Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 106,407 : : Positions : : 29,563 28,983 8,569 7,743 8,085 844 35,759 9,358 40,104 7,232 8,825 : : : : Changes from: July 26, 2016 : : -2,619 -29 132 -781 -1,659 -116 -2,838 -1,605 -2,396 -663 -169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 27.2 8.1 7.3 7.6 0.8 33.6 8.8 37.7 6.8 8.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 15 14 . . 5 . 7 5 18 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 17,266 : : Positions : : 2,727 7,686 0 3,043 805 563 1,990 909 10,303 1,364 1,344 : : : : Changes from: July 26, 2016 : : 78 -45 -7 -633 35 0 -110 -97 -730 -69 -176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 44.5 0.0 17.6 4.7 3.3 11.5 5.3 59.7 7.9 7.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 9 7 0 4 . . . . 10 5 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 9,351 : : Positions : : 1,737 1,096 1,133 754 2,200 161 467 1,965 547 1,262 1,607 : : : : Changes from: July 26, 2016 : : 48 33 1 8 2 -58 -30 62 26 7 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.6 11.7 12.1 8.1 23.5 1.7 5.0 21.0 5.8 13.5 17.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 8 8 . . 4 . . . 10 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 159,048 : : Positions : : 90,609 106,758 12,177 11,686 13,735 21,043 1,275 2,248 5,698 7,813 12,532 : : : : Changes from: July 26, 2016 : : -3,217 -3,886 -396 80 -121 38 -100 -1,095 350 -1,121 -2,462 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 67.1 7.7 7.3 8.6 13.2 0.8 1.4 3.6 4.9 7.9 : : : : Number of Traders in Each Category Total Traders: 86 : : 46 49 . . 5 6 4 6 9 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 40,152 : : Positions : : 31,847 30,471 2,537 3,899 4,267 0 411 95 1,175 778 231 : : : : Changes from: July 26, 2016 : : -4,071 -4,391 144 349 -467 0 -117 20 -282 -50 -106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 75.9 6.3 9.7 10.6 0.0 1.0 0.2 2.9 1.9 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 22 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 338,220 : : Positions : : 282,185 282,531 23,852 16,034 30,583 624 0 0 0 8,096 976 : : : : Changes from: July 26, 2016 : : -34,936 -18,824 -720 -16,192 0 -624 0 0 0 -1,264 -312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 83.5 7.1 4.7 9.0 0.2 0.0 0.0 0.0 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 19 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 1,623,812 : : Positions : :1,297,419 1,316,082 178,054 108,771 24,046 2,367 28,991 68,004 34,832 60,948 4,338 : : : : Changes from: July 26, 2016 : : -6,421 -9,361 -350 3,183 -5,175 2,367 350 -350 760 4,304 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 81.0 11.0 6.7 1.5 0.1 1.8 4.2 2.1 3.8 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 36 . 4 . . 4 4 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 70,028 : : Positions : : 49,641 52,701 6,990 1,927 6,695 1,917 4,223 205 2,392 2,089 2,188 : : : : Changes from: July 26, 2016 : : 868 399 -16 155 39 125 -205 103 -299 329 492 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 75.3 10.0 2.8 9.6 2.7 6.0 0.3 3.4 3.0 3.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 23 . . . . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 354,616 : : Positions : : 188,807 301,875 110,204 0 52,413 0 0 0 2,872 8 320 : : : : Changes from: July 26, 2016 : : 936 -2,808 -3,744 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 85.1 31.1 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 August 2, 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 435,098 : : Positions : : 337,320 365,970 34,572 9,962 49,382 5,192 728 8,632 0 424 0 : : : : Changes from: July 26, 2016 : : -17,738 -1,994 3,968 -11,776 4,680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 84.1 7.9 2.3 11.3 1.2 0.2 2.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 22 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 35,532 : : Positions : : 29,084 31,903 2,382 529 1,382 871 387 719 463 0 127 : : : : Changes from: July 26, 2016 : : -806 -253 -149 -510 0 23 0 0 2 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 89.8 6.7 1.5 3.9 2.5 1.1 2.0 1.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 25 . . . . . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 57,947 : : Positions : : 38,613 41,935 16,717 14,170 1,560 0 0 0 240 0 0 : : : : Changes from: July 26, 2016 : : 1,010 -570 -80 1,620 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 72.4 28.8 24.5 2.7 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 29 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 3,050 : : Positions : : 2,600 2,750 50 0 0 250 100 150 0 50 0 : : : : Changes from: July 26, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 90.2 1.6 0.0 0.0 8.2 3.3 4.9 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 84,416 : : Positions : : 61,345 63,905 19,497 19,120 865 950 0 0 583 0 0 : : : : Changes from: July 26, 2016 : : 469 -720 290 1,955 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 75.7 23.1 22.6 1.0 1.1 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 27 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 23,504 : : Positions : : 18,611 19,109 1,440 855 2,145 0 0 0 750 1,275 0 : : : : Changes from: July 26, 2016 : : 0 300 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 81.3 6.1 3.6 9.1 0.0 0.0 0.0 3.2 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 290,816 : : Positions : : 202,464 281,072 66,224 0 9,360 7,096 0 0 5,288 0 384 : : : : Changes from: July 26, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 96.6 22.8 0.0 3.2 2.4 0.0 0.0 1.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 9,905 : : Positions : : 7,588 6,657 70 907 410 1,116 0 89 508 1,758 84 : : : : Changes from: July 26, 2016 : : -282 -254 0 -112 -198 73 0 -31 0 176 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 67.2 0.7 9.2 4.1 11.3 0.0 0.9 5.1 17.7 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 11,340 : : Positions : : 6,810 6,760 0 4,340 60 1,800 0 0 2,550 0 0 : : : : Changes from: July 26, 2016 : : 0 -50 0 -200 0 0 0 0 -250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 59.6 0.0 38.3 0.5 15.9 0.0 0.0 22.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 11,550 : : Positions : : 7,790 7,720 495 2,970 120 800 0 0 1,310 225 450 : : : : Changes from: July 26, 2016 : : 0 -45 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 66.8 4.3 25.7 1.0 6.9 0.0 0.0 11.3 1.9 3.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 33,812 : : Positions : : 28,147 29,387 2,805 80 2,510 0 0 0 350 1,700 0 : : : : Changes from: July 26, 2016 : : 845 740 -105 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 86.9 8.3 0.2 7.4 0.0 0.0 0.0 1.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 24,992 : : Positions : : 19,107 18,957 2,200 3,125 2,730 50 0 0 660 75 0 : : : : Changes from: July 26, 2016 : : 940 1,505 625 60 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 75.9 8.8 12.5 10.9 0.2 0.0 0.0 2.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 19 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 23,242 : : Positions : : 17,796 16,164 2,825 3,542 1,771 215 234 80 0 603 235 : : : : Changes from: July 26, 2016 : : 112 152 0 -40 40 0 46 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 69.5 12.2 15.2 7.6 0.9 1.0 0.3 0.0 2.6 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 23 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 57,777 : : Positions : : 50,755 45,944 1,123 2,743 3,273 0 222 0 1,681 4,530 945 : : : : Changes from: July 26, 2016 : : 1,081 780 0 161 -10 0 0 0 0 135 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 79.5 1.9 4.7 5.7 0.0 0.4 0.0 2.9 7.8 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 22 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 73,453 : : Positions : : 62,518 56,893 3,605 2,683 3,224 8 408 293 1,781 7,953 1,989 : : : : Changes from: July 26, 2016 : : 461 683 -60 55 35 0 0 0 5 -332 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 77.5 4.9 3.7 4.4 0.0 0.6 0.4 2.4 10.8 2.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 31 . . 4 . . . 4 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 54,045 : : Positions : : 43,265 50,275 8,025 2,740 1,030 0 0 0 815 0 0 : : : : Changes from: July 26, 2016 : : 5,035 5,860 245 300 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 93.0 14.8 5.1 1.9 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 61,080 : : Positions : : 49,030 56,800 9,165 3,550 730 50 0 0 1,405 0 0 : : : : Changes from: July 26, 2016 : : 5,270 5,860 220 300 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 93.0 15.0 5.8 1.2 0.1 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 366,653 : : Positions : : 258,294 318,640 40,235 13,471 12,766 0 816 0 52,639 18,241 2,719 : : : : Changes from: July 26, 2016 : : -352 3,888 1,936 0 0 0 0 0 2,304 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 86.9 11.0 3.7 3.5 0.0 0.2 0.0 14.4 5.0 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 27 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 28,302 : : Positions : : 22,406 21,277 567 822 1,257 184 715 863 1,551 1,765 1,348 : : : : Changes from: July 26, 2016 : : 944 177 0 24 105 0 82 27 -640 21 615 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 75.2 2.0 2.9 4.4 0.7 2.5 3.0 5.5 6.2 4.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 22 30 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 33,734 : : Positions : : 20,722 33,396 11,753 0 0 77 154 0 1,156 158 26 : : : : Changes from: July 26, 2016 : : -346 -201 -788 0 0 0 0 0 646 -287 -101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 99.0 34.8 0.0 0.0 0.2 0.5 0.0 3.4 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . 0 0 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 283,957 : : Positions : : 224,312 240,068 48,865 14,685 10,020 760 19,184 0 0 0 0 : : : : Changes from: July 26, 2016 : : -12,253 -12,253 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 84.5 17.2 5.2 3.5 0.3 6.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 21,683 : : Positions : : 17,091 19,620 3,431 0 403 359 1,044 20 252 129 0 : : : : Changes from: July 26, 2016 : : -1,121 -1,060 63 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 90.5 15.8 0.0 1.9 1.7 4.8 0.1 1.2 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 114,548 : : Positions : : 48,016 110,467 66,108 0 0 0 2,385 0 0 0 0 : : : : Changes from: July 26, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 96.4 57.7 0.0 0.0 0.0 2.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 . 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 12,720 : : Positions : : 8,108 9,232 1,800 895 105 1,017 178 0 649 129 680 : : : : Changes from: July 26, 2016 : : 0 -23 -23 -40 23 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 72.6 14.2 7.0 0.8 8.0 1.4 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 August 2, 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 165,703 : : Positions : : 129,138 124,716 27,115 35,392 793 5,569 0 0 800 2,514 1,904 : : : : Changes from: July 26, 2016 : : 32 8 -408 0 0 0 0 0 0 -384 384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 75.3 16.4 21.4 0.5 3.4 0.0 0.0 0.5 1.5 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 18,372 : : Positions : : 14,783 10,168 1,693 3,628 847 0 2,046 20 179 613 478 : : : : Changes from: July 26, 2016 : : -205 -84 6 128 -168 0 0 0 3 -143 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 55.3 9.2 19.7 4.6 0.0 11.1 0.1 1.0 3.3 2.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 25 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 207,505 : : Positions : : 166,987 126,755 31,452 63,101 6,658 0 9,399 408 1,152 760 0 : : : : Changes from: July 26, 2016 : : 5,402 1,537 -768 752 768 0 2,769 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 61.1 15.2 30.4 3.2 0.0 4.5 0.2 0.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 10,150 : : Positions : : 7,850 8,900 2,075 0 50 0 300 0 100 375 0 : : : : Changes from: July 26, 2016 : : 0 -495 -15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 87.7 20.4 0.0 0.5 0.0 3.0 0.0 1.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 23,936 : : Positions : : 10,191 18,343 8,912 0 4,529 304 395 0 0 669 0 : : : : Changes from: July 26, 2016 : : -877 -775 -48 0 -77 0 -125 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 76.6 37.2 0.0 18.9 1.3 1.7 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 242,157 : : Positions : : 137,829 162,877 34,897 9,849 69,431 0 0 0 0 0 0 : : : : Changes from: July 26, 2016 : : -4,531 1,821 6,496 144 -5,080 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 67.3 14.4 4.1 28.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 11,935 : : Positions : : 10,890 6,695 150 3,730 0 0 1,480 0 420 0 0 : : : : Changes from: July 26, 2016 : : -295 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 56.1 1.3 31.3 0.0 0.0 12.4 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 14,185 : : Positions : : 12,760 7,495 150 2,965 130 0 3,310 0 425 60 175 : : : : Changes from: July 26, 2016 : : -345 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 52.8 1.1 20.9 0.9 0.0 23.3 0.0 3.0 0.4 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 733,580 : : Positions : : 409,198 380,338 5,956 68,175 110,100 4,295 28,801 33,237 59,406 2,687 110,141 : : : : Changes from: July 26, 2016 : : 156 743 65 1,240 -139 -17 -364 18 3,001 1,114 -279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 51.8 0.8 9.3 15.0 0.6 3.9 4.5 8.1 0.4 15.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 . . . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 18,820 : : Positions : : 16,275 8,020 975 9,620 1,085 0 0 0 0 0 0 : : : : Changes from: July 26, 2016 : : -275 -25 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 42.6 5.2 51.1 5.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 22,146 : : Positions : : 12,321 17,401 6,425 2,850 1,695 900 0 50 0 100 0 : : : : Changes from: July 26, 2016 : : -635 0 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 78.6 29.0 12.9 7.7 4.1 0.0 0.2 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 15,320 : : Positions : : 9,147 10,010 2,905 3,200 1,715 150 0 0 0 250 0 : : : : Changes from: July 26, 2016 : : -670 0 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 65.3 19.0 20.9 11.2 1.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 23,595 : : Positions : : 16,090 21,380 5,045 30 1,220 0 600 0 0 300 0 : : : : Changes from: July 26, 2016 : : -1,115 -15 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 90.6 21.4 0.1 5.2 0.0 2.5 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 17,820 : : Positions : : 12,140 16,305 3,575 230 875 0 200 0 0 0 0 : : : : Changes from: July 26, 2016 : : -1,220 -30 50 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 91.5 20.1 1.3 4.9 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 7 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 20,230 : : Positions : : 14,475 18,565 3,830 50 1,195 0 0 0 290 0 60 : : : : Changes from: July 26, 2016 : : 5 -310 0 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 91.8 18.9 0.2 5.9 0.0 0.0 0.0 1.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 10 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 21,907 : : Positions : : 15,367 18,622 2,320 50 2,835 200 0 0 660 0 40 : : : : Changes from: July 26, 2016 : : -120 -350 0 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 85.0 10.6 0.2 12.9 0.9 0.0 0.0 3.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 115,200 : : Positions : : 89,627 95,400 7,613 3,055 12,355 1,880 170 90 2,375 1,570 360 : : : : Changes from: July 26, 2016 : : -850 -2,365 60 500 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 82.8 6.6 2.7 10.7 1.6 0.1 0.1 2.1 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 31 29 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 128,265 : : Positions : : 98,835 105,898 12,842 2,805 11,890 1,668 2,376 957 1,050 2,850 530 : : : : Changes from: July 26, 2016 : : 0 -1,465 -233 400 220 -395 110 0 0 15 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 82.6 10.0 2.2 9.3 1.3 1.9 0.7 0.8 2.2 0.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 38 35 4 . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 176,102 : : Positions : : 123,505 130,068 25,404 7,793 7,700 6,021 8,701 5,624 2,404 9,465 4,225 : : : : Changes from: July 26, 2016 : : -651 -2,171 126 485 -308 -52 -95 -70 -176 -292 -476 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 73.9 14.4 4.4 4.4 3.4 4.9 3.2 1.4 5.4 2.4 : : : : Number of Traders in Each Category Total Traders: 77 : : 41 43 5 . 5 4 . 5 6 10 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 122,859 : : Positions : : 104,609 104,852 6,220 6,313 4,992 3,235 0 920 1,515 3,282 540 : : : : Changes from: July 26, 2016 : : 51 -1,189 -290 -115 -290 120 0 0 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 85.3 5.1 5.1 4.1 2.6 0.0 0.7 1.2 2.7 0.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 34 32 . . 4 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 38,455 : : Positions : : 32,780 25,970 1,200 8,640 1,775 840 900 0 570 0 520 : : : : Changes from: July 26, 2016 : : -640 -525 475 470 -300 0 0 0 -10 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 67.5 3.1 22.5 4.6 2.2 2.3 0.0 1.5 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 11 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 34,275 : : Positions : : 27,540 27,485 1,175 2,390 3,705 80 200 50 860 0 255 : : : : Changes from: July 26, 2016 : : -645 -190 475 420 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 80.2 3.4 7.0 10.8 0.2 0.6 0.1 2.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 35,653 : : Positions : : 30,965 28,345 480 4,299 2,359 1,000 0 300 50 0 0 : : : : Changes from: July 26, 2016 : : -5 240 -70 -240 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 79.5 1.3 12.1 6.6 2.8 0.0 0.8 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 26 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 15,043 : : Positions : : 11,078 12,448 2,140 1,145 1,300 300 0 0 225 0 0 : : : : Changes from: July 26, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 82.7 14.2 7.6 8.6 2.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 232,921 : : Positions : : 180,060 133,446 0 65,201 29,184 18,718 0 4,188 205 420 482 : : : : Changes from: July 26, 2016 : : -4,155 -9,368 0 5,419 -4,425 -4 0 60 118 -115 79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 57.3 0.0 28.0 12.5 8.0 0.0 1.8 0.1 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 14 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 2,962,617 : : Positions : :2,264,388 1,374,306 0 1,270,752 275,449 396,530 0 26,250 0 15,860 0 : : : : Changes from: July 26, 2016 : : -175,518 -122,572 0 -49,186 -18,424 3,760 0 -3,760 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 46.4 0.0 42.9 9.3 13.4 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 August 2, 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 1,021,146 : : Positions : : 702,457 839,050 190,251 53,658 128,438 0 0 0 0 0 0 : : : : Changes from: July 26, 2016 : : -32,336 -17,424 -1,504 -16,416 15,664 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 82.2 18.6 5.3 12.6 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 August 2, 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 199,456 : : Positions : : 181,056 118,496 18,032 77,280 0 0 3,680 0 0 0 0 : : : : Changes from: July 26, 2016 : : 139,296 90,336 14,112 60,480 0 0 2,880 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 59.4 9.0 38.7 0.0 0.0 1.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 6 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 29,772 : : Positions : : 21,471 18,960 2,068 4,727 2,603 60 1,640 125 2,426 932 577 : : : : Changes from: July 26, 2016 : : -55 -180 -57 0 37 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 63.7 6.9 15.9 8.7 0.2 5.5 0.4 8.1 3.1 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 19 . . 4 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 21,655 : : Positions : : 17,586 16,408 1,581 4,435 454 360 0 0 1,151 0 173 : : : : Changes from: July 26, 2016 : : 97 22 0 -95 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 75.8 7.3 20.5 2.1 1.7 0.0 0.0 5.3 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 20 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 38,582 : : Positions : : 33,866 19,736 1,118 12,342 566 50 3,687 45 1,473 535 1,107 : : : : Changes from: July 26, 2016 : : -150 -28 -55 -355 5 0 -250 0 -135 -205 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 51.2 2.9 32.0 1.5 0.1 9.6 0.1 3.8 1.4 2.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 22,730 : : Positions : : 20,032 14,813 0 6,653 1,150 250 0 30 491 0 27 : : : : Changes from: July 26, 2016 : : 690 693 0 140 -125 0 0 0 0 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 65.2 0.0 29.3 5.1 1.1 0.0 0.1 2.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 18 0 4 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 23,637 : : Positions : : 16,609 16,861 3,595 1,589 2,765 0 720 0 0 1,023 526 : : : : Changes from: July 26, 2016 : : 35 -418 -10 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 71.3 15.2 6.7 11.7 0.0 3.0 0.0 0.0 4.3 2.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 16,060 : : Positions : : 13,427 11,741 1,324 2,841 914 0 150 0 0 201 105 : : : : Changes from: July 26, 2016 : : -110 -80 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 73.1 8.2 17.7 5.7 0.0 0.9 0.0 0.0 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 39,763 : : Positions : : 36,469 31,129 1,265 6,714 880 100 300 300 0 200 0 : : : : Changes from: July 26, 2016 : : 215 145 -275 10 -145 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 78.3 3.2 16.9 2.2 0.3 0.8 0.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 24 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 16,709 : : Positions : : 14,070 12,861 965 3,035 460 0 0 0 442 0 32 : : : : Changes from: July 26, 2016 : : 300 147 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 77.0 5.8 18.2 2.8 0.0 0.0 0.0 2.6 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 August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 14,589 : : Positions : : 11,897 10,979 635 2,629 895 0 0 0 1,069 0 18 : : : : Changes from: July 26, 2016 : : 25 -43 -45 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 75.3 4.4 18.0 6.1 0.0 0.0 0.0 7.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 16 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 48,665 : : Positions : : 36,994 39,994 6,365 2,850 1,265 0 0 0 0 200 0 : : : : Changes from: July 26, 2016 : : 640 335 -5 300 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 82.2 13.1 5.9 2.6 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 42,333 : : Positions : : 32,783 33,523 4,845 3,910 905 0 0 0 0 0 0 : : : : Changes from: July 26, 2016 : : 30 25 -5 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 79.2 11.4 9.2 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 19 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 27,435 : : Positions : : 21,790 8,275 2,310 0 555 0 9,395 25 0 7,350 425 : : : : Changes from: July 26, 2016 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 30.2 8.4 0.0 2.0 0.0 34.2 0.1 0.0 26.8 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . 0 . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 23,235 : : Positions : : 20,220 7,710 35 0 445 0 9,085 0 0 4,230 25 : : : : Changes from: July 26, 2016 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 33.2 0.2 0.0 1.9 0.0 39.1 0.0 0.0 18.2 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 25,438 : : Positions : : 13,519 21,465 3,176 0 1,578 1,595 0 430 3,275 100 150 : : : : Changes from: July 26, 2016 : : 150 300 150 0 -248 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 84.4 12.5 0.0 6.2 6.3 0.0 1.7 12.9 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 22,266 : : Positions : : 11,106 17,986 1,632 0 2,618 1,685 0 240 3,400 0 150 : : : : Changes from: July 26, 2016 : : 0 50 50 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 80.8 7.3 0.0 11.8 7.6 0.0 1.1 15.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 9 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 31,335 : : Positions : : 21,285 15,565 7,455 0 2,055 0 13,170 0 0 500 0 : : : : Changes from: July 26, 2016 : : 50 0 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 49.7 23.8 0.0 6.6 0.0 42.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 8 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 26,025 : : Positions : : 16,780 13,055 7,200 0 1,335 0 11,370 0 0 50 0 : : : : Changes from: July 26, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 50.2 27.7 0.0 5.1 0.0 43.7 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 7 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 28,220 : : Positions : : 23,315 18,420 0 3,560 1,990 0 2,220 100 1,350 525 100 : : : : Changes from: July 26, 2016 : : 635 -90 0 725 -375 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 65.3 0.0 12.6 7.1 0.0 7.9 0.4 4.8 1.9 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 26,030 : : Positions : : 21,385 16,575 0 3,665 1,825 0 2,480 60 1,450 175 400 : : : : Changes from: July 26, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 63.7 0.0 14.1 7.0 0.0 9.5 0.2 5.6 0.7 1.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 32,799 : : Positions : : 24,985 22,054 0 5,371 1,654 4,345 375 195 265 1,785 240 : : : : Changes from: July 26, 2016 : : -15 -90 0 105 0 0 0 0 0 -30 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 67.2 0.0 16.4 5.0 13.2 1.1 0.6 0.8 5.4 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 27,780 : : Positions : : 20,515 18,705 2,830 1,200 1,675 0 1,655 495 0 1,785 325 : : : : Changes from: July 26, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 67.3 10.2 4.3 6.0 0.0 6.0 1.8 0.0 6.4 1.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 120,559 : : Positions : : 71,090 103,200 6,430 1,975 7,184 21,555 0 0 7,020 1,020 980 : : : : Changes from: July 26, 2016 : : 1,090 1,560 440 0 0 110 0 0 -155 -75 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 85.6 5.3 1.6 6.0 17.9 0.0 0.0 5.8 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 25 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 105,630 : : Positions : : 62,414 88,446 648 3,175 7,700 24,955 0 0 3,615 0 650 : : : : Changes from: July 26, 2016 : : 476 361 -50 0 0 60 0 0 -125 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 83.7 0.6 3.0 7.3 23.6 0.0 0.0 3.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 26 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 21,745 : : Positions : : 18,660 19,335 820 180 960 75 0 125 0 0 0 : : : : Changes from: July 26, 2016 : : 515 305 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 88.9 3.8 0.8 4.4 0.3 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 18 12 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 17,155 : : Positions : : 15,655 14,830 0 1,110 570 0 275 0 600 0 0 : : : : Changes from: July 26, 2016 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 86.4 0.0 6.5 3.3 0.0 1.6 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 11 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 32,740 : : Positions : : 25,370 19,915 925 3,685 2,280 0 2,500 300 280 480 0 : : : : Changes from: July 26, 2016 : : 705 895 0 -190 190 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 60.8 2.8 11.3 7.0 0.0 7.6 0.9 0.9 1.5 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 August 2, 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 24,035 : : Positions : : 18,825 14,345 0 3,905 1,770 0 575 0 0 0 0 : : : : Changes from: July 26, 2016 : : 325 325 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 59.7 0.0 16.2 7.4 0.0 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 0 . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 5, 2016