Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 116,544 : : Positions : : 29,353 24,409 14,001 10,113 7,440 2,580 30,395 13,351 41,925 23,140 6,639 : : : : Changes from: March 8, 2016 : : -359 1,465 -70 340 420 120 -1,200 2,154 -1,435 -2,539 142 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 20.9 12.0 8.7 6.4 2.2 26.1 11.5 36.0 19.9 5.7 : : : : Number of Traders in Each Category Total Traders: 57 : : 17 16 . . 4 . 6 5 15 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 28,369 : : Positions : : 5,385 9,837 215 9,350 189 720 2,497 1,480 16,162 1,106 3,633 : : : : Changes from: March 8, 2016 : : 607 -653 40 1,014 69 -235 690 35 -106 -657 280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 34.7 0.8 33.0 0.7 2.5 8.8 5.2 57.0 3.9 12.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 12 11 . . . . 4 . 14 5 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 6,691 : : Positions : : 531 193 1,022 128 2,141 179 1,170 1,311 355 596 1,153 : : : : Changes from: March 8, 2016 : : 44 11 7 -23 56 58 145 190 23 72 153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 2.9 15.3 1.9 32.0 2.7 17.5 19.6 5.3 8.9 17.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 6 4 . . 4 . . . 8 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 164,979 : : Positions : : 100,679 128,521 13,066 1,268 8,351 19,113 1,438 5,105 5,209 7,410 12,641 : : : : Changes from: March 8, 2016 : : 420 2,833 614 -72 116 -928 -461 375 784 -1,365 1,528 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 77.9 7.9 0.8 5.1 11.6 0.9 3.1 3.2 4.5 7.7 : : : : Number of Traders in Each Category Total Traders: 85 : : 46 48 . . 4 4 4 7 10 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 53,157 : : Positions : : 47,306 43,590 0 4,567 2,563 363 537 4 2,263 1,237 659 : : : : Changes from: March 8, 2016 : : 3,004 1,444 0 1,766 -797 25 -4 1 281 104 -307 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 82.0 0.0 8.6 4.8 0.7 1.0 0.0 4.3 2.3 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 26 0 . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 463,138 : : Positions : : 405,722 379,521 0 48,553 23,297 5,031 0 0 17,321 0 11,767 : : : : Changes from: March 8, 2016 : : 12,096 8,288 0 9,784 -4,760 608 0 0 4,546 -822 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 81.9 0.0 10.5 5.0 1.1 0.0 0.0 3.7 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 21 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 1,586,594 : : Positions : :1,275,895 1,411,603 226,750 61,360 7,367 15,272 72,027 10,880 46,510 19,437 3,920 : : : : Changes from: March 8, 2016 : : 7,308 24,001 12,301 -1,184 0 5,472 0 0 776 3,040 408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 89.0 14.3 3.9 0.5 1.0 4.5 0.7 2.9 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 37 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 67,770 : : Positions : : 57,331 53,801 0 1,010 4,845 0 3,628 1,673 3,045 1,937 876 : : : : Changes from: March 8, 2016 : : 545 967 0 -761 98 0 779 13 592 152 -310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 79.4 0.0 1.5 7.1 0.0 5.4 2.5 4.5 2.9 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 23 0 . . 0 . . 5 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 464,092 : : Positions : : 303,043 400,989 113,696 0 45,143 0 1,216 0 344 14,878 1,866 : : : : Changes from: March 8, 2016 : : 4,143 -1,265 -3,808 0 0 0 304 0 0 1,296 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 86.4 24.5 0.0 9.7 0.0 0.3 0.0 0.1 3.2 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . 0 . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 382,585 : : Positions : : 335,522 336,506 15,832 9,392 31,231 0 5,456 0 0 0 0 : : : : Changes from: March 8, 2016 : : 4,640 7,040 2,400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 88.0 4.1 2.5 8.2 0.0 1.4 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 15, 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 37,042 : : Positions : : 32,016 33,364 1,591 1,139 711 822 84 405 363 0 0 : : : : Changes from: March 8, 2016 : : -126 29 43 22 -22 21 84 0 -123 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 90.1 4.3 3.1 1.9 2.2 0.2 1.1 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 25 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 49,591 : : Positions : : 43,553 43,540 2,315 2,710 3,220 0 0 0 0 8 86 : : : : Changes from: March 8, 2016 : : 300 600 0 -300 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 87.8 4.7 5.5 6.5 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 15, 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 67,261 : : Positions : : 60,143 60,476 2,505 3,090 3,590 200 0 0 207 0 58 : : : : Changes from: March 8, 2016 : : 605 1,085 -100 -250 125 200 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 89.9 3.7 4.6 5.3 0.3 0.0 0.0 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 33 30 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 19,248 : : Positions : : 16,568 17,278 540 0 1,970 0 0 0 50 0 0 : : : : Changes from: March 8, 2016 : : 50 170 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 89.8 2.8 0.0 10.2 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 325,680 : : Positions : : 272,856 324,552 50,080 0 760 0 0 0 1,616 0 368 : : : : Changes from: March 8, 2016 : : 12,840 10,440 -2,400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 99.7 15.4 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 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 10,190 : : Positions : : 8,389 9,911 0 0 0 42 0 0 1,609 0 21 : : : : Changes from: March 8, 2016 : : 236 257 0 0 0 42 0 0 -42 0 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 97.3 0.0 0.0 0.0 0.4 0.0 0.0 15.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 18 0 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 13,060 : : Positions : : 7,500 12,500 0 500 0 0 0 0 5,500 0 0 : : : : Changes from: March 8, 2016 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 95.7 0.0 3.8 0.0 0.0 0.0 0.0 42.1 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 15, 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 8, 2016 : : 0 0 0 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 15, 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 11,415 : : Positions : : 8,350 10,415 870 270 430 0 200 0 1,145 0 50 : : : : Changes from: March 8, 2016 : : 770 720 0 0 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 91.2 7.6 2.4 3.8 0.0 1.8 0.0 10.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 26,456 : : Positions : : 24,046 23,211 0 185 2,410 0 0 0 0 650 0 : : : : Changes from: March 8, 2016 : : 625 295 0 0 0 0 0 0 0 450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 87.7 0.0 0.7 9.1 0.0 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 23,562 : : Positions : : 20,522 20,897 495 170 2,365 0 50 0 0 75 0 : : : : Changes from: March 8, 2016 : : 10 10 0 0 0 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 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 22,563 : : Positions : : 19,769 16,863 2,430 4,782 0 215 0 0 0 126 0 : : : : Changes from: March 8, 2016 : : 1,004 1,113 0 -2 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 74.7 10.8 21.2 0.0 1.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 23 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 57,373 : : Positions : : 51,223 48,979 1,230 1,822 2,919 0 222 0 233 1,686 1,535 : : : : Changes from: March 8, 2016 : : 424 718 -121 50 80 0 0 0 0 -524 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 85.4 2.1 3.2 5.1 0.0 0.4 0.0 0.4 2.9 2.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 27 . . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 70,669 : : Positions : : 62,596 57,949 886 1,314 3,547 22 303 634 293 4,161 2,691 : : : : Changes from: March 8, 2016 : : 1,440 1,076 -120 -25 80 -163 38 81 50 113 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 82.0 1.3 1.9 5.0 0.0 0.4 0.9 0.4 5.9 3.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 31 29 . . . . . . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 42,907 : : Positions : : 39,320 39,247 1,600 3,215 385 0 0 0 1,180 0 0 : : : : Changes from: March 8, 2016 : : 340 267 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 91.5 3.7 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 15, 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 48,017 : : Positions : : 44,107 44,027 2,150 3,815 175 0 0 0 1,535 0 0 : : : : Changes from: March 8, 2016 : : 272 212 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 91.7 4.5 7.9 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 15, 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 340,020 : : Positions : : 300,876 282,705 3,373 25,541 3,177 0 9,752 0 25,492 11,743 7,102 : : : : Changes from: March 8, 2016 : : 21,932 -1,970 0 9,856 -1,160 0 0 0 -14,046 0 4,390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 83.1 1.0 7.5 0.9 0.0 2.9 0.0 7.5 3.5 2.1 : : : : 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 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 26,136 : : Positions : : 20,542 22,575 151 1,139 446 255 478 257 4,102 877 341 : : : : Changes from: March 8, 2016 : : 1,275 258 0 512 -65 85 0 21 -505 21 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 86.4 0.6 4.4 1.7 1.0 1.8 1.0 15.7 3.4 1.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 29 . . . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 38,485 : : Positions : : 20,670 33,188 15,986 0 590 77 1,622 77 28 1,951 1,057 : : : : Changes from: March 8, 2016 : : 2,002 3,306 1,563 0 0 0 53 77 0 206 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 86.2 41.5 0.0 1.5 0.2 4.2 0.2 0.1 5.1 2.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 322,815 : : Positions : : 285,956 306,537 25,315 0 11,544 0 0 0 0 4,734 0 : : : : Changes from: March 8, 2016 : : 1,904 0 0 0 0 0 0 0 0 1,904 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 95.0 7.8 0.0 3.6 0.0 0.0 0.0 0.0 1.5 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 15, 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 349,280 : : Positions : : 278,105 339,161 61,955 140 9,220 0 0 0 0 759 0 : : : : Changes from: March 8, 2016 : : 5,602 5,602 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 97.1 17.7 0.0 2.6 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 28,497 : : Positions : : 23,766 27,379 3,794 0 214 659 0 0 0 497 0 : : : : Changes from: March 8, 2016 : : -61 -21 -43 0 0 63 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 96.1 13.3 0.0 0.8 2.3 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 18 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 8, 2016 : : 0 0 0 0 0 0 0 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 15, 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 13,567 : : Positions : : 10,206 10,352 475 774 427 1,418 0 0 378 623 215 : : : : Changes from: March 8, 2016 : : 27 199 0 0 0 107 0 0 0 191 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 76.3 3.5 5.7 3.1 10.5 0.0 0.0 2.8 4.6 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 166,581 : : Positions : : 137,774 140,763 8,664 12,536 11,696 6,572 0 0 289 0 1,586 : : : : Changes from: March 8, 2016 : : 384 384 0 768 -768 768 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 84.5 5.2 7.5 7.0 3.9 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 15, 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 19,027 : : Positions : : 15,595 12,528 2,519 3,556 441 172 2,011 0 193 172 21 : : : : Changes from: March 8, 2016 : : 684 768 -23 43 41 172 63 0 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 65.8 13.2 18.7 2.3 0.9 10.6 0.0 1.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 21 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 184,661 : : Positions : : 165,071 103,473 15,678 73,840 375 0 4,588 2,385 1,152 0 0 : : : : Changes from: March 8, 2016 : : 4,696 -1,160 768 0 0 -2,036 4,588 1,260 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 56.0 8.5 40.0 0.2 0.0 2.5 1.3 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 15, 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 8,260 : : Positions : : 6,880 7,330 1,200 0 0 0 300 0 0 460 120 : : : : Changes from: March 8, 2016 : : -600 -480 0 0 0 0 0 0 0 -120 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 88.7 14.5 0.0 0.0 0.0 3.6 0.0 0.0 5.6 1.5 : : : : 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 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,560 : : Positions : : 13,650 16,567 2,298 0 3,993 0 0 0 619 0 0 : : : : Changes from: March 8, 2016 : : 313 1,002 508 0 -231 0 0 0 181 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 80.6 11.2 0.0 19.4 0.0 0.0 0.0 3.0 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 15, 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 8, 2016 : : 0 0 0 0 0 0 0 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 15, 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 539,820 : : Positions : : 359,991 301,792 10,078 34,540 49,424 0 16,876 32,845 12,819 31,189 73,153 : : : : Changes from: March 8, 2016 : : 27,917 10,589 973 -4,810 2,819 0 -3,208 130 2,366 28,981 -2,827 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 55.9 1.9 6.4 9.2 0.0 3.1 6.1 2.4 5.8 13.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 8, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 15, 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 8, 2016 : : 0 0 0 0 0 0 0 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 15, 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 8, 2016 : : 0 0 0 0 0 0 0 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 15, 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 19,543 : : Positions : : 18,493 15,973 0 3,330 180 750 0 0 0 50 0 : : : : Changes from: March 8, 2016 : : 1,835 1,835 0 50 -50 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 81.7 0.0 17.0 0.9 3.8 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 17,608 : : Positions : : 16,815 13,608 0 3,810 180 250 0 0 0 0 0 : : : : Changes from: March 8, 2016 : : 1,245 1,245 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 77.3 0.0 21.6 1.0 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 21,785 : : Positions : : 20,385 20,140 450 1,200 245 0 0 0 0 200 0 : : : : Changes from: March 8, 2016 : : 1,120 820 0 0 0 0 0 0 -100 200 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 92.4 2.1 5.5 1.1 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 22,890 : : Positions : : 22,410 22,745 0 25 0 0 0 0 0 0 0 : : : : Changes from: March 8, 2016 : : 2,515 2,515 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 99.4 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: 24 : : 19 11 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 21,577 : : Positions : : 20,962 21,402 0 75 0 200 0 0 0 0 0 : : : : Changes from: March 8, 2016 : : 1,925 1,925 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.1 99.2 0.0 0.3 0.0 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 12 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 118,045 : : Positions : : 104,225 108,820 5,765 4,590 4,055 475 250 0 3,405 300 0 : : : : Changes from: March 8, 2016 : : 2,735 3,375 275 0 -105 0 0 0 255 -110 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 92.2 4.9 3.9 3.4 0.4 0.2 0.0 2.9 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 33 29 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 132,574 : : Positions : : 118,709 119,809 6,465 3,200 3,940 1,055 1,775 800 1,600 3,015 5 : : : : Changes from: March 8, 2016 : : 1,595 2,050 460 0 -70 -250 330 -100 500 -65 -260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 90.4 4.9 2.4 3.0 0.8 1.3 0.6 1.2 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 37 31 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 162,379 : : Positions : : 134,926 125,799 6,951 10,135 4,181 6,500 10,220 2,365 1,965 4,305 5,319 : : : : Changes from: March 8, 2016 : : 3,541 1,309 894 1,466 -160 784 2,104 -245 -155 144 488 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 77.5 4.3 6.2 2.6 4.0 6.3 1.5 1.2 2.7 3.3 : : : : Number of Traders in Each Category Total Traders: 73 : : 42 39 . . 4 5 4 . 5 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 115,680 : : Positions : : 100,748 99,911 9,356 9,910 1,510 0 1,800 1,850 1,531 100 599 : : : : Changes from: March 8, 2016 : : 5,035 4,265 -50 420 -85 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 86.4 8.1 8.6 1.3 0.0 1.6 1.6 1.3 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 38 30 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 36,620 : : Positions : : 35,155 33,235 325 1,915 375 380 500 280 50 295 10 : : : : Changes from: March 8, 2016 : : 1,245 820 0 310 0 30 -200 200 -70 295 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 90.8 0.9 5.2 1.0 1.0 1.4 0.8 0.1 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 32,955 : : Positions : : 32,355 30,450 325 1,925 250 0 50 25 0 255 0 : : : : Changes from: March 8, 2016 : : 1,670 1,035 0 300 0 0 0 0 -110 255 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.2 92.4 1.0 5.8 0.8 0.0 0.2 0.1 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 13 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 29,093 : : Positions : : 25,249 24,183 235 1,040 3,315 0 500 0 219 0 20 : : : : Changes from: March 8, 2016 : : 85 95 0 0 0 0 0 0 0 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 15, 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 17,032 : : Positions : : 15,157 16,277 1,045 95 660 0 0 0 0 0 0 : : : : Changes from: March 8, 2016 : : -85 -85 0 0 0 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 15, 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 8, 2016 : : 0 0 0 0 0 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 15, 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 283,821 : : Positions : : 253,811 223,261 0 41,854 12,006 12,208 0 5,414 0 1,095 192 : : : : Changes from: March 8, 2016 : : 1,398 1,923 0 -454 17 27 0 2,999 0 -44 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 78.7 0.0 14.7 4.2 4.3 0.0 1.9 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 15, 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 3,681,848 : : Positions : :3,275,252 2,382,286 6,215 997,771 224,931 114,450 0 61,000 0 15,860 0 : : : : Changes from: March 8, 2016 : : 107,193 130,673 0 -23,480 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 64.7 0.2 27.1 6.1 3.1 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 15, 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 74,284 : : Positions : : 63,516 65,791 1,654 0 8,493 430 0 0 0 0 0 : : : : Changes from: March 8, 2016 : : 1,060 1,060 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 88.6 2.2 0.0 11.4 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 15, 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 1,290,388 : : Positions : :1,026,540 1,190,002 162,310 0 100,386 0 0 0 1,152 0 0 : : : : Changes from: March 8, 2016 : : -93,600 0 35,558 -58,042 -2,798 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 92.2 12.6 0.0 7.8 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 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 28,809 : : Positions : : 25,491 22,026 815 4,507 245 885 1,670 0 1,105 178 183 : : : : Changes from: March 8, 2016 : : 906 703 0 45 -10 0 0 0 -50 108 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 76.5 2.8 15.6 0.9 3.1 5.8 0.0 3.8 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 22 . . . . . 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 21,202 : : Positions : : 19,787 15,800 0 4,579 600 385 0 0 185 0 90 : : : : Changes from: March 8, 2016 : : 629 674 0 -50 0 0 0 0 -50 0 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 74.5 0.0 21.6 2.8 1.8 0.0 0.0 0.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 0 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 38,301 : : Positions : : 34,347 21,234 2,399 12,630 215 50 3,760 60 1,045 222 165 : : : : Changes from: March 8, 2016 : : 716 311 105 -130 0 50 600 0 -50 45 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 55.4 6.3 33.0 0.6 0.1 9.8 0.2 2.7 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 22,743 : : Positions : : 21,063 16,195 250 6,128 395 390 0 0 0 25 0 : : : : Changes from: March 8, 2016 : : 100 225 125 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 71.2 1.1 26.9 1.7 1.7 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 21,243 : : Positions : : 17,119 16,447 2,536 991 1,565 0 700 0 0 1,540 0 : : : : Changes from: March 8, 2016 : : 155 45 5 5 0 0 0 0 0 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 77.4 11.9 4.7 7.4 0.0 3.3 0.0 0.0 7.2 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 15, 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 14,387 : : Positions : : 11,736 11,931 1,973 984 660 0 250 0 0 250 0 : : : : Changes from: March 8, 2016 : : 20 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 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 15, 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 36,376 : : Positions : : 31,587 33,241 1,610 0 2,685 0 0 0 224 200 95 : : : : Changes from: March 8, 2016 : : 1,095 655 -300 0 105 0 0 0 50 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 91.4 4.4 0.0 7.4 0.0 0.0 0.0 0.6 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 25 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 14,641 : : Positions : : 12,490 11,759 920 2,700 0 0 0 0 429 0 20 : : : : Changes from: March 8, 2016 : : 75 115 0 -40 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 80.3 6.3 18.4 0.0 0.0 0.0 0.0 2.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 15 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 14,101 : : Positions : : 11,410 11,381 550 2,646 59 0 0 0 1,320 0 0 : : : : Changes from: March 8, 2016 : : 150 372 0 -160 59 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 80.7 3.9 18.8 0.4 0.0 0.0 0.0 9.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 22 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 45,632 : : Positions : : 40,321 38,792 0 1,155 2,850 75 0 0 0 200 0 : : : : Changes from: March 8, 2016 : : 990 890 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 85.0 0.0 2.5 6.2 0.2 0.0 0.0 0.0 0.4 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 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 38,977 : : Positions : : 34,877 31,843 0 2,565 1,810 75 0 0 0 100 0 : : : : Changes from: March 8, 2016 : : 990 890 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 81.7 0.0 6.6 4.6 0.2 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 20 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 8, 2016 : : 0 0 0 0 0 0 0 0 0 0 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 15, 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 8, 2016 : : 0 0 0 0 0 0 0 0 0 0 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 15, 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 17,860 : : Positions : : 13,230 16,095 0 0 0 440 0 380 2,475 50 0 : : : : Changes from: March 8, 2016 : : 1,715 2,315 0 0 0 100 0 0 500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 90.1 0.0 0.0 0.0 2.5 0.0 2.1 13.9 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 0 0 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 29,561 : : Positions : : 28,370 18,605 150 0 0 0 9,750 0 0 481 0 : : : : Changes from: March 8, 2016 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 62.9 0.5 0.0 0.0 0.0 33.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 28,350 : : Positions : : 24,225 24,135 0 1,200 0 1,190 0 1,820 50 150 0 : : : : Changes from: March 8, 2016 : : 535 1,105 0 0 0 700 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 85.1 0.0 4.2 0.0 4.2 0.0 6.4 0.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 9 0 . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 99,958 : : Positions : : 70,498 88,165 0 1,455 1,995 16,375 100 0 2,847 0 184 : : : : Changes from: March 8, 2016 : : 4,730 4,280 0 0 0 -700 100 0 200 -150 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 88.2 0.0 1.5 2.0 16.4 0.1 0.0 2.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 25 0 . . . . 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 96,805 : : Positions : : 70,885 89,870 0 2,655 1,870 18,510 0 0 3,130 0 100 : : : : Changes from: March 8, 2016 : : 3,810 3,560 0 0 0 -600 0 0 300 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 92.8 0.0 2.7 1.9 19.1 0.0 0.0 3.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 25 0 . . . 0 0 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 20,065 : : Positions : : 18,825 18,295 0 920 400 200 0 125 0 0 0 : : : : Changes from: March 8, 2016 : : 480 480 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 91.2 0.0 4.6 2.0 1.0 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 17 12 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 8, 2016 : : 0 0 0 0 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 15, 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 22,620 : : Positions : : 18,640 17,520 970 0 2,315 0 1,800 125 50 300 0 : : : : Changes from: March 8, 2016 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 77.5 4.3 0.0 10.2 0.0 8.0 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 15, 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 20,790 : : Positions : : 17,245 16,335 275 500 2,650 0 700 125 0 0 0 : : : : Changes from: March 8, 2016 : : 0 600 275 -325 325 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 78.6 1.3 2.4 12.7 0.0 3.4 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 15, 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 : : 16,750 13,290 0 3,805 0 0 75 0 350 0 0 : : : : Changes from: March 8, 2016 : : -100 0 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 74.5 0.0 21.3 0.0 0.0 0.4 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 7 0 . 0 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 18, 2016