Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 123,368 : : Positions : : 29,413 32,241 6,863 9,664 12,077 8,503 37,047 12,715 47,220 12,790 5,591 : : : : Changes from: June 7, 2016 : : -2,291 1,123 336 -692 -98 2,244 -1,005 245 -1,171 -313 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 26.1 5.6 7.8 9.8 6.9 30.0 10.3 38.3 10.4 4.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 17 16 . . 5 . 4 5 15 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 22,214 : : Positions : : 3,974 10,388 226 3,549 749 788 3,455 421 13,602 1,546 1,936 : : : : Changes from: June 7, 2016 : : 173 253 65 310 -190 35 150 -95 450 70 -325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 46.8 1.0 16.0 3.4 3.5 15.6 1.9 61.2 7.0 8.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 11 8 . . . . . . 14 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 9,233 : : Positions : : 1,414 783 1,190 637 2,213 442 1,467 1,810 600 760 1,563 : : : : Changes from: June 7, 2016 : : -61 -87 23 -54 14 80 183 -56 -54 -54 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 8.5 12.9 6.9 24.0 4.8 15.9 19.6 6.5 8.2 16.9 : : : : 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 June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 165,021 : : Positions : : 95,959 125,148 12,768 917 9,772 18,857 2,158 3,714 9,398 9,012 13,891 : : : : Changes from: June 7, 2016 : : 283 -135 -20 154 592 -467 -197 189 402 307 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 75.8 7.7 0.6 5.9 11.4 1.3 2.3 5.7 5.5 8.4 : : : : Number of Traders in Each Category Total Traders: 90 : : 49 47 . . 4 6 4 8 11 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 43,832 : : Positions : : 39,653 37,686 0 1,802 2,536 156 360 0 1,281 1,242 206 : : : : Changes from: June 7, 2016 : : -2,209 -1,941 0 112 -202 0 -3 0 50 -327 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 86.0 0.0 4.1 5.8 0.4 0.8 0.0 2.9 2.8 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 23 0 . . . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 377,565 : : Positions : : 344,434 311,484 0 41,808 23,665 1,560 0 0 7,906 608 0 : : : : Changes from: June 7, 2016 : : -2,322 -783 0 -1,241 943 -344 0 0 642 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 82.5 0.0 11.1 6.3 0.4 0.0 0.0 2.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 20 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 1,550,173 : : Positions : :1,233,413 1,344,365 195,573 39,491 11,896 10,504 49,217 57,607 36,491 42,908 4,689 : : : : Changes from: June 7, 2016 : : -13,446 -3,400 16,513 -49 0 0 5,716 -369 0 800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 86.7 12.6 2.5 0.8 0.7 3.2 3.7 2.4 2.8 0.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 37 39 . . . . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 68,056 : : Positions : : 58,293 51,529 0 4,625 5,103 460 4,378 213 3,527 1,747 461 : : : : Changes from: June 7, 2016 : : 2,912 1,200 0 1,579 -1,137 460 -118 119 -585 126 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 75.7 0.0 6.8 7.5 0.7 6.4 0.3 5.2 2.6 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 24 0 . . . . . 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 404,025 : : Positions : : 238,298 348,209 106,623 0 54,880 0 608 0 3,904 8 320 : : : : Changes from: June 7, 2016 : : -1,304 992 2,296 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 86.2 26.4 0.0 13.6 0.0 0.2 0.0 1.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 402,982 : : Positions : : 350,009 336,175 7,269 21,975 35,472 1,600 728 8,632 0 0 0 : : : : Changes from: June 7, 2016 : : -499 2,726 0 -1,625 2,400 1,600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 83.4 1.8 5.5 8.8 0.4 0.2 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 27 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 39,733 : : Positions : : 34,838 35,340 1,526 2,473 711 974 0 467 580 85 126 : : : : Changes from: June 7, 2016 : : 490 682 0 -151 172 84 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 88.9 3.8 6.2 1.8 2.5 0.0 1.2 1.5 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 55,098 : : Positions : : 51,271 45,627 2,990 9,440 0 0 0 0 290 0 0 : : : : Changes from: June 7, 2016 : : 1,195 895 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 82.8 5.4 17.1 0.0 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 30 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 78,730 : : Positions : : 74,601 66,958 2,460 11,280 395 0 50 0 929 0 0 : : : : Changes from: June 7, 2016 : : 810 525 0 340 0 0 0 0 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 85.0 3.1 14.3 0.5 0.0 0.1 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 29 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 18,995 : : Positions : : 15,038 16,230 875 0 1,970 0 0 0 550 675 0 : : : : Changes from: June 7, 2016 : : -1,181 -1,585 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 85.4 4.6 0.0 10.4 0.0 0.0 0.0 2.9 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 13 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 324,288 : : Positions : : 243,016 323,536 77,256 0 0 0 0 0 3,264 0 752 : : : : Changes from: June 7, 2016 : : -8,952 -9,016 360 0 0 0 0 0 800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 99.8 23.8 0.0 0.0 0.0 0.0 0.0 1.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 17 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 9,747 : : Positions : : 7,534 8,480 0 19 130 1,137 93 84 640 822 84 : : : : Changes from: June 7, 2016 : : -961 -1,008 0 -21 0 -125 22 -2 -84 129 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 87.0 0.0 0.2 1.3 11.7 1.0 0.9 6.6 8.4 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 13,505 : : Positions : : 6,095 13,035 0 350 0 1,800 0 0 5,550 0 0 : : : : Changes from: June 7, 2016 : : -950 -750 0 -50 0 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 96.5 0.0 2.6 0.0 13.3 0.0 0.0 41.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 12,260 : : Positions : : 8,555 10,185 645 1,150 50 350 0 100 1,400 300 475 : : : : Changes from: June 7, 2016 : : -260 -560 0 600 0 350 -150 100 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 83.1 5.3 9.4 0.4 2.9 0.0 0.8 11.4 2.4 3.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 15 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 8,193 : : Positions : : 7,913 8,010 175 0 0 0 0 0 0 0 0 : : : : Changes from: June 7, 2016 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 97.8 2.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 26,031 : : Positions : : 21,846 22,441 1,845 130 2,090 0 0 0 250 1,250 0 : : : : Changes from: June 7, 2016 : : -1,805 -1,365 825 20 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 86.2 7.1 0.5 8.0 0.0 0.0 0.0 1.0 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 22,736 : : Positions : : 19,286 19,691 485 170 2,135 50 0 0 0 75 600 : : : : Changes from: June 7, 2016 : : 70 -89 -200 -20 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 86.6 2.1 0.7 9.4 0.2 0.0 0.0 0.0 0.3 2.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 18 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 23,803 : : Positions : : 19,461 18,271 2,040 3,504 1,072 497 0 0 432 252 43 : : : : Changes from: June 7, 2016 : : -1,156 -927 -21 -400 0 -171 0 0 21 63 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 76.8 8.6 14.7 4.5 2.1 0.0 0.0 1.8 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 56,956 : : Positions : : 50,859 46,733 1,221 1,761 2,803 0 232 41 1,211 4,559 676 : : : : Changes from: June 7, 2016 : : 116 -547 0 20 -10 -18 10 -10 0 610 -382 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 82.1 2.1 3.1 4.9 0.0 0.4 0.1 2.1 8.0 1.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 26 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 72,980 : : Positions : : 62,929 59,663 1,153 2,459 2,813 110 711 288 1,093 2,447 4,564 : : : : Changes from: June 7, 2016 : : -271 -639 0 -120 125 -16 123 -55 -110 279 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 81.8 1.6 3.4 3.9 0.2 1.0 0.4 1.5 3.4 6.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 31 33 . . . . 4 . . 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 47,585 : : Positions : : 44,010 44,605 1,720 2,360 620 0 0 0 880 0 0 : : : : Changes from: June 7, 2016 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 93.7 3.6 5.0 1.3 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 55,170 : : Positions : : 50,905 51,950 2,155 2,670 550 0 0 0 1,525 0 0 : : : : Changes from: June 7, 2016 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 94.2 3.9 4.8 1.0 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 19 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 349,698 : : Positions : : 294,017 292,916 2,181 12,735 13,348 0 3,392 0 35,870 23,025 4,282 : : : : Changes from: June 7, 2016 : : 10,824 10,432 0 -1,600 0 0 -816 0 -2,808 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 83.8 0.6 3.6 3.8 0.0 1.0 0.0 10.3 6.6 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 26 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 27,756 : : Positions : : 22,295 21,488 465 614 621 234 400 937 1,376 1,718 1,723 : : : : Changes from: June 7, 2016 : : 37 -513 0 129 0 -42 0 0 -379 0 127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 77.4 1.7 2.2 2.2 0.8 1.4 3.4 5.0 6.2 6.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 30 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 38,012 : : Positions : : 23,856 35,946 12,870 0 0 77 648 0 1,082 1,291 127 : : : : Changes from: June 7, 2016 : : -768 -768 -154 0 0 0 0 0 0 -154 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 94.6 33.9 0.0 0.0 0.2 1.7 0.0 2.8 3.4 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 12 . 0 0 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 292,497 : : Positions : : 232,196 282,753 51,081 140 9,220 0 384 0 0 0 0 : : : : Changes from: June 7, 2016 : : -800 -800 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 96.7 17.5 0.0 3.2 0.0 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 16 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 22,519 : : Positions : : 18,641 21,837 2,967 0 106 403 0 0 172 129 0 : : : : Changes from: June 7, 2016 : : 106 63 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 97.0 13.2 0.0 0.5 1.8 0.0 0.0 0.8 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 13,463 : : Positions : : 9,418 10,653 1,266 1,006 20 1,173 0 0 710 0 662 : : : : Changes from: June 7, 2016 : : 212 909 762 -21 0 -86 0 0 -43 0 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 79.1 9.4 7.5 0.1 8.7 0.0 0.0 5.3 0.0 4.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 156,455 : : Positions : : 134,586 144,338 12,188 6,243 408 7,777 0 0 736 4,706 760 : : : : Changes from: June 7, 2016 : : 9,392 15,296 5,090 -814 -3,882 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 92.3 7.8 4.0 0.3 5.0 0.0 0.0 0.5 3.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 18,343 : : Positions : : 16,111 10,550 1,569 3,848 63 0 2,112 43 0 789 407 : : : : Changes from: June 7, 2016 : : 236 27 0 295 -41 0 0 0 0 -86 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 57.5 8.6 21.0 0.3 0.0 11.5 0.2 0.0 4.3 2.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 23 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 184,383 : : Positions : : 171,496 113,706 12,094 60,989 0 0 7,399 793 0 1,496 0 : : : : Changes from: June 7, 2016 : : 4,304 5,104 0 0 0 0 0 0 0 -800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 61.7 6.6 33.1 0.0 0.0 4.0 0.4 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 8,625 : : Positions : : 7,025 7,815 825 0 0 0 100 0 0 360 250 : : : : Changes from: June 7, 2016 : : -100 40 0 0 0 0 0 0 0 -140 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 90.6 9.6 0.0 0.0 0.0 1.2 0.0 0.0 4.2 2.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 15 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 9,215 : : Positions : : 7,830 8,430 1,155 0 0 0 300 0 100 375 0 : : : : Changes from: June 7, 2016 : : 1,570 1,670 0 0 0 0 0 0 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 91.5 12.5 0.0 0.0 0.0 3.3 0.0 1.1 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . 0 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 24,999 : : Positions : : 13,598 21,110 7,329 0 3,378 304 0 0 390 511 0 : : : : Changes from: June 7, 2016 : : -77 177 -50 0 0 304 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 84.4 29.3 0.0 13.5 1.2 0.0 0.0 1.6 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 16 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 13,810 : : Positions : : 12,810 10,205 150 0 0 0 3,230 0 350 100 200 : : : : Changes from: June 7, 2016 : : 100 0 0 0 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 73.9 1.1 0.0 0.0 0.0 23.4 0.0 2.5 0.7 1.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . 0 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 718,366 : : Positions : : 471,037 404,106 7,172 30,032 58,690 0 36,033 33,550 41,065 51,865 104,090 : : : : Changes from: June 7, 2016 : : -7,308 -16,524 124 -3,171 3,190 0 259 268 874 13,153 -7,214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 56.3 1.0 4.2 8.2 0.0 5.0 4.7 5.7 7.2 14.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . . . 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 19,900 : : Positions : : 18,655 9,715 1,000 10,140 0 0 0 0 0 45 0 : : : : Changes from: June 7, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 48.8 5.0 51.0 0.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 23,506 : : Positions : : 21,906 19,841 0 3,160 305 1,075 0 0 100 200 0 : : : : Changes from: June 7, 2016 : : 100 100 0 100 -100 200 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 84.4 0.0 13.4 1.3 4.6 0.0 0.0 0.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 16,440 : : Positions : : 15,662 12,350 0 3,510 255 175 0 0 50 325 0 : : : : Changes from: June 7, 2016 : : 170 -10 0 80 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 75.1 0.0 21.4 1.6 1.1 0.0 0.0 0.3 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 23,720 : : Positions : : 21,885 22,830 1,300 0 170 0 400 0 0 300 0 : : : : Changes from: June 7, 2016 : : 60 150 0 0 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 96.2 5.5 0.0 0.7 0.0 1.7 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 21,730 : : Positions : : 20,940 21,590 0 0 0 0 0 0 330 0 70 : : : : Changes from: June 7, 2016 : : -400 -400 -100 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 99.4 0.0 0.0 0.0 0.0 0.0 0.0 1.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 11 0 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 23,482 : : Positions : : 22,167 23,342 0 0 0 200 0 0 630 0 70 : : : : Changes from: June 7, 2016 : : 0 0 -100 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 99.4 0.0 0.0 0.0 0.9 0.0 0.0 2.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 11 0 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 114,728 : : Positions : : 100,908 104,863 3,960 2,250 5,190 1,620 175 80 2,775 1,785 195 : : : : Changes from: June 7, 2016 : : 1,885 1,265 135 255 295 0 0 0 0 500 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 91.4 3.5 2.0 4.5 1.4 0.2 0.1 2.4 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 33 29 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 132,926 : : Positions : : 117,484 117,686 5,172 1,965 5,115 1,475 3,325 1,655 1,300 2,275 725 : : : : Changes from: June 7, 2016 : : 2,990 1,865 450 300 80 -100 100 -50 0 1,075 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 88.5 3.9 1.5 3.8 1.1 2.5 1.2 1.0 1.7 0.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 38 33 . . . . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 177,432 : : Positions : : 144,289 137,805 7,654 7,655 4,296 6,125 7,108 5,620 4,264 9,807 5,110 : : : : Changes from: June 7, 2016 : : 3,504 2,073 -328 164 723 -40 -288 -35 1,602 2,788 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 77.7 4.3 4.3 2.4 3.5 4.0 3.2 2.4 5.5 2.9 : : : : Number of Traders in Each Category Total Traders: 80 : : 43 46 4 . 4 4 4 . 10 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 127,890 : : Positions : : 110,140 117,465 8,231 3,395 3,050 3,220 0 900 1,735 2,515 565 : : : : Changes from: June 7, 2016 : : 3,705 4,075 -200 -940 975 50 0 0 0 495 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 91.8 6.4 2.7 2.4 2.5 0.0 0.7 1.4 2.0 0.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 37 32 . . . . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 39,630 : : Positions : : 35,670 36,835 625 210 1,075 870 700 200 580 0 610 : : : : Changes from: June 7, 2016 : : -300 325 260 210 -660 150 0 0 380 -45 205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 92.9 1.6 0.5 2.7 2.2 1.8 0.5 1.5 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 11 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 34,515 : : Positions : : 31,380 32,935 625 50 1,075 50 200 50 1,110 0 205 : : : : Changes from: June 7, 2016 : : -500 250 300 50 -650 0 0 0 500 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 95.4 1.8 0.1 3.1 0.1 0.6 0.1 3.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 33,703 : : Positions : : 29,824 28,598 90 2,395 2,195 1,000 0 300 199 0 0 : : : : Changes from: June 7, 2016 : : 2,250 2,310 90 -30 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 84.9 0.3 7.1 6.5 3.0 0.0 0.9 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 28 26 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 14,821 : : Positions : : 13,636 14,036 325 0 635 0 0 0 225 0 0 : : : : Changes from: June 7, 2016 : : -694 -624 40 0 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 94.7 2.2 0.0 4.3 0.0 0.0 0.0 1.5 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 June 14, 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 264,446 : : Positions : : 225,321 234,103 0 9,592 15,518 18,591 0 4,307 291 635 291 : : : : Changes from: June 7, 2016 : : -1,389 286 0 -1,759 1,533 -98 0 120 14 0 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 88.5 0.0 3.6 5.9 7.0 0.0 1.6 0.1 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 14 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 3,436,752 : : Positions : :2,800,266 2,304,674 0 868,262 213,706 388,530 0 34,250 0 15,860 0 : : : : Changes from: June 7, 2016 : : -41,079 29,361 0 -70,440 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 67.1 0.0 25.3 6.2 11.3 0.0 1.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 1,107,658 : : Positions : : 946,265 975,127 119,792 90,930 41,601 0 0 0 0 0 0 : : : : Changes from: June 7, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 88.0 10.8 8.2 3.8 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 June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C52 Open Interest is 76,000 : : Positions : : 68,800 37,000 3,000 39,000 0 4,000 0 0 0 0 0 : : : : Changes from: June 7, 2016 : : -30,272 -16,280 -1,320 -17,160 0 -1,760 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 48.7 3.9 51.3 0.0 5.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 28,427 : : Positions : : 22,074 20,021 854 3,274 2,223 335 1,550 0 2,142 800 484 : : : : Changes from: June 7, 2016 : : -1,612 -1,341 0 -485 360 -400 0 0 146 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 70.4 3.0 11.5 7.8 1.2 5.5 0.0 7.5 2.8 1.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 21 . . 4 . . 0 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 20,509 : : Positions : : 18,058 14,713 210 4,905 580 360 0 0 635 0 281 : : : : Changes from: June 7, 2016 : : 55 -110 0 95 0 0 0 0 -70 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 71.7 1.0 23.9 2.8 1.8 0.0 0.0 3.1 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 41,201 : : Positions : : 35,485 22,472 1,120 12,957 387 50 3,855 45 3,334 700 755 : : : : Changes from: June 7, 2016 : : 264 -231 -375 40 117 0 -60 0 -50 90 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 54.5 2.7 31.4 0.9 0.1 9.4 0.1 8.1 1.7 1.8 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 27 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 22,134 : : Positions : : 20,424 15,528 72 5,767 634 265 0 0 0 62 0 : : : : Changes from: June 7, 2016 : : 480 545 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 70.2 0.3 26.1 2.9 1.2 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 16 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 24,430 : : Positions : : 19,237 18,310 2,463 1,601 2,255 0 490 0 0 1,311 458 : : : : Changes from: June 7, 2016 : : 264 404 0 -100 100 0 0 0 0 -40 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 74.9 10.1 6.6 9.2 0.0 2.0 0.0 0.0 5.4 1.9 : : : : 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 June 14, 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 15,752 : : Positions : : 13,410 12,494 1,751 2,315 305 0 175 0 154 175 120 : : : : Changes from: June 7, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 79.3 11.1 14.7 1.9 0.0 1.1 0.0 1.0 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 39,893 : : Positions : : 35,779 35,553 1,630 2,435 1,125 700 50 300 0 200 0 : : : : Changes from: June 7, 2016 : : 2,110 2,440 120 0 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 89.1 4.1 6.1 2.8 1.8 0.1 0.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 24 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 16,203 : : Positions : : 14,445 13,744 965 2,385 0 0 0 0 465 0 18 : : : : Changes from: June 7, 2016 : : 45 -55 0 120 0 0 0 0 20 0 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 84.8 6.0 14.7 0.0 0.0 0.0 0.0 2.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 15 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 13,856 : : Positions : : 12,080 11,639 625 2,112 14 0 0 0 1,043 0 49 : : : : Changes from: June 7, 2016 : : 160 40 0 120 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 84.0 4.5 15.2 0.1 0.0 0.0 0.0 7.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 18 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 49,470 : : Positions : : 43,559 41,159 0 1,895 2,600 0 0 0 0 150 0 : : : : Changes from: June 7, 2016 : : 1,725 425 0 1,200 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 83.2 0.0 3.8 5.3 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 20 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 43,690 : : Positions : : 38,603 35,083 0 3,255 1,810 0 0 0 0 50 0 : : : : Changes from: June 7, 2016 : : 1,665 465 0 1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 80.3 0.0 7.5 4.1 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 20 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 23,340 : : Positions : : 20,340 9,515 0 0 0 0 8,415 0 325 3,645 525 : : : : Changes from: June 7, 2016 : : 190 140 0 0 0 0 200 0 50 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 40.8 0.0 0.0 0.0 0.0 36.1 0.0 1.4 15.6 2.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 0 0 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 20,910 : : Positions : : 18,790 8,165 0 0 0 0 8,030 0 0 3,375 0 : : : : Changes from: June 7, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 39.0 0.0 0.0 0.0 0.0 38.4 0.0 0.0 16.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 0 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 24,123 : : Positions : : 17,651 22,591 0 0 0 1,240 0 485 3,700 0 0 : : : : Changes from: June 7, 2016 : : 1,000 700 0 0 0 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 93.6 0.0 0.0 0.0 5.1 0.0 2.0 15.3 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 June 14, 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 21,381 : : Positions : : 14,296 19,844 0 0 0 1,345 0 280 4,025 0 0 : : : : Changes from: June 7, 2016 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 92.8 0.0 0.0 0.0 6.3 0.0 1.3 18.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 9 0 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 31,775 : : Positions : : 30,980 18,270 0 0 0 0 12,630 0 50 650 100 : : : : Changes from: June 7, 2016 : : 240 140 0 0 0 0 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 57.5 0.0 0.0 0.0 0.0 39.7 0.0 0.2 2.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 8 0 0 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 31,924 : : Positions : : 26,434 26,704 0 1,200 0 3,850 200 490 50 2,185 75 : : : : Changes from: June 7, 2016 : : 2,104 2,629 0 0 0 675 200 -50 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 83.6 0.0 3.8 0.0 12.1 0.6 1.5 0.2 6.8 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 11 0 . 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 28,280 : : Positions : : 25,680 20,670 0 1,200 0 0 2,025 420 0 1,785 175 : : : : Changes from: June 7, 2016 : : -150 200 0 0 0 0 0 0 0 -350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 73.1 0.0 4.2 0.0 0.0 7.2 1.5 0.0 6.3 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 11 0 . 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 116,335 : : Positions : : 84,543 105,508 0 1,785 1,455 21,010 0 0 3,270 1,715 265 : : : : Changes from: June 7, 2016 : : 4,824 4,749 0 0 0 -275 0 0 -350 -550 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 90.7 0.0 1.5 1.3 18.1 0.0 0.0 2.8 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 24 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 106,027 : : Positions : : 72,441 95,646 0 2,985 1,330 23,985 0 0 2,200 65 760 : : : : Changes from: June 7, 2016 : : 953 603 0 0 0 0 0 0 -650 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 90.2 0.0 2.8 1.3 22.6 0.0 0.0 2.1 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 26 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 18,620 : : Positions : : 17,245 17,300 0 170 670 50 0 125 0 0 0 : : : : Changes from: June 7, 2016 : : 360 240 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 92.9 0.0 0.9 3.6 0.3 0.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 17 12 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 15,905 : : Positions : : 14,825 14,385 0 690 300 0 300 0 600 0 0 : : : : Changes from: June 7, 2016 : : 120 0 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 90.4 0.0 4.3 1.9 0.0 1.9 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 11 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 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 28,645 : : Positions : : 23,000 22,215 840 5 2,145 0 1,475 300 50 200 0 : : : : Changes from: June 7, 2016 : : 480 655 0 0 0 0 -175 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 77.6 2.9 0.0 7.5 0.0 5.1 1.0 0.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 14, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 22,420 : : Positions : : 18,615 15,755 0 2,560 1,400 0 300 125 0 0 0 : : : : Changes from: June 7, 2016 : : 1,575 -765 -130 2,210 -1,095 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 70.3 0.0 11.4 6.2 0.0 1.3 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 0 . . 0 . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 17, 2016