Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 123,707 : : Positions : : 31,813 25,679 11,769 12,146 7,152 6,122 25,325 13,931 42,595 29,298 8,739 : : : : Changes from: February 23, 2016 : : -8,451 -171 4,225 481 -773 2,647 -1,249 -534 -1,918 -2,729 -613 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 20.8 9.5 9.8 5.8 4.9 20.5 11.3 34.4 23.7 7.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 18 17 . . 4 . 5 5 12 15 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 26,932 : : Positions : : 5,652 10,944 175 6,736 120 1,020 2,027 1,175 15,448 2,908 2,682 : : : : Changes from: February 23, 2016 : : -580 -1,841 -14 -717 0 318 -617 -184 -2,640 260 -186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.0 40.6 0.6 25.0 0.4 3.8 7.5 4.4 57.4 10.8 10.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 11 9 . . . . . . 13 5 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 6,180 : : Positions : : 580 179 961 156 2,051 22 870 1,289 294 652 982 : : : : Changes from: February 23, 2016 : : 75 -31 4 -5 97 -1 138 51 5 -19 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.4 2.9 15.6 2.5 33.2 0.4 14.1 20.9 4.8 10.6 15.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 6 4 . . 4 . . . 8 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 23,714 : : Positions : : 469 244 2,597 0 2,800 3,911 7,889 9,096 2,209 1,054 2,633 : : : : Changes from: February 23, 2016 : : 25 1 48 0 -36 280 359 597 201 225 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.0 1.0 11.0 0.0 11.8 16.5 33.3 38.4 9.3 4.4 11.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 4 . 4 0 4 . . . 6 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 166,744 : : Positions : : 107,069 128,490 12,729 1,237 7,729 19,590 2,408 4,896 3,327 10,733 10,762 : : : : Changes from: February 23, 2016 : : -270 -1,926 -786 -71 565 684 -1,044 -439 -527 2,115 117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 77.1 7.6 0.7 4.6 11.7 1.4 2.9 2.0 6.4 6.5 : : : : Number of Traders in Each Category Total Traders: 81 : : 47 48 . . 4 4 4 6 6 12 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 50,291 : : Positions : : 43,883 41,281 0 2,510 3,612 286 537 4 1,138 979 1,368 : : : : Changes from: February 23, 2016 : : -2,314 -2,611 0 -97 258 -50 167 -4 -150 27 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 82.1 0.0 5.0 7.2 0.6 1.1 0.0 2.3 1.9 2.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 25 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 445,945 : : Positions : : 393,625 354,024 0 49,025 31,273 3,511 0 0 10,383 4,470 7,153 : : : : Changes from: February 23, 2016 : : -19,767 -30,320 0 -1,944 2,264 389 0 -622 -8,416 4,470 -1,260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 79.4 0.0 11.0 7.0 0.8 0.0 0.0 2.3 1.0 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 1,644,363 : : Positions : :1,336,398 1,466,701 215,529 64,975 7,367 18,080 68,363 15,200 47,869 17,837 3,920 : : : : Changes from: February 23, 2016 : : 27,483 24,674 4,680 792 0 9,360 1,500 0 -14,182 375 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 89.2 13.1 4.0 0.4 1.1 4.2 0.9 2.9 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 37 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 70,544 : : Positions : : 59,797 56,108 0 848 5,623 0 2,797 1,736 2,073 2,092 1,315 : : : : Changes from: February 23, 2016 : : 2,244 6 -862 848 688 0 509 -326 -316 3 392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 79.5 0.0 1.2 8.0 0.0 4.0 2.5 2.9 3.0 1.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 23 0 . . 0 . . 5 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 488,037 : : Positions : : 317,940 423,438 119,480 3,216 45,143 0 0 0 1,480 12,246 3,994 : : : : Changes from: February 23, 2016 : : -3,628 -9,987 -3,487 3,216 311 0 0 0 0 -344 -608 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 86.8 24.5 0.7 9.2 0.0 0.0 0.0 0.3 2.5 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 392,057 : : Positions : : 349,194 345,618 9,832 7,592 33,031 0 5,456 0 0 360 0 : : : : Changes from: February 23, 2016 : : -8,365 -1,165 7,103 -97 -1,038 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 88.2 2.5 1.9 8.4 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 March 1, 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 39,162 : : Positions : : 34,265 34,912 1,698 1,819 796 567 0 447 362 0 21 : : : : Changes from: February 23, 2016 : : -62 19 0 86 -43 0 0 0 212 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 89.1 4.3 4.6 2.0 1.4 0.0 1.1 0.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 27 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 52,800 : : Positions : : 46,667 46,572 2,435 2,920 3,130 0 0 0 38 50 94 : : : : Changes from: February 23, 2016 : : 1,935 540 300 1,725 -280 0 0 0 30 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 88.2 4.6 5.5 5.9 0.0 0.0 0.0 0.1 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 32 32 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 71,480 : : Positions : : 64,227 64,398 2,760 3,235 3,690 50 0 0 153 50 58 : : : : Changes from: February 23, 2016 : : 2,045 470 150 1,725 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 90.1 3.9 4.5 5.2 0.1 0.0 0.0 0.2 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 34 30 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 20,592 : : Positions : : 17,912 18,502 540 0 1,970 0 0 0 50 0 0 : : : : Changes from: February 23, 2016 : : 1,025 1,075 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 89.9 2.6 0.0 9.6 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 14 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 340,128 : : Positions : : 283,104 329,640 54,280 0 760 0 9,360 0 1,616 0 368 : : : : Changes from: February 23, 2016 : : 44,576 31,776 -4,680 0 0 0 9,360 0 1,240 0 368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 96.9 16.0 0.0 0.2 0.0 2.8 0.0 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 18 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 10,451 : : Positions : : 8,678 10,109 0 298 0 0 0 0 1,666 0 0 : : : : Changes from: February 23, 2016 : : 431 579 0 0 0 0 0 0 127 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 96.7 0.0 2.9 0.0 0.0 0.0 0.0 15.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 18 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 13,360 : : Positions : : 7,950 12,750 0 550 0 0 0 0 5,350 0 0 : : : : Changes from: February 23, 2016 : : 0 450 0 0 0 0 0 0 450 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 95.4 0.0 4.1 0.0 0.0 0.0 0.0 40.0 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 March 1, 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 7,360 : : Positions : : 6,750 7,005 550 0 0 0 300 0 0 0 0 : : : : Changes from: February 23, 2016 : : 140 140 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 95.2 7.5 0.0 0.0 0.0 4.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 8,553 : : Positions : : 5,398 7,448 945 270 430 0 200 0 1,045 0 150 : : : : Changes from: February 23, 2016 : : -125 -285 -130 270 130 0 -50 0 140 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 87.1 11.0 3.2 5.0 0.0 2.3 0.0 12.2 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 26,580 : : Positions : : 24,095 23,490 20 155 2,465 0 0 0 0 350 0 : : : : Changes from: February 23, 2016 : : 930 405 -425 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 88.4 0.1 0.6 9.3 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 20 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 23,907 : : Positions : : 20,767 21,087 345 80 2,615 0 50 0 0 75 0 : : : : Changes from: February 23, 2016 : : 886 996 -150 -290 225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 88.2 1.4 0.3 10.9 0.0 0.2 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 20 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 22,544 : : Positions : : 19,672 16,694 2,514 4,679 105 63 0 0 19 211 44 : : : : Changes from: February 23, 2016 : : 836 811 0 23 0 0 0 0 19 -2 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 74.1 11.2 20.8 0.5 0.3 0.0 0.0 0.1 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 60,573 : : Positions : : 54,312 51,128 1,506 1,905 2,659 0 222 0 110 2,772 1,705 : : : : Changes from: February 23, 2016 : : -44 570 30 30 13 0 0 0 -50 -629 585 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 84.4 2.5 3.1 4.4 0.0 0.4 0.0 0.2 4.6 2.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 30 . . . 0 . 0 . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 74,218 : : Positions : : 65,825 58,550 1,533 1,434 3,286 248 1,148 598 0 6,414 2,708 : : : : Changes from: February 23, 2016 : : -14 2,555 377 -167 -158 31 42 68 0 -2,021 1,005 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 78.9 2.1 1.9 4.4 0.3 1.5 0.8 0.0 8.6 3.6 : : : : 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 March 1, 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 47,275 : : Positions : : 43,520 43,485 1,725 3,360 385 0 0 0 1,215 0 0 : : : : Changes from: February 23, 2016 : : 700 700 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 92.0 3.6 7.1 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 March 1, 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 52,670 : : Positions : : 48,475 48,540 2,335 3,940 175 0 0 0 1,630 0 0 : : : : Changes from: February 23, 2016 : : 1,130 450 0 500 -350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 92.2 4.4 7.5 0.3 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 352,336 : : Positions : : 301,752 301,299 3,373 16,405 4,337 0 9,752 0 37,138 14,807 5,736 : : : : Changes from: February 23, 2016 : : -3,580 1,229 0 0 0 0 0 0 4,809 0 -4,321 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 85.5 1.0 4.7 1.2 0.0 2.8 0.0 10.5 4.2 1.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 28 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 27,316 : : Positions : : 20,780 23,595 151 668 616 170 861 64 5,091 1,130 317 : : : : Changes from: February 23, 2016 : : 568 1,398 64 -212 -2 0 -22 0 470 -83 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 86.4 0.6 2.4 2.3 0.6 3.2 0.2 18.6 4.1 1.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 30 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 36,723 : : Positions : : 20,804 31,431 13,606 0 615 77 1,569 0 28 1,515 1,593 : : : : Changes from: February 23, 2016 : : 10 1,223 1,132 0 27 0 104 0 0 -185 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 85.6 37.1 0.0 1.7 0.2 4.3 0.0 0.1 4.1 4.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 14 . 0 . . . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 357,119 : : Positions : : 283,424 351,680 69,155 140 4,540 0 0 0 0 759 0 : : : : Changes from: February 23, 2016 : : 1,526 2,246 -3,820 -4,540 4,540 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 98.5 19.4 0.0 1.3 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 16 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 29,752 : : Positions : : 24,513 28,336 4,239 0 214 617 0 0 105 560 0 : : : : Changes from: February 23, 2016 : : -299 87 298 0 214 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 95.2 14.2 0.0 0.7 2.1 0.0 0.0 0.4 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 23, 2016 : : 0 0 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 March 1, 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 14,792 : : Positions : : 11,455 11,179 112 732 1,002 1,375 0 0 336 513 364 : : : : Changes from: February 23, 2016 : : -199 409 112 -114 96 20 0 0 0 42 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 75.6 0.8 4.9 6.8 9.3 0.0 0.0 2.3 3.5 2.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 18 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 183,109 : : Positions : : 146,022 156,931 10,296 10,160 14,432 7,604 0 0 3,169 0 1,586 : : : : Changes from: February 23, 2016 : : 2,356 2,356 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 85.7 5.6 5.5 7.9 4.2 0.0 0.0 1.7 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 March 1, 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 18,379 : : Positions : : 14,692 12,033 2,731 3,615 529 0 1,671 0 193 169 63 : : : : Changes from: February 23, 2016 : : 1,112 526 21 357 -42 0 253 0 23 169 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 65.5 14.9 19.7 2.9 0.0 9.1 0.0 1.1 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 21 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 187,885 : : Positions : : 168,287 108,585 13,830 76,360 1,455 2,036 0 1,125 792 0 360 : : : : Changes from: February 23, 2016 : : 10,729 4,889 -4,696 1,144 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 57.8 7.4 40.6 0.8 1.1 0.0 0.6 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 9,345 : : Positions : : 8,020 8,360 1,215 0 0 0 300 0 0 580 50 : : : : Changes from: February 23, 2016 : : 175 -5 0 0 0 0 0 0 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 89.5 13.0 0.0 0.0 0.0 3.2 0.0 0.0 6.2 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 March 1, 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 20,015 : : Positions : : 13,336 15,766 2,096 0 4,249 0 0 0 334 0 0 : : : : Changes from: February 23, 2016 : : 70 124 -51 0 -536 0 0 0 105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 78.8 10.5 0.0 21.2 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 9,870 : : Positions : : 8,495 9,585 400 200 0 0 0 0 0 0 0 : : : : Changes from: February 23, 2016 : : -260 -110 150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 97.1 4.1 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 March 1, 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 12,625 : : Positions : : 11,355 10,605 550 240 0 0 1,780 0 0 0 0 : : : : Changes from: February 23, 2016 : : -110 -60 150 0 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 84.0 4.4 1.9 0.0 0.0 14.1 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 March 1, 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 501,077 : : Positions : : 318,656 283,726 9,185 39,035 46,781 0 19,816 32,838 13,506 0 78,881 : : : : Changes from: February 23, 2016 : : 5,631 3,511 247 -1,993 809 0 -5,882 7,939 -9,157 0 6,370 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 56.6 1.8 7.8 9.3 0.0 4.0 6.6 2.7 0.0 15.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 11 . . . 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 23,950 : : Positions : : 22,355 12,275 1,300 11,315 0 0 300 0 0 0 0 : : : : Changes from: February 23, 2016 : : 20 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 51.3 5.4 47.2 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 March 1, 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 20,915 : : Positions : : 19,725 9,635 675 10,940 0 0 300 0 0 0 0 : : : : Changes from: February 23, 2016 : : 0 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 46.1 3.2 52.3 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 March 1, 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 20,484 : : Positions : : 19,409 16,539 0 3,640 255 700 0 0 0 50 0 : : : : Changes from: February 23, 2016 : : 210 210 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 80.7 0.0 17.8 1.2 3.4 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 16 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 19,234 : : Positions : : 18,465 14,784 0 4,235 205 250 0 0 0 0 0 : : : : Changes from: February 23, 2016 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 76.9 0.0 22.0 1.1 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 23,255 : : Positions : : 21,495 21,810 550 1,200 195 0 50 0 300 0 0 : : : : Changes from: February 23, 2016 : : 1,950 1,950 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 93.8 2.4 5.2 0.8 0.0 0.2 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 19,755 : : Positions : : 19,185 19,595 105 25 0 0 0 0 0 25 0 : : : : Changes from: February 23, 2016 : : 1,255 1,050 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.1 99.2 0.5 0.1 0.0 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 14 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 19,782 : : Positions : : 19,157 19,422 190 125 0 100 0 100 0 25 0 : : : : Changes from: February 23, 2016 : : 1,170 965 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 98.2 1.0 0.6 0.0 0.5 0.0 0.5 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 17 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 122,255 : : Positions : : 107,700 112,365 6,305 4,960 4,160 825 345 0 3,250 410 15 : : : : Changes from: February 23, 2016 : : -130 1,720 10 0 0 0 0 0 1,950 110 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 91.9 5.2 4.1 3.4 0.7 0.3 0.0 2.7 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 34 31 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 141,676 : : Positions : : 126,950 128,299 6,806 3,640 3,960 1,790 1,615 705 1,400 3,340 65 : : : : Changes from: February 23, 2016 : : 1,905 685 85 -350 -85 -100 305 300 0 1,240 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 90.6 4.8 2.6 2.8 1.3 1.1 0.5 1.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 37 35 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 166,366 : : Positions : : 138,530 127,302 6,118 8,815 4,417 4,990 8,865 5,251 2,040 6,853 4,835 : : : : Changes from: February 23, 2016 : : 2,993 2,656 -168 -865 513 -107 344 510 -110 496 821 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 76.5 3.7 5.3 2.7 3.0 5.3 3.2 1.2 4.1 2.9 : : : : Number of Traders in Each Category Total Traders: 75 : : 42 41 . . 4 . 6 5 4 10 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 115,999 : : Positions : : 100,365 100,406 9,984 10,095 1,424 95 1,500 1,850 1,631 200 524 : : : : Changes from: February 23, 2016 : : 1,109 1,400 290 -85 225 0 0 0 -34 50 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 86.6 8.6 8.7 1.2 0.1 1.3 1.6 1.4 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 38 32 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 34,890 : : Positions : : 33,555 31,835 400 1,575 375 235 920 80 110 0 65 : : : : Changes from: February 23, 2016 : : 475 520 -75 0 75 0 0 0 60 -50 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 91.2 1.1 4.5 1.1 0.7 2.6 0.2 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 14 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 29,725 : : Positions : : 28,975 27,745 350 1,575 250 0 75 25 110 0 15 : : : : Changes from: February 23, 2016 : : 475 585 0 0 0 0 0 0 110 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 93.3 1.2 5.3 0.8 0.0 0.3 0.1 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 9 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 30,958 : : Positions : : 26,819 25,618 210 1,140 3,640 0 500 0 224 0 20 : : : : Changes from: February 23, 2016 : : 754 694 150 180 -120 0 0 0 -30 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 82.8 0.7 3.7 11.8 0.0 1.6 0.0 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 28 26 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 17,627 : : Positions : : 15,722 16,772 1,005 70 725 0 0 0 0 0 0 : : : : Changes from: February 23, 2016 : : 765 825 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 95.1 5.7 0.4 4.1 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 March 1, 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 15,460 : : Positions : : 12,700 13,720 600 15 1,710 0 0 0 0 0 0 : : : : Changes from: February 23, 2016 : : -270 150 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 88.7 3.9 0.1 11.1 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 March 1, 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 260,451 : : Positions : : 230,283 203,476 0 38,471 15,183 12,609 0 1,982 0 1,137 203 : : : : Changes from: February 23, 2016 : : -3,256 425 0 -3,364 1,872 -23 0 -15 0 -363 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 78.1 0.0 14.8 5.8 4.8 0.0 0.8 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 16 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 3,620,936 : : Positions : :3,097,739 2,345,173 6,215 857,371 341,532 114,450 0 61,000 0 15,860 0 : : : : Changes from: February 23, 2016 : : -4,600 -90,813 -5,625 15,978 0 -48,750 0 45,000 0 15,860 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 64.8 0.2 23.7 9.4 3.2 0.0 1.7 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 73,046 : : Positions : : 65,258 64,553 0 896 7,597 0 0 0 0 0 0 : : : : Changes from: February 23, 2016 : : -2,908 -3,738 0 807 -807 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 88.4 0.0 1.2 10.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 15 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 1,389,729 : : Positions : :1,141,286 1,088,103 126,752 181,087 120,539 0 0 0 1,152 0 0 : : : : Changes from: February 23, 2016 : : -122,230 -133,122 -2,250 7,517 -3,854 0 0 0 -1,125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 78.3 9.1 13.0 8.7 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 27,991 : : Positions : : 24,508 20,808 795 4,919 143 1,015 1,720 0 1,348 310 71 : : : : Changes from: February 23, 2016 : : 657 892 0 31 5 50 0 0 10 14 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 74.3 2.8 17.6 0.5 3.6 6.1 0.0 4.8 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 22 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 20,908 : : Positions : : 19,702 14,866 0 5,079 600 440 0 0 0 121 40 : : : : Changes from: February 23, 2016 : : 575 495 0 75 0 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 71.1 0.0 24.3 2.9 2.1 0.0 0.0 0.0 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 18 0 4 . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 38,214 : : Positions : : 34,238 21,664 2,616 12,760 60 0 3,220 60 1,082 322 128 : : : : Changes from: February 23, 2016 : : 227 385 463 -75 0 0 375 -30 -43 -38 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 56.7 6.8 33.4 0.2 0.0 8.4 0.2 2.8 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 28 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 24,122 : : Positions : : 22,557 17,259 115 6,168 585 470 0 0 0 95 0 : : : : Changes from: February 23, 2016 : : 350 350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 71.5 0.5 25.6 2.4 1.9 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 March 1, 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 21,981 : : Positions : : 17,816 17,205 2,516 1,016 1,590 0 770 0 0 1,390 0 : : : : Changes from: February 23, 2016 : : -155 -308 330 -12 0 0 0 0 0 495 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 78.3 11.4 4.6 7.2 0.0 3.5 0.0 0.0 6.3 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 March 1, 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 12,738 2,054 949 725 0 275 0 0 275 0 : : : : Changes from: February 23, 2016 : : 0 -124 0 4 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 83.4 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 March 1, 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 37,361 : : Positions : : 32,192 34,246 1,975 215 2,645 0 0 0 279 0 95 : : : : Changes from: February 23, 2016 : : 170 100 105 180 -85 0 0 0 5 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 91.7 5.3 0.6 7.1 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 March 1, 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 15,488 : : Positions : : 13,293 12,427 910 2,880 10 0 0 0 537 0 18 : : : : Changes from: February 23, 2016 : : -45 -15 30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 80.2 5.9 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 March 1, 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 14,299 : : Positions : : 11,575 11,190 540 3,049 10 0 0 0 1,464 50 0 : : : : Changes from: February 23, 2016 : : 235 265 -30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 78.3 3.8 21.3 0.1 0.0 0.0 0.0 10.2 0.3 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 March 1, 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 47,824 : : Positions : : 42,416 40,425 0 1,725 2,850 100 0 0 0 100 0 : : : : Changes from: February 23, 2016 : : -140 -90 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 84.5 0.0 3.6 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 March 1, 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 40,802 : : Positions : : 36,607 33,105 0 3,135 1,810 100 0 0 0 0 0 : : : : Changes from: February 23, 2016 : : -150 -150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 81.1 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 March 1, 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 19,400 : : Positions : : 16,240 9,985 180 0 0 0 3,720 1,050 200 3,720 0 : : : : Changes from: February 23, 2016 : : 980 -420 0 0 0 0 600 0 100 900 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 51.5 0.9 0.0 0.0 0.0 19.2 5.4 1.0 19.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . 0 0 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 18,075 : : Positions : : 15,115 9,540 180 0 0 0 3,085 1,475 0 3,300 0 : : : : Changes from: February 23, 2016 : : 1,080 -420 0 0 0 0 600 0 0 900 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 52.8 1.0 0.0 0.0 0.0 17.1 8.2 0.0 18.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 16,325 : : Positions : : 11,720 14,265 0 0 0 620 0 380 1,975 50 0 : : : : Changes from: February 23, 2016 : : 310 385 0 0 0 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 87.4 0.0 0.0 0.0 3.8 0.0 2.3 12.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 0 0 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 29,906 : : Positions : : 28,695 19,030 200 0 0 0 9,750 0 0 435 6 : : : : Changes from: February 23, 2016 : : 775 375 0 0 0 0 300 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 63.6 0.7 0.0 0.0 0.0 32.6 0.0 0.0 1.5 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 March 1, 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 28,360 : : Positions : : 24,730 23,940 0 1,200 0 310 0 2,000 50 0 0 : : : : Changes from: February 23, 2016 : : -380 -230 0 0 0 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 84.4 0.0 4.2 0.0 1.1 0.0 7.1 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 March 1, 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 98,553 : : Positions : : 68,333 89,192 1,835 280 840 16,770 0 0 3,209 175 134 : : : : Changes from: February 23, 2016 : : -50 -425 -700 0 490 750 0 0 250 175 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 90.5 1.9 0.3 0.9 17.0 0.0 0.0 3.3 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 25 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 96,886 : : Positions : : 69,130 91,430 1,335 280 1,090 18,980 0 0 3,540 75 100 : : : : Changes from: February 23, 2016 : : -2,130 -2,455 0 0 0 600 0 0 350 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 94.4 1.4 0.3 1.1 19.6 0.0 0.0 3.7 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 25 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 20,650 : : Positions : : 19,405 18,940 0 910 410 250 0 125 0 0 0 : : : : Changes from: February 23, 2016 : : 65 65 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 91.7 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 : : 16 13 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 17,395 : : Positions : : 17,195 15,085 0 1,720 0 0 300 0 0 0 0 : : : : Changes from: February 23, 2016 : : 205 355 0 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 86.7 0.0 9.9 0.0 0.0 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 23,240 : : Positions : : 19,340 18,155 420 965 1,665 0 1,650 125 185 300 0 : : : : Changes from: February 23, 2016 : : 225 325 -35 965 -1,165 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 78.1 1.8 4.2 7.2 0.0 7.1 0.5 0.8 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 21,320 : : Positions : : 18,200 16,530 0 1,710 1,625 0 800 125 140 0 0 : : : : Changes from: February 23, 2016 : : -365 -675 0 700 -700 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 77.5 0.0 8.0 7.6 0.0 3.8 0.6 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 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 23, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 March 4, 2016