Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 127,803 : : Positions : : 29,744 30,547 7,479 12,322 11,567 11,620 44,075 10,429 49,889 11,998 5,421 : : : : Changes from: May 3, 2016 : : 1,740 -737 -383 -448 469 2,169 6,025 -992 57 -1,139 -505 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 23.9 5.9 9.6 9.1 9.1 34.5 8.2 39.0 9.4 4.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 17 16 . . 5 . 4 5 16 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 25,782 : : Positions : : 5,266 10,699 0 6,104 894 678 2,630 1,157 15,001 1,724 2,424 : : : : Changes from: May 3, 2016 : : 123 168 0 30 -4 -15 210 -235 290 -55 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 41.5 0.0 23.7 3.5 2.6 10.2 4.5 58.2 6.7 9.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 13 10 0 4 . . . . 17 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 7,673 : : Positions : : 988 402 1,109 360 2,162 456 1,435 1,244 472 829 1,182 : : : : Changes from: May 3, 2016 : : -105 -30 -25 -63 51 268 275 -315 -14 -59 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.9 5.2 14.5 4.7 28.2 5.9 18.7 16.2 6.2 10.8 15.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 8 6 . . 4 . . . 9 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465G Open Interest is 17,068 : : Positions : : 135 185 1,411 176 2,113 5,756 5,950 6,476 3 993 1,175 : : : : Changes from: May 3, 2016 : : 99 -82 -575 171 -39 319 -472 538 2 228 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 0.8 1.1 8.3 1.0 12.4 33.7 34.9 37.9 0.0 5.8 6.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 4 4 . . . . . . . 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 166,553 : : Positions : : 103,314 127,788 9,550 1,247 9,800 18,901 1,402 4,397 7,926 9,311 11,879 : : : : Changes from: May 3, 2016 : : -1,107 -3,374 -2,219 -190 365 453 -8 -262 118 725 -1,134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 76.7 5.7 0.7 5.9 11.3 0.8 2.6 4.8 5.6 7.1 : : : : Number of Traders in Each Category Total Traders: 86 : : 47 47 . . 4 6 . 6 9 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 45,724 : : Positions : : 42,250 36,998 0 4,938 1,827 179 313 12 1,223 1,403 233 : : : : Changes from: May 3, 2016 : : 2,024 2,335 0 380 -105 52 76 -1 687 -28 -203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 80.9 0.0 10.8 4.0 0.4 0.7 0.0 2.7 3.1 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 24 0 . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 393,339 : : Positions : : 353,327 325,640 0 45,999 20,180 1,944 0 0 16,368 0 0 : : : : Changes from: May 3, 2016 : : 11,448 5,207 0 5,025 -17 608 0 0 -1,824 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 82.8 0.0 11.7 5.1 0.5 0.0 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 22 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 1,562,429 : : Positions : :1,307,491 1,377,795 158,600 50,333 8,111 12,584 65,930 33,239 37,708 22,325 4,696 : : : : Changes from: May 3, 2016 : : 35,120 -61,283 -53,874 -2,224 0 -5,376 38,225 -15,695 -2,671 -1,519 1,135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 88.2 10.2 3.2 0.5 0.8 4.2 2.1 2.4 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 37 . . . . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 65,067 : : Positions : : 52,575 51,276 0 684 5,922 0 3,804 919 4,733 1,543 918 : : : : Changes from: May 3, 2016 : : -4,519 -6,781 -1,121 684 -218 0 373 -478 -368 -285 -384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 78.8 0.0 1.1 9.1 0.0 5.8 1.4 7.3 2.4 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 23 0 . . 0 . . 6 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 419,025 : : Positions : : 263,306 357,473 97,223 0 55,568 0 0 0 1,952 5,008 0 : : : : Changes from: May 3, 2016 : : -18,518 -6,686 5,512 0 -912 0 -1,216 0 -1,952 -7,056 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 85.3 23.2 0.0 13.3 0.0 0.0 0.0 0.5 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 388,699 : : Positions : : 339,894 328,899 7,269 18,760 31,680 0 728 8,632 1,224 0 0 : : : : Changes from: May 3, 2016 : : -22,818 -18,858 0 -3,928 -768 0 -32 8,632 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 84.6 1.9 4.8 8.2 0.0 0.2 2.2 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 26 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 39,429 : : Positions : : 35,058 35,186 1,568 2,440 322 613 0 827 296 82 43 : : : : Changes from: May 3, 2016 : : -366 -254 0 -72 -61 -44 -63 468 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 89.2 4.0 6.2 0.8 1.6 0.0 2.1 0.8 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 53,944 : : Positions : : 49,266 46,132 2,395 5,975 1,645 0 0 0 140 150 0 : : : : Changes from: May 3, 2016 : : -1,959 -2,491 -50 440 -440 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 85.5 4.4 11.1 3.0 0.0 0.0 0.0 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 31 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 75,377 : : Positions : : 69,751 66,483 2,455 6,750 2,090 0 0 0 424 0 1 : : : : Changes from: May 3, 2016 : : -4,302 -5,239 -75 755 -535 0 0 0 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 88.2 3.3 9.0 2.8 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 32 30 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 16,858 : : Positions : : 12,782 14,813 990 0 1,970 0 0 0 550 75 0 : : : : Changes from: May 3, 2016 : : -2,156 -1,520 -250 0 0 0 0 0 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 87.9 5.9 0.0 11.7 0.0 0.0 0.0 3.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 323,640 : : Positions : : 246,848 322,888 73,576 0 0 0 0 0 2,464 0 752 : : : : Changes from: May 3, 2016 : : -15,032 18,544 33,576 0 -4,680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 99.8 22.7 0.0 0.0 0.0 0.0 0.0 0.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 16 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 9,398 : : Positions : : 7,699 8,563 0 84 86 611 0 0 810 559 84 : : : : Changes from: May 3, 2016 : : -594 -1,290 0 84 86 21 0 0 -212 548 -242 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 91.1 0.0 0.9 0.9 6.5 0.0 0.0 8.6 5.9 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 16 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 12,550 : : Positions : : 9,620 11,450 720 100 600 0 50 0 600 0 350 : : : : Changes from: May 3, 2016 : : -745 -510 0 0 0 0 50 0 350 0 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 91.2 5.7 0.8 4.8 0.0 0.4 0.0 4.8 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 CONN DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AU Open Interest is 9,113 : : Positions : : 8,793 8,920 200 0 0 0 0 0 0 0 0 : : : : Changes from: May 3, 2016 : : -705 -735 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 97.9 2.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 25,021 : : Positions : : 20,961 22,121 1,620 105 2,090 0 0 0 350 700 0 : : : : Changes from: May 3, 2016 : : -1,335 -415 475 -25 0 0 0 0 350 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 88.4 6.5 0.4 8.4 0.0 0.0 0.0 1.4 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 23,220 : : Positions : : 19,475 20,125 735 195 2,180 50 0 0 0 75 600 : : : : Changes from: May 3, 2016 : : -897 -842 125 25 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 86.7 3.2 0.8 9.4 0.2 0.0 0.0 0.0 0.3 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 20 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 25,025 : : Positions : : 20,799 19,194 2,166 3,785 1,028 669 0 0 192 211 21 : : : : Changes from: May 3, 2016 : : 921 716 -126 -1,174 1,028 -695 0 0 106 0 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 76.7 8.7 15.1 4.1 2.7 0.0 0.0 0.8 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 56,010 : : Positions : : 50,574 44,974 1,302 2,789 2,547 0 404 65 860 4,599 502 : : : : Changes from: May 3, 2016 : : -2,505 -2,721 154 -140 -139 0 -8 19 400 893 -98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 80.3 2.3 5.0 4.5 0.0 0.7 0.1 1.5 8.2 0.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 28 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 72,083 : : Positions : : 61,244 59,823 979 2,544 3,359 0 361 451 2,433 1,863 3,607 : : : : Changes from: May 3, 2016 : : -2,462 -1,918 159 -138 -96 -50 115 -78 -240 -657 1,051 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 83.0 1.4 3.5 4.7 0.0 0.5 0.6 3.4 2.6 5.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 28 . . . 0 . . . 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 49,917 : : Positions : : 46,272 46,787 1,760 2,505 620 0 0 0 945 0 0 : : : : Changes from: May 3, 2016 : : -4,230 -3,930 -40 -145 0 0 0 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 93.7 3.5 5.0 1.2 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 57,457 : : Positions : : 53,227 54,062 2,120 2,845 550 0 0 0 1,520 0 0 : : : : Changes from: May 3, 2016 : : -2,533 -2,423 -65 -175 0 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 94.1 3.7 5.0 1.0 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 336,244 : : Positions : : 300,933 278,514 6,774 14,159 10,387 0 7,064 0 5,506 13,476 12,644 : : : : Changes from: May 3, 2016 : : -20,665 -26,184 -2,304 4,344 -384 0 -2,304 0 -1,536 -361 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 82.8 2.0 4.2 3.1 0.0 2.1 0.0 1.6 4.0 3.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 29 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 27,379 : : Positions : : 22,265 22,843 572 185 750 277 255 683 1,149 1,063 1,557 : : : : Changes from: May 3, 2016 : : -995 -1,393 -149 -154 67 21 -156 -32 -709 -150 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 83.4 2.1 0.7 2.7 1.0 0.9 2.5 4.2 3.9 5.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 33 . . . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 38,313 : : Positions : : 22,506 34,870 14,576 0 0 77 1,098 0 852 2,043 302 : : : : Changes from: May 3, 2016 : : -231 -936 -1,667 0 0 0 -650 0 182 -130 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 91.0 38.0 0.0 0.0 0.2 2.9 0.0 2.2 5.3 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 12 17 . 0 0 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 311,449 : : Positions : : 247,548 302,089 54,681 140 9,220 0 0 0 0 0 0 : : : : Changes from: May 3, 2016 : : -17,290 -18,393 -1,487 0 0 0 0 0 0 -384 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 97.0 17.6 0.0 3.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 23,985 : : Positions : : 20,191 23,412 2,989 0 127 445 0 0 86 0 0 : : : : Changes from: May 3, 2016 : : -1,600 -1,495 20 0 -21 -231 0 0 0 -84 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 97.6 12.5 0.0 0.5 1.9 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 20 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 13,738 : : Positions : : 10,105 10,778 116 1,091 514 1,320 0 0 728 126 256 : : : : Changes from: May 3, 2016 : : -332 -672 -147 106 -82 -168 0 0 -451 -42 -167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 78.5 0.8 7.9 3.7 9.6 0.0 0.0 5.3 0.9 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 151,777 : : Positions : : 128,140 129,012 7,914 13,401 5,066 9,489 0 0 416 3,546 752 : : : : Changes from: May 3, 2016 : : -6,127 -10,416 -768 -2,304 0 -3,456 0 0 -2,753 -384 752 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 85.0 5.2 8.8 3.3 6.3 0.0 0.0 0.3 2.3 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 19,183 : : Positions : : 16,552 12,279 1,758 3,301 123 68 2,108 104 42 650 321 : : : : Changes from: May 3, 2016 : : -614 -737 -274 -403 0 0 -209 0 -171 332 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 64.0 9.2 17.2 0.6 0.4 11.0 0.5 0.2 3.4 1.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 194,743 : : Positions : : 180,616 121,154 13,334 63,477 0 0 7,823 793 0 1,496 0 : : : : Changes from: May 3, 2016 : : -10,320 -7,624 -2,320 -3,072 0 0 -3,456 0 -384 1,128 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 62.2 6.8 32.6 0.0 0.0 4.0 0.4 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 8,145 : : Positions : : 6,895 7,325 1,170 0 0 0 300 0 0 460 20 : : : : Changes from: May 3, 2016 : : -785 -845 0 0 0 0 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 89.9 14.4 0.0 0.0 0.0 3.7 0.0 0.0 5.6 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 23,650 : : Positions : : 13,460 19,455 6,092 0 3,684 0 0 0 414 511 0 : : : : Changes from: May 3, 2016 : : 305 1,148 843 0 52 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 82.3 25.8 0.0 15.6 0.0 0.0 0.0 1.8 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 16 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 9,235 : : Positions : : 8,435 9,145 175 50 0 0 0 0 420 0 0 : : : : Changes from: May 3, 2016 : : -425 -415 -25 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 99.0 1.9 0.5 0.0 0.0 0.0 0.0 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 11 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 10,915 : : Positions : : 9,935 8,905 200 90 0 0 1,730 0 500 100 50 : : : : Changes from: May 3, 2016 : : -240 -250 -50 -50 0 0 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 81.6 1.8 0.8 0.0 0.0 15.8 0.0 4.6 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 680,550 : : Positions : : 447,113 369,774 10,814 30,974 52,355 0 44,008 33,741 39,427 54,411 95,287 : : : : Changes from: May 3, 2016 : : -4,844 4,556 -280 1,952 -1,065 0 1,024 310 2,251 -10,508 4,350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 54.3 1.6 4.6 7.7 0.0 6.5 5.0 5.8 8.0 14.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 17,105 : : Positions : : 9,475 16,985 7,475 0 120 0 0 0 0 0 0 : : : : Changes from: May 3, 2016 : : -1,355 -1,900 -525 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 99.3 43.7 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 May 10, 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 20,885 : : Positions : : 19,570 10,320 1,050 10,425 25 0 75 0 0 25 0 : : : : Changes from: May 3, 2016 : : -630 -675 -100 -5 25 0 -75 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 49.4 5.0 49.9 0.1 0.0 0.4 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 18,630 : : Positions : : 17,590 8,480 600 10,075 0 0 75 0 0 0 0 : : : : Changes from: May 3, 2016 : : -460 -430 -25 -5 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 45.5 3.2 54.1 0.0 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 24,179 : : Positions : : 22,804 20,539 150 3,510 130 800 0 0 175 0 0 : : : : Changes from: May 3, 2016 : : -1,300 -600 150 -525 -25 -25 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 84.9 0.6 14.5 0.5 3.3 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 17,183 : : Positions : : 16,255 13,143 0 3,910 130 200 0 0 0 0 0 : : : : Changes from: May 3, 2016 : : -2,190 -1,665 0 -575 -25 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 76.5 0.0 22.8 0.8 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 12 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 25,860 : : Positions : : 24,025 24,820 1,200 0 270 0 400 0 0 350 0 : : : : Changes from: May 3, 2016 : : -975 -990 95 -30 -95 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 96.0 4.6 0.0 1.0 0.0 1.5 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 17,715 : : Positions : : 15,850 17,370 1,280 155 190 0 0 0 0 0 0 : : : : Changes from: May 3, 2016 : : -890 -955 -50 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 98.1 7.2 0.9 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 22,265 : : Positions : : 21,445 22,055 50 0 50 0 0 0 230 0 70 : : : : Changes from: May 3, 2016 : : -1,780 -1,470 0 0 0 0 0 0 230 0 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 99.1 0.2 0.0 0.2 0.0 0.0 0.0 1.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 10 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 23,302 : : Positions : : 21,952 23,152 100 0 0 200 0 0 530 0 70 : : : : Changes from: May 3, 2016 : : -265 330 0 0 0 0 0 0 530 0 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 99.4 0.4 0.0 0.0 0.9 0.0 0.0 2.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 10 . 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 109,410 : : Positions : : 95,818 101,200 4,557 2,110 5,290 230 200 0 3,250 435 145 : : : : Changes from: May 3, 2016 : : -7,288 -6,738 -440 -1,020 0 -335 -560 0 -250 5 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 92.5 4.2 1.9 4.8 0.2 0.2 0.0 3.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 31 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 130,326 : : Positions : : 116,186 119,080 4,925 1,965 5,390 1,439 2,540 591 1,400 355 395 : : : : Changes from: May 3, 2016 : : -5,108 -4,918 -760 -630 150 -300 -670 150 -100 -40 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 91.4 3.8 1.5 4.1 1.1 1.9 0.5 1.1 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 36 35 . . . . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 175,084 : : Positions : : 143,588 135,030 7,491 11,758 3,475 5,700 7,251 5,765 3,408 6,281 5,496 : : : : Changes from: May 3, 2016 : : -2,885 -3,465 -1,311 -1,031 257 -250 537 -1,760 297 -120 -1,425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 77.1 4.3 6.7 2.0 3.3 4.1 3.3 1.9 3.6 3.1 : : : : Number of Traders in Each Category Total Traders: 74 : : 40 44 4 . 4 . 4 . 7 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 124,901 : : Positions : : 108,654 112,684 9,007 5,523 1,674 610 0 2,450 1,840 1,980 590 : : : : Changes from: May 3, 2016 : : -2,566 -1,666 -325 -1,520 -55 -85 0 0 520 730 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 90.2 7.2 4.4 1.3 0.5 0.0 2.0 1.5 1.6 0.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 37 31 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 39,145 : : Positions : : 36,150 36,035 375 0 1,725 585 600 265 0 475 30 : : : : Changes from: May 3, 2016 : : 15 1,805 75 -1,665 1,475 265 0 -15 0 195 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 92.1 1.0 0.0 4.4 1.5 1.5 0.7 0.0 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 12 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 34,035 : : Positions : : 31,935 31,870 375 0 1,725 0 75 0 0 365 0 : : : : Changes from: May 3, 2016 : : -870 705 75 -1,575 1,475 0 -50 0 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 93.6 1.1 0.0 5.1 0.0 0.2 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 11 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 29,947 : : Positions : : 26,659 25,098 55 2,780 1,900 1,000 0 0 205 0 9 : : : : Changes from: May 3, 2016 : : -400 665 55 -125 5 900 0 0 5 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 83.8 0.2 9.3 6.3 3.3 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 24 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 15,610 : : Positions : : 14,185 15,120 870 0 330 0 0 0 225 0 0 : : : : Changes from: May 3, 2016 : : -780 -770 10 0 -190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 96.9 5.6 0.0 2.1 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 19 14 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 271,879 : : Positions : : 235,375 233,504 0 20,268 12,770 19,084 0 4,323 0 835 178 : : : : Changes from: May 3, 2016 : : -5,657 -3,179 0 -2,507 -22 -22 0 -49 0 7 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 85.9 0.0 7.5 4.7 7.0 0.0 1.6 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 15 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 3,530,941 : : Positions : :2,881,535 2,245,953 0 1,015,612 219,266 395,890 0 34,250 0 15,860 0 : : : : Changes from: May 3, 2016 : : -298,221 -391,981 0 93,760 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 63.6 0.0 28.8 6.2 11.2 0.0 1.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 1,224,003 : : Positions : : 942,295 1,134,693 192,398 0 89,310 0 0 0 0 0 0 : : : : Changes from: May 3, 2016 : : -29,610 17,350 46,960 0 -11,076 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 92.7 15.7 0.0 7.3 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 May 10, 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 30,032 : : Positions : : 24,878 21,716 803 3,505 1,736 810 1,585 0 831 786 644 : : : : Changes from: May 3, 2016 : : -916 -1,450 179 201 -134 -75 -35 0 -39 608 -94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 72.3 2.7 11.7 5.8 2.7 5.3 0.0 2.8 2.6 2.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 21 . . 4 . . 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 19,932 : : Positions : : 17,941 13,595 180 5,192 480 360 0 0 205 410 120 : : : : Changes from: May 3, 2016 : : -1,673 -1,363 30 40 -30 0 0 0 60 10 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 68.2 0.9 26.0 2.4 1.8 0.0 0.0 1.0 2.1 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 18 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 41,286 : : Positions : : 37,117 23,585 1,587 12,977 212 50 3,865 60 1,833 190 387 : : : : Changes from: May 3, 2016 : : -1,064 -770 -290 -340 -17 0 -60 0 79 -60 251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 57.1 3.8 31.4 0.5 0.1 9.4 0.1 4.4 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 25 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 22,010 : : Positions : : 20,032 14,486 207 6,277 644 310 0 0 150 25 100 : : : : Changes from: May 3, 2016 : : -1,114 -1,112 -140 -30 65 -45 0 0 -150 -25 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 65.8 0.9 28.5 2.9 1.4 0.0 0.0 0.7 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 23,124 : : Positions : : 19,046 17,134 2,363 2,026 1,420 0 560 0 0 1,699 285 : : : : Changes from: May 3, 2016 : : -540 -12 295 51 -55 0 -70 0 0 -214 280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 74.1 10.2 8.8 6.1 0.0 2.4 0.0 0.0 7.3 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 14,548 : : Positions : : 12,102 11,581 1,701 1,883 380 0 200 0 0 200 0 : : : : Changes from: May 3, 2016 : : -640 -712 -80 25 -65 0 -25 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 79.6 11.7 12.9 2.6 0.0 1.4 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 37,753 : : Positions : : 33,895 33,799 1,425 1,965 1,350 700 0 0 0 200 0 : : : : Changes from: May 3, 2016 : : -648 -58 -115 55 -45 450 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 89.5 3.8 5.2 3.6 1.9 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 23 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 14,745 : : Positions : : 13,365 12,289 850 2,400 0 0 0 0 418 0 25 : : : : Changes from: May 3, 2016 : : -478 -353 -5 -150 0 0 0 0 -13 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 83.3 5.8 16.3 0.0 0.0 0.0 0.0 2.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 17 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 13,382 : : Positions : : 10,840 11,154 555 2,085 59 0 0 0 1,097 0 24 : : : : Changes from: May 3, 2016 : : -790 -693 -40 -268 0 0 0 0 -184 0 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 83.4 4.1 15.6 0.4 0.0 0.0 0.0 8.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 23 16 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 45,088 : : Positions : : 39,231 37,594 0 1,265 2,600 25 0 0 0 100 0 : : : : Changes from: May 3, 2016 : : -3,355 -2,745 0 -570 0 -25 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 83.4 0.0 2.8 5.8 0.1 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 20 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 38,882 : : Positions : : 33,907 30,665 0 2,625 1,810 25 0 0 0 100 0 : : : : Changes from: May 3, 2016 : : -2,980 -2,365 0 -570 0 -25 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 78.9 0.0 6.8 4.7 0.1 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 19 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 22,320 : : Positions : : 19,210 9,430 45 0 0 0 7,465 350 325 3,620 75 : : : : Changes from: May 3, 2016 : : -750 -1,295 -45 0 0 0 200 -350 -75 200 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 42.2 0.2 0.0 0.0 0.0 33.4 1.6 1.5 16.2 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . 0 0 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 21,225 : : Positions : : 18,460 8,865 45 0 0 0 7,355 475 0 3,075 0 : : : : Changes from: May 3, 2016 : : -750 -1,205 -45 0 0 0 325 -475 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 41.8 0.2 0.0 0.0 0.0 34.7 2.2 0.0 14.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 22,033 : : Positions : : 14,784 20,304 0 0 0 1,470 0 355 4,050 0 0 : : : : Changes from: May 3, 2016 : : -72 163 0 0 0 -140 0 100 375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 92.2 0.0 0.0 0.0 6.7 0.0 1.6 18.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 7 0 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 18,967 : : Positions : : 12,550 17,800 0 0 0 1,640 0 140 3,625 0 50 : : : : Changes from: May 3, 2016 : : 395 440 0 0 0 -55 0 0 100 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 93.8 0.0 0.0 0.0 8.6 0.0 0.7 19.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 8 0 0 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 32,012 : : Positions : : 31,295 18,730 50 0 0 0 12,680 0 0 427 0 : : : : Changes from: May 3, 2016 : : -235 -360 -50 0 0 0 100 0 0 -27 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.8 58.5 0.2 0.0 0.0 0.0 39.6 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 26,245 : : Positions : : 25,550 15,075 50 0 0 0 10,855 0 0 160 0 : : : : Changes from: May 3, 2016 : : -500 -265 -50 0 0 0 -125 0 0 -160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 57.4 0.2 0.0 0.0 0.0 41.4 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 29,870 : : Positions : : 25,350 26,690 0 1,200 0 2,770 0 895 0 210 0 : : : : Changes from: May 3, 2016 : : -115 70 0 0 0 480 0 -280 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 89.4 0.0 4.0 0.0 9.3 0.0 3.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 10 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 28,300 : : Positions : : 26,310 22,100 0 1,200 0 0 2,755 70 0 210 0 : : : : Changes from: May 3, 2016 : : -800 -530 0 0 0 0 -380 0 0 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 78.1 0.0 4.2 0.0 0.0 9.7 0.2 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 0 . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 111,372 : : Positions : : 80,101 100,231 0 1,675 1,635 21,375 100 0 1,795 1,265 202 : : : : Changes from: May 3, 2016 : : 2,265 1,375 0 110 -180 -365 0 0 -75 340 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 90.0 0.0 1.5 1.5 19.2 0.1 0.0 1.6 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 27 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 103,586 : : Positions : : 71,001 93,516 0 2,875 1,510 24,345 0 0 1,510 465 70 : : : : Changes from: May 3, 2016 : : 2,224 1,279 0 110 -180 -310 0 0 -610 -85 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 90.3 0.0 2.8 1.5 23.5 0.0 0.0 1.5 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 28 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 15,415 : : Positions : : 15,265 13,735 0 1,170 0 0 300 0 0 0 0 : : : : Changes from: May 3, 2016 : : -630 -320 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.0 89.1 0.0 7.6 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 May 10, 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 28,025 : : Positions : : 23,035 22,395 1,300 0 1,685 0 1,600 125 50 400 0 : : : : Changes from: May 3, 2016 : : 1,635 2,095 315 0 -315 0 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 79.9 4.6 0.0 6.0 0.0 5.7 0.4 0.2 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 22,225 : : Positions : : 17,640 16,975 245 400 2,680 0 500 125 0 0 0 : : : : Changes from: May 3, 2016 : : -445 -155 135 -50 -135 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 76.4 1.1 1.8 12.1 0.0 2.2 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 16,160 : : Positions : : 14,615 12,355 0 2,545 1,015 0 25 0 150 0 0 : : : : Changes from: May 3, 2016 : : -1,205 -1,245 0 -30 0 0 -25 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 76.5 0.0 15.7 6.3 0.0 0.2 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 8 0 . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 13, 2016