Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 135,257 : : Positions : : 33,163 31,167 9,216 10,239 12,585 9,637 49,390 11,315 51,947 12,802 6,014 : : : : Changes from: May 24, 2016 : : 444 804 2,047 -1,409 2 -546 773 1,033 -94 1,089 363 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 23.0 6.8 7.6 9.3 7.1 36.5 8.4 38.4 9.5 4.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 18 16 . . 5 . 4 5 17 9 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 27,044 : : Positions : : 5,403 10,786 0 6,464 1,074 663 2,850 1,222 15,481 1,814 2,624 : : : : Changes from: May 24, 2016 : : 68 -277 0 345 -55 -90 195 -40 215 -75 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 39.9 0.0 23.9 4.0 2.5 10.5 4.5 57.2 6.7 9.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 11 9 0 4 . . . . 14 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 8,520 : : Positions : : 1,263 548 1,190 639 2,090 311 1,391 1,683 625 813 1,356 : : : : Changes from: May 24, 2016 : : 122 107 15 163 -75 -150 -134 249 86 -62 141 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.8 6.4 14.0 7.5 24.5 3.6 16.3 19.8 7.3 9.5 15.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 8 8 . . 4 . . . 10 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 167,580 : : Positions : : 98,540 128,536 12,728 961 9,181 19,570 1,864 3,659 9,188 8,759 13,864 : : : : Changes from: May 24, 2016 : : -2,223 -1,953 454 -90 -300 -123 286 -791 487 134 -413 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 76.7 7.6 0.6 5.5 11.7 1.1 2.2 5.5 5.2 8.3 : : : : Number of Traders in Each Category Total Traders: 87 : : 47 45 . . 4 5 5 7 12 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 51,150 : : Positions : : 46,190 42,471 0 3,557 2,657 231 339 0 1,591 1,894 231 : : : : Changes from: May 24, 2016 : : 845 2,035 0 -1,465 695 26 300 0 -148 104 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 83.0 0.0 7.0 5.2 0.5 0.7 0.0 3.1 3.7 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 25 0 . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 413,573 : : Positions : : 371,019 342,636 0 47,607 22,722 2,248 0 0 7,608 608 0 : : : : Changes from: May 24, 2016 : : 4,280 4,366 0 1,802 1,886 0 0 0 -7,480 608 -912 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 82.8 0.0 11.5 5.5 0.5 0.0 0.0 1.8 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 21 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 1,601,297 : : Positions : :1,297,977 1,394,835 182,636 51,460 7,336 12,968 45,909 57,976 37,708 39,085 4,696 : : : : Changes from: May 24, 2016 : : -6,301 291 19,456 368 0 0 -3,080 1,185 0 15,576 -368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 87.1 11.4 3.2 0.5 0.8 2.9 3.6 2.4 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 37 39 . . . . . . . 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 72,173 : : Positions : : 59,851 55,347 0 3,210 6,151 0 4,089 603 5,060 2,265 508 : : : : Changes from: May 24, 2016 : : 1,680 410 0 934 -133 0 23 29 -235 51 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 76.7 0.0 4.4 8.5 0.0 5.7 0.8 7.0 3.1 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 25 0 . . 0 . . 6 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 427,649 : : Positions : : 271,370 367,705 97,463 0 55,568 0 608 0 2,928 3,448 320 : : : : Changes from: May 24, 2016 : : 1,824 6,448 2,736 0 -912 0 608 0 0 -2,496 320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 86.0 22.8 0.0 13.0 0.0 0.1 0.0 0.7 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 416,289 : : Positions : : 364,460 350,257 7,269 21,968 34,704 0 728 8,632 1,224 0 0 : : : : Changes from: May 24, 2016 : : 2,614 8,766 0 -6,152 3,024 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 84.1 1.7 5.3 8.3 0.0 0.2 2.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 25 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 40,519 : : Positions : : 36,034 35,934 1,568 2,904 388 848 0 509 557 85 126 : : : : Changes from: May 24, 2016 : : -49 636 0 -321 88 299 0 -255 86 -22 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 88.7 3.9 7.2 1.0 2.1 0.0 1.3 1.4 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 26 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 56,814 : : Positions : : 52,941 47,737 2,700 8,575 315 0 0 0 290 150 0 : : : : Changes from: May 24, 2016 : : 290 -1,105 5 1,400 -630 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 84.0 4.8 15.1 0.6 0.0 0.0 0.0 0.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 31 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 82,371 : : Positions : : 77,676 71,628 2,640 9,850 785 0 50 0 609 0 0 : : : : Changes from: May 24, 2016 : : 315 -1,135 0 1,400 -400 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 87.0 3.2 12.0 1.0 0.0 0.1 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 30 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 20,055 : : Positions : : 16,044 17,410 925 0 1,970 0 0 0 550 675 0 : : : : Changes from: May 24, 2016 : : 1,040 975 -65 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 86.8 4.6 0.0 9.8 0.0 0.0 0.0 2.7 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 336,144 : : Positions : : 259,352 335,392 73,576 0 0 0 0 0 2,464 0 752 : : : : Changes from: May 24, 2016 : : 7,888 12,568 4,680 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 99.8 21.9 0.0 0.0 0.0 0.0 0.0 0.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 18 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 10,856 : : Positions : : 8,366 9,382 0 40 130 1,241 71 86 766 967 84 : : : : Changes from: May 24, 2016 : : 210 378 0 0 0 104 23 22 44 -22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 86.4 0.0 0.4 1.2 11.4 0.7 0.8 7.1 8.9 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 17 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 14,545 : : Positions : : 6,985 13,935 0 400 0 1,800 0 0 5,550 0 150 : : : : Changes from: May 24, 2016 : : 0 300 0 0 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 95.8 0.0 2.8 0.0 12.4 0.0 0.0 38.2 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 0 . 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 12,485 : : Positions : : 8,945 10,885 720 550 50 0 150 0 1,450 250 600 : : : : Changes from: May 24, 2016 : : -55 -85 0 450 -450 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 87.2 5.8 4.4 0.4 0.0 1.2 0.0 11.6 2.0 4.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 9,153 : : Positions : : 8,833 8,960 200 0 0 0 0 0 0 0 0 : : : : Changes from: May 24, 2016 : : 0 0 0 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 31, 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 27,446 : : Positions : : 23,486 23,921 1,620 130 2,090 0 0 0 250 1,300 0 : : : : Changes from: May 24, 2016 : : 800 750 50 0 -25 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 87.2 5.9 0.5 7.6 0.0 0.0 0.0 0.9 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 23,180 : : Positions : : 19,460 20,055 685 170 2,205 50 0 0 0 75 600 : : : : Changes from: May 24, 2016 : : 35 35 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 86.5 3.0 0.7 9.5 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 31, 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 25,155 : : Positions : : 20,602 19,311 2,166 3,818 1,072 690 0 0 411 274 64 : : : : Changes from: May 24, 2016 : : -45 238 0 -110 44 0 0 0 173 0 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 76.8 8.6 15.2 4.3 2.7 0.0 0.0 1.6 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 60,222 : : Positions : : 53,712 49,810 1,236 1,969 2,865 0 374 30 1,251 4,065 968 : : : : Changes from: May 24, 2016 : : 668 33 -24 60 5 0 -10 9 -170 370 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 82.7 2.1 3.3 4.8 0.0 0.6 0.0 2.1 6.8 1.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 27 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 78,283 : : Positions : : 66,164 65,667 946 2,716 3,092 0 554 308 3,783 1,946 3,925 : : : : Changes from: May 24, 2016 : : 1,184 497 -18 55 38 0 69 -24 -305 250 213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 83.9 1.2 3.5 3.9 0.0 0.7 0.4 4.8 2.5 5.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 30 . . . 0 . . 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 51,432 : : Positions : : 47,712 48,302 1,760 2,505 620 0 0 0 985 0 0 : : : : Changes from: May 24, 2016 : : 235 310 0 0 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 93.9 3.4 4.9 1.2 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 58,767 : : Positions : : 54,307 55,372 2,220 2,845 550 0 0 0 1,650 0 0 : : : : Changes from: May 24, 2016 : : 240 260 0 0 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 94.2 3.8 4.8 0.9 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 20 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 372,299 : : Positions : : 316,513 305,805 1,693 12,663 15,468 0 7,064 0 31,167 23,841 7,458 : : : : Changes from: May 24, 2016 : : 2,625 4,632 -385 -760 385 0 0 0 1,632 0 768 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 82.1 0.5 3.4 4.2 0.0 1.9 0.0 8.4 6.4 2.0 : : : : 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 31, 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 29,533 : : Positions : : 23,926 23,190 551 315 619 276 548 937 1,082 1,865 2,016 : : : : Changes from: May 24, 2016 : : 764 427 0 -21 0 0 43 0 -272 43 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 78.5 1.9 1.1 2.1 0.9 1.9 3.2 3.7 6.3 6.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 32 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 42,595 : : Positions : : 26,152 39,201 14,822 0 0 77 1,098 0 1,242 1,994 302 : : : : Changes from: May 24, 2016 : : 570 930 360 0 0 0 0 0 130 130 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 92.0 34.8 0.0 0.0 0.2 2.6 0.0 2.9 4.7 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 15 . 0 0 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 316,569 : : Positions : : 253,820 306,825 53,529 140 9,220 0 384 0 0 0 0 : : : : Changes from: May 24, 2016 : : 1,152 0 -1,152 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 96.9 16.9 0.0 2.9 0.0 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 24,304 : : Positions : : 20,257 23,581 3,072 0 127 445 0 0 215 129 0 : : : : Changes from: May 24, 2016 : : -41 -41 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 97.0 12.6 0.0 0.5 1.8 0.0 0.0 0.9 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 20 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 14,298 : : Positions : : 10,721 11,236 523 1,852 65 1,364 0 0 880 0 596 : : : : Changes from: May 24, 2016 : : -877 -959 172 720 -150 0 0 0 -22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 78.6 3.7 13.0 0.5 9.5 0.0 0.0 6.2 0.0 4.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 157,135 : : Positions : : 132,394 134,370 7,914 13,769 4,698 10,225 0 0 1,152 3,546 752 : : : : Changes from: May 24, 2016 : : 1,398 1,398 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 85.5 5.0 8.8 3.0 6.5 0.0 0.0 0.7 2.3 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 19,510 : : Positions : : 17,053 11,740 1,758 3,364 123 0 2,363 86 0 942 319 : : : : Changes from: May 24, 2016 : : 215 42 0 -86 0 -24 211 -62 0 -19 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 60.2 9.0 17.2 0.6 0.0 12.1 0.4 0.0 4.8 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 25 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 191,223 : : Positions : : 176,296 117,266 14,134 63,845 0 0 7,823 793 0 1,496 0 : : : : Changes from: May 24, 2016 : : 0 -368 0 368 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 61.3 7.4 33.4 0.0 0.0 4.1 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 31, 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 OFF-PK - ICE FUTURES ENERGY DIV MW : CFTC Code #0643C7 Open Interest is 8,050 : : Positions : : 6,610 7,050 900 0 0 0 200 0 0 700 0 : : : : Changes from: May 24, 2016 : : 590 490 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 87.6 11.2 0.0 0.0 0.0 2.5 0.0 0.0 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 14 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 8,095 : : Positions : : 6,765 7,275 1,170 0 0 0 300 0 100 480 0 : : : : Changes from: May 24, 2016 : : -5 -25 0 0 0 0 0 0 0 20 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 89.9 14.5 0.0 0.0 0.0 3.7 0.0 1.2 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . 0 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 25,116 : : Positions : : 13,772 21,227 7,551 0 3,378 0 0 0 390 511 0 : : : : Changes from: May 24, 2016 : : 361 669 257 0 0 0 0 0 26 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 84.5 30.1 0.0 13.4 0.0 0.0 0.0 1.6 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 16 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 12,355 : : Positions : : 11,555 10,865 175 50 0 0 1,400 0 420 0 0 : : : : Changes from: May 24, 2016 : : 2,390 1,790 0 0 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 87.9 1.4 0.4 0.0 0.0 11.3 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 14,090 : : Positions : : 13,160 10,530 200 90 0 0 3,030 0 200 100 300 : : : : Changes from: May 24, 2016 : : 2,700 1,800 0 0 0 0 600 0 -300 0 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 74.7 1.4 0.6 0.0 0.0 21.5 0.0 1.4 0.7 2.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . . 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 706,116 : : Positions : : 459,654 411,841 6,691 35,466 53,484 0 34,476 33,147 36,333 21,715 115,060 : : : : Changes from: May 24, 2016 : : 2,611 -3,734 -189 -2,063 803 0 -2,122 -258 -2,406 7,244 -3,085 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 58.3 0.9 5.0 7.6 0.0 4.9 4.7 5.1 3.1 16.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 17,195 : : Positions : : 9,565 17,075 7,475 0 120 0 0 0 0 0 0 : : : : Changes from: May 24, 2016 : : 90 90 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 99.3 43.5 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 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 21,085 : : Positions : : 19,750 10,330 1,050 10,595 25 0 75 0 0 45 0 : : : : Changes from: May 24, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 49.0 5.0 50.2 0.1 0.0 0.4 0.0 0.0 0.2 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 31, 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 18,675 : : Positions : : 17,635 8,480 600 10,120 0 0 75 0 0 0 0 : : : : Changes from: May 24, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 45.4 3.2 54.2 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 31, 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 24,931 : : Positions : : 23,431 20,866 0 3,585 280 900 0 0 200 200 0 : : : : Changes from: May 24, 2016 : : 200 200 0 50 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 83.7 0.0 14.4 1.1 3.6 0.0 0.0 0.8 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 17,290 : : Positions : : 16,592 13,100 0 3,985 130 200 0 0 50 75 0 : : : : Changes from: May 24, 2016 : : 125 125 0 50 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 75.8 0.0 23.0 0.8 1.2 0.0 0.0 0.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 25,060 : : Positions : : 23,225 24,020 1,200 0 270 0 400 0 0 350 0 : : : : Changes from: May 24, 2016 : : -1,395 -1,395 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 95.8 4.8 0.0 1.1 0.0 1.6 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 31, 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 18,460 : : Positions : : 16,595 18,115 1,280 155 190 0 0 0 0 0 0 : : : : Changes from: May 24, 2016 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 98.1 6.9 0.8 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 23,265 : : Positions : : 22,445 23,055 50 0 50 0 0 0 230 0 70 : : : : Changes from: May 24, 2016 : : 505 505 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 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 12 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 24,547 : : Positions : : 23,197 24,397 100 0 0 200 0 0 530 0 70 : : : : Changes from: May 24, 2016 : : 930 930 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 99.4 0.4 0.0 0.0 0.8 0.0 0.0 2.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 11 . 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 118,595 : : Positions : : 103,008 110,780 4,572 945 5,790 1,830 200 0 3,250 705 145 : : : : Changes from: May 24, 2016 : : 4,615 4,670 0 50 0 600 0 0 0 375 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 93.4 3.9 0.8 4.9 1.5 0.2 0.0 2.7 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 34 . . . . . 0 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 136,548 : : Positions : : 120,178 124,252 5,035 540 5,890 1,284 3,055 2,046 1,460 110 655 : : : : Changes from: May 24, 2016 : : 1,820 1,880 85 -50 0 145 270 405 60 25 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 91.0 3.7 0.4 4.3 0.9 2.2 1.5 1.1 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 39 36 . . . . 4 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 177,614 : : Positions : : 145,922 139,541 7,663 8,878 3,960 6,220 7,401 5,570 2,533 6,579 5,654 : : : : Changes from: May 24, 2016 : : 711 1,670 -324 -2,055 374 45 -116 -5 -303 616 103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 78.6 4.3 5.0 2.2 3.5 4.2 3.1 1.4 3.7 3.2 : : : : Number of Traders in Each Category Total Traders: 80 : : 42 47 4 . 4 4 4 . 9 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 128,161 : : Positions : : 110,879 116,499 8,867 6,218 1,809 3,220 0 900 1,720 1,970 690 : : : : Changes from: May 24, 2016 : : 740 3,410 -100 295 35 3,060 -25 -2,450 -10 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 90.9 6.9 4.9 1.4 2.5 0.0 0.7 1.3 1.5 0.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 37 32 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 41,225 : : Positions : : 37,700 37,860 515 0 1,735 655 700 265 200 520 140 : : : : Changes from: May 24, 2016 : : 75 225 0 0 0 -30 0 0 0 -180 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 91.8 1.2 0.0 4.2 1.6 1.7 0.6 0.5 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 35,365 : : Positions : : 33,090 33,020 375 0 1,725 0 275 0 0 170 175 : : : : Changes from: May 24, 2016 : : 150 375 0 0 0 0 0 0 0 -225 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 93.4 1.1 0.0 4.9 0.0 0.8 0.0 0.0 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 11 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 32,042 : : Positions : : 28,154 26,403 0 2,900 2,270 1,000 0 300 190 0 9 : : : : Changes from: May 24, 2016 : : 500 525 0 -25 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 82.4 0.0 9.1 7.1 3.1 0.0 0.9 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 28 25 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 15,535 : : Positions : : 14,350 14,710 285 0 675 0 0 0 225 0 0 : : : : Changes from: May 24, 2016 : : 105 120 15 0 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 94.7 1.8 0.0 4.3 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 20 14 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 273,162 : : Positions : : 236,500 239,219 0 16,077 12,743 19,154 0 4,041 238 745 336 : : : : Changes from: May 24, 2016 : : 4,107 3,407 0 848 4 -9 0 16 157 0 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 87.6 0.0 5.9 4.7 7.0 0.0 1.5 0.1 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 15 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 3,617,671 : : Positions : :2,968,305 2,319,993 0 1,028,342 219,226 395,890 0 34,250 0 15,860 0 : : : : Changes from: May 24, 2016 : : 86,770 74,080 0 12,690 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 64.1 0.0 28.4 6.1 10.9 0.0 0.9 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 31, 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 1,125,842 : : Positions : : 960,033 1,016,711 122,000 65,322 43,809 0 0 0 0 0 0 : : : : Changes from: May 24, 2016 : : 19,578 -74,022 -28,278 65,322 -45,501 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 90.3 10.8 5.8 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 31,223 : : Positions : : 25,271 22,199 654 3,941 2,078 810 1,585 0 1,546 846 514 : : : : Changes from: May 24, 2016 : : -122 -174 24 -54 4 0 0 0 -270 -10 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 71.1 2.1 12.6 6.7 2.6 5.1 0.0 5.0 2.7 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 22 . . 4 . . 0 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 21,402 : : Positions : : 19,076 14,951 180 5,700 440 360 0 0 675 30 251 : : : : Changes from: May 24, 2016 : : 325 205 0 45 0 0 0 0 10 -90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 69.9 0.8 26.6 2.1 1.7 0.0 0.0 3.2 0.1 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 41,661 : : Positions : : 36,490 22,969 1,597 13,427 335 50 3,965 45 2,629 415 445 : : : : Changes from: May 24, 2016 : : -631 43 10 0 0 0 0 0 714 50 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 55.1 3.8 32.2 0.8 0.1 9.5 0.1 6.3 1.0 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 26 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 22,802 : : Positions : : 21,084 16,108 177 5,802 659 310 0 0 0 175 0 : : : : Changes from: May 24, 2016 : : -105 165 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 70.6 0.8 25.4 2.9 1.4 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 16 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 24,576 : : Positions : : 20,403 18,291 2,343 2,286 1,420 0 560 0 0 1,621 393 : : : : Changes from: May 24, 2016 : : 170 90 0 130 0 0 0 0 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 74.4 9.5 9.3 5.8 0.0 2.3 0.0 0.0 6.6 1.6 : : : : 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 31, 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 15,780 : : Positions : : 13,222 12,676 1,676 2,028 380 0 200 0 10 200 120 : : : : Changes from: May 24, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 80.3 10.6 12.9 2.4 0.0 1.3 0.0 0.1 1.3 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 38,712 : : Positions : : 34,554 33,883 1,580 2,625 1,185 700 50 300 0 200 0 : : : : Changes from: May 24, 2016 : : 275 275 30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 87.5 4.1 6.8 3.1 1.8 0.1 0.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 25 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 16,809 : : Positions : : 15,335 14,339 910 2,400 0 0 0 0 438 0 39 : : : : Changes from: May 24, 2016 : : 370 390 0 0 0 0 0 0 20 0 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 85.3 5.4 14.3 0.0 0.0 0.0 0.0 2.6 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 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 14,582 : : Positions : : 12,720 12,179 605 2,255 59 0 0 0 1,097 0 34 : : : : Changes from: May 24, 2016 : : -45 -5 0 0 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 83.5 4.1 15.5 0.4 0.0 0.0 0.0 7.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 24 19 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 47,883 : : Positions : : 41,966 40,329 0 1,265 2,600 25 0 0 0 100 0 : : : : Changes from: May 24, 2016 : : 1,920 1,920 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 84.2 0.0 2.6 5.4 0.1 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 20 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 41,677 : : Positions : : 36,702 33,460 0 2,625 1,810 25 0 0 0 100 0 : : : : Changes from: May 24, 2016 : : 1,920 1,920 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 80.3 0.0 6.3 4.3 0.1 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 19 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 23,795 : : Positions : : 20,810 10,405 45 0 0 0 7,565 350 25 3,845 325 : : : : Changes from: May 24, 2016 : : 400 375 0 0 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 43.7 0.2 0.0 0.0 0.0 31.8 1.5 0.1 16.2 1.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . 0 0 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 22,075 : : Positions : : 19,360 9,465 45 0 0 0 7,355 475 0 3,375 0 : : : : Changes from: May 24, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 42.9 0.2 0.0 0.0 0.0 33.3 2.2 0.0 15.3 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 31, 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 24,228 : : Positions : : 17,241 22,521 0 0 0 1,230 0 495 4,050 0 0 : : : : Changes from: May 24, 2016 : : 927 927 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 93.0 0.0 0.0 0.0 5.1 0.0 2.0 16.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 9 0 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 21,511 : : Positions : : 14,904 20,079 0 0 0 1,400 0 280 3,775 0 50 : : : : Changes from: May 24, 2016 : : 830 995 0 0 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 93.3 0.0 0.0 0.0 6.5 0.0 1.3 17.5 0.0 0.2 : : : : 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 31, 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 32,142 : : Positions : : 31,245 18,860 50 0 0 0 12,680 0 150 427 0 : : : : Changes from: May 24, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 58.7 0.2 0.0 0.0 0.0 39.4 0.0 0.5 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 0 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 26,265 : : Positions : : 25,550 15,095 50 0 0 0 10,855 0 0 160 0 : : : : Changes from: May 24, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 57.5 0.2 0.0 0.0 0.0 41.3 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 31, 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 29,810 : : Positions : : 25,140 25,680 0 1,200 0 2,920 0 795 50 1,210 0 : : : : Changes from: May 24, 2016 : : 0 -75 0 0 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 86.1 0.0 4.0 0.0 9.8 0.0 2.7 0.2 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 11 0 . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 28,830 : : Positions : : 26,480 21,920 0 1,200 0 0 2,205 420 0 1,110 0 : : : : Changes from: May 24, 2016 : : 75 0 0 0 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 76.0 0.0 4.2 0.0 0.0 7.6 1.5 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 0 . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 114,162 : : Positions : : 82,116 102,121 0 1,675 1,635 21,225 0 100 2,645 2,190 417 : : : : Changes from: May 24, 2016 : : -840 -990 0 0 0 0 0 0 75 225 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 89.5 0.0 1.5 1.4 18.6 0.0 0.1 2.3 1.9 0.4 : : : : 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 31, 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 107,298 : : Positions : : 73,473 96,663 0 2,875 1,510 23,795 0 0 2,270 0 450 : : : : Changes from: May 24, 2016 : : 647 747 0 0 0 0 0 0 -65 -165 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 90.1 0.0 2.7 1.4 22.2 0.0 0.0 2.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 28 0 . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 15,615 : : Positions : : 14,835 13,905 0 1,170 0 0 300 0 600 0 0 : : : : Changes from: May 24, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 89.0 0.0 7.5 0.0 0.0 1.9 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 12 0 . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 : : 23,355 22,815 1,000 0 1,685 0 1,200 125 50 400 0 : : : : Changes from: May 24, 2016 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 81.4 3.6 0.0 6.0 0.0 4.3 0.4 0.2 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 21,975 : : Positions : : 18,270 17,400 0 455 2,625 0 400 125 0 0 0 : : : : Changes from: May 24, 2016 : : 75 75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 79.2 0.0 2.1 11.9 0.0 1.8 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 31, 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 : : 14,295 12,035 0 2,545 1,015 0 25 0 150 0 0 : : : : Changes from: May 24, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 74.5 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: 21 : : 15 9 0 . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 3, 2016