Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 122,171 : : Positions : : 30,108 29,712 8,147 9,632 9,108 8,625 41,992 15,036 42,767 8,286 7,344 : : : : Changes from: June 28, 2016 : : 1,453 -1,014 -255 -32 -395 311 1,992 702 -2,886 -2,106 1,498 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 24.3 6.7 7.9 7.5 7.1 34.4 12.3 35.0 6.8 6.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 16 14 . . 5 . 5 5 18 11 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 17,964 : : Positions : : 2,374 7,451 0 3,559 732 578 2,325 826 11,058 1,128 1,422 : : : : Changes from: June 28, 2016 : : -245 -322 0 -13 50 0 120 225 5 -75 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.2 41.5 0.0 19.8 4.1 3.2 12.9 4.6 61.6 6.3 7.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 7 5 0 4 . . . . 11 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 9,689 : : Positions : : 1,634 1,047 1,129 708 2,209 859 1,245 1,805 428 1,051 1,625 : : : : Changes from: June 28, 2016 : : 66 125 -24 60 -27 169 -121 80 10 156 118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 10.8 11.7 7.3 22.8 8.9 12.8 18.6 4.4 10.8 16.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 8 8 . . 4 . . . 9 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 164,386 : : Positions : : 93,337 112,589 12,370 10,780 13,246 21,182 2,407 2,573 8,320 8,838 12,410 : : : : Changes from: June 28, 2016 : : -2,063 -1,664 809 150 -500 580 -116 -643 -136 204 -447 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 68.5 7.5 6.6 8.1 12.9 1.5 1.6 5.1 5.4 7.5 : : : : Number of Traders in Each Category Total Traders: 90 : : 48 49 . . 5 6 4 5 13 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 40,012 : : Positions : : 32,562 33,727 2,549 1,750 3,539 0 352 0 1,076 358 259 : : : : Changes from: June 28, 2016 : : -4,802 -3,555 -79 -964 77 -183 -105 0 -444 -884 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 84.3 6.4 4.4 8.8 0.0 0.9 0.0 2.7 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 20 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 316,550 : : Positions : : 265,033 273,949 20,786 12,182 28,507 936 0 0 0 624 1,288 : : : : Changes from: June 28, 2016 : : -55,594 -29,888 3,048 -27,218 -750 -280 0 0 -4,264 16 944 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 86.5 6.6 3.8 9.0 0.3 0.0 0.0 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 19 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 1,551,891 : : Positions : :1,205,394 1,278,685 192,013 83,007 33,033 9,007 36,585 62,304 34,043 44,020 4,689 : : : : Changes from: June 28, 2016 : : -2,472 6,676 -4,304 -10,771 715 408 360 -408 0 -792 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 82.4 12.4 5.3 2.1 0.6 2.4 4.0 2.2 2.8 0.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 37 . 4 4 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 69,416 : : Positions : : 52,172 51,504 6,755 4,585 5,608 614 4,801 119 3,659 2,309 490 : : : : Changes from: June 28, 2016 : : 36 -494 142 561 -264 154 181 -27 77 162 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 74.2 9.7 6.6 8.1 0.9 6.9 0.2 5.3 3.3 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 24 . . . . . . 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 381,777 : : Positions : : 202,109 320,116 115,751 0 60,725 0 608 0 2,872 8 320 : : : : Changes from: June 28, 2016 : : 0 0 0 0 312 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 83.8 30.3 0.0 15.9 0.0 0.2 0.0 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 416,376 : : Positions : : 340,427 340,576 22,764 26,655 39,785 4,768 728 8,632 0 0 0 : : : : Changes from: June 28, 2016 : : 3,457 3,457 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 81.8 5.5 6.4 9.6 1.1 0.2 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 25 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 39,228 : : Positions : : 32,258 34,701 2,944 1,734 1,219 974 387 467 746 82 46 : : : : Changes from: June 28, 2016 : : -7 242 103 0 0 0 0 0 126 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 88.5 7.5 4.4 3.1 2.5 1.0 1.2 1.9 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 25 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 55,998 : : Positions : : 34,985 46,215 19,654 9,530 80 0 0 0 290 0 0 : : : : Changes from: June 28, 2016 : : 150 -155 -670 0 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 82.5 35.1 17.0 0.1 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 29 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 85,698 : : Positions : : 60,960 71,136 21,014 13,805 505 900 50 0 983 0 0 : : : : Changes from: June 28, 2016 : : -5 165 -690 75 0 0 0 0 -11 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 83.0 24.5 16.1 0.6 1.1 0.1 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 28 . . . . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 20,710 : : Positions : : 16,388 15,525 275 1,205 2,585 0 0 0 900 1,275 0 : : : : Changes from: June 28, 2016 : : 720 -180 0 600 -250 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 75.0 1.3 5.8 12.5 0.0 0.0 0.0 4.3 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 319,264 : : Positions : : 217,944 313,832 92,200 0 4,680 0 0 0 3,688 0 752 : : : : Changes from: June 28, 2016 : : -2,088 2,608 4,696 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 98.3 28.9 0.0 1.5 0.0 0.0 0.0 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 9,783 : : Positions : : 7,292 6,440 0 1,576 507 1,016 116 135 640 882 84 : : : : Changes from: June 28, 2016 : : 81 -115 0 119 -75 17 0 29 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 65.8 0.0 16.1 5.2 10.4 1.2 1.4 6.5 9.0 0.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 14,705 : : Positions : : 7,435 8,685 0 5,840 60 1,800 0 0 5,350 0 0 : : : : Changes from: June 28, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 59.1 0.0 39.7 0.4 12.2 0.0 0.0 36.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 12,190 : : Positions : : 8,220 8,170 570 2,980 120 450 0 100 1,555 300 475 : : : : Changes from: June 28, 2016 : : -300 -345 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 67.0 4.7 24.4 1.0 3.7 0.0 0.8 12.8 2.5 3.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 14 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 6,255 175 1,755 0 0 0 0 0 0 0 : : : : Changes from: June 28, 2016 : : 0 -20 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 76.3 2.1 21.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 28,831 : : Positions : : 23,071 23,406 2,100 130 3,310 0 0 0 350 1,850 0 : : : : Changes from: June 28, 2016 : : 955 1,075 420 0 -300 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 81.2 7.3 0.5 11.5 0.0 0.0 0.0 1.2 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 24,008 : : Positions : : 19,728 17,288 415 3,025 2,970 50 0 0 60 75 600 : : : : Changes from: June 28, 2016 : : 150 330 180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 72.0 1.7 12.6 12.4 0.2 0.0 0.0 0.2 0.3 2.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 23,003 : : Positions : : 17,061 17,474 3,235 2,953 1,474 497 0 0 348 354 87 : : : : Changes from: June 28, 2016 : : 402 -401 -255 468 381 0 0 0 0 80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 76.0 14.1 12.8 6.4 2.2 0.0 0.0 1.5 1.5 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 23 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 58,620 : : Positions : : 51,036 47,647 1,221 2,387 3,661 59 222 10 1,946 3,880 667 : : : : Changes from: June 28, 2016 : : 325 585 0 -175 -257 -26 0 6 130 19 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 81.3 2.1 4.1 6.2 0.1 0.4 0.0 3.3 6.6 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 26 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 76,466 : : Positions : : 63,711 60,488 3,349 2,610 3,670 121 603 348 1,676 5,221 3,521 : : : : Changes from: June 28, 2016 : : 184 -29 20 -100 150 11 4 -1 95 465 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 79.1 4.4 3.4 4.8 0.2 0.8 0.5 2.2 6.8 4.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 32 33 . . 4 . . . 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 52,325 : : Positions : : 40,840 48,895 8,760 2,360 1,070 0 0 0 900 0 0 : : : : Changes from: June 28, 2016 : : 85 450 -55 0 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 93.4 16.7 4.5 2.0 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 59,815 : : Positions : : 47,185 55,955 9,725 3,100 760 0 0 0 1,545 0 0 : : : : Changes from: June 28, 2016 : : -110 50 -75 330 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 93.5 16.3 5.2 1.3 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 369,471 : : Positions : : 271,865 318,169 35,260 12,735 14,238 0 3,392 0 46,524 19,353 1,584 : : : : Changes from: June 28, 2016 : : 832 1,240 -384 0 0 0 0 0 -2,880 -3,672 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 86.1 9.5 3.4 3.9 0.0 0.9 0.0 12.6 5.2 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 26 . . 4 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 28,737 : : Positions : : 22,816 21,836 486 965 1,175 234 400 937 1,551 1,757 1,412 : : : : Changes from: June 28, 2016 : : 0 278 0 -255 255 0 0 0 23 0 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 76.0 1.7 3.4 4.1 0.8 1.4 3.3 5.4 6.1 4.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 28 . . 4 . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 38,061 : : Positions : : 21,146 36,301 15,499 0 0 77 648 0 1,237 1,010 102 : : : : Changes from: June 28, 2016 : : 25 50 0 0 0 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 95.4 40.7 0.0 0.0 0.2 1.7 0.0 3.3 2.7 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . 0 0 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 289,729 : : Positions : : 229,004 241,312 50,705 19,213 10,020 0 19,184 0 0 0 0 : : : : Changes from: June 28, 2016 : : -3,952 -4,328 -376 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 83.3 17.5 6.6 3.5 0.0 6.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 22,474 : : Positions : : 17,747 20,437 3,500 0 402 403 1,018 0 252 129 0 : : : : Changes from: June 28, 2016 : : -86 17 86 0 0 0 0 0 37 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 90.9 15.6 0.0 1.8 1.8 4.5 0.0 1.1 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 13,997 : : Positions : : 9,011 10,658 1,933 958 82 1,173 86 0 692 129 702 : : : : Changes from: June 28, 2016 : : -23 -105 -82 -68 -83 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 76.1 13.8 6.8 0.6 8.4 0.6 0.0 4.9 0.9 5.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 178,807 : : Positions : : 139,306 134,876 27,491 36,120 793 7,777 0 0 1,536 4,746 1,520 : : : : Changes from: June 28, 2016 : : 800 1,224 368 -424 -368 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 75.4 15.4 20.2 0.4 4.3 0.0 0.0 0.9 2.7 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 19,300 : : Positions : : 15,685 10,466 1,701 3,723 948 0 2,195 43 0 809 410 : : : : Changes from: June 28, 2016 : : -23 -134 -132 -44 41 0 -23 0 0 46 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 54.2 8.8 19.3 4.9 0.0 11.4 0.2 0.0 4.2 2.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 22 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 205,599 : : Positions : : 169,177 122,794 28,228 65,685 6,682 0 8,534 408 0 1,496 0 : : : : Changes from: June 28, 2016 : : -407 0 63 0 0 0 760 -385 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 59.7 13.7 31.9 3.3 0.0 4.2 0.2 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 8,735 : : Positions : : 7,275 7,420 850 260 0 0 100 0 0 560 250 : : : : Changes from: June 28, 2016 : : 290 -95 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 84.9 9.7 3.0 0.0 0.0 1.1 0.0 0.0 6.4 2.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 15 . . 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 10,710 : : Positions : : 8,370 9,605 2,115 0 50 0 300 0 100 375 0 : : : : Changes from: June 28, 2016 : : 0 -345 -15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 89.7 19.7 0.0 0.5 0.0 2.8 0.0 0.9 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 23,612 : : Positions : : 9,770 18,216 8,932 0 4,606 304 385 0 0 405 0 : : : : Changes from: June 28, 2016 : : -725 -1,842 -909 0 0 0 0 0 -390 -182 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 77.1 37.8 0.0 19.5 1.3 1.6 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 209,343 : : Positions : : 112,534 147,903 35,369 0 61,440 0 0 0 0 0 0 : : : : Changes from: June 28, 2016 : : -5,152 -9,712 -4,560 0 -304 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 70.7 16.9 0.0 29.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 12,010 : : Positions : : 10,985 6,715 150 3,840 0 0 1,400 0 420 0 0 : : : : Changes from: June 28, 2016 : : -320 -70 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 55.9 1.2 32.0 0.0 0.0 11.7 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 14,295 : : Positions : : 13,005 7,310 150 3,380 0 0 3,230 0 400 100 200 : : : : Changes from: June 28, 2016 : : -360 20 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 51.1 1.0 23.6 0.0 0.0 22.6 0.0 2.8 0.7 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . . 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 711,892 : : Positions : : 424,557 353,965 6,820 41,240 97,075 0 35,264 33,379 40,623 44,124 105,348 : : : : Changes from: June 28, 2016 : : -8,329 -5,289 -455 9,572 -2,281 0 -847 -145 -481 -12,970 2,998 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 49.7 1.0 5.8 13.6 0.0 5.0 4.7 5.7 6.2 14.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 19,910 : : Positions : : 17,025 9,170 1,870 10,090 545 0 0 0 0 45 0 : : : : Changes from: June 28, 2016 : : -165 25 -25 -50 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 46.1 9.4 50.7 2.7 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 23,731 : : Positions : : 13,086 18,986 7,560 2,960 1,335 1,075 0 0 100 200 0 : : : : Changes from: June 28, 2016 : : -255 50 -200 -300 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 80.0 31.9 12.5 5.6 4.5 0.0 0.0 0.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 . . 4 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 16,470 : : Positions : : 10,347 11,100 3,725 3,310 1,435 175 0 0 50 325 0 : : : : Changes from: June 28, 2016 : : -440 0 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 67.4 22.6 20.1 8.7 1.1 0.0 0.0 0.3 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 23,800 : : Positions : : 17,250 21,390 4,745 0 1,430 0 600 0 0 300 0 : : : : Changes from: June 28, 2016 : : -130 80 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 89.9 19.9 0.0 6.0 0.0 2.5 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 4 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 17,930 : : Positions : : 13,700 16,485 2,715 105 1,100 0 200 0 0 0 0 : : : : Changes from: June 28, 2016 : : 340 360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 91.9 15.1 0.6 6.1 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 21,680 : : Positions : : 15,635 20,030 3,985 0 1,235 0 0 0 330 0 70 : : : : Changes from: June 28, 2016 : : -35 -275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 92.4 18.4 0.0 5.7 0.0 0.0 0.0 1.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 23,512 : : Positions : : 16,717 20,002 2,285 0 3,115 200 0 0 700 0 50 : : : : Changes from: June 28, 2016 : : 50 -275 0 0 0 0 0 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 85.1 9.7 0.0 13.2 0.9 0.0 0.0 3.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 10 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 117,438 : : Positions : : 90,307 98,953 8,231 2,250 13,020 1,820 175 80 2,775 2,010 185 : : : : Changes from: June 28, 2016 : : -275 -640 -710 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 84.3 7.0 1.9 11.1 1.5 0.1 0.1 2.4 1.7 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 33 28 4 . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 134,737 : : Positions : : 102,826 109,775 12,906 2,015 13,140 478 3,300 2,412 1,300 2,895 555 : : : : Changes from: June 28, 2016 : : 491 -905 -835 50 -115 -1,197 -51 782 0 20 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 81.5 9.6 1.5 9.8 0.4 2.4 1.8 1.0 2.1 0.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 36 32 4 . . . 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 179,284 : : Positions : : 122,891 136,002 26,078 4,959 7,244 5,985 6,364 5,904 5,378 11,574 4,870 : : : : Changes from: June 28, 2016 : : -572 -2,525 925 632 -476 145 -247 57 108 1,026 -296 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 75.9 14.5 2.8 4.0 3.3 3.5 3.3 3.0 6.5 2.7 : : : : Number of Traders in Each Category Total Traders: 79 : : 41 45 5 . 5 4 4 6 7 9 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 128,178 : : Positions : : 107,279 110,048 7,742 5,563 6,052 3,110 0 900 1,470 2,875 715 : : : : Changes from: June 28, 2016 : : -1,175 -2,264 -454 -540 0 -20 0 -15 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 85.9 6.0 4.3 4.7 2.4 0.0 0.7 1.1 2.2 0.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 35 32 . . 4 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 39,760 : : Positions : : 34,255 26,815 600 8,835 2,200 870 900 0 655 0 535 : : : : Changes from: June 28, 2016 : : -620 -325 -25 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 67.4 1.5 22.2 5.5 2.2 2.3 0.0 1.6 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 11 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 35,320 : : Positions : : 28,670 27,875 600 2,680 4,105 50 200 50 1,135 0 205 : : : : Changes from: June 28, 2016 : : -460 -205 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 78.9 1.7 7.6 11.6 0.1 0.6 0.1 3.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 34,118 : : Positions : : 29,090 26,910 100 3,534 3,109 1,000 0 300 50 0 0 : : : : Changes from: June 28, 2016 : : -125 -350 -80 300 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 78.9 0.3 10.4 9.1 2.9 0.0 0.9 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 27 25 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 14,302 : : Positions : : 12,077 11,472 325 1,005 1,675 0 0 0 225 0 0 : : : : Changes from: June 28, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 80.2 2.3 7.0 11.7 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 19 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 252,389 : : Positions : : 197,518 157,878 0 58,069 31,251 18,609 0 4,353 248 535 303 : : : : Changes from: June 28, 2016 : : -7,539 -8,731 0 1,244 -815 29 0 22 -57 -100 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 62.6 0.0 23.0 12.4 7.4 0.0 1.7 0.1 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 13 0 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 3,242,036 : : Positions : :2,545,908 1,806,792 0 1,116,026 273,348 392,770 0 30,010 0 15,860 0 : : : : Changes from: June 28, 2016 : : -193,789 -168,245 0 -21,304 -20,776 4,240 0 -4,240 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 55.7 0.0 34.4 8.4 12.1 0.0 0.9 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 0 4 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 1,039,322 : : Positions : : 734,793 809,674 191,755 116,874 112,774 0 0 0 0 0 0 : : : : Changes from: June 28, 2016 : : -36,464 -40,704 -1,696 2,544 -3,392 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 77.9 18.5 11.2 10.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 196,768 : : Positions : : 179,568 121,088 16,856 72,240 0 0 3,440 0 0 0 0 : : : : Changes from: June 28, 2016 : : 171,312 118,088 16,496 66,120 0 -480 3,440 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 61.5 8.6 36.7 0.0 0.0 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 7 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 28,356 : : Positions : : 21,632 18,010 1,197 4,020 2,882 285 1,650 0 1,474 837 606 : : : : Changes from: June 28, 2016 : : -155 -245 281 125 -135 0 0 0 0 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 63.5 4.2 14.2 10.2 1.0 5.8 0.0 5.2 3.0 2.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 20 . . 5 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 21,204 : : Positions : : 17,272 15,141 926 4,925 705 360 0 0 1,506 0 50 : : : : Changes from: June 28, 2016 : : -5 420 450 -303 -430 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 71.4 4.4 23.2 3.3 1.7 0.0 0.0 7.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 42,329 : : Positions : : 35,443 21,218 1,335 13,176 1,294 50 4,020 45 2,730 710 1,196 : : : : Changes from: June 28, 2016 : : 24 95 80 -635 95 0 100 0 -25 10 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 50.1 3.2 31.1 3.1 0.1 9.5 0.1 6.4 1.7 2.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 21,612 : : Positions : : 18,756 12,818 0 7,015 1,725 345 0 0 38 0 12 : : : : Changes from: June 28, 2016 : : 605 238 -72 374 -4 -20 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 59.3 0.0 32.5 8.0 1.6 0.0 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 17 0 4 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 24,588 : : Positions : : 16,710 17,673 3,517 1,170 3,581 0 490 0 0 1,008 571 : : : : Changes from: June 28, 2016 : : 3 35 -35 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 71.9 14.3 4.8 14.6 0.0 2.0 0.0 0.0 4.1 2.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 16,498 : : Positions : : 13,481 12,259 1,474 2,461 1,104 0 175 0 0 201 130 : : : : Changes from: June 28, 2016 : : -10 230 -157 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 74.3 8.9 14.9 6.7 0.0 1.1 0.0 0.0 1.2 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 40,283 : : Positions : : 36,224 30,809 1,490 7,594 980 100 50 300 600 200 0 : : : : Changes from: June 28, 2016 : : 90 -315 -190 325 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 76.5 3.7 18.9 2.4 0.2 0.1 0.7 1.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 23 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 16,637 : : Positions : : 13,920 12,751 965 2,905 635 0 0 0 445 0 32 : : : : Changes from: June 28, 2016 : : -190 -138 0 0 0 0 0 0 -20 0 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 76.6 5.8 17.5 3.8 0.0 0.0 0.0 2.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 14,746 : : Positions : : 11,980 11,063 670 2,617 909 0 0 0 1,038 0 49 : : : : Changes from: June 28, 2016 : : -50 14 -55 -130 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 75.0 4.5 17.7 6.2 0.0 0.0 0.0 7.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 18 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 49,210 : : Positions : : 36,909 41,294 6,885 1,895 1,915 0 0 0 0 250 0 : : : : Changes from: June 28, 2016 : : 600 100 -500 0 -700 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 83.9 14.0 3.9 3.9 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 19 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 43,325 : : Positions : : 33,188 35,133 5,465 3,255 1,215 0 0 0 0 50 0 : : : : Changes from: June 28, 2016 : : 600 0 -600 0 -700 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 81.1 12.6 7.5 2.8 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 19 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 25,095 : : Positions : : 22,365 8,490 0 1,045 440 0 9,440 25 0 4,320 425 : : : : Changes from: June 28, 2016 : : -50 100 0 -375 15 0 225 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 33.8 0.0 4.2 1.8 0.0 37.6 0.1 0.0 17.2 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 0 . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 22,970 : : Positions : : 20,890 7,840 0 750 265 0 9,155 0 0 3,925 25 : : : : Changes from: June 28, 2016 : : 0 0 0 -225 15 0 225 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 34.1 0.0 3.3 1.2 0.0 39.9 0.0 0.0 17.1 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 25,588 : : Positions : : 13,989 21,340 2,261 0 2,101 1,540 0 485 3,700 150 0 : : : : Changes from: June 28, 2016 : : -100 -75 25 0 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 83.4 8.8 0.0 8.2 6.0 0.0 1.9 14.5 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 22,501 : : Positions : : 11,886 17,466 0 118 3,300 1,645 0 280 3,875 0 0 : : : : Changes from: June 28, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 77.6 0.0 0.5 14.7 7.3 0.0 1.2 17.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 9 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 31,650 : : Positions : : 22,340 15,595 5,665 0 2,825 0 12,630 0 150 450 0 : : : : Changes from: June 28, 2016 : : -200 0 200 0 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 49.3 17.9 0.0 8.9 0.0 39.9 0.0 0.5 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 7 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 25,815 : : Positions : : 17,635 13,035 5,670 0 1,845 0 10,730 0 0 50 0 : : : : Changes from: June 28, 2016 : : -100 0 100 0 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 50.5 22.0 0.0 7.1 0.0 41.6 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 6 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 28,610 : : Positions : : 22,430 20,580 0 630 2,945 0 2,395 125 1,450 325 50 : : : : Changes from: June 28, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 71.9 0.0 2.2 10.3 0.0 8.4 0.4 5.1 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 25,700 : : Positions : : 20,480 17,350 0 2,190 2,215 0 2,465 75 1,475 0 375 : : : : Changes from: June 28, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 67.5 0.0 8.5 8.6 0.0 9.6 0.3 5.7 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 32,749 : : Positions : : 25,205 22,419 0 4,706 1,654 4,200 375 340 50 1,935 75 : : : : Changes from: June 28, 2016 : : 210 1,135 0 -575 200 300 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 68.5 0.0 14.4 5.1 12.8 1.1 1.0 0.2 5.9 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 28,770 : : Positions : : 21,290 19,290 2,960 1,200 1,545 0 1,975 495 0 1,785 325 : : : : Changes from: June 28, 2016 : : 0 50 0 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 67.0 10.3 4.2 5.4 0.0 6.9 1.7 0.0 6.2 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 10 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 119,731 : : Positions : : 72,590 104,225 9,525 1,785 5,304 21,670 0 0 3,370 1,265 715 : : : : Changes from: June 28, 2016 : : 1,465 165 -1,175 0 0 -75 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 87.0 8.0 1.5 4.4 18.1 0.0 0.0 2.8 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 24 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 107,698 : : Positions : : 63,434 92,157 4,003 2,985 6,835 24,870 0 0 2,835 0 525 : : : : Changes from: June 28, 2016 : : 150 0 -325 0 0 175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 85.6 3.7 2.8 6.3 23.1 0.0 0.0 2.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 26 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 21,800 : : Positions : : 19,025 19,450 370 170 1,020 50 0 125 0 0 0 : : : : Changes from: June 28, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 89.2 1.7 0.8 4.7 0.2 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 11 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 17,585 : : Positions : : 16,155 14,780 0 1,625 470 0 300 0 600 0 0 : : : : Changes from: June 28, 2016 : : 0 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 84.0 0.0 9.2 2.7 0.0 1.7 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 10 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 31,185 : : Positions : : 24,020 18,310 840 4,630 2,295 0 1,775 300 50 200 50 : : : : Changes from: June 28, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 58.7 2.7 14.8 7.4 0.0 5.7 1.0 0.2 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 23,965 : : Positions : : 18,845 13,730 0 4,815 1,695 0 300 125 0 0 0 : : : : Changes from: June 28, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 57.3 0.0 20.1 7.1 0.0 1.3 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 0 . . 0 . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 8, 2016