Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 126,583 : : Positions : : 28,385 32,338 8,114 9,120 10,915 10,734 39,469 14,069 47,035 13,252 6,303 : : : : Changes from: June 14, 2016 : : -1,027 97 1,251 -544 -1,162 2,231 2,423 1,354 -185 462 712 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 25.5 6.4 7.2 8.6 8.5 31.2 11.1 37.2 10.5 5.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 16 15 . . 5 . 5 5 15 14 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 21,753 : : Positions : : 3,811 9,730 0 3,798 939 698 3,250 457 13,387 1,501 1,898 : : : : Changes from: June 14, 2016 : : -163 -658 -226 249 190 -90 -205 36 -215 -45 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 44.7 0.0 17.5 4.3 3.2 14.9 2.1 61.5 6.9 8.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 10 8 0 4 . . . . 15 . 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 9,527 : : Positions : : 1,596 997 1,164 667 2,204 642 1,545 1,755 607 799 1,559 : : : : Changes from: June 14, 2016 : : 182 215 -27 31 -9 200 78 -55 7 39 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 10.5 12.2 7.0 23.1 6.7 16.2 18.4 6.4 8.4 16.4 : : : : 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 21, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 166,046 : : Positions : : 96,883 126,174 12,658 1,250 9,447 20,311 2,449 3,382 9,396 9,503 13,392 : : : : Changes from: June 14, 2016 : : 924 1,026 -110 334 -325 1,455 291 -332 -2 491 -499 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 76.0 7.6 0.8 5.7 12.2 1.5 2.0 5.7 5.7 8.1 : : : : Number of Traders in Each Category Total Traders: 90 : : 49 47 . . 4 6 4 8 13 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 44,248 : : Positions : : 39,829 38,254 0 1,681 2,482 131 358 25 1,575 1,242 206 : : : : Changes from: June 14, 2016 : : 176 568 0 -121 -54 -25 -2 25 294 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 86.5 0.0 3.8 5.6 0.3 0.8 0.1 3.6 2.8 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 23 0 . . . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 370,806 : : Positions : : 339,971 306,789 0 39,400 23,665 2,248 0 0 4,578 608 344 : : : : Changes from: June 14, 2016 : : -4,463 -4,695 0 -2,408 0 688 0 0 -3,328 0 344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 82.7 0.0 10.6 6.4 0.6 0.0 0.0 1.2 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 1,561,197 : : Positions : :1,240,052 1,365,939 195,573 39,123 11,896 10,119 30,009 63,553 35,315 45,988 4,689 : : : : Changes from: June 14, 2016 : : 6,639 21,574 0 -368 0 -385 -19,208 5,946 -1,176 3,080 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 87.5 12.5 2.5 0.8 0.6 1.9 4.1 2.3 2.9 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 21, 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 69,178 : : Positions : : 59,237 52,049 0 4,541 5,287 460 4,510 281 3,399 1,997 513 : : : : Changes from: June 14, 2016 : : 945 519 0 -84 184 0 131 69 -128 250 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 75.2 0.0 6.6 7.6 0.7 6.5 0.4 4.9 2.9 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 21, 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 387,840 : : Positions : : 237,323 332,024 92,101 0 54,880 0 608 0 3,216 8 320 : : : : Changes from: June 14, 2016 : : -975 -16,185 -14,522 0 0 0 0 0 -688 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 85.6 23.7 0.0 14.2 0.0 0.2 0.0 0.8 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 21, 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 404,294 : : Positions : : 350,521 337,487 7,269 21,975 35,472 2,400 728 8,632 0 0 0 : : : : Changes from: June 14, 2016 : : 512 1,312 0 0 0 800 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 83.5 1.8 5.4 8.8 0.6 0.2 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 26 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 38,287 : : Positions : : 33,095 34,722 1,526 1,436 879 974 0 467 640 82 66 : : : : Changes from: June 14, 2016 : : -1,743 -618 0 -1,037 168 0 0 0 60 -3 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 90.7 4.0 3.8 2.3 2.5 0.0 1.2 1.7 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 26 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 56,520 : : Positions : : 52,626 47,057 3,020 9,440 0 0 0 0 290 0 0 : : : : Changes from: June 14, 2016 : : 1,355 1,430 30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 83.3 5.3 16.7 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 21, 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 85,365 : : Positions : : 81,131 71,103 2,510 13,730 435 0 50 0 944 0 0 : : : : Changes from: June 14, 2016 : : 6,530 4,145 50 2,450 40 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 83.3 2.9 16.1 0.5 0.0 0.1 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 29 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 20,040 : : Positions : : 15,783 17,275 875 0 1,970 0 0 0 850 675 0 : : : : Changes from: June 14, 2016 : : 745 1,045 0 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 86.2 4.4 0.0 9.8 0.0 0.0 0.0 4.2 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 324,664 : : Positions : : 241,792 323,912 78,856 0 0 0 0 0 3,264 0 752 : : : : Changes from: June 14, 2016 : : -1,224 376 1,600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 99.8 24.3 0.0 0.0 0.0 0.0 0.0 1.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 17 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 9,641 : : Positions : : 7,556 8,349 0 19 130 1,011 116 84 640 822 84 : : : : Changes from: June 14, 2016 : : 22 -131 0 0 0 -126 23 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 86.6 0.0 0.2 1.3 10.5 1.2 0.9 6.6 8.5 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 21, 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 13,555 : : Positions : : 6,345 13,085 0 350 0 1,800 0 0 5,350 0 0 : : : : Changes from: June 14, 2016 : : 250 50 0 0 0 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 96.5 0.0 2.6 0.0 13.3 0.0 0.0 39.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 12,270 : : Positions : : 8,545 10,195 645 1,150 50 350 0 100 1,480 300 475 : : : : Changes from: June 14, 2016 : : -10 10 0 0 0 0 0 0 80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 83.1 5.3 9.4 0.4 2.9 0.0 0.8 12.1 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 21, 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 14, 2016 : : 0 0 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 21, 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 27,041 : : Positions : : 23,131 23,426 1,545 130 2,115 0 0 0 250 1,250 0 : : : : Changes from: June 14, 2016 : : 1,285 985 -300 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 86.6 5.7 0.5 7.8 0.0 0.0 0.0 0.9 4.6 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 21, 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 23,237 : : Positions : : 19,852 20,007 235 170 2,320 50 0 0 0 75 600 : : : : Changes from: June 14, 2016 : : 566 316 -250 0 185 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 86.1 1.0 0.7 10.0 0.2 0.0 0.0 0.0 0.3 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 20 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 23,273 : : Positions : : 18,887 17,956 2,040 3,139 1,093 497 0 0 411 294 87 : : : : Changes from: June 14, 2016 : : -574 -315 0 -365 21 0 0 0 -21 42 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 77.2 8.8 13.5 4.7 2.1 0.0 0.0 1.8 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 22 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 57,927 : : Positions : : 51,660 48,074 1,221 1,761 2,803 85 222 6 1,261 4,164 751 : : : : Changes from: June 14, 2016 : : 801 1,341 0 0 0 85 -10 -35 50 -395 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 83.0 2.1 3.0 4.8 0.1 0.4 0.0 2.2 7.2 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 27 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 75,773 : : Positions : : 65,660 60,869 1,153 2,834 2,851 110 744 332 1,144 3,625 4,483 : : : : Changes from: June 14, 2016 : : 2,731 1,206 0 375 38 0 33 44 51 1,178 -81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 80.3 1.5 3.7 3.8 0.1 1.0 0.4 1.5 4.8 5.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 34 . . . . 4 . 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 51,830 : : Positions : : 48,255 48,850 1,720 2,360 620 0 0 0 880 0 0 : : : : Changes from: June 14, 2016 : : 4,245 4,245 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 94.3 3.3 4.6 1.2 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 59,525 : : Positions : : 55,260 56,305 2,255 2,770 450 0 0 0 1,525 0 0 : : : : Changes from: June 14, 2016 : : 4,355 4,355 100 100 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 94.6 3.8 4.7 0.8 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 19 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 354,207 : : Positions : : 295,226 298,625 2,181 12,735 13,348 0 3,392 0 40,370 23,025 3,082 : : : : Changes from: June 14, 2016 : : 1,209 5,709 0 0 0 0 0 0 4,500 0 -1,200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 84.3 0.6 3.6 3.8 0.0 1.0 0.0 11.4 6.5 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 27 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 28,285 : : Positions : : 22,816 22,267 529 635 600 234 400 937 1,610 1,737 1,454 : : : : Changes from: June 14, 2016 : : 521 779 64 21 -21 0 0 0 234 19 -269 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 78.7 1.9 2.2 2.1 0.8 1.4 3.3 5.7 6.1 5.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 29 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 38,162 : : Positions : : 24,131 36,121 12,670 0 0 77 648 0 1,082 1,191 202 : : : : Changes from: June 14, 2016 : : 275 175 -200 0 0 0 0 0 0 -100 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 94.7 33.2 0.0 0.0 0.2 1.7 0.0 2.8 3.1 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 13 . 0 0 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 293,257 : : Positions : : 232,956 264,713 51,081 140 9,220 0 19,184 0 0 0 0 : : : : Changes from: June 14, 2016 : : 760 -18,040 0 0 0 0 18,800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 90.3 17.4 0.0 3.1 0.0 6.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 22,581 : : Positions : : 18,702 20,881 2,924 0 149 403 1,018 0 215 129 0 : : : : Changes from: June 14, 2016 : : 61 -956 -43 0 43 0 1,018 0 43 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 92.5 12.9 0.0 0.7 1.8 4.5 0.0 1.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 20 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 14,163 : : Positions : : 9,395 10,946 1,817 1,026 42 1,173 86 0 732 129 662 : : : : Changes from: June 14, 2016 : : -23 293 551 20 22 0 86 0 22 129 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 77.3 12.8 7.2 0.3 8.3 0.6 0.0 5.2 0.9 4.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 173,327 : : Positions : : 134,586 154,914 27,076 9,755 408 7,777 0 0 1,536 6,306 760 : : : : Changes from: June 14, 2016 : : 0 10,576 14,888 3,512 0 0 0 0 800 1,600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 89.4 15.6 5.6 0.2 4.5 0.0 0.0 0.9 3.6 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 18,662 : : Positions : : 16,219 10,780 1,569 3,848 63 0 2,155 43 0 855 387 : : : : Changes from: June 14, 2016 : : 108 230 0 0 0 0 43 0 0 66 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 57.8 8.4 20.6 0.3 0.0 11.5 0.2 0.0 4.6 2.1 : : : : 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 21, 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 185,959 : : Positions : : 173,072 114,907 12,094 60,989 0 0 7,774 793 0 1,496 0 : : : : Changes from: June 14, 2016 : : 1,576 1,201 0 0 0 0 375 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 61.8 6.5 32.8 0.0 0.0 4.2 0.4 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 : : 6,825 7,715 825 0 0 0 100 0 0 260 450 : : : : Changes from: June 14, 2016 : : -200 -100 0 0 0 0 0 0 0 -100 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 89.4 9.6 0.0 0.0 0.0 1.2 0.0 0.0 3.0 5.2 : : : : 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 21, 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 9,305 : : Positions : : 7,920 8,520 1,155 0 0 0 300 0 100 375 0 : : : : Changes from: June 14, 2016 : : 90 90 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 91.6 12.4 0.0 0.0 0.0 3.2 0.0 1.1 4.0 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 21, 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 25,280 : : Positions : : 13,626 20,930 7,582 0 3,378 304 385 0 390 587 0 : : : : Changes from: June 14, 2016 : : 28 -180 253 0 0 0 385 0 0 76 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 82.8 30.0 0.0 13.4 1.2 1.5 0.0 1.5 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 210,712 : : Positions : : 148,472 156,760 8,288 0 53,952 0 0 0 0 0 0 : : : : Changes from: June 14, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 74.4 3.9 0.0 25.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 14,200 : : Positions : : 13,150 10,595 150 0 0 0 3,230 0 400 100 200 : : : : Changes from: June 14, 2016 : : 340 390 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 74.6 1.1 0.0 0.0 0.0 22.7 0.0 2.8 0.7 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . 0 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 715,852 : : Positions : : 469,254 402,300 7,094 29,985 58,651 0 35,805 33,534 40,926 51,942 103,635 : : : : Changes from: June 14, 2016 : : -1,783 -1,805 -78 -48 -39 0 -228 -16 -140 76 -455 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 56.2 1.0 4.2 8.2 0.0 5.0 4.7 5.7 7.3 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 21, 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 14, 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 21, 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 14, 2016 : : 0 0 0 0 0 0 0 0 0 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 21, 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 14, 2016 : : 0 0 0 0 0 0 0 0 0 0 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 21, 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 23,690 : : Positions : : 22,110 22,520 1,250 0 220 0 600 0 0 300 0 : : : : Changes from: June 14, 2016 : : 225 -310 -50 0 50 0 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 95.1 5.3 0.0 0.9 0.0 2.5 0.0 0.0 1.3 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 June 21, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 17,530 : : Positions : : 15,755 17,035 1,230 105 190 0 200 0 0 0 0 : : : : Changes from: June 14, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 97.2 7.0 0.6 1.1 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 8 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 14, 2016 : : 0 0 0 0 0 0 0 0 0 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 21, 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 23,462 : : Positions : : 22,117 23,342 0 0 0 200 0 0 680 0 50 : : : : Changes from: June 14, 2016 : : -50 0 0 0 0 0 0 0 50 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 99.5 0.0 0.0 0.0 0.9 0.0 0.0 2.9 0.0 0.2 : : : : 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 21, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 116,523 : : Positions : : 102,453 106,658 4,010 2,250 5,190 1,820 175 80 2,775 1,785 195 : : : : Changes from: June 14, 2016 : : 1,545 1,795 50 0 0 200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 91.5 3.4 1.9 4.5 1.6 0.2 0.1 2.4 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 33 30 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 134,073 : : Positions : : 118,431 118,381 5,222 1,965 5,115 1,675 3,327 1,655 1,300 2,775 675 : : : : Changes from: June 14, 2016 : : 947 695 50 0 0 200 2 0 0 500 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 88.3 3.9 1.5 3.8 1.2 2.5 1.2 1.0 2.1 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 21, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 175,646 : : Positions : : 143,813 137,000 6,341 7,272 4,330 5,841 6,510 5,750 4,329 9,695 5,063 : : : : Changes from: June 14, 2016 : : -476 -805 -1,313 -383 34 -284 -598 130 65 -112 -47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 78.0 3.6 4.1 2.5 3.3 3.7 3.3 2.5 5.5 2.9 : : : : Number of Traders in Each Category Total Traders: 78 : : 43 46 4 . 4 4 4 4 7 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 128,244 : : Positions : : 110,534 117,514 8,291 3,430 3,050 3,220 0 900 1,485 2,635 715 : : : : Changes from: June 14, 2016 : : 394 49 60 35 0 0 0 0 -250 120 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 91.6 6.5 2.7 2.4 2.5 0.0 0.7 1.2 2.1 0.6 : : : : 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 21, 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 39,705 : : Positions : : 35,745 36,910 625 210 1,075 870 700 200 580 0 610 : : : : Changes from: June 14, 2016 : : 75 75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 93.0 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 21, 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 14, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 21, 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 33,923 : : Positions : : 30,054 28,638 60 2,575 2,195 1,000 0 300 50 0 0 : : : : Changes from: June 14, 2016 : : 230 40 -30 180 0 0 0 0 -149 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 84.4 0.2 7.6 6.5 2.9 0.0 0.9 0.1 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 21, 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 14,701 : : Positions : : 13,516 13,916 325 0 635 0 0 0 225 0 0 : : : : Changes from: June 14, 2016 : : -120 -120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 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 21, 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 262,382 : : Positions : : 223,552 230,428 0 11,490 15,204 18,584 0 4,342 290 635 284 : : : : Changes from: June 14, 2016 : : -1,769 -3,675 0 1,898 -314 -7 0 35 -1 0 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 87.8 0.0 4.4 5.8 7.1 0.0 1.7 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 21, 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 3,460,441 : : Positions : :2,823,955 2,351,763 0 844,862 213,706 388,530 0 34,250 0 15,860 0 : : : : Changes from: June 14, 2016 : : 23,689 47,089 0 -23,400 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 68.0 0.0 24.4 6.2 11.2 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 21, 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 1,080,874 : : Positions : : 919,481 924,943 119,792 114,330 41,601 0 0 0 0 0 0 : : : : Changes from: June 14, 2016 : : -26,784 -50,184 0 23,400 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 85.6 11.1 10.6 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 21, 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 42,560 : : Positions : : 38,528 20,720 1,680 21,840 0 2,240 0 0 0 0 0 : : : : Changes from: June 14, 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 21, 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 28,451 : : Positions : : 22,925 19,810 589 3,407 2,178 285 1,650 0 1,628 800 536 : : : : Changes from: June 14, 2016 : : 851 -211 -265 133 -45 -50 100 0 -514 0 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 69.6 2.1 12.0 7.7 1.0 5.8 0.0 5.7 2.8 1.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 21 . . 4 . . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 21,536 : : Positions : : 18,612 15,644 210 5,133 649 360 0 0 1,240 0 80 : : : : Changes from: June 14, 2016 : : 554 931 0 228 69 0 0 0 605 0 -201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 72.6 1.0 23.8 3.0 1.7 0.0 0.0 5.8 0.0 0.4 : : : : 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 21, 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 41,866 : : Positions : : 35,970 22,619 1,080 13,257 417 50 3,915 45 3,376 690 893 : : : : Changes from: June 14, 2016 : : 485 147 -40 300 30 0 60 0 42 -10 138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 54.0 2.6 31.7 1.0 0.1 9.4 0.1 8.1 1.6 2.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 22,242 : : Positions : : 20,382 15,686 72 5,767 634 365 0 0 38 0 12 : : : : Changes from: June 14, 2016 : : -42 158 0 0 0 100 0 0 38 -62 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 70.5 0.3 25.9 2.9 1.6 0.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 24,230 : : Positions : : 18,842 18,065 2,463 1,216 2,555 0 490 0 0 1,536 363 : : : : Changes from: June 14, 2016 : : -395 -245 0 -385 300 0 0 0 0 225 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 74.6 10.2 5.0 10.5 0.0 2.0 0.0 0.0 6.3 1.5 : : : : 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 21, 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 14, 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 21, 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 39,588 : : Positions : : 35,509 35,213 1,560 2,435 1,160 100 50 300 600 200 0 : : : : Changes from: June 14, 2016 : : -270 -340 -70 0 35 -600 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 88.9 3.9 6.2 2.9 0.3 0.1 0.8 1.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 24 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 16,548 : : Positions : : 14,670 13,969 965 2,385 0 0 0 0 465 0 18 : : : : Changes from: June 14, 2016 : : 225 225 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 84.4 5.8 14.4 0.0 0.0 0.0 0.0 2.8 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 21, 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 14,236 : : Positions : : 12,370 12,019 715 2,112 14 0 0 0 1,043 0 49 : : : : Changes from: June 14, 2016 : : 290 380 90 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 84.4 5.0 14.8 0.1 0.0 0.0 0.0 7.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 19 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 49,500 : : Positions : : 43,709 41,209 0 1,895 2,600 0 0 0 0 250 0 : : : : Changes from: June 14, 2016 : : 150 50 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 83.3 0.0 3.8 5.3 0.0 0.0 0.0 0.0 0.5 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 21, 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 43,725 : : Positions : : 38,758 35,238 0 3,255 1,810 0 0 0 0 50 0 : : : : Changes from: June 14, 2016 : : 155 155 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 80.6 0.0 7.4 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 21, 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 25,015 : : Positions : : 22,510 10,735 0 0 0 0 9,315 0 255 3,645 620 : : : : Changes from: June 14, 2016 : : 2,170 1,220 0 0 0 0 900 0 -70 0 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 42.9 0.0 0.0 0.0 0.0 37.2 0.0 1.0 14.6 2.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 0 0 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 22,565 : : Positions : : 20,960 9,365 0 0 0 0 8,930 0 0 3,445 25 : : : : Changes from: June 14, 2016 : : 2,170 1,200 0 0 0 0 900 0 0 70 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 41.5 0.0 0.0 0.0 0.0 39.6 0.0 0.0 15.3 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 0 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 24,623 : : Positions : : 17,401 22,491 0 0 0 1,540 0 485 3,700 150 0 : : : : Changes from: June 14, 2016 : : -250 -100 0 0 0 300 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 91.3 0.0 0.0 0.0 6.3 0.0 2.0 15.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 10 0 0 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 21,611 : : Positions : : 14,296 19,994 0 0 0 1,645 0 280 3,875 0 0 : : : : Changes from: June 14, 2016 : : 0 150 0 0 0 300 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 92.5 0.0 0.0 0.0 7.6 0.0 1.3 17.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 10 0 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 31,925 : : Positions : : 31,130 18,470 0 0 0 0 12,530 0 50 700 100 : : : : Changes from: June 14, 2016 : : 150 200 0 0 0 0 -100 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 57.9 0.0 0.0 0.0 0.0 39.2 0.0 0.2 2.2 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 8 0 0 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 25,915 : : Positions : : 25,250 14,980 0 0 0 0 10,730 0 0 50 0 : : : : Changes from: June 14, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 57.8 0.0 0.0 0.0 0.0 41.4 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 7 0 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 31,749 : : Positions : : 26,434 26,804 0 1,200 0 3,850 300 390 50 1,985 75 : : : : Changes from: June 14, 2016 : : 0 100 0 0 0 0 100 -100 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 84.4 0.0 3.8 0.0 12.1 0.9 1.2 0.2 6.3 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 21, 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 28,630 : : Positions : : 25,805 20,795 0 1,200 0 0 2,025 495 0 1,785 325 : : : : Changes from: June 14, 2016 : : 125 125 0 0 0 0 0 75 0 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 72.6 0.0 4.2 0.0 0.0 7.1 1.7 0.0 6.2 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 0 . 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 117,215 : : Positions : : 84,433 106,053 0 1,785 1,455 21,610 0 0 3,320 1,645 375 : : : : Changes from: June 14, 2016 : : -110 545 0 0 0 600 0 0 50 -70 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 90.5 0.0 1.5 1.2 18.4 0.0 0.0 2.8 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 25 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 106,097 : : Positions : : 71,751 95,876 0 2,985 1,330 24,585 0 0 2,455 0 705 : : : : Changes from: June 14, 2016 : : -690 230 0 0 0 600 0 0 255 -65 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 90.4 0.0 2.8 1.3 23.2 0.0 0.0 2.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 26 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 19,120 : : Positions : : 17,245 17,300 0 170 670 50 0 125 0 0 0 : : : : Changes from: June 14, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 90.5 0.0 0.9 3.5 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 21, 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 14, 2016 : : 0 0 0 0 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 21, 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 29,985 : : Positions : : 24,170 23,085 840 5 2,145 0 1,775 300 50 200 50 : : : : Changes from: June 14, 2016 : : 1,170 870 0 0 0 0 300 0 0 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 77.0 2.8 0.0 7.2 0.0 5.9 1.0 0.2 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 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 22,770 : : Positions : : 18,915 16,055 0 2,560 1,400 0 300 125 0 0 0 : : : : Changes from: June 14, 2016 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 70.5 0.0 11.2 6.1 0.0 1.3 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 0 . . 0 . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 24, 2016