2,944 580 -58 -252 -93 -128 117 0 -1,446 578 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 76.8 1.6 2.2 4.7 0.3 1.5 0.7 0.0 11.6 2.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 33 . . . . . . 0 8 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 46,575 : : Positions : : 42,820 42,785 1,725 3,360 385 0 0 0 1,215 0 0 : : : : Changes from: February 16, 2016 : : 2,175 1,545 0 0 0 0 0 0 -935 0 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 91.9 3.7 7.2 0.8 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 24 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 52,070 : : Positions : : 47,345 48,090 2,335 3,440 525 0 0 0 1,630 0 0 : : : : Changes from: February 16, 2016 : : 3,190 1,260 0 0 0 0 0 0 -1,915 0 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 92.4 4.5 6.6 1.0 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 24 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 355,428 : : Positions : : 305,332 300,070 3,373 16,405 4,337 0 9,752 0 32,329 14,807 10,057 : : : : Changes from: February 16, 2016 : : -9,785 1,120 0 -5,460 10 -408 0 0 5,853 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 84.4 0.9 4.6 1.2 0.0 2.7 0.0 9.1 4.2 2.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 27 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 26,303 : : Positions : : 20,212 22,197 87 880 618 170 883 64 4,621 1,213 383 : : : : Changes from: February 16, 2016 : : 406 733 0 -170 -43 0 -84 0 29 -23 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 84.4 0.3 3.3 2.3 0.6 3.4 0.2 17.6 4.6 1.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 29 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 35,554 : : Positions : : 20,794 30,208 12,474 0 588 77 1,465 0 28 1,700 1,593 : : : : Changes from: February 16, 2016 : : -1,531 -328 1,203 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 85.0 35.1 0.0 1.7 0.2 4.1 0.0 0.1 4.8 4.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . 0 . . . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 354,873 : : Positions : : 281,898 349,434 72,975 4,680 0 0 0 0 0 759 0 : : : : Changes from: February 16, 2016 : : 3,904 3,904 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 98.5 20.6 1.3 0.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 29,516 : : Positions : : 24,812 28,249 3,941 0 0 617 0 0 105 560 0 : : : : Changes from: February 16, 2016 : : 291 113 0 0 0 21 0 0 0 176 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 95.7 13.4 0.0 0.0 2.1 0.0 0.0 0.4 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 133,570 : : Positions : : 67,838 127,052 65,732 1,518 0 0 5,000 0 0 0 0 : : : : Changes from: February 16, 2016 : : 759 759 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 95.1 49.2 1.1 0.0 0.0 3.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 14,785 : : Positions : : 11,654 10,770 0 846 906 1,355 0 0 336 471 406 : : : : Changes from: February 16, 2016 : : 937 371 -340 73 271 237 0 0 -213 51 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 72.8 0.0 5.7 6.1 9.2 0.0 0.0 2.3 3.2 2.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 180,753 : : Positions : : 143,666 154,575 10,296 10,160 14,432 7,604 0 0 3,169 0 1,586 : : : : Changes from: February 16, 2016 : : 1,125 750 -375 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 85.5 5.7 5.6 8.0 4.2 0.0 0.0 1.8 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 17,181 : : Positions : : 13,580 11,507 2,710 3,258 571 0 1,418 0 170 0 65 : : : : Changes from: February 16, 2016 : : 1,153 1,302 41 -361 170 0 365 0 19 -155 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 67.0 15.8 19.0 3.3 0.0 8.3 0.0 1.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 22 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 181,852 : : Positions : : 157,558 103,696 18,526 75,216 1,455 2,036 0 1,125 792 0 360 : : : : Changes from: February 16, 2016 : : 4,376 3,968 0 408 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 57.0 10.2 41.4 0.8 1.1 0.0 0.6 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 9,170 : : Positions : : 7,845 8,365 1,215 0 0 0 300 0 0 400 50 : : : : Changes from: February 16, 2016 : : 345 495 315 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 91.2 13.2 0.0 0.0 0.0 3.3 0.0 0.0 4.4 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 20,427 : : Positions : : 13,266 15,642 2,147 0 4,785 0 0 0 229 0 0 : : : : Changes from: February 16, 2016 : : 360 358 -132 0 0 0 0 0 104 -26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 76.6 10.5 0.0 23.4 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 18 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 9,980 : : Positions : : 8,755 9,695 250 200 0 0 0 0 0 0 0 : : : : Changes from: February 16, 2016 : : 350 360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 97.1 2.5 2.0 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 23, 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 12,585 : : Positions : : 11,465 10,665 400 240 0 0 1,680 0 0 0 0 : : : : Changes from: February 16, 2016 : : 480 340 0 0 0 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 84.7 3.2 1.9 0.0 0.0 13.3 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 23, 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 490,323 : : Positions : : 313,025 280,215 8,938 41,028 45,971 0 25,698 24,899 22,663 0 72,511 : : : : Changes from: February 16, 2016 : : -13,304 -3,372 -611 3,751 -2,052 0 480 1,094 12,028 -2,713 1,619 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 57.1 1.8 8.4 9.4 0.0 5.2 5.1 4.6 0.0 14.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 . . . 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 23,930 : : Positions : : 22,335 12,255 1,300 11,315 0 0 300 0 0 0 0 : : : : Changes from: February 16, 2016 : : 255 -135 -50 350 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 51.2 5.4 47.3 0.0 0.0 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 13 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 20,895 : : Positions : : 19,725 9,615 675 10,940 0 0 300 0 0 0 0 : : : : Changes from: February 16, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 46.0 3.2 52.4 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 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 20,274 : : Positions : : 19,199 16,329 0 3,640 255 700 0 0 0 50 0 : : : : Changes from: February 16, 2016 : : -1,500 -1,575 0 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 80.5 0.0 18.0 1.3 3.5 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 19,134 : : Positions : : 18,365 14,684 0 4,235 205 250 0 0 0 0 0 : : : : Changes from: February 16, 2016 : : -1,265 -1,315 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 76.7 0.0 22.1 1.1 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 21,305 : : Positions : : 19,545 19,860 550 1,200 195 0 50 0 300 0 0 : : : : Changes from: February 16, 2016 : : 800 -550 -450 1,200 70 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 93.2 2.6 5.6 0.9 0.0 0.2 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 18,680 : : Positions : : 17,930 18,545 105 0 0 0 0 0 0 25 0 : : : : Changes from: February 16, 2016 : : 1,540 1,540 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 99.3 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: 26 : : 19 13 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 18,792 : : Positions : : 17,987 18,457 190 100 0 100 0 100 0 25 0 : : : : Changes from: February 16, 2016 : : 1,337 1,337 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 98.2 1.0 0.5 0.0 0.5 0.0 0.5 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 15 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 120,410 : : Positions : : 107,830 110,645 6,295 4,960 4,160 825 345 0 1,300 300 0 : : : : Changes from: February 16, 2016 : : -285 360 350 -900 125 0 0 0 -605 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 91.9 5.2 4.1 3.5 0.7 0.3 0.0 1.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 31 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 139,556 : : Positions : : 125,045 127,614 6,721 3,990 4,045 1,890 1,310 405 1,400 2,100 50 : : : : Changes from: February 16, 2016 : : 1,082 1,757 675 -1,800 160 375 -450 0 -900 1,725 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 91.4 4.8 2.9 2.9 1.4 0.9 0.3 1.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 35 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 161,900 : : Positions : : 135,537 124,646 6,286 9,680 3,904 5,097 8,521 4,741 2,150 6,357 4,014 : : : : Changes from: February 16, 2016 : : 2,757 -820 1,212 2,200 -70 217 3,366 -535 375 -123 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 77.0 3.9 6.0 2.4 3.1 5.3 2.9 1.3 3.9 2.5 : : : : Number of Traders in Each Category Total Traders: 76 : : 42 41 . . 4 . 6 4 4 10 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 114,385 : : Positions : : 99,256 99,006 9,694 10,180 1,199 95 1,500 1,850 1,665 150 500 : : : : Changes from: February 16, 2016 : : -730 -505 625 300 -170 0 50 -50 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 86.6 8.5 8.9 1.0 0.1 1.3 1.6 1.5 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 37 31 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 34,280 : : Positions : : 33,080 31,315 475 1,575 300 235 920 80 50 50 0 : : : : Changes from: February 16, 2016 : : 870 670 125 0 50 -25 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 91.4 1.4 4.6 0.9 0.7 2.7 0.2 0.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 29,125 : : Positions : : 28,500 27,160 350 1,575 250 0 75 25 0 0 0 : : : : Changes from: February 16, 2016 : : 380 530 150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 93.3 1.2 5.4 0.9 0.0 0.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 9 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 30,184 : : Positions : : 26,065 24,924 60 960 3,760 0 500 0 254 0 0 : : : : Changes from: February 16, 2016 : : 820 1,740 0 -920 900 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 82.6 0.2 3.2 12.5 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 23, 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 16,742 : : Positions : : 14,957 15,947 885 70 725 0 0 0 0 0 0 : : : : Changes from: February 16, 2016 : : 652 652 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 95.3 5.3 0.4 4.3 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 23, 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 ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643F2 Open Interest is 15,310 : : Positions : : 12,970 13,570 300 15 1,710 0 0 0 0 0 0 : : : : Changes from: February 16, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 88.6 2.0 0.1 11.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 261,900 : : Positions : : 233,539 203,051 0 41,835 13,312 12,632 0 1,997 0 1,500 207 : : : : Changes from: February 16, 2016 : : 5,125 10,241 0 -5,109 5,124 46 0 36 0 39 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 77.5 0.0 16.0 5.1 4.8 0.0 0.8 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 16 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 3,634,911 : : Positions : :3,102,339 2,435,986 11,840 841,393 341,532 163,200 0 16,000 0 0 0 : : : : Changes from: February 16, 2016 : : 0 -28,570 0 4,570 7,440 -24,000 0 16,000 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 67.0 0.3 23.1 9.4 4.5 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 76,784 : : Positions : : 68,166 68,291 0 89 8,404 0 0 0 0 0 0 : : : : Changes from: February 16, 2016 : : 5,140 0 -5,051 89 3,509 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 88.9 0.0 0.1 10.9 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 23, 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 16, 2016 : : 0 0 0 0 0 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 23, 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 36,344 : : Positions : : 34,936 18,128 1,320 18,216 0 0 0 0 0 0 0 : : : : Changes from: February 16, 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 23, 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 27,380 : : Positions : : 23,851 19,916 795 4,888 138 965 1,720 0 1,338 296 62 : : : : Changes from: February 16, 2016 : : 1,120 953 0 105 0 0 0 0 13 55 62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 72.7 2.9 17.9 0.5 3.5 6.3 0.0 4.9 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 21 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 20,333 : : Positions : : 19,127 14,371 0 5,004 600 440 0 0 0 116 40 : : : : Changes from: February 16, 2016 : : 80 298 0 -240 0 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 70.7 0.0 24.6 3.0 2.2 0.0 0.0 0.0 0.6 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 23, 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 37,554 : : Positions : : 34,011 21,279 2,153 12,835 60 0 2,845 90 1,125 360 85 : : : : Changes from: February 16, 2016 : : 572 278 -100 -146 55 0 300 0 -15 25 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 56.7 5.7 34.2 0.2 0.0 7.6 0.2 3.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 27 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 23,772 : : Positions : : 22,207 16,909 115 6,168 585 470 0 0 0 95 0 : : : : Changes from: February 16, 2016 : : -231 -43 8 -180 42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 71.1 0.5 25.9 2.5 2.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 19 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 21,806 : : Positions : : 17,971 17,513 2,186 1,028 1,590 0 770 0 0 895 0 : : : : Changes from: February 16, 2016 : : 45 206 180 35 90 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 80.3 10.0 4.7 7.3 0.0 3.5 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 23, 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 15,274 : : Positions : : 12,440 12,862 2,054 945 725 0 275 0 0 275 0 : : : : Changes from: February 16, 2016 : : 220 120 -10 90 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 84.2 13.4 6.2 4.7 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 23, 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 37,171 : : Positions : : 32,022 34,146 1,870 35 2,730 0 0 0 274 0 100 : : : : Changes from: February 16, 2016 : : 905 1,410 -300 -900 1,040 0 0 0 -95 0 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 91.9 5.0 0.1 7.3 0.0 0.0 0.0 0.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 26 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 15,503 : : Positions : : 13,338 12,442 880 2,880 10 0 0 0 537 0 18 : : : : Changes from: February 16, 2016 : : -131 -181 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 80.3 5.7 18.6 0.1 0.0 0.0 0.0 3.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 14,034 : : Positions : : 11,340 10,925 570 3,049 10 0 0 0 1,464 50 0 : : : : Changes from: February 16, 2016 : : 9 -26 0 0 0 0 0 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 77.8 4.1 21.7 0.1 0.0 0.0 0.0 10.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 23 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 47,844 : : Positions : : 42,556 40,515 0 1,775 2,850 100 0 0 0 100 0 : : : : Changes from: February 16, 2016 : : -100 200 0 0 0 100 -300 -100 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 84.7 0.0 3.7 6.0 0.2 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 21 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 40,832 : : Positions : : 36,757 33,255 0 3,135 1,810 100 0 0 0 0 0 : : : : Changes from: February 16, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 81.4 0.0 7.7 4.4 0.2 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 23, 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 18,370 : : Positions : : 15,260 10,405 180 0 0 0 3,120 1,050 100 2,820 0 : : : : Changes from: February 16, 2016 : : 335 -1,490 0 0 0 0 0 0 0 1,920 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 56.6 1.0 0.0 0.0 0.0 17.0 5.7 0.5 15.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . 0 0 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 16,995 : : Positions : : 14,035 9,960 180 0 0 0 2,485 1,475 0 2,400 0 : : : : Changes from: February 16, 2016 : : 360 -1,440 0 0 0 0 0 0 0 1,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 58.6 1.1 0.0 0.0 0.0 14.6 8.7 0.0 14.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 15,940 : : Positions : : 11,410 13,880 0 0 0 620 0 380 1,900 50 0 : : : : Changes from: February 16, 2016 : : 325 725 0 0 0 300 0 -300 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 87.1 0.0 0.0 0.0 3.9 0.0 2.4 11.9 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 9 0 0 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 29,101 : : Positions : : 27,920 18,655 200 0 0 0 9,450 0 0 335 6 : : : : Changes from: February 16, 2016 : : 1,385 1,445 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 64.1 0.7 0.0 0.0 0.0 32.5 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 28,515 : : Positions : : 25,110 24,170 0 1,200 0 160 0 2,000 50 0 0 : : : : Changes from: February 16, 2016 : : 250 550 0 0 0 160 -140 140 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 84.8 0.0 4.2 0.0 0.6 0.0 7.0 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 23, 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 97,278 : : Positions : : 68,383 89,617 2,535 280 350 16,020 0 0 2,959 0 184 : : : : Changes from: February 16, 2016 : : -840 80 0 0 0 -300 0 0 1,220 0 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 92.1 2.6 0.3 0.4 16.5 0.0 0.0 3.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 25 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 97,896 : : Positions : : 71,260 93,885 1,335 280 1,090 18,380 0 0 3,190 0 100 : : : : Changes from: February 16, 2016 : : -1,105 45 0 0 0 0 0 0 1,150 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 95.9 1.4 0.3 1.1 18.8 0.0 0.0 3.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 24 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 20,660 : : Positions : : 19,340 18,875 0 910 410 250 0 125 0 0 0 : : : : Changes from: February 16, 2016 : : 130 10 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 91.4 0.0 4.4 2.0 1.2 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 13 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 17,040 : : Positions : : 16,990 14,730 0 1,870 0 0 300 0 0 0 0 : : : : Changes from: February 16, 2016 : : 120 0 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 86.4 0.0 11.0 0.0 0.0 1.8 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 23, 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 23,015 : : Positions : : 19,115 17,830 455 0 2,830 0 1,650 125 185 200 0 : : : : Changes from: February 16, 2016 : : 320 370 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 77.5 2.0 0.0 12.3 0.0 7.2 0.5 0.8 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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 21,995 : : Positions : : 18,565 17,205 0 1,010 2,325 0 800 125 140 0 0 : : : : Changes from: February 16, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 78.2 0.0 4.6 10.6 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 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.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 18,985 : : Positions : : 17,935 14,365 0 3,835 0 0 100 0 300 0 0 : : : : Changes from: February 16, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 75.7 0.0 20.2 0.0 0.0 0.5 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 6 0 . 0 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 26, 2016