Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 123,457 : : Positions : : 30,439 27,966 8,362 9,970 9,709 8,172 43,300 15,195 42,462 7,762 8,009 : : : : Changes from: July 5, 2016 : : 331 -1,746 215 338 601 -452 1,307 159 -305 -524 665 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 22.7 6.8 8.1 7.9 6.6 35.1 12.3 34.4 6.3 6.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 16 14 . . 5 . 5 5 17 11 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 17,961 : : Positions : : 2,339 7,386 7 3,616 710 638 2,080 871 10,983 1,413 1,427 : : : : Changes from: July 5, 2016 : : -35 -65 7 57 -22 60 -245 45 -75 285 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.0 41.1 0.0 20.1 4.0 3.6 11.6 4.8 61.1 7.9 7.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 7 5 . . . . . . 11 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 9,796 : : Positions : : 1,654 1,078 1,155 714 2,207 873 1,239 1,832 434 1,084 1,641 : : : : Changes from: July 5, 2016 : : 20 31 26 6 -2 14 -6 27 6 33 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.9 11.0 11.8 7.3 22.5 8.9 12.6 18.7 4.4 11.1 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 12, 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 164,860 : : Positions : : 94,523 113,961 12,460 10,777 13,432 20,309 1,577 3,053 8,189 8,018 12,134 : : : : Changes from: July 5, 2016 : : 1,185 1,372 90 -3 187 -873 -831 480 -131 -820 -277 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 69.1 7.6 6.5 8.1 12.3 1.0 1.9 5.0 4.9 7.4 : : : : Number of Traders in Each Category Total Traders: 86 : : 45 46 . . 5 6 4 5 12 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 41,575 : : Positions : : 33,379 33,095 2,418 2,904 3,408 0 376 0 1,805 358 259 : : : : Changes from: July 5, 2016 : : 817 -632 -131 1,154 -131 0 24 0 729 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 79.6 5.8 7.0 8.2 0.0 0.9 0.0 4.3 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 21 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 347,633 : : Positions : : 290,913 268,168 22,362 34,908 25,669 1,248 0 0 0 8,424 1,288 : : : : Changes from: July 5, 2016 : : 25,880 -5,781 1,576 22,726 -2,838 312 0 0 0 7,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 77.1 6.4 10.0 7.4 0.4 0.0 0.0 0.0 2.4 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 19 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 1,586,938 : : Positions : :1,269,400 1,307,305 181,916 96,715 29,245 3,661 33,073 64,298 33,312 42,604 4,338 : : : : Changes from: July 5, 2016 : : 64,006 28,620 -10,097 13,708 -3,788 -5,346 -3,512 1,994 -731 -1,416 -351 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 82.4 11.5 6.1 1.8 0.2 2.1 4.1 2.1 2.7 0.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 34 . 4 . . . 4 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 64,348 : : Positions : : 47,043 48,896 7,004 2,308 5,508 768 4,416 140 3,396 1,602 490 : : : : Changes from: July 5, 2016 : : -5,129 -2,608 249 -2,277 -100 154 -385 21 -263 -707 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 76.0 10.9 3.6 8.6 1.2 6.9 0.2 5.3 2.5 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 22 . . . . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 354,693 : : Positions : : 176,184 298,734 122,904 0 52,413 0 0 0 2,872 8 320 : : : : Changes from: July 5, 2016 : : -25,925 -21,382 7,153 0 -8,312 0 -608 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 84.2 34.7 0.0 14.8 0.0 0.0 0.0 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 442,736 : : Positions : : 359,398 364,599 25,988 22,490 43,950 4,768 728 8,632 0 0 0 : : : : Changes from: July 5, 2016 : : 18,971 24,023 3,224 -4,165 4,165 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 82.4 5.9 5.1 9.9 1.1 0.2 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 24 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 37,902 : : Positions : : 31,509 33,527 2,491 1,529 1,382 951 387 423 636 82 46 : : : : Changes from: July 5, 2016 : : -749 -1,174 -453 -205 163 -23 0 -44 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 88.5 6.6 4.0 3.6 2.5 1.0 1.1 1.7 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 25 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 54,597 : : Positions : : 35,563 41,265 17,097 12,050 1,260 0 0 0 240 0 0 : : : : Changes from: July 5, 2016 : : 578 -4,950 -2,557 2,520 1,180 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 75.6 31.3 22.1 2.3 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 27 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 7,275 : : Positions : : 6,075 6,625 50 0 200 750 250 150 50 0 0 : : : : Changes from: July 5, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 91.1 0.7 0.0 2.7 10.3 3.4 2.1 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 80,517 : : Positions : : 58,528 63,756 19,747 16,515 210 950 0 0 872 0 0 : : : : Changes from: July 5, 2016 : : -2,432 -7,380 -1,267 2,710 -295 50 -50 0 -111 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 79.2 24.5 20.5 0.3 1.2 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 27 . . . . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 18,314 : : Positions : : 12,062 13,939 240 445 2,355 0 0 0 650 1,275 0 : : : : Changes from: July 5, 2016 : : -4,326 -1,586 -35 -760 -230 0 0 0 -250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 76.1 1.3 2.4 12.9 0.0 0.0 0.0 3.5 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 311,464 : : Positions : : 199,336 300,144 75,584 0 9,360 2,400 0 0 5,664 0 384 : : : : Changes from: July 5, 2016 : : -18,608 -13,688 -16,616 0 4,680 2,400 0 0 1,976 0 -368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 96.4 24.3 0.0 3.0 0.8 0.0 0.0 1.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 9,153 : : Positions : : 5,837 6,436 70 1,023 507 1,049 26 112 508 941 84 : : : : Changes from: July 5, 2016 : : -1,455 -4 70 -554 0 33 -90 -23 -132 59 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 70.3 0.8 11.2 5.5 11.5 0.3 1.2 5.6 10.3 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 11,530 : : Positions : : 6,210 6,035 0 4,540 60 1,800 0 0 2,800 0 0 : : : : Changes from: July 5, 2016 : : -1,225 -2,650 0 -1,300 0 0 0 0 -2,550 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 52.3 0.0 39.4 0.5 15.6 0.0 0.0 24.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 11,650 : : Positions : : 7,460 7,815 570 3,020 120 800 0 0 1,580 225 450 : : : : Changes from: July 5, 2016 : : -760 -355 0 40 0 350 0 -100 25 -75 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 67.1 4.9 25.9 1.0 6.9 0.0 0.0 13.6 1.9 3.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 26,332 : : Positions : : 18,452 21,487 2,235 80 2,750 0 0 0 350 1,700 0 : : : : Changes from: July 5, 2016 : : -4,619 -1,919 135 -50 -560 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 81.6 8.5 0.3 10.4 0.0 0.0 0.0 1.3 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 20 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 23,017 : : Positions : : 18,317 15,792 825 3,050 2,795 50 0 0 60 75 600 : : : : Changes from: July 5, 2016 : : -1,411 -1,496 410 25 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 68.6 3.6 13.3 12.1 0.2 0.0 0.0 0.3 0.3 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 22,180 : : Positions : : 15,440 15,386 2,782 3,693 1,685 387 0 0 281 524 43 : : : : Changes from: July 5, 2016 : : -1,621 -2,088 -453 740 211 -110 0 0 -67 170 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 69.4 12.5 16.7 7.6 1.7 0.0 0.0 1.3 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 23 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 55,995 : : Positions : : 48,960 43,152 1,123 2,307 3,336 0 222 0 1,706 4,223 655 : : : : Changes from: July 5, 2016 : : -2,076 -4,495 -98 -80 -325 -59 0 -10 -240 343 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 77.1 2.0 4.1 6.0 0.0 0.4 0.0 3.0 7.5 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 23 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 71,939 : : Positions : : 60,543 52,437 3,338 2,358 3,452 0 349 303 1,651 7,124 2,361 : : : : Changes from: July 5, 2016 : : -3,168 -8,051 -11 -252 -218 -121 -254 -45 -25 1,903 -1,160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 72.9 4.6 3.3 4.8 0.0 0.5 0.4 2.3 9.9 3.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 32 . . 4 0 4 . 4 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 47,925 : : Positions : : 37,530 44,375 7,840 2,440 1,110 0 0 0 815 0 0 : : : : Changes from: July 5, 2016 : : -3,310 -4,520 -920 80 40 0 0 0 -85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 92.6 16.4 5.1 2.3 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 54,670 : : Positions : : 42,485 50,590 8,945 3,250 830 50 0 0 1,405 0 0 : : : : Changes from: July 5, 2016 : : -4,700 -5,365 -780 150 70 50 0 0 -140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 92.5 16.4 5.9 1.5 0.1 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 348,663 : : Positions : : 239,895 300,266 35,628 13,471 12,766 0 816 0 44,708 18,241 3,103 : : : : Changes from: July 5, 2016 : : -31,970 -17,903 368 736 -1,472 0 -2,576 0 -1,816 -1,112 1,519 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 86.1 10.2 3.9 3.7 0.0 0.2 0.0 12.8 5.2 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 27 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 26,404 : : Positions : : 19,263 20,039 508 861 1,043 274 421 786 1,622 1,559 1,356 : : : : Changes from: July 5, 2016 : : -3,553 -1,797 22 -104 -132 40 21 -151 71 -198 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 75.9 1.9 3.3 4.0 1.0 1.6 3.0 6.1 5.9 5.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 21 27 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 33,173 : : Positions : : 19,508 32,269 12,899 0 0 77 154 0 510 623 127 : : : : Changes from: July 5, 2016 : : -1,638 -4,032 -2,600 0 0 0 -494 0 -727 -387 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 97.3 38.9 0.0 0.0 0.2 0.5 0.0 1.5 1.9 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 . 0 0 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 295,485 : : Positions : : 232,670 239,948 48,865 16,965 10,020 0 19,184 0 0 0 0 : : : : Changes from: July 5, 2016 : : 3,666 -1,364 -1,840 -2,248 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 81.2 16.5 5.7 3.4 0.0 6.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 22,486 : : Positions : : 17,957 19,213 3,368 0 403 359 1,018 0 252 129 0 : : : : Changes from: July 5, 2016 : : 210 -1,224 -132 0 1 -44 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 85.4 15.0 0.0 1.8 1.6 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 12, 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 12,766 : : Positions : : 7,655 9,648 1,823 935 82 1,017 86 0 649 129 680 : : : : Changes from: July 5, 2016 : : -1,356 -1,010 -110 -23 0 -156 0 0 -43 0 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 75.6 14.3 7.3 0.6 8.0 0.7 0.0 5.1 1.0 5.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 160,039 : : Positions : : 121,449 110,028 26,019 34,648 793 5,569 0 0 800 3,274 1,520 : : : : Changes from: July 5, 2016 : : -17,857 -24,848 -1,472 -1,472 0 -2,208 0 0 -736 -1,472 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 68.8 16.3 21.6 0.5 3.5 0.0 0.0 0.5 2.0 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 12 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 17,961 : : Positions : : 14,190 9,200 1,760 3,569 990 0 1,910 43 215 633 256 : : : : Changes from: July 5, 2016 : : -1,495 -1,266 59 -154 42 0 -285 0 215 -176 -154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 51.2 9.8 19.9 5.5 0.0 10.6 0.2 1.2 3.5 1.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 22 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 196,295 : : Positions : : 155,430 113,212 31,804 62,373 6,682 0 7,430 408 0 760 0 : : : : Changes from: July 5, 2016 : : -13,747 -9,582 3,576 -3,312 0 0 -1,104 0 0 -736 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 57.7 16.2 31.8 3.4 0.0 3.8 0.2 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 9,890 : : Positions : : 7,515 8,885 2,090 0 50 0 300 0 100 375 0 : : : : Changes from: July 5, 2016 : : -855 -720 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 89.8 21.1 0.0 0.5 0.0 3.0 0.0 1.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 23,684 : : Positions : : 9,765 18,288 9,009 0 4,606 304 385 0 0 405 0 : : : : Changes from: July 5, 2016 : : -5 72 77 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 77.2 38.0 0.0 19.4 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 12, 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 231,725 : : Positions : : 128,205 155,189 30,848 0 72,672 0 0 0 0 0 0 : : : : Changes from: July 5, 2016 : : 15,671 7,286 -4,521 0 11,232 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 67.0 13.3 0.0 31.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 13,065 : : Positions : : 12,060 6,425 150 2,725 30 0 3,130 0 425 110 175 : : : : Changes from: July 5, 2016 : : -945 -885 0 -655 30 0 -100 0 25 10 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 49.2 1.1 20.9 0.2 0.0 24.0 0.0 3.3 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 708,537 : : Positions : : 422,588 356,620 6,539 45,842 95,321 0 34,640 33,245 40,384 34,792 108,076 : : : : Changes from: July 5, 2016 : : -1,969 2,655 -280 4,602 -1,754 0 -624 -134 -239 -9,333 2,728 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 50.3 0.9 6.5 13.5 0.0 4.9 4.7 5.7 4.9 15.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 18,870 : : Positions : : 16,500 8,020 975 9,620 1,135 0 0 0 0 0 0 : : : : Changes from: July 5, 2016 : : -525 -1,150 -895 -470 590 0 0 0 0 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 42.5 5.2 51.0 6.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 22,071 : : Positions : : 12,506 17,751 7,175 2,900 1,320 950 0 0 0 100 0 : : : : Changes from: July 5, 2016 : : -580 -1,235 -385 -60 -15 -125 0 0 -100 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 80.4 32.5 13.1 6.0 4.3 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 15,495 : : Positions : : 9,657 10,585 3,805 3,300 1,340 150 0 0 0 250 0 : : : : Changes from: July 5, 2016 : : -690 -515 80 -10 -95 -25 0 0 -50 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 68.3 24.6 21.3 8.6 1.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 22,675 : : Positions : : 16,460 20,525 4,915 0 1,200 0 600 0 0 300 0 : : : : Changes from: July 5, 2016 : : -790 -865 170 0 -230 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 90.5 21.7 0.0 5.3 0.0 2.6 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 12, 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 16,995 : : Positions : : 13,180 15,735 2,775 80 980 0 200 0 0 0 0 : : : : Changes from: July 5, 2016 : : -520 -750 60 -25 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 92.6 16.3 0.5 5.8 0.0 1.2 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 12, 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 20,260 : : Positions : : 13,995 19,120 4,200 0 1,020 0 0 0 340 0 60 : : : : Changes from: July 5, 2016 : : -1,640 -910 215 0 -215 0 0 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 94.4 20.7 0.0 5.0 0.0 0.0 0.0 1.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 22,027 : : Positions : : 15,012 19,217 2,690 0 2,710 200 0 0 710 0 40 : : : : Changes from: July 5, 2016 : : -1,705 -785 405 0 -405 0 0 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 87.2 12.2 0.0 12.3 0.9 0.0 0.0 3.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 10 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 110,985 : : Positions : : 86,762 91,595 5,683 1,955 13,995 1,710 150 80 2,425 1,870 175 : : : : Changes from: July 5, 2016 : : -3,545 -7,358 -2,548 -295 975 -110 -25 0 -350 -140 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 82.5 5.1 1.8 12.6 1.5 0.1 0.1 2.2 1.7 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 31 25 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 124,111 : : Positions : : 95,631 101,410 10,850 1,805 13,285 1,833 2,235 957 1,050 2,810 495 : : : : Changes from: July 5, 2016 : : -7,195 -8,365 -2,056 -210 145 1,355 -1,065 -1,455 -250 -85 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 81.7 8.7 1.5 10.7 1.5 1.8 0.8 0.8 2.3 0.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 35 32 4 . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 174,690 : : Positions : : 120,345 132,867 24,723 7,269 6,434 5,724 6,642 5,884 5,490 9,718 4,803 : : : : Changes from: July 5, 2016 : : -2,546 -3,135 -1,355 2,310 -810 -261 278 -20 112 -1,856 -67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 76.1 14.2 4.2 3.7 3.3 3.8 3.4 3.1 5.6 2.7 : : : : Number of Traders in Each Category Total Traders: 77 : : 42 40 5 . 5 4 . 5 4 11 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 123,412 : : Positions : : 102,955 106,692 7,727 6,208 5,262 3,060 0 900 1,515 3,010 540 : : : : Changes from: July 5, 2016 : : -4,324 -3,356 -15 645 -790 -50 0 0 45 135 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 86.5 6.3 5.0 4.3 2.5 0.0 0.7 1.2 2.4 0.4 : : : : 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 12, 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 38,150 : : Positions : : 32,500 26,345 725 8,245 2,075 860 900 0 580 0 510 : : : : Changes from: July 5, 2016 : : -1,755 -470 125 -590 -125 -10 0 0 -75 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 69.1 1.9 21.6 5.4 2.3 2.4 0.0 1.5 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 11 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 34,265 : : Positions : : 27,275 27,635 700 2,070 4,005 50 200 50 1,060 0 205 : : : : Changes from: July 5, 2016 : : -1,395 -240 100 -610 -100 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 80.7 2.0 6.0 11.7 0.1 0.6 0.1 3.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 33,423 : : Positions : : 28,300 26,575 400 3,474 2,879 1,000 0 300 50 0 0 : : : : Changes from: July 5, 2016 : : -790 -335 300 -60 -230 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 79.5 1.2 10.4 8.6 3.0 0.0 0.9 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 26 25 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 14,033 : : Positions : : 11,218 11,018 640 1,505 1,300 0 0 0 225 0 0 : : : : Changes from: July 5, 2016 : : -859 -454 315 500 -375 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 78.5 4.6 10.7 9.3 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 249,423 : : Positions : : 196,955 150,017 0 65,357 28,880 18,631 0 4,312 215 535 322 : : : : Changes from: July 5, 2016 : : -563 -7,861 0 7,288 -2,371 22 0 -41 -32 0 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 60.1 0.0 26.2 11.6 7.5 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 12, 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 3,380,028 : : Positions : :2,671,388 1,777,112 0 1,271,186 285,860 392,770 0 30,010 0 15,860 0 : : : : Changes from: July 5, 2016 : : 125,480 -29,680 0 155,160 12,512 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 52.6 0.0 37.6 8.5 11.6 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 12, 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: July 5, 2016 : : 0 0 0 0 0 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 12, 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 146,432 : : Positions : : 133,632 90,112 12,544 53,760 0 0 2,560 0 0 0 0 : : : : Changes from: July 5, 2016 : : -45,936 -30,976 -4,312 -18,480 0 0 -880 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 12, 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 27,906 : : Positions : : 20,134 17,109 1,552 4,035 2,678 60 1,615 125 2,149 983 566 : : : : Changes from: July 5, 2016 : : -1,498 -901 355 15 -204 -225 -35 125 675 146 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 61.3 5.6 14.5 9.6 0.2 5.8 0.4 7.7 3.5 2.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 19 . . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 19,835 : : Positions : : 14,899 13,966 1,266 4,710 529 360 0 0 1,511 0 50 : : : : Changes from: July 5, 2016 : : -2,373 -1,175 340 -215 -176 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 70.4 6.4 23.7 2.7 1.8 0.0 0.0 7.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 39,022 : : Positions : : 30,030 19,202 1,538 13,071 691 50 3,985 45 2,067 785 1,039 : : : : Changes from: July 5, 2016 : : -5,413 -2,016 203 -105 -603 0 -35 0 -663 75 -157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 49.2 3.9 33.5 1.8 0.1 10.2 0.1 5.3 2.0 2.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 21,130 : : Positions : : 18,180 12,607 0 6,891 1,180 250 0 30 38 25 12 : : : : Changes from: July 5, 2016 : : -576 -211 0 -124 -545 -95 0 30 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 59.7 0.0 32.6 5.6 1.2 0.0 0.1 0.2 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 17 0 4 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 23,559 : : Positions : : 15,983 15,673 3,412 1,125 3,506 0 420 0 0 1,063 526 : : : : Changes from: July 5, 2016 : : -727 -2,000 -105 -45 -75 0 -70 0 0 55 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 66.5 14.5 4.8 14.9 0.0 1.8 0.0 0.0 4.5 2.2 : : : : 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 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 15,571 : : Positions : : 12,943 10,922 1,474 2,516 939 0 150 0 0 201 105 : : : : Changes from: July 5, 2016 : : -538 -1,337 0 55 -165 0 -25 0 0 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 70.1 9.5 16.2 6.0 0.0 1.0 0.0 0.0 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 38,668 : : Positions : : 34,759 30,314 1,190 6,024 1,615 100 0 300 360 200 0 : : : : Changes from: July 5, 2016 : : -1,465 -495 -300 -1,570 635 0 -50 0 -240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 78.4 3.1 15.6 4.2 0.3 0.0 0.8 0.9 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 23 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 16,104 : : Positions : : 13,290 10,269 965 2,735 635 0 0 0 442 0 32 : : : : Changes from: July 5, 2016 : : -630 -2,482 0 -170 0 0 0 0 -3 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 63.8 6.0 17.0 3.9 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 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 13,921 : : Positions : : 11,165 9,990 670 2,344 969 0 0 0 1,069 0 18 : : : : Changes from: July 5, 2016 : : -815 -1,073 0 -273 60 0 0 0 31 0 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 71.8 4.8 16.8 7.0 0.0 0.0 0.0 7.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 47,045 : : Positions : : 34,599 39,684 7,250 1,650 1,915 0 0 0 0 200 0 : : : : Changes from: July 5, 2016 : : -2,310 -1,610 365 -245 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 84.4 15.4 3.5 4.1 0.0 0.0 0.0 0.0 0.4 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 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 41,283 : : Positions : : 30,983 33,628 5,850 3,010 1,200 0 0 0 0 0 0 : : : : Changes from: July 5, 2016 : : -2,205 -1,505 385 -245 -15 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 81.5 14.2 7.3 2.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 19 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 24,020 : : Positions : : 20,770 8,080 0 15 690 0 9,395 25 0 4,200 425 : : : : Changes from: July 5, 2016 : : -1,595 -410 0 -1,030 250 0 -45 0 0 -120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 33.6 0.0 0.1 2.9 0.0 39.1 0.1 0.0 17.5 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 0 . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 22,345 : : Positions : : 19,620 7,530 305 0 385 0 9,085 0 0 4,080 25 : : : : Changes from: July 5, 2016 : : -1,270 -310 305 -750 120 0 -70 0 0 155 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 33.7 1.4 0.0 1.7 0.0 40.7 0.0 0.0 18.3 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 24,623 : : Positions : : 13,634 20,505 2,001 0 2,101 1,595 0 430 3,425 150 0 : : : : Changes from: July 5, 2016 : : -355 -835 -260 0 0 55 0 -55 -275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 83.3 8.1 0.0 8.5 6.5 0.0 1.7 13.9 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 21,436 : : Positions : : 11,226 16,881 257 0 3,043 1,685 0 240 3,550 0 0 : : : : Changes from: July 5, 2016 : : -660 -585 257 -118 -257 40 0 -40 -325 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 78.8 1.2 0.0 14.2 7.9 0.0 1.1 16.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 9 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 30,445 : : Positions : : 21,310 15,145 6,110 0 2,380 0 12,320 0 0 450 0 : : : : Changes from: July 5, 2016 : : -1,030 -450 445 0 -445 0 -310 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 49.7 20.1 0.0 7.8 0.0 40.5 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 7 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 25,020 : : Positions : : 16,855 12,660 5,930 0 1,585 0 10,570 0 0 50 0 : : : : Changes from: July 5, 2016 : : -780 -375 260 0 -260 0 -160 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 50.6 23.7 0.0 6.3 0.0 42.2 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 12, 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 27,375 : : Positions : : 21,670 19,450 0 985 2,590 0 2,420 100 1,450 325 50 : : : : Changes from: July 5, 2016 : : -760 -1,130 0 355 -355 0 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 71.1 0.0 3.6 9.5 0.0 8.8 0.4 5.3 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 24,830 : : Positions : : 19,840 16,580 0 2,315 2,090 0 2,480 60 1,475 0 375 : : : : Changes from: July 5, 2016 : : -640 -770 0 125 -125 0 15 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 66.8 0.0 9.3 8.4 0.0 10.0 0.2 5.9 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 31,664 : : Positions : : 24,225 21,609 0 4,541 1,654 4,245 375 290 50 1,985 75 : : : : Changes from: July 5, 2016 : : -980 -810 0 -165 0 45 0 -50 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 68.2 0.0 14.3 5.2 13.4 1.2 0.9 0.2 6.3 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 12, 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 27,660 : : Positions : : 20,465 18,630 2,805 1,200 1,650 0 1,655 495 0 1,785 325 : : : : Changes from: July 5, 2016 : : -825 -660 -155 0 105 0 -320 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 67.4 10.1 4.3 6.0 0.0 6.0 1.8 0.0 6.5 1.2 : : : : 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 12, 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 115,039 : : Positions : : 69,605 99,350 8,285 1,975 5,539 20,945 0 0 3,560 1,170 765 : : : : Changes from: July 5, 2016 : : -2,985 -4,875 -1,240 190 235 -725 0 0 190 -95 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 86.4 7.2 1.7 4.8 18.2 0.0 0.0 3.1 1.0 0.7 : : : : 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 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 103,735 : : Positions : : 61,668 87,540 1,923 3,175 7,525 24,095 0 0 3,040 0 525 : : : : Changes from: July 5, 2016 : : -1,766 -4,617 -2,080 190 690 -775 0 0 205 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 84.4 1.9 3.1 7.3 23.2 0.0 0.0 2.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 25 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 20,920 : : Positions : : 18,195 18,630 420 180 960 25 0 125 0 0 0 : : : : Changes from: July 5, 2016 : : -830 -820 50 10 -60 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 89.1 2.0 0.9 4.6 0.1 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 12, 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 16,635 : : Positions : : 15,205 13,980 0 1,510 470 0 275 0 600 0 0 : : : : Changes from: July 5, 2016 : : -950 -800 0 -115 0 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 84.0 0.0 9.1 2.8 0.0 1.7 0.0 3.6 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 12, 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 30,095 : : Positions : : 23,165 18,470 925 3,875 2,090 0 1,550 300 75 275 0 : : : : Changes from: July 5, 2016 : : -855 160 85 -755 -205 0 -225 0 25 75 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 61.4 3.1 12.9 6.9 0.0 5.2 1.0 0.2 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 22,910 : : Positions : : 17,900 13,420 0 4,205 1,620 0 275 125 0 0 0 : : : : Changes from: July 5, 2016 : : -945 -310 0 -610 -75 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 58.6 0.0 18.4 7.1 0.0 1.2 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 0 . . 0 . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 15, 2016