Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 115,878 : : Positions : : 27,596 23,720 9,985 11,774 9,503 8,642 34,712 8,782 42,085 18,196 7,976 : : : : Changes from: April 5, 2016 : : 519 1,322 291 266 -245 198 1,845 -869 832 -1,248 260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 20.5 8.6 10.2 8.2 7.5 30.0 7.6 36.3 15.7 6.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 15 14 . . 4 . 5 5 15 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 26,310 : : Positions : : 4,591 8,854 0 8,192 453 743 2,915 1,197 16,143 1,687 2,787 : : : : Changes from: April 5, 2016 : : -55 375 -96 -346 131 5 -155 225 15 -40 368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.4 33.7 0.0 31.1 1.7 2.8 11.1 4.5 61.4 6.4 10.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 12 8 0 4 . . . . 15 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 6,923 : : Positions : : 582 243 1,142 195 2,094 158 1,223 1,286 401 621 1,260 : : : : Changes from: April 5, 2016 : : 36 9 -2 32 -14 -10 -13 30 -30 -35 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.4 3.5 16.5 2.8 30.2 2.3 17.7 18.6 5.8 9.0 18.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 6 4 . . 4 . . . 9 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 159,470 : : Positions : : 94,678 126,620 11,909 1,791 8,064 20,345 1,701 4,286 8,381 5,452 11,127 : : : : Changes from: April 5, 2016 : : 2,241 1,034 -596 40 222 -660 469 -42 185 -222 404 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 79.4 7.5 1.1 5.1 12.8 1.1 2.7 5.3 3.4 7.0 : : : : Number of Traders in Each Category Total Traders: 86 : : 49 48 . . 4 5 . 6 15 7 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 49,672 : : Positions : : 43,554 39,582 0 5,239 2,460 283 306 4 3,063 1,772 308 : : : : Changes from: April 5, 2016 : : 138 533 0 -173 0 51 201 2 398 26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 79.7 0.0 10.5 5.0 0.6 0.6 0.0 6.2 3.6 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 25 0 . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 419,987 : : Positions : : 357,998 357,832 0 44,054 15,669 1,944 2,432 0 44,376 0 0 : : : : Changes from: April 5, 2016 : : -5,978 4,136 0 -58 -1,886 -952 0 0 11,008 0 -344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 85.2 0.0 10.5 3.7 0.5 0.6 0.0 10.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 20 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 1,491,415 : : Positions : :1,184,891 1,349,018 197,699 54,878 8,111 17,960 22,123 36,928 42,281 16,812 3,545 : : : : Changes from: April 5, 2016 : : 22,888 11,928 -13,346 -80 0 0 -6,202 2,402 -3,896 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 90.5 13.3 3.7 0.5 1.2 1.5 2.5 2.8 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 37 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 70,515 : : Positions : : 54,619 56,857 2,757 0 5,673 0 3,606 1,350 4,530 1,443 1,586 : : : : Changes from: April 5, 2016 : : -1,887 -742 80 0 331 0 123 -283 873 -100 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 80.6 3.9 0.0 8.0 0.0 5.1 1.9 6.4 2.0 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 23 . 0 . 0 . . 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 435,271 : : Positions : : 281,465 359,511 98,014 0 55,792 0 2,248 0 0 17,720 0 : : : : Changes from: April 5, 2016 : : -23,044 -27,375 -2,121 0 -2,799 0 0 0 -344 1,866 -1,866 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 82.6 22.5 0.0 12.8 0.0 0.5 0.0 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 . 0 . 0 . 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 388,351 : : Positions : : 348,634 337,151 7,269 17,992 32,448 0 760 0 0 0 0 : : : : Changes from: April 5, 2016 : : 9,263 13,959 0 0 0 0 -4,696 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 86.8 1.9 4.6 8.4 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 27 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 37,605 : : Positions : : 33,276 33,213 1,568 2,470 425 767 63 315 340 0 43 : : : : Changes from: April 5, 2016 : : 1,828 1,575 0 0 0 -210 0 0 -86 0 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 88.3 4.2 6.6 1.1 2.0 0.2 0.8 0.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 24 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 52,240 : : Positions : : 47,129 45,233 2,195 4,515 2,435 0 0 0 0 0 0 : : : : Changes from: April 5, 2016 : : 4,630 3,440 0 1,200 -600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 86.6 4.2 8.6 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 31 32 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 72,522 : : Positions : : 66,272 64,507 2,285 5,010 2,940 0 0 0 346 0 5 : : : : Changes from: April 5, 2016 : : 6,380 5,295 0 1,200 -350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 88.9 3.2 6.9 4.1 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 33 30 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 18,393 : : Positions : : 15,403 16,348 890 0 1,970 0 0 0 100 75 0 : : : : Changes from: April 5, 2016 : : -1,660 -1,475 350 0 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 88.9 4.8 0.0 10.7 0.0 0.0 0.0 0.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 13 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 318,856 : : Positions : : 268,152 313,424 42,400 0 4,680 0 0 0 2,872 0 752 : : : : Changes from: April 5, 2016 : : -6,224 -12,280 -6,880 0 3,920 0 0 0 824 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 98.3 13.3 0.0 1.5 0.0 0.0 0.0 0.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 25 15 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 9,935 : : Positions : : 7,765 9,723 0 0 0 422 0 0 1,642 0 0 : : : : Changes from: April 5, 2016 : : -800 -680 0 0 0 254 0 0 -92 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 97.9 0.0 0.0 0.0 4.2 0.0 0.0 16.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 0 0 0 . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 12,910 : : Positions : : 7,000 12,400 0 450 0 0 0 0 5,850 0 0 : : : : Changes from: April 5, 2016 : : -750 -350 0 -50 0 0 0 0 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 96.0 0.0 3.5 0.0 0.0 0.0 0.0 45.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 14 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 10,660 : : Positions : : 8,740 9,120 795 700 0 0 0 0 50 230 520 : : : : Changes from: April 5, 2016 : : 45 20 0 0 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 85.6 7.5 6.6 0.0 0.0 0.0 0.0 0.5 2.2 4.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 . . 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 25,716 : : Positions : : 22,706 22,521 545 105 2,465 0 0 0 0 625 0 : : : : Changes from: April 5, 2016 : : -2,110 -1,460 545 -80 55 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 87.6 2.1 0.4 9.6 0.0 0.0 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 23,762 : : Positions : : 20,017 20,562 585 195 2,330 50 0 0 0 75 600 : : : : Changes from: April 5, 2016 : : -640 -585 30 25 -175 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 86.5 2.5 0.8 9.8 0.2 0.0 0.0 0.0 0.3 2.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 20 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 24,408 : : Positions : : 19,900 18,223 2,292 4,956 0 938 0 0 0 126 0 : : : : Changes from: April 5, 2016 : : -2,436 -1,039 -138 -100 0 723 0 0 0 -86 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 74.7 9.4 20.3 0.0 3.8 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 21 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 55,698 : : Positions : : 50,446 47,035 1,088 1,989 3,012 0 352 18 365 2,588 574 : : : : Changes from: April 5, 2016 : : -3,038 -2,606 -27 -27 -35 0 83 -55 2 -423 -67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 84.4 2.0 3.6 5.4 0.0 0.6 0.0 0.7 4.6 1.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 30 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 69,506 : : Positions : : 59,913 59,496 749 2,429 3,229 215 228 479 3,441 2,075 1,475 : : : : Changes from: April 5, 2016 : : -5,006 -1,405 -44 250 -273 -45 -15 -81 3,113 -623 -2,069 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 85.6 1.1 3.5 4.6 0.3 0.3 0.7 5.0 3.0 2.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 30 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 40,430 : : Positions : : 37,343 37,005 1,560 2,950 445 0 0 0 1,070 0 0 : : : : Changes from: April 5, 2016 : : 1,540 1,605 0 -120 60 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 91.5 3.9 7.3 1.1 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 46,343 : : Positions : : 42,588 42,648 2,105 3,520 175 0 0 0 1,430 0 0 : : : : Changes from: April 5, 2016 : : 1,985 2,105 0 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 92.0 4.5 7.6 0.4 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 337,149 : : Positions : : 299,743 291,024 2,248 12,345 8,241 408 9,368 0 20,605 10,267 5,904 : : : : Changes from: April 5, 2016 : : -18,191 -20,408 -1,125 66 0 0 0 0 -2,901 -1,875 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 86.3 0.7 3.7 2.4 0.1 2.8 0.0 6.1 3.0 1.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 28 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 26,416 : : Positions : : 20,843 23,077 255 361 596 168 382 703 3,381 869 364 : : : : Changes from: April 5, 2016 : : -1,029 -989 44 -180 -23 0 -96 0 -422 -98 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 87.4 1.0 1.4 2.3 0.6 1.4 2.7 12.8 3.3 1.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 30 . . . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 39,211 : : Positions : : 20,539 34,624 17,671 0 77 77 1,825 0 415 2,253 432 : : : : Changes from: April 5, 2016 : : -2,539 -1,633 745 0 -513 0 75 -75 229 209 -337 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 88.3 45.1 0.0 0.2 0.2 4.7 0.0 1.1 5.7 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 16 . 0 . . . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 324,800 : : Positions : : 274,690 309,144 38,566 0 11,544 0 0 0 0 4,112 0 : : : : Changes from: April 5, 2016 : : -18,938 -19,249 -933 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 95.2 11.9 0.0 3.6 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 359,087 : : Positions : : 289,019 349,343 60,848 140 9,220 0 0 0 0 384 0 : : : : Changes from: April 5, 2016 : : 35,434 35,434 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 97.3 16.9 0.0 2.6 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 28,683 : : Positions : : 24,123 27,541 3,544 0 191 655 0 0 86 84 0 : : : : Changes from: April 5, 2016 : : 1,609 1,695 0 0 0 0 0 0 86 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 96.0 12.4 0.0 0.7 2.3 0.0 0.0 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 131,580 : : Positions : : 64,434 127,267 67,146 768 0 0 3,545 0 0 0 0 : : : : Changes from: April 5, 2016 : : 3,161 3,161 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 96.7 51.0 0.6 0.0 0.0 2.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 13,064 : : Positions : : 9,289 10,386 562 707 404 1,403 0 0 834 125 467 : : : : Changes from: April 5, 2016 : : -398 506 0 0 0 130 0 0 473 -131 131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 79.5 4.3 5.4 3.1 10.7 0.0 0.0 6.4 1.0 3.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 151,944 : : Positions : : 123,691 122,563 4,002 14,889 10,562 12,129 0 0 1,560 3,930 0 : : : : Changes from: April 5, 2016 : : 2,368 1,967 0 1,201 0 0 0 0 800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 80.7 2.6 9.8 7.0 8.0 0.0 0.0 1.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 13 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 17,855 : : Positions : : 14,591 10,972 2,223 3,724 377 194 2,060 0 171 172 0 : : : : Changes from: April 5, 2016 : : 576 320 -21 0 0 0 172 0 0 41 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 61.5 12.5 20.9 2.1 1.1 11.5 0.0 1.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 197,639 : : Positions : : 181,176 108,826 15,286 76,741 0 0 11,279 793 384 0 0 : : : : Changes from: April 5, 2016 : : 9,546 6,385 0 3,161 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 55.1 7.7 38.8 0.0 0.0 5.7 0.4 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 . . 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 8,465 : : Positions : : 7,150 7,640 1,185 0 0 0 300 0 0 410 70 : : : : Changes from: April 5, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 90.3 14.0 0.0 0.0 0.0 3.5 0.0 0.0 4.8 0.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 21,065 : : Positions : : 14,103 15,708 1,443 0 4,871 0 0 0 648 486 0 : : : : Changes from: April 5, 2016 : : 511 310 103 0 50 0 0 0 0 304 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 74.6 6.9 0.0 23.1 0.0 0.0 0.0 3.1 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 17 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 9,110 : : Positions : : 7,905 8,965 200 100 0 0 0 0 300 0 0 : : : : Changes from: April 5, 2016 : : 0 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 98.4 2.2 1.1 0.0 0.0 0.0 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 10,800 : : Positions : : 9,370 8,930 250 140 0 0 1,630 0 350 0 100 : : : : Changes from: April 5, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 82.7 2.3 1.3 0.0 0.0 15.1 0.0 3.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 576,654 : : Positions : : 372,702 331,208 9,949 35,062 48,818 0 16,846 32,781 26,744 27,783 84,156 : : : : Changes from: April 5, 2016 : : 15,412 23,851 200 -1,334 726 0 -478 36 14,422 8,083 -2,445 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 57.4 1.7 6.1 8.5 0.0 2.9 5.7 4.6 4.8 14.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 18,405 : : Positions : : 11,045 18,285 7,200 0 120 0 0 0 0 0 0 : : : : Changes from: April 5, 2016 : : 1,550 1,430 -120 0 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 99.3 39.1 0.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 21,580 : : Positions : : 20,175 10,970 1,150 10,430 0 0 150 0 0 0 0 : : : : Changes from: April 5, 2016 : : 125 125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 50.8 5.3 48.3 0.0 0.0 0.7 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 April 12, 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 19,140 : : Positions : : 18,050 8,910 625 10,080 0 0 150 0 0 0 0 : : : : Changes from: April 5, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 46.6 3.3 52.7 0.0 0.0 0.8 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 April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 20,792 : : Positions : : 19,692 17,252 0 3,385 155 825 0 0 0 0 0 : : : : Changes from: April 5, 2016 : : -435 -390 0 -45 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 83.0 0.0 16.3 0.7 4.0 0.0 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 April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 16,953 : : Positions : : 16,190 12,963 0 3,835 155 225 0 0 0 0 0 : : : : Changes from: April 5, 2016 : : -370 -370 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 76.5 0.0 22.6 0.9 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 21,400 : : Positions : : 20,400 20,190 375 720 220 0 0 0 0 250 0 : : : : Changes from: April 5, 2016 : : 250 250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 94.3 1.8 3.4 1.0 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 22,035 : : Positions : : 21,575 21,925 100 0 0 0 0 0 0 0 0 : : : : Changes from: April 5, 2016 : : -45 -45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 99.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 20 10 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 21,437 : : Positions : : 20,742 21,347 100 0 0 200 0 0 0 0 0 : : : : Changes from: April 5, 2016 : : 155 155 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 99.6 0.5 0.0 0.0 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 11 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 116,287 : : Positions : : 102,087 107,527 4,810 2,015 5,565 515 750 0 3,050 260 140 : : : : Changes from: April 5, 2016 : : 1,825 3,615 0 -1,800 1,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 92.5 4.1 1.7 4.8 0.4 0.6 0.0 2.6 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 30 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 131,238 : : Positions : : 116,603 120,483 5,935 1,395 5,385 1,530 3,005 300 1,285 450 200 : : : : Changes from: April 5, 2016 : : 3,452 5,347 -95 -1,800 1,200 140 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 91.8 4.5 1.1 4.1 1.2 2.3 0.2 1.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 38 32 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 166,310 : : Positions : : 136,834 127,363 8,710 13,609 2,911 6,250 7,413 3,380 1,946 5,418 6,172 : : : : Changes from: April 5, 2016 : : 2,610 2,075 985 -575 -139 39 -520 890 -236 2,347 102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 76.6 5.2 8.2 1.8 3.8 4.5 2.0 1.2 3.3 3.7 : : : : Number of Traders in Each Category Total Traders: 72 : : 41 41 . . 4 5 . . 4 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 116,005 : : Positions : : 101,564 100,578 8,793 9,765 1,287 25 1,320 2,330 1,415 200 525 : : : : Changes from: April 5, 2016 : : 1,478 1,843 -45 -360 12 0 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 86.7 7.6 8.4 1.1 0.0 1.1 2.0 1.2 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 38 31 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 36,330 : : Positions : : 35,140 32,960 300 2,090 250 320 500 280 0 230 10 : : : : Changes from: April 5, 2016 : : 195 195 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 90.7 0.8 5.8 0.7 0.9 1.4 0.8 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 12 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 32,740 : : Positions : : 32,190 30,300 300 1,875 250 0 75 0 0 240 0 : : : : Changes from: April 5, 2016 : : -320 -320 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.3 92.5 0.9 5.7 0.8 0.0 0.2 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 28,763 : : Positions : : 26,489 23,658 0 2,930 1,890 0 200 50 214 0 5 : : : : Changes from: April 5, 2016 : : 205 345 0 220 -260 0 -300 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 82.3 0.0 10.2 6.6 0.0 0.7 0.2 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 25 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 16,275 : : Positions : : 14,765 15,595 560 0 520 0 0 0 225 0 0 : : : : Changes from: April 5, 2016 : : -840 -530 115 -95 -140 0 0 0 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 95.8 3.4 0.0 3.2 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 15 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 284,056 : : Positions : : 248,387 227,925 0 38,762 12,002 19,123 0 4,180 0 993 193 : : : : Changes from: April 5, 2016 : : -3,032 -2,389 0 631 4 1,262 0 25 0 -12 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 80.2 0.0 13.6 4.2 6.7 0.0 1.5 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 16 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 3,786,748 : : Positions : :3,152,827 2,577,509 455 932,323 224,931 372,410 0 36,125 0 15,860 0 : : : : Changes from: April 5, 2016 : : 15,530 39,010 0 -23,480 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 68.1 0.0 24.6 5.9 9.8 0.0 1.0 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 April 12, 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 71,281 : : Positions : : 63,809 61,370 0 3,039 6,872 430 0 0 0 0 0 : : : : Changes from: April 5, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 86.1 0.0 4.3 9.6 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 16 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 1,272,593 : : Positions : :1,014,121 1,172,207 158,086 0 100,386 0 0 0 0 0 0 : : : : Changes from: April 5, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 92.1 12.4 0.0 7.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C52 Open Interest is 83,288 : : Positions : : 79,576 38,744 3,480 44,544 0 0 0 0 0 0 0 : : : : Changes from: April 5, 2016 : : -30,184 -14,696 -1,320 -16,896 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 46.5 4.2 53.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 28,126 : : Positions : : 23,728 21,360 785 4,745 285 885 1,620 0 2,232 0 116 : : : : Changes from: April 5, 2016 : : 150 290 0 81 0 0 0 0 211 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 75.9 2.8 16.9 1.0 3.1 5.8 0.0 7.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 22 . . . . . 0 5 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 20,435 : : Positions : : 19,009 15,263 0 4,372 600 360 0 0 145 0 115 : : : : Changes from: April 5, 2016 : : 195 35 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 74.7 0.0 21.4 2.9 1.8 0.0 0.0 0.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 0 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 40,047 : : Positions : : 36,625 22,556 1,940 13,046 127 50 3,875 60 1,027 205 173 : : : : Changes from: April 5, 2016 : : 971 739 -72 90 12 0 0 0 -30 20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 56.3 4.8 32.6 0.3 0.1 9.7 0.1 2.6 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 22,436 : : Positions : : 20,871 15,413 322 6,302 584 355 0 0 0 50 0 : : : : Changes from: April 5, 2016 : : 295 280 0 15 330 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 68.7 1.4 28.1 2.6 1.6 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 14 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 22,057 : : Positions : : 18,501 16,079 2,081 1,975 1,465 0 630 0 0 1,908 0 : : : : Changes from: April 5, 2016 : : 1,015 -115 -325 615 -155 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 72.9 9.4 9.0 6.6 0.0 2.9 0.0 0.0 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 14,765 : : Positions : : 12,517 11,708 1,786 1,858 445 0 225 0 0 225 0 : : : : Changes from: April 5, 2016 : : 540 0 -12 528 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 79.3 12.1 12.6 3.0 0.0 1.5 0.0 0.0 1.5 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 April 12, 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 36,509 : : Positions : : 32,985 32,674 1,560 1,800 1,395 150 0 0 50 200 0 : : : : Changes from: April 5, 2016 : : 930 640 0 290 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 89.5 4.3 4.9 3.8 0.4 0.0 0.0 0.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 24 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 15,046 : : Positions : : 13,568 12,437 915 2,550 0 0 0 0 441 0 20 : : : : Changes from: April 5, 2016 : : 875 865 0 0 0 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 82.7 6.1 16.9 0.0 0.0 0.0 0.0 2.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 18 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 14,227 : : Positions : : 11,485 11,595 595 2,428 59 0 0 0 1,281 0 0 : : : : Changes from: April 5, 2016 : : 1,005 955 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 81.5 4.2 17.1 0.4 0.0 0.0 0.0 9.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 22 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 43,165 : : Positions : : 37,586 35,329 0 1,835 2,600 50 0 0 0 150 0 : : : : Changes from: April 5, 2016 : : -2,335 -3,205 0 1,200 -250 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 81.8 0.0 4.3 6.0 0.1 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 21 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 37,352 : : Positions : : 32,742 29,025 0 3,195 1,810 50 0 0 0 150 0 : : : : Changes from: April 5, 2016 : : -1,775 -2,625 0 1,200 0 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 77.7 0.0 8.6 4.8 0.1 0.0 0.0 0.0 0.4 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 April 12, 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 20,005 : : Positions : : 17,155 8,760 90 0 0 0 5,945 700 400 3,720 0 : : : : Changes from: April 5, 2016 : : -255 -830 0 0 0 0 350 -350 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 43.8 0.4 0.0 0.0 0.0 29.7 3.5 2.0 18.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . 0 0 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 18,995 : : Positions : : 16,705 8,405 90 0 0 0 5,710 950 0 3,300 0 : : : : Changes from: April 5, 2016 : : -130 -680 0 0 0 0 475 -475 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 44.2 0.5 0.0 0.0 0.0 30.1 5.0 0.0 17.4 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 April 12, 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 19,613 : : Positions : : 13,469 17,769 0 0 0 1,000 0 380 3,300 0 0 : : : : Changes from: April 5, 2016 : : -294 1,021 0 0 0 560 0 0 225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 90.6 0.0 0.0 0.0 5.1 0.0 1.9 16.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 8 0 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 29,974 : : Positions : : 28,710 18,970 100 0 0 0 9,700 0 0 454 0 : : : : Changes from: April 5, 2016 : : -535 -685 0 0 0 0 -50 0 0 -27 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 63.3 0.3 0.0 0.0 0.0 32.4 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 26,820 : : Positions : : 25,465 16,450 100 0 0 0 9,000 0 0 320 0 : : : : Changes from: April 5, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 61.3 0.4 0.0 0.0 0.0 33.6 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 29,195 : : Positions : : 24,830 25,735 0 1,200 0 2,040 0 1,370 0 150 0 : : : : Changes from: April 5, 2016 : : -440 610 0 0 0 880 0 -480 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 88.1 0.0 4.1 0.0 7.0 0.0 4.7 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 8 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 101,893 : : Positions : : 72,368 90,548 0 1,565 1,815 17,690 100 0 2,170 175 384 : : : : Changes from: April 5, 2016 : : 1,287 370 0 0 0 -715 0 0 -27 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 88.9 0.0 1.5 1.8 17.4 0.1 0.0 2.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 24 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 97,269 : : Positions : : 68,774 89,644 0 2,765 1,690 21,055 0 0 2,520 0 150 : : : : Changes from: April 5, 2016 : : -1,905 -1,353 0 0 0 715 0 0 -135 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 92.2 0.0 2.8 1.7 21.6 0.0 0.0 2.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 24 0 . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 18,835 : : Positions : : 17,670 17,075 0 930 390 150 0 125 0 0 0 : : : : Changes from: April 5, 2016 : : -895 -705 0 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 90.7 0.0 4.9 2.1 0.8 0.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 12 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 15,570 : : Positions : : 15,420 13,580 0 1,470 0 0 300 0 0 0 0 : : : : Changes from: April 5, 2016 : : -840 -700 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.0 87.2 0.0 9.4 0.0 0.0 1.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 24,025 : : Positions : : 19,315 18,065 985 0 2,000 0 1,750 125 50 550 0 : : : : Changes from: April 5, 2016 : : -710 -515 0 0 0 0 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 75.2 4.1 0.0 8.3 0.0 7.3 0.5 0.2 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 21,230 : : Positions : : 17,060 16,405 410 450 2,515 0 600 125 0 0 0 : : : : Changes from: April 5, 2016 : : -535 -320 0 0 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 77.3 1.9 2.1 11.8 0.0 2.8 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 12, 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 17,110 : : Positions : : 14,965 12,755 0 2,575 1,015 0 50 0 250 0 0 : : : : Changes from: April 5, 2016 : : -1,765 -500 0 -1,200 1,015 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 74.5 0.0 15.0 5.9 0.0 0.3 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 9 0 . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 15, 2016