Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 119,068 : : Positions : : 28,793 25,776 11,334 10,224 10,206 5,455 31,276 11,951 42,476 21,209 7,499 : : : : Changes from: March 15, 2016 : : -560 1,367 -2,667 111 2,766 2,875 881 -1,400 551 -1,931 860 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 21.6 9.5 8.6 8.6 4.6 26.3 10.0 35.7 17.8 6.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 17 15 . . 5 . 5 5 14 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 28,880 : : Positions : : 5,611 10,040 150 9,015 339 720 2,632 1,415 16,671 1,660 3,494 : : : : Changes from: March 15, 2016 : : 226 203 -65 -335 150 0 135 -65 509 554 -139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 34.8 0.5 31.2 1.2 2.5 9.1 4.9 57.7 5.7 12.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 12 10 . . . . 4 . 15 5 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 6,784 : : Positions : : 505 228 1,156 226 2,057 189 1,217 1,256 372 551 1,249 : : : : Changes from: March 15, 2016 : : -26 34 134 99 -84 10 47 -55 17 -44 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 3.4 17.0 3.3 30.3 2.8 17.9 18.5 5.5 8.1 18.4 : : : : 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 22, 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 165,726 : : Positions : : 101,523 128,621 12,728 1,493 8,093 19,330 1,793 5,128 5,390 7,378 12,976 : : : : Changes from: March 15, 2016 : : 844 101 -338 225 -258 216 355 23 182 -32 336 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 77.6 7.7 0.9 4.9 11.7 1.1 3.1 3.3 4.5 7.8 : : : : Number of Traders in Each Category Total Traders: 86 : : 48 48 . . 4 4 4 7 10 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 54,033 : : Positions : : 47,858 43,732 0 5,299 2,486 337 592 2 2,691 1,263 659 : : : : Changes from: March 15, 2016 : : 552 142 0 732 -77 -26 54 -1 428 26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 80.9 0.0 9.8 4.6 0.6 1.1 0.0 5.0 2.3 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 26 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 465,378 : : Positions : : 409,282 390,193 0 43,809 23,297 3,855 304 0 21,169 0 7,775 : : : : Changes from: March 15, 2016 : : 3,560 10,672 0 -4,744 0 -1,176 304 0 3,848 0 -3,992 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 83.8 0.0 9.4 5.0 0.8 0.1 0.0 4.5 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 22 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 1,574,137 : : Positions : :1,261,420 1,409,559 218,493 61,768 7,367 15,656 51,723 20,363 46,918 19,437 3,920 : : : : Changes from: March 15, 2016 : : -14,475 -2,044 -8,257 408 0 384 -20,304 9,483 408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 89.5 13.9 3.9 0.5 1.0 3.3 1.3 3.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 37 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 70,147 : : Positions : : 56,797 56,280 1,718 0 5,547 0 3,241 1,830 2,892 1,886 1,363 : : : : Changes from: March 15, 2016 : : -534 2,479 1,718 -1,010 702 0 -387 157 -153 -51 487 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 80.2 2.4 0.0 7.9 0.0 4.6 2.6 4.1 2.7 1.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 24 . 0 . 0 . . 5 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 447,844 : : Positions : : 300,804 384,741 99,687 0 45,143 0 1,216 0 344 14,878 1,866 : : : : Changes from: March 15, 2016 : : -2,239 -16,248 -14,009 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 85.9 22.3 0.0 10.1 0.0 0.3 0.0 0.1 3.3 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 . 0 . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 382,993 : : Positions : : 336,698 337,674 15,824 9,392 30,471 0 5,456 0 0 0 0 : : : : Changes from: March 15, 2016 : : 1,176 1,168 -8 0 -760 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 88.2 4.1 2.5 8.0 0.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 30 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 37,770 : : Positions : : 32,765 33,729 1,591 1,483 668 844 168 383 363 0 0 : : : : Changes from: March 15, 2016 : : 749 365 0 344 -43 22 84 -22 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 89.3 4.2 3.9 1.8 2.2 0.4 1.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 25 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 49,831 : : Positions : : 43,793 43,480 2,315 3,010 3,220 0 0 0 0 8 86 : : : : Changes from: March 15, 2016 : : 240 -60 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 87.3 4.6 6.0 6.5 0.0 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 33 32 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 68,096 : : Positions : : 60,728 61,001 2,505 3,390 3,590 400 0 0 247 0 58 : : : : Changes from: March 15, 2016 : : 585 525 0 300 0 200 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 89.6 3.7 5.0 5.3 0.6 0.0 0.0 0.4 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 22, 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 19,273 : : Positions : : 16,593 17,303 540 0 1,970 0 0 0 50 0 0 : : : : Changes from: March 15, 2016 : : 25 25 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 22, 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 326,048 : : Positions : : 273,616 325,288 49,280 0 760 0 0 0 2,392 0 0 : : : : Changes from: March 15, 2016 : : 760 736 -800 0 0 0 0 0 776 0 -368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 99.8 15.1 0.0 0.2 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 18 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 10,339 : : Positions : : 8,474 10,060 0 0 0 84 0 0 1,631 0 21 : : : : Changes from: March 15, 2016 : : 85 149 0 0 0 42 0 0 22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 97.3 0.0 0.0 0.0 0.8 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 22, 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 15, 2016 : : 0 0 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 22, 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 15, 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 22, 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 11,695 : : Positions : : 8,690 10,695 870 270 430 0 200 0 1,085 0 50 : : : : Changes from: March 15, 2016 : : 340 280 0 0 0 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 91.4 7.4 2.3 3.7 0.0 1.7 0.0 9.3 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 22, 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 26,256 : : Positions : : 23,846 23,011 0 185 2,410 0 0 0 0 650 0 : : : : Changes from: March 15, 2016 : : -200 -200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 87.6 0.0 0.7 9.2 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 22, 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 23,867 : : Positions : : 20,527 21,252 795 170 2,365 0 0 0 0 75 0 : : : : Changes from: March 15, 2016 : : 5 355 300 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 89.0 3.3 0.7 9.9 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 20 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 23,588 : : Positions : : 20,601 18,420 2,430 4,250 0 215 0 0 0 126 0 : : : : Changes from: March 15, 2016 : : 832 1,557 0 -532 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 78.1 10.3 18.0 0.0 0.9 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 23 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 57,511 : : Positions : : 51,853 48,894 1,160 1,792 3,069 0 222 0 328 2,469 866 : : : : Changes from: March 15, 2016 : : 630 -85 -70 -30 150 0 0 0 95 783 -669 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 85.0 2.0 3.1 5.3 0.0 0.4 0.0 0.6 4.3 1.5 : : : : 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 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 71,317 : : Positions : : 63,583 58,326 794 1,414 3,557 22 349 603 293 4,518 2,465 : : : : Changes from: March 15, 2016 : : 987 377 -92 100 10 0 46 -31 0 357 -226 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 81.8 1.1 2.0 5.0 0.0 0.5 0.8 0.4 6.3 3.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 31 . . . . . . . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 43,142 : : Positions : : 39,555 39,482 1,600 3,215 385 0 0 0 1,180 0 0 : : : : Changes from: March 15, 2016 : : 235 235 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 91.5 3.7 7.5 0.9 0.0 0.0 0.0 2.7 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 22, 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 15, 2016 : : 0 0 0 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 22, 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 339,308 : : Positions : : 300,964 283,541 3,373 22,391 3,177 0 9,752 0 23,465 12,118 8,329 : : : : Changes from: March 15, 2016 : : 88 836 0 -3,150 0 0 0 0 -2,027 375 1,227 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 83.6 1.0 6.6 0.9 0.0 2.9 0.0 6.9 3.6 2.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 26 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 26,192 : : Positions : : 20,404 22,753 130 927 467 170 478 236 4,338 946 341 : : : : Changes from: March 15, 2016 : : -138 178 -21 -212 21 -85 0 -21 236 69 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 86.9 0.5 3.5 1.8 0.6 1.8 0.9 16.6 3.6 1.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 29 . . . . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 40,324 : : Positions : : 21,970 34,900 16,500 0 590 77 1,699 102 28 1,976 1,057 : : : : Changes from: March 15, 2016 : : 1,300 1,712 514 0 0 0 77 25 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 86.5 40.9 0.0 1.5 0.2 4.2 0.3 0.1 4.9 2.6 : : : : 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 22, 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 338,271 : : Positions : : 289,820 321,993 36,907 0 11,544 0 0 0 0 4,734 0 : : : : Changes from: March 15, 2016 : : 3,864 15,456 11,592 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 95.2 10.9 0.0 3.4 0.0 0.0 0.0 0.0 1.4 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 22, 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 350,096 : : Positions : : 278,153 339,977 62,723 140 9,220 0 0 0 0 759 0 : : : : Changes from: March 15, 2016 : : 48 816 768 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 97.1 17.9 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 22, 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 28,666 : : Positions : : 23,978 27,548 3,751 0 214 659 0 0 0 497 0 : : : : Changes from: March 15, 2016 : : 212 169 -43 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 96.1 13.1 0.0 0.7 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 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 132,490 : : Positions : : 64,646 127,052 67,844 1,518 0 0 3,920 0 0 0 0 : : : : Changes from: March 15, 2016 : : 768 4,680 3,912 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 95.9 51.2 1.1 0.0 0.0 3.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 13,506 : : Positions : : 10,231 10,373 475 774 427 1,418 0 0 378 477 215 : : : : Changes from: March 15, 2016 : : 25 21 0 0 0 0 0 0 0 -146 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 76.8 3.5 5.7 3.2 10.5 0.0 0.0 2.8 3.5 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 168,093 : : Positions : : 138,142 139,163 7,504 13,688 11,312 8,500 0 0 760 2,055 1,875 : : : : Changes from: March 15, 2016 : : 368 -1,600 -1,160 1,152 -384 1,928 0 0 471 2,055 289 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 82.8 4.5 8.1 6.7 5.1 0.0 0.0 0.5 1.2 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 19,031 : : Positions : : 15,620 12,404 2,519 3,556 441 194 2,139 0 150 172 21 : : : : Changes from: March 15, 2016 : : 25 -124 0 0 0 22 128 0 -43 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 65.2 13.2 18.7 2.3 1.0 11.2 0.0 0.8 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 21 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 183,501 : : Positions : : 163,960 101,545 15,629 72,680 375 0 6,516 2,385 1,152 0 0 : : : : Changes from: March 15, 2016 : : -1,111 -1,928 -49 -1,160 0 0 1,928 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 55.3 8.5 39.6 0.2 0.0 3.6 1.3 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 8,610 : : Positions : : 7,230 7,830 1,200 0 0 0 300 0 0 150 100 : : : : Changes from: March 15, 2016 : : 350 500 0 0 0 0 0 0 0 -310 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 90.9 13.9 0.0 0.0 0.0 3.5 0.0 0.0 1.7 1.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 13 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 21,619 : : Positions : : 14,760 16,876 1,497 0 4,743 0 0 0 619 0 0 : : : : Changes from: March 15, 2016 : : 1,110 309 -801 0 750 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 78.1 6.9 0.0 21.9 0.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 16 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 9,550 : : Positions : : 8,330 9,175 225 150 0 0 0 0 300 175 0 : : : : Changes from: March 15, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 96.1 2.4 1.6 0.0 0.0 0.0 0.0 3.1 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 11,400 : : Positions : : 10,070 9,405 300 190 0 0 1,630 0 300 175 0 : : : : Changes from: March 15, 2016 : : 155 115 0 0 0 0 0 0 300 175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 82.5 2.6 1.7 0.0 0.0 14.3 0.0 2.6 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 553,269 : : Positions : : 371,041 315,638 10,047 35,052 49,245 0 17,343 33,028 12,713 27,261 75,702 : : : : Changes from: March 15, 2016 : : 11,050 13,847 -31 511 -179 0 467 182 -106 -3,928 2,549 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 57.0 1.8 6.3 8.9 0.0 3.1 6.0 2.3 4.9 13.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 15, 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 22, 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 15, 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 22, 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 15, 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 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 21,203 : : Positions : : 20,153 17,433 0 3,530 180 750 0 0 0 50 0 : : : : Changes from: March 15, 2016 : : 1,660 1,460 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 82.2 0.0 16.6 0.8 3.5 0.0 0.0 0.0 0.2 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 22, 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 17,883 : : Positions : : 17,090 13,683 0 4,010 180 250 0 0 0 0 0 : : : : Changes from: March 15, 2016 : : 275 75 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 76.5 0.0 22.4 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 22, 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 22,055 : : Positions : : 20,735 20,390 400 1,200 245 0 0 0 0 200 0 : : : : Changes from: March 15, 2016 : : 350 250 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 92.5 1.8 5.4 1.1 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 23,110 : : Positions : : 22,530 22,965 75 0 25 0 0 0 0 0 0 : : : : Changes from: March 15, 2016 : : 120 220 75 -25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 99.4 0.3 0.0 0.1 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 22,167 : : Positions : : 21,452 21,992 25 0 75 200 0 0 0 0 0 : : : : Changes from: March 15, 2016 : : 490 590 25 -75 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 99.2 0.1 0.0 0.3 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 119,140 : : Positions : : 105,325 109,670 5,615 4,490 4,125 475 325 0 3,325 345 155 : : : : Changes from: March 15, 2016 : : 1,100 850 -150 -100 70 0 75 0 -80 45 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 92.1 4.7 3.8 3.5 0.4 0.3 0.0 2.8 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 29 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 133,999 : : Positions : : 119,999 120,084 6,415 3,100 3,990 1,115 2,875 800 1,475 2,915 205 : : : : Changes from: March 15, 2016 : : 1,290 275 -50 -100 50 60 1,100 0 -125 -100 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 89.6 4.8 2.3 3.0 0.8 2.1 0.6 1.1 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 38 31 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 164,300 : : Positions : : 136,549 127,536 7,111 10,575 4,171 6,764 10,103 2,385 1,873 4,209 5,283 : : : : Changes from: March 15, 2016 : : 1,622 1,737 160 440 -10 264 -117 20 -92 -97 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 77.6 4.3 6.4 2.5 4.1 6.1 1.5 1.1 2.6 3.2 : : : : Number of Traders in Each Category Total Traders: 73 : : 43 39 . . 4 5 4 . 5 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 117,463 : : Positions : : 102,406 101,809 9,681 9,970 1,285 25 1,800 1,850 1,531 150 599 : : : : Changes from: March 15, 2016 : : 1,658 1,898 325 60 -225 25 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 86.7 8.2 8.5 1.1 0.0 1.5 1.6 1.3 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 38 30 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 37,870 : : Positions : : 36,405 34,485 325 1,915 375 380 500 280 50 295 10 : : : : Changes from: March 15, 2016 : : 1,250 1,250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 91.1 0.9 5.1 1.0 1.0 1.3 0.7 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 22, 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 34,140 : : Positions : : 33,540 31,685 325 1,875 250 0 50 25 0 255 0 : : : : Changes from: March 15, 2016 : : 1,185 1,235 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.2 92.8 1.0 5.5 0.7 0.0 0.1 0.1 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 14 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 29,543 : : Positions : : 25,909 24,588 0 1,105 3,295 0 500 0 264 0 20 : : : : Changes from: March 15, 2016 : : 660 405 -235 65 -20 0 0 0 45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 83.2 0.0 3.7 11.2 0.0 1.7 0.0 0.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 28 25 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 17,094 : : Positions : : 15,219 16,339 1,045 95 660 0 0 0 0 0 0 : : : : Changes from: March 15, 2016 : : 62 62 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 22, 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 15, 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 22, 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 287,119 : : Positions : : 256,969 228,119 0 40,158 12,090 12,215 0 5,461 0 1,098 193 : : : : Changes from: March 15, 2016 : : 3,158 4,857 0 -1,696 84 7 0 47 0 3 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 79.5 0.0 14.0 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 22, 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 3,711,673 : : Positions : :3,218,657 2,419,611 6,215 997,771 224,931 208,370 0 53,500 0 15,860 0 : : : : Changes from: March 15, 2016 : : -56,595 37,325 0 0 0 93,920 0 -7,500 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 65.2 0.2 26.9 6.1 5.6 0.0 1.4 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 22, 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 74,446 : : Positions : : 66,056 65,361 0 1,316 7,769 430 0 0 0 0 0 : : : : Changes from: March 15, 2016 : : 2,540 -430 -1,654 1,316 -724 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 87.8 0.0 1.8 10.4 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 22, 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 1,329,041 : : Positions : :1,065,193 1,228,655 162,310 0 100,386 0 0 0 1,152 0 0 : : : : Changes from: March 15, 2016 : : 38,653 38,653 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 92.4 12.2 0.0 7.6 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 29,399 : : Positions : : 25,383 22,439 815 4,749 245 885 1,670 0 1,740 50 246 : : : : Changes from: March 15, 2016 : : -108 413 0 242 0 0 0 0 635 -128 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 76.3 2.8 16.2 0.8 3.0 5.7 0.0 5.9 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 22 . . . . . 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 21,460 : : Positions : : 20,030 15,973 0 4,666 600 385 0 0 155 0 115 : : : : Changes from: March 15, 2016 : : 243 173 0 87 0 0 0 0 -30 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 74.4 0.0 21.7 2.8 1.8 0.0 0.0 0.7 0.0 0.5 : : : : 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 22, 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 38,864 : : Positions : : 34,880 21,701 2,404 12,709 215 50 3,760 60 1,033 227 177 : : : : Changes from: March 15, 2016 : : 533 467 5 79 0 0 0 0 -12 5 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 55.8 6.2 32.7 0.6 0.1 9.7 0.2 2.7 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 22,934 : : Positions : : 21,186 16,154 280 6,312 376 390 0 0 0 25 0 : : : : Changes from: March 15, 2016 : : 123 -41 30 184 -19 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 70.4 1.2 27.5 1.6 1.7 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 15 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 21,668 : : Positions : : 17,669 16,567 2,326 1,061 1,650 0 700 0 0 1,690 0 : : : : Changes from: March 15, 2016 : : 550 120 -210 70 85 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 76.5 10.7 4.9 7.6 0.0 3.2 0.0 0.0 7.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 14,672 : : Positions : : 12,036 12,216 1,958 984 660 0 250 0 0 250 0 : : : : Changes from: March 15, 2016 : : 300 285 -15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 83.3 13.3 6.7 4.5 0.0 1.7 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 36,826 : : Positions : : 32,007 33,696 1,610 0 2,685 0 0 0 229 200 90 : : : : Changes from: March 15, 2016 : : 420 455 0 0 0 0 0 0 5 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 91.5 4.4 0.0 7.3 0.0 0.0 0.0 0.6 0.5 0.2 : : : : 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 22, 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 14,726 : : Positions : : 13,085 11,844 920 2,700 0 0 0 0 489 0 20 : : : : Changes from: March 15, 2016 : : 595 85 0 0 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 80.4 6.2 18.3 0.0 0.0 0.0 0.0 3.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 16 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 14,161 : : Positions : : 11,410 11,441 550 2,646 59 0 0 0 1,380 0 0 : : : : Changes from: March 15, 2016 : : 0 60 0 0 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 80.8 3.9 18.7 0.4 0.0 0.0 0.0 9.7 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 22, 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 15, 2016 : : 0 0 0 0 0 0 0 0 0 0 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 22, 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 15, 2016 : : 0 0 0 0 0 0 0 0 0 0 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 22, 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 15, 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 22, 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 15, 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 22, 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 18,570 : : Positions : : 13,390 16,855 0 0 0 440 0 380 3,075 50 0 : : : : Changes from: March 15, 2016 : : 160 760 0 0 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 90.8 0.0 0.0 0.0 2.4 0.0 2.0 16.6 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 22, 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 15, 2016 : : 0 0 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 22, 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 29,790 : : Positions : : 25,665 25,575 0 1,200 0 1,190 0 1,820 50 150 0 : : : : Changes from: March 15, 2016 : : 1,440 1,440 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 85.9 0.0 4.0 0.0 4.0 0.0 6.1 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 22, 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 101,923 : : Positions : : 71,898 89,565 0 1,455 1,995 16,375 100 0 2,847 0 184 : : : : Changes from: March 15, 2016 : : 1,400 1,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 87.9 0.0 1.4 2.0 16.1 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 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 97,769 : : Positions : : 71,629 90,614 0 2,655 1,870 18,510 0 0 3,130 0 100 : : : : Changes from: March 15, 2016 : : 744 744 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 92.7 0.0 2.7 1.9 18.9 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 22, 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 15, 2016 : : 0 0 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 22, 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 15, 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 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 23,140 : : Positions : : 19,205 17,940 970 0 2,315 0 1,800 125 50 400 0 : : : : Changes from: March 15, 2016 : : 565 420 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 77.5 4.2 0.0 10.0 0.0 7.8 0.5 0.2 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 21,090 : : Positions : : 17,585 16,635 275 500 2,650 0 700 125 0 0 0 : : : : Changes from: March 15, 2016 : : 340 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 78.9 1.3 2.4 12.6 0.0 3.3 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 15, 2016 : : 0 0 0 0 0 0 0 0 0 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 25, 2016