Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 115,696 : : Positions : : 29,712 22,944 14,071 9,773 7,020 2,460 31,595 11,197 43,360 25,679 6,497 : : : : Changes from: March 1, 2016 : : -2,101 -2,735 2,302 -2,373 -132 -3,662 6,270 -2,734 765 -3,619 -2,242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 19.8 12.2 8.4 6.1 2.1 27.3 9.7 37.5 22.2 5.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 17 15 . . 4 . 6 4 12 16 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 27,634 : : Positions : : 4,778 10,490 175 8,336 120 955 1,807 1,445 16,268 1,763 3,353 : : : : Changes from: March 1, 2016 : : -874 -454 0 1,600 0 -65 -220 270 820 -1,145 671 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 38.0 0.6 30.2 0.4 3.5 6.5 5.2 58.9 6.4 12.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 11 10 . . . . . . 13 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 6,160 : : Positions : : 487 182 1,014 151 2,085 121 1,025 1,121 332 524 1,000 : : : : Changes from: March 1, 2016 : : -93 3 53 -5 34 99 155 -168 38 -129 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 3.0 16.5 2.4 33.9 2.0 16.6 18.2 5.4 8.5 16.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 5 4 . . 4 . . . 9 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 162,047 : : Positions : : 100,259 125,687 12,452 1,340 8,235 20,041 1,899 4,729 4,424 8,775 11,113 : : : : Changes from: March 1, 2016 : : -6,810 -2,802 -278 104 506 452 -509 -167 1,098 -1,958 351 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 77.6 7.7 0.8 5.1 12.4 1.2 2.9 2.7 5.4 6.9 : : : : Number of Traders in Each Category Total Traders: 84 : : 46 46 . . 4 4 4 7 11 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 50,951 : : Positions : : 44,302 42,147 0 2,801 3,360 338 542 2 1,982 1,133 966 : : : : Changes from: March 1, 2016 : : 419 866 0 291 -252 52 5 -2 844 154 -402 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 82.7 0.0 5.5 6.6 0.7 1.1 0.0 3.9 2.2 1.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 26 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 450,634 : : Positions : : 393,626 371,233 0 38,769 28,057 4,423 0 0 12,775 822 11,753 : : : : Changes from: March 1, 2016 : : 1 17,209 0 -10,256 -3,216 912 0 0 2,392 -3,648 4,600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 82.4 0.0 8.6 6.2 1.0 0.0 0.0 2.8 0.2 2.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 21 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 1,560,329 : : Positions : :1,268,587 1,387,602 214,449 62,544 7,367 9,800 72,027 10,880 45,734 16,397 3,512 : : : : Changes from: March 1, 2016 : : -67,810 -79,098 -1,080 -2,431 0 -8,280 3,664 -4,320 -2,135 -1,440 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 88.9 13.7 4.0 0.5 0.6 4.6 0.7 2.9 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 36 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 66,832 : : Positions : : 56,786 52,834 0 1,771 4,747 0 2,849 1,660 2,453 1,785 1,186 : : : : Changes from: March 1, 2016 : : -3,011 -3,274 0 923 -876 0 52 -77 380 -307 -129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 79.1 0.0 2.6 7.1 0.0 4.3 2.5 3.7 2.7 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 23 0 . . 0 . . 5 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 463,757 : : Positions : : 298,900 402,254 117,504 0 45,143 0 912 0 344 13,582 1,866 : : : : Changes from: March 1, 2016 : : -19,040 -21,184 -1,976 -3,216 0 0 912 0 -1,136 1,336 -2,128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 86.7 25.3 0.0 9.7 0.0 0.2 0.0 0.1 2.9 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . 0 . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 375,545 : : Positions : : 330,882 329,466 13,432 9,392 31,231 0 5,456 0 0 0 0 : : : : Changes from: March 1, 2016 : : -18,312 -16,152 3,600 1,800 -1,800 0 0 0 0 -360 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 87.7 3.6 2.5 8.3 0.0 1.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 30 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 37,293 : : Positions : : 32,142 33,335 1,548 1,117 733 801 0 405 486 0 0 : : : : Changes from: March 1, 2016 : : -2,123 -1,577 -150 -702 -63 234 0 -42 124 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 89.4 4.2 3.0 2.0 2.1 0.0 1.1 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 24 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 48,991 : : Positions : : 43,253 42,940 2,315 3,010 2,920 0 0 0 0 8 86 : : : : Changes from: March 1, 2016 : : -3,414 -3,632 -120 90 -210 0 0 0 -38 -42 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 87.6 4.7 6.1 6.0 0.0 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 32 31 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 66,296 : : Positions : : 59,538 59,391 2,605 3,340 3,465 0 0 0 107 0 58 : : : : Changes from: March 1, 2016 : : -4,689 -5,007 -155 105 -225 -50 0 0 -46 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 89.6 3.9 5.0 5.2 0.0 0.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 34 30 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 19,198 : : Positions : : 16,518 17,108 540 0 1,970 0 0 0 50 0 0 : : : : Changes from: March 1, 2016 : : -1,394 -1,394 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 89.1 2.8 0.0 10.3 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 315,240 : : Positions : : 260,016 314,112 52,480 0 760 0 0 0 1,616 0 368 : : : : Changes from: March 1, 2016 : : -23,088 -15,528 -1,800 0 0 0 -9,360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 99.6 16.6 0.0 0.2 0.0 0.0 0.0 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 18 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 9,912 : : Positions : : 8,153 9,654 0 0 0 0 0 0 1,651 0 0 : : : : Changes from: March 1, 2016 : : -525 -455 0 -298 0 0 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 97.4 0.0 0.0 0.0 0.0 0.0 0.0 16.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 18 0 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 12,960 : : Positions : : 7,400 12,400 0 500 0 0 0 0 5,500 0 0 : : : : Changes from: March 1, 2016 : : -550 -350 0 -50 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 95.7 0.0 3.9 0.0 0.0 0.0 0.0 42.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 14 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 6,945 : : Positions : : 6,385 6,595 500 0 0 0 300 0 0 0 0 : : : : Changes from: March 1, 2016 : : -365 -410 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 95.0 7.2 0.0 0.0 0.0 4.3 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 8, 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 10,645 : : Positions : : 7,580 9,695 870 270 430 0 200 0 1,195 0 0 : : : : Changes from: March 1, 2016 : : 2,182 2,247 -75 0 0 0 0 0 150 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 91.1 8.2 2.5 4.0 0.0 1.9 0.0 11.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 25,831 : : Positions : : 23,421 22,916 0 185 2,410 0 0 0 0 200 0 : : : : Changes from: March 1, 2016 : : -674 -574 -20 30 -55 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 88.7 0.0 0.7 9.3 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 23,552 : : Positions : : 20,512 20,887 495 170 2,365 0 50 0 0 75 0 : : : : Changes from: March 1, 2016 : : -255 -200 150 90 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 88.7 2.1 0.7 10.0 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 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 21,538 : : Positions : : 18,765 15,750 2,430 4,784 0 215 0 0 0 126 0 : : : : Changes from: March 1, 2016 : : -906 -943 -84 105 -105 152 0 0 -19 -85 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 73.1 11.3 22.2 0.0 1.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 21 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 57,030 : : Positions : : 50,799 48,261 1,351 1,772 2,839 0 222 0 233 2,210 1,553 : : : : Changes from: March 1, 2016 : : -3,513 -2,867 -155 -133 180 0 0 0 123 -562 -152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 84.6 2.4 3.1 5.0 0.0 0.4 0.0 0.4 3.9 2.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 29 . . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 69,197 : : Positions : : 61,156 56,873 1,006 1,339 3,467 185 265 553 243 4,048 2,587 : : : : Changes from: March 1, 2016 : : -4,669 -1,677 -527 -95 181 -63 -883 -45 243 -2,366 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 82.2 1.5 1.9 5.0 0.3 0.4 0.8 0.4 5.8 3.7 : : : : Number of Traders in Each Category Total Traders: 51 : : 31 31 . . . . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 42,625 : : Positions : : 38,980 38,980 1,660 3,215 385 0 0 0 1,180 0 0 : : : : Changes from: March 1, 2016 : : -4,540 -4,505 -65 -145 0 0 0 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 91.4 3.9 7.5 0.9 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 23 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 47,805 : : Positions : : 43,835 43,815 2,210 3,815 175 0 0 0 1,535 0 0 : : : : Changes from: March 1, 2016 : : -4,640 -4,725 -125 -125 0 0 0 0 -95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 91.7 4.6 8.0 0.4 0.0 0.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 328,904 : : Positions : : 278,944 284,675 3,373 15,685 4,337 0 9,752 0 39,538 11,743 2,712 : : : : Changes from: March 1, 2016 : : -22,808 -16,624 0 -720 0 0 0 0 2,400 -3,064 -3,024 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 86.6 1.0 4.8 1.3 0.0 3.0 0.0 12.0 3.6 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 26 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 25,365 : : Positions : : 19,267 22,317 151 627 511 170 478 236 4,607 856 296 : : : : Changes from: March 1, 2016 : : -1,512 -1,277 0 -41 -105 0 -383 172 -484 -274 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 88.0 0.6 2.5 2.0 0.7 1.9 0.9 18.2 3.4 1.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 29 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 34,895 : : Positions : : 18,668 29,882 14,423 0 590 77 1,569 0 28 1,745 1,109 : : : : Changes from: March 1, 2016 : : -2,136 -1,549 817 0 -25 0 0 0 0 230 -484 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 85.6 41.3 0.0 1.7 0.2 4.5 0.0 0.1 5.0 3.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 15 . 0 . . . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 320,911 : : Positions : : 284,052 306,537 25,315 0 11,544 0 0 0 0 2,830 0 : : : : Changes from: March 1, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 95.5 7.9 0.0 3.6 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 343,678 : : Positions : : 272,503 333,559 61,955 140 9,220 0 0 0 0 759 0 : : : : Changes from: March 1, 2016 : : -10,921 -18,121 -7,200 0 4,680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 97.1 18.0 0.0 2.7 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 28,538 : : Positions : : 23,827 27,400 3,837 0 214 596 0 0 0 497 0 : : : : Changes from: March 1, 2016 : : -686 -936 -402 0 0 -21 0 0 -105 -63 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 96.0 13.4 0.0 0.7 2.1 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 17 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 127,810 : : Positions : : 63,878 122,372 63,932 1,518 0 0 3,920 0 0 0 0 : : : : Changes from: March 1, 2016 : : -3,960 -4,680 -1,800 0 0 0 -1,080 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 95.7 50.0 1.2 0.0 0.0 3.1 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 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 13,242 : : Positions : : 10,179 10,153 475 774 427 1,311 0 0 378 432 301 : : : : Changes from: March 1, 2016 : : -1,276 -1,026 363 42 -575 -64 0 0 42 -81 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 76.7 3.6 5.8 3.2 9.9 0.0 0.0 2.9 3.3 2.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 166,197 : : Positions : : 137,390 140,379 8,664 11,768 12,464 5,804 0 0 289 0 1,586 : : : : Changes from: March 1, 2016 : : -8,632 -16,552 -1,632 1,608 -1,968 -1,800 0 0 -2,880 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 84.5 5.2 7.1 7.5 3.5 0.0 0.0 0.2 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 18,174 : : Positions : : 14,911 11,760 2,542 3,513 400 0 1,948 0 214 172 21 : : : : Changes from: March 1, 2016 : : 219 -273 -189 -102 -129 0 277 0 21 3 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 64.7 14.0 19.3 2.2 0.0 10.7 0.0 1.2 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 21 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 179,973 : : Positions : : 160,375 104,633 14,910 73,840 375 2,036 0 1,125 1,152 0 0 : : : : Changes from: March 1, 2016 : : -7,912 -3,952 1,080 -2,520 -1,080 0 0 0 360 0 -360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 58.1 8.3 41.0 0.2 1.1 0.0 0.6 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 8,790 : : Positions : : 7,480 7,810 1,200 0 0 0 300 0 0 580 50 : : : : Changes from: March 1, 2016 : : -540 -550 -15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 88.9 13.7 0.0 0.0 0.0 3.4 0.0 0.0 6.6 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 12 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 19,789 : : Positions : : 13,337 15,565 1,790 0 4,224 0 0 0 438 0 0 : : : : Changes from: March 1, 2016 : : 1 -201 -306 0 -25 0 0 0 104 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 78.7 9.0 0.0 21.3 0.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 15 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 11,125 : : Positions : : 9,915 9,290 300 190 0 0 1,630 0 0 0 0 : : : : Changes from: March 1, 2016 : : -1,440 -1,315 -250 -50 0 0 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 83.5 2.7 1.7 0.0 0.0 14.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 508,146 : : Positions : : 332,074 291,203 9,105 39,351 46,604 0 20,084 32,715 10,453 2,208 75,980 : : : : Changes from: March 1, 2016 : : 13,417 7,477 -80 315 -176 0 268 -123 -3,053 2,208 -2,901 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 57.3 1.8 7.7 9.2 0.0 4.0 6.4 2.1 0.4 15.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 18,630 : : Positions : : 10,725 18,630 7,845 0 0 0 0 0 0 0 0 : : : : Changes from: March 1, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 100.0 42.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 12 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 22,590 : : Positions : : 21,095 11,460 1,225 10,860 0 0 225 0 0 0 0 : : : : Changes from: March 1, 2016 : : -1,260 -815 -75 -455 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 50.7 5.4 48.1 0.0 0.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 20,110 : : Positions : : 18,970 9,345 650 10,510 0 0 225 0 0 0 0 : : : : Changes from: March 1, 2016 : : -755 -290 -25 -430 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 46.5 3.2 52.3 0.0 0.0 1.1 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 8, 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 17,708 : : Positions : : 16,658 14,138 0 3,280 230 700 0 0 0 50 0 : : : : Changes from: March 1, 2016 : : -2,751 -2,401 0 -360 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 79.8 0.0 18.5 1.3 4.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 16,363 : : Positions : : 15,570 12,363 0 3,810 180 250 0 0 0 0 0 : : : : Changes from: March 1, 2016 : : -2,895 -2,421 0 -425 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 75.6 0.0 23.3 1.1 1.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 20,965 : : Positions : : 19,265 19,320 450 1,200 245 0 0 0 100 0 200 : : : : Changes from: March 1, 2016 : : -2,230 -2,490 -100 0 50 0 -50 0 -200 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 92.2 2.1 5.7 1.2 0.0 0.0 0.0 0.5 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 20,375 : : Positions : : 19,895 20,230 0 25 0 0 0 0 0 0 0 : : : : Changes from: March 1, 2016 : : 710 635 -105 0 0 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 99.3 0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 11 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 19,652 : : Positions : : 19,037 19,477 0 75 0 200 0 0 0 0 0 : : : : Changes from: March 1, 2016 : : -120 55 -190 -50 0 100 0 -100 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 99.1 0.0 0.4 0.0 1.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 12 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 114,900 : : Positions : : 101,490 105,445 5,490 4,590 4,160 475 250 0 3,150 410 15 : : : : Changes from: March 1, 2016 : : -6,210 -6,920 -815 -370 0 -350 -95 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 91.8 4.8 4.0 3.6 0.4 0.2 0.0 2.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 29 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 130,699 : : Positions : : 117,114 117,759 6,005 3,200 4,010 1,305 1,445 900 1,100 3,080 265 : : : : Changes from: March 1, 2016 : : -9,836 -10,540 -801 -440 50 -485 -170 195 -300 -260 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 90.1 4.6 2.4 3.1 1.0 1.1 0.7 0.8 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 37 31 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 157,228 : : Positions : : 131,385 124,490 6,057 8,669 4,341 5,716 8,116 2,610 2,120 4,161 4,831 : : : : Changes from: March 1, 2016 : : -7,145 -2,811 -61 -146 -76 726 -749 -2,641 80 -2,692 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 79.2 3.9 5.5 2.8 3.6 5.2 1.7 1.3 2.6 3.1 : : : : Number of Traders in Each Category Total Traders: 73 : : 41 38 . . 4 5 4 . 5 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 110,780 : : Positions : : 95,713 95,646 9,406 9,490 1,595 0 1,500 1,850 1,531 100 599 : : : : Changes from: March 1, 2016 : : -4,652 -4,760 -578 -605 171 -95 0 0 -100 -100 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 86.3 8.5 8.6 1.4 0.0 1.4 1.7 1.4 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 38 29 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 35,280 : : Positions : : 33,910 32,415 325 1,605 375 350 700 80 120 0 65 : : : : Changes from: March 1, 2016 : : 355 580 -75 30 0 115 -220 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 91.9 0.9 4.5 1.1 1.0 2.0 0.2 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 13 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 31,410 : : Positions : : 30,685 29,415 325 1,625 250 0 50 25 110 0 15 : : : : Changes from: March 1, 2016 : : 1,710 1,670 -25 50 0 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 93.6 1.0 5.2 0.8 0.0 0.2 0.1 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 11 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 28,998 : : Positions : : 25,164 24,088 235 1,040 3,315 0 500 0 219 0 20 : : : : Changes from: March 1, 2016 : : -1,655 -1,530 25 -100 -325 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 83.1 0.8 3.6 11.4 0.0 1.7 0.0 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 28 25 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 17,117 : : Positions : : 15,242 16,362 1,045 95 660 0 0 0 0 0 0 : : : : Changes from: March 1, 2016 : : -480 -410 40 25 -65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 95.6 6.1 0.6 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 14,685 : : Positions : : 12,185 12,840 600 365 1,480 0 0 0 0 0 0 : : : : Changes from: March 1, 2016 : : -515 -880 0 350 -230 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 87.4 4.1 2.5 10.1 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 8, 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 279,391 : : Positions : : 252,413 221,338 0 42,308 11,989 12,181 0 2,414 0 1,138 203 : : : : Changes from: March 1, 2016 : : 22,130 17,862 0 3,837 -3,194 -428 0 432 0 2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 79.2 0.0 15.1 4.3 4.4 0.0 0.9 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 8, 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 3,574,655 : : Positions : :3,168,059 2,251,613 6,215 1,021,251 224,931 114,450 0 61,000 0 15,860 0 : : : : Changes from: March 1, 2016 : : 70,320 -93,560 0 163,880 -116,601 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 63.0 0.2 28.6 6.3 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 8, 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 73,224 : : Positions : : 62,456 64,731 1,654 0 8,493 430 0 0 0 0 0 : : : : Changes from: March 1, 2016 : : -2,802 178 1,654 -896 896 430 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 88.4 2.3 0.0 11.6 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 15 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 1,351,228 : : Positions : :1,120,140 1,190,002 126,752 58,042 103,184 0 0 0 1,152 0 0 : : : : Changes from: March 1, 2016 : : -21,146 101,899 0 -123,045 -17,355 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 88.1 9.4 4.3 7.6 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 27,931 : : Positions : : 24,585 21,323 815 4,462 255 885 1,670 0 1,155 70 151 : : : : Changes from: March 1, 2016 : : 77 515 20 -457 112 -130 -50 0 -193 -240 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 76.3 2.9 16.0 0.9 3.2 6.0 0.0 4.1 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 22 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 20,583 : : Positions : : 19,158 15,126 0 4,629 600 385 0 0 235 0 55 : : : : Changes from: March 1, 2016 : : -544 260 0 -450 0 -55 0 0 235 -121 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 73.5 0.0 22.5 2.9 1.9 0.0 0.0 1.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 0 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 37,425 : : Positions : : 33,631 20,923 2,294 12,760 215 0 3,160 60 1,095 177 115 : : : : Changes from: March 1, 2016 : : -607 -741 -322 0 155 0 -60 0 13 -145 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 55.9 6.1 34.1 0.6 0.0 8.4 0.2 2.9 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 24 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 22,518 : : Positions : : 20,963 15,970 125 6,128 395 390 0 0 0 25 0 : : : : Changes from: March 1, 2016 : : -1,594 -1,289 10 -40 -190 -80 0 0 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 70.9 0.6 27.2 1.8 1.7 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 21,083 : : Positions : : 16,964 16,402 2,531 986 1,565 0 700 0 0 1,430 0 : : : : Changes from: March 1, 2016 : : -852 -803 15 -30 -25 0 -70 0 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 77.8 12.0 4.7 7.4 0.0 3.3 0.0 0.0 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 14,367 : : Positions : : 11,716 11,911 1,973 984 660 0 250 0 0 250 0 : : : : Changes from: March 1, 2016 : : -724 -827 -81 35 -65 0 -25 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 82.9 13.7 6.8 4.6 0.0 1.7 0.0 0.0 1.7 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 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 35,416 : : Positions : : 30,492 32,586 1,910 0 2,580 0 0 0 174 0 95 : : : : Changes from: March 1, 2016 : : -1,700 -1,660 -65 -215 -65 0 0 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 92.0 5.4 0.0 7.3 0.0 0.0 0.0 0.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 26 25 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 14,554 : : Positions : : 12,415 11,644 920 2,740 0 0 0 0 429 0 20 : : : : Changes from: March 1, 2016 : : -878 -783 10 -140 -10 0 0 0 -108 0 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 80.0 6.3 18.8 0.0 0.0 0.0 0.0 2.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 14 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 13,890 : : Positions : : 11,260 11,009 550 2,806 0 0 0 0 1,320 0 0 : : : : Changes from: March 1, 2016 : : -315 -181 10 -243 -10 0 0 0 -144 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 79.3 4.0 20.2 0.0 0.0 0.0 0.0 9.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 22 14 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 44,592 : : Positions : : 39,331 37,902 0 1,155 2,850 75 0 0 0 100 0 : : : : Changes from: March 1, 2016 : : -3,085 -2,523 0 -570 0 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 85.0 0.0 2.6 6.4 0.2 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 21 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 37,937 : : Positions : : 33,887 30,953 0 2,565 1,810 75 0 0 0 0 0 : : : : Changes from: March 1, 2016 : : -2,720 -2,152 0 -570 0 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 81.6 0.0 6.8 4.8 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 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 18,945 : : Positions : : 15,805 9,305 135 0 0 0 3,795 1,050 400 4,020 0 : : : : Changes from: March 1, 2016 : : -435 -680 -45 0 0 0 75 0 200 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 49.1 0.7 0.0 0.0 0.0 20.0 5.5 2.1 21.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . 0 0 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 17,885 : : Positions : : 15,080 8,810 135 0 0 0 3,435 1,425 0 3,600 0 : : : : Changes from: March 1, 2016 : : -35 -730 -45 0 0 0 350 -50 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 49.3 0.8 0.0 0.0 0.0 19.2 8.0 0.0 20.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 15,495 : : Positions : : 11,515 13,780 0 0 0 340 0 380 1,975 50 0 : : : : Changes from: March 1, 2016 : : -205 -485 0 0 0 -280 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 88.9 0.0 0.0 0.0 2.2 0.0 2.5 12.7 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 0 0 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 28,961 : : Positions : : 27,770 18,005 150 0 0 0 9,750 0 0 481 0 : : : : Changes from: March 1, 2016 : : -925 -1,025 -50 0 0 0 0 0 0 46 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 62.2 0.5 0.0 0.0 0.0 33.7 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 27,160 : : Positions : : 23,690 23,030 0 1,200 0 490 0 1,820 50 0 0 : : : : Changes from: March 1, 2016 : : -1,040 -910 0 0 0 180 0 -180 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 84.8 0.0 4.4 0.0 1.8 0.0 6.7 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 9 0 . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 95,063 : : Positions : : 65,768 83,885 0 1,455 1,995 17,075 0 0 2,647 150 134 : : : : Changes from: March 1, 2016 : : -2,565 -5,307 -1,835 1,175 1,155 305 0 0 -562 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 88.2 0.0 1.5 2.1 18.0 0.0 0.0 2.8 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 24 0 . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 93,220 : : Positions : : 67,075 86,310 0 2,655 1,870 19,110 0 0 2,830 50 100 : : : : Changes from: March 1, 2016 : : -2,055 -5,120 -1,335 2,375 780 130 0 0 -710 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 92.6 0.0 2.8 2.0 20.5 0.0 0.0 3.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 24 0 . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 19,465 : : Positions : : 18,345 17,815 0 920 400 200 0 125 0 0 0 : : : : Changes from: March 1, 2016 : : -1,060 -1,125 0 10 -10 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 91.5 0.0 4.7 2.1 1.0 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 12 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 16,595 : : Positions : : 16,445 14,545 0 1,520 0 0 300 0 0 0 0 : : : : Changes from: March 1, 2016 : : -750 -540 0 -200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.1 87.6 0.0 9.2 0.0 0.0 1.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 22,320 : : Positions : : 18,615 17,495 970 0 2,315 0 1,800 125 50 300 0 : : : : Changes from: March 1, 2016 : : -725 -660 550 -965 650 0 150 0 -135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 78.4 4.3 0.0 10.4 0.0 8.1 0.6 0.2 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 18 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 20,190 : : Positions : : 17,245 15,735 0 825 2,325 0 700 125 0 0 0 : : : : Changes from: March 1, 2016 : : -955 -795 0 -885 700 0 -100 0 -140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 77.9 0.0 4.1 11.5 0.0 3.5 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 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 17,845 : : Positions : : 16,850 13,290 0 3,805 0 0 75 0 250 0 0 : : : : Changes from: March 1, 2016 : : -1,085 -1,075 0 -30 0 0 -25 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 74.5 0.0 21.3 0.0 0.0 0.4 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 7 0 . 0 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 11, 2016