Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 105,123 : : Positions : : 30,360 29,037 8,444 8,607 7,630 964 34,155 9,401 39,126 7,256 8,070 : : : : Changes from: August 2, 2016 : : 797 54 -125 864 -455 120 -1,604 43 -978 24 -755 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 27.6 8.0 8.2 7.3 0.9 32.5 8.9 37.2 6.9 7.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 16 16 . . 5 . 6 4 17 11 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 16,969 : : Positions : : 2,545 7,569 0 3,038 820 473 2,060 909 10,328 1,244 1,169 : : : : Changes from: August 2, 2016 : : -182 -117 0 -5 15 -90 70 0 25 -120 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.0 44.6 0.0 17.9 4.8 2.8 12.1 5.4 60.9 7.3 6.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 9 7 0 4 . . . . 10 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 9,414 : : Positions : : 1,712 1,085 1,146 719 2,228 195 532 1,977 526 1,243 1,631 : : : : Changes from: August 2, 2016 : : -25 -11 12 -35 28 34 65 12 -21 -19 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.2 11.5 12.2 7.6 23.7 2.1 5.6 21.0 5.6 13.2 17.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 8 8 . . 4 . . . 10 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 151,403 : : Positions : : 86,163 103,854 11,138 12,325 13,145 20,169 714 2,483 6,853 7,193 11,062 : : : : Changes from: August 2, 2016 : : -4,447 -2,904 -1,039 639 -591 -875 -560 235 1,155 -620 -1,470 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 68.6 7.4 8.1 8.7 13.3 0.5 1.6 4.5 4.8 7.3 : : : : Number of Traders in Each Category Total Traders: 83 : : 44 47 . 4 5 6 . 6 8 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 41,842 : : Positions : : 32,740 32,337 2,920 3,647 4,218 0 534 147 1,150 292 667 : : : : Changes from: August 2, 2016 : : 893 1,865 383 -252 -49 0 124 52 -25 -486 436 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 77.3 7.0 8.7 10.1 0.0 1.3 0.4 2.7 0.7 1.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 23 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 338,540 : : Positions : : 284,088 284,451 23,212 15,377 29,640 624 0 0 0 8,096 976 : : : : Changes from: August 2, 2016 : : 1,903 1,920 -640 -657 -943 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 84.0 6.9 4.5 8.8 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 9, 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 1,533,491 : : Positions : :1,244,509 1,252,148 168,542 111,554 23,308 2,318 23,903 66,308 25,016 52,780 3,490 : : : : Changes from: August 2, 2016 : : -52,909 -63,933 -9,512 2,783 -738 -49 -5,088 -1,696 -9,816 -8,168 -848 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 81.7 11.0 7.3 1.5 0.2 1.6 4.3 1.6 3.4 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 37 . 4 . . 4 4 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 66,040 : : Positions : : 45,459 50,384 6,885 1,994 6,279 1,891 3,198 231 3,080 1,739 2,215 : : : : Changes from: August 2, 2016 : : -4,182 -2,317 -105 67 -416 -26 -1,025 26 688 -350 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 76.3 10.4 3.0 9.5 2.9 4.8 0.3 4.7 2.6 3.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 24 . . . . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 334,231 : : Positions : : 186,329 281,834 92,985 0 52,069 0 0 0 2,528 8 320 : : : : Changes from: August 2, 2016 : : -2,478 -20,041 -17,219 0 -344 0 0 0 -344 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 84.3 27.8 0.0 15.6 0.0 0.0 0.0 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 416,629 : : Positions : : 318,179 357,757 47,050 9,392 40,120 2,648 728 8,632 0 0 0 : : : : Changes from: August 2, 2016 : : -19,141 -8,213 12,478 -570 -9,262 -2,544 0 0 0 -424 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 85.9 11.3 2.3 9.6 0.6 0.2 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 22 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 33,379 : : Positions : : 26,926 30,200 2,481 0 1,723 671 207 719 347 0 85 : : : : Changes from: August 2, 2016 : : -2,158 -1,703 99 -529 341 -200 -180 0 -116 0 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 90.5 7.4 0.0 5.2 2.0 0.6 2.2 1.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 24 . 0 . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 54,651 : : Positions : : 37,496 37,985 14,995 15,085 1,560 0 0 0 190 0 0 : : : : Changes from: August 2, 2016 : : -1,117 -3,950 -1,722 915 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 69.5 27.4 27.6 2.9 0.0 0.0 0.0 0.3 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 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 78,075 : : Positions : : 58,718 56,735 17,375 20,445 865 500 0 0 422 0 0 : : : : Changes from: August 2, 2016 : : -2,627 -7,170 -2,122 1,325 0 -450 0 0 -161 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 72.7 22.3 26.2 1.1 0.6 0.0 0.0 0.5 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 9, 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 22,625 : : Positions : : 18,071 18,465 1,340 720 2,145 0 0 0 525 1,175 0 : : : : Changes from: August 2, 2016 : : -540 -644 -100 -135 0 0 0 0 -225 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 81.6 5.9 3.2 9.5 0.0 0.0 0.0 2.3 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 278,904 : : Positions : : 195,992 269,160 61,632 0 9,360 7,096 0 0 4,440 0 384 : : : : Changes from: August 2, 2016 : : -6,472 -11,912 -4,592 0 0 0 0 0 -848 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 96.5 22.1 0.0 3.4 2.5 0.0 0.0 1.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 9,326 : : Positions : : 6,795 6,040 90 1,169 170 1,070 0 156 428 1,684 84 : : : : Changes from: August 2, 2016 : : -793 -617 20 262 -240 -46 0 67 -80 -74 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 64.8 1.0 12.5 1.8 11.5 0.0 1.7 4.6 18.1 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 9,365 : : Positions : : 5,685 6,035 0 3,090 60 1,800 0 0 1,700 0 0 : : : : Changes from: August 2, 2016 : : -1,125 -725 0 -1,250 0 0 0 0 -850 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 64.4 0.0 33.0 0.6 19.2 0.0 0.0 18.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 13 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 10,185 : : Positions : : 6,915 6,575 495 2,905 60 675 0 0 1,095 175 450 : : : : Changes from: August 2, 2016 : : -875 -1,145 0 -65 -60 -125 0 0 -215 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 64.6 4.9 28.5 0.6 6.6 0.0 0.0 10.8 1.7 4.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 31,011 : : Positions : : 25,396 27,111 3,115 30 2,200 0 0 0 300 1,550 0 : : : : Changes from: August 2, 2016 : : -2,751 -2,276 310 -50 -310 0 0 0 -50 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 87.4 10.0 0.1 7.1 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 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 23,908 : : Positions : : 18,128 18,148 2,345 3,075 2,510 25 0 0 660 75 0 : : : : Changes from: August 2, 2016 : : -979 -809 145 -50 -220 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 75.9 9.8 12.9 10.5 0.1 0.0 0.0 2.8 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 18 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 22,186 : : Positions : : 17,160 15,341 2,625 3,282 1,771 115 314 0 0 686 235 : : : : Changes from: August 2, 2016 : : -636 -823 -200 -260 0 -100 80 -80 0 83 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 69.1 11.8 14.8 8.0 0.5 1.4 0.0 0.0 3.1 1.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 21 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 53,696 : : Positions : : 47,325 43,490 942 2,711 3,008 0 222 0 1,386 3,115 1,030 : : : : Changes from: August 2, 2016 : : -3,430 -2,454 -181 -32 -265 0 0 0 -295 -1,415 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 81.0 1.8 5.0 5.6 0.0 0.4 0.0 2.6 5.8 1.9 : : : : 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 9, 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 68,920 : : Positions : : 58,868 52,619 3,456 2,878 2,869 126 190 171 1,729 8,492 1,681 : : : : Changes from: August 2, 2016 : : -3,650 -4,274 -149 195 -355 118 -218 -122 -52 539 -308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 76.3 5.0 4.2 4.2 0.2 0.3 0.2 2.5 12.3 2.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 29 . . 4 . . . 5 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 48,940 : : Positions : : 40,160 45,170 7,105 2,820 950 0 0 0 700 0 0 : : : : Changes from: August 2, 2016 : : -3,105 -5,105 -920 80 -80 0 0 0 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 92.3 14.5 5.8 1.9 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 55,965 : : Positions : : 45,700 49,350 8,225 5,885 730 50 0 0 1,235 0 0 : : : : Changes from: August 2, 2016 : : -3,330 -7,450 -940 2,335 0 0 0 0 -170 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 88.2 14.7 10.5 1.3 0.1 0.0 0.0 2.2 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 9, 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 329,789 : : Positions : : 229,950 281,655 32,819 14,239 11,854 0 816 0 50,486 16,545 4,680 : : : : Changes from: August 2, 2016 : : -28,344 -36,985 -7,416 768 -912 0 0 0 -2,153 -1,696 1,961 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 85.4 10.0 4.3 3.6 0.0 0.2 0.0 15.3 5.0 1.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 27 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 25,970 : : Positions : : 20,411 19,866 647 625 1,177 86 503 810 1,365 1,406 1,368 : : : : Changes from: August 2, 2016 : : -1,995 -1,411 80 -197 -80 -98 -212 -53 -186 -359 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 76.5 2.5 2.4 4.5 0.3 1.9 3.1 5.3 5.4 5.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 28 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 31,240 : : Positions : : 19,474 30,977 10,322 0 0 77 104 0 1,341 133 26 : : : : Changes from: August 2, 2016 : : -1,248 -2,419 -1,431 0 0 0 -50 0 185 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 99.2 33.0 0.0 0.0 0.2 0.3 0.0 4.3 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . 0 0 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 268,693 : : Positions : : 212,016 226,076 45,897 13,413 10,020 760 19,184 0 0 0 0 : : : : Changes from: August 2, 2016 : : -12,296 -13,992 -2,968 -1,272 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 84.1 17.1 5.0 3.7 0.3 7.1 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 9, 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 21,192 : : Positions : : 16,664 19,269 3,565 0 383 319 1,064 0 92 69 0 : : : : Changes from: August 2, 2016 : : -427 -351 134 0 -20 -40 20 -20 -160 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 90.9 16.8 0.0 1.8 1.5 5.0 0.0 0.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 18 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 107,340 : : Positions : : 42,928 105,379 64,412 0 0 0 1,961 0 0 0 0 : : : : Changes from: August 2, 2016 : : -5,088 -5,088 -1,696 0 0 0 -424 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 98.2 60.0 0.0 0.0 0.0 1.8 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 9, 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 11,743 : : Positions : : 7,575 8,549 1,840 1,405 86 817 138 0 609 69 640 : : : : Changes from: August 2, 2016 : : -533 -683 40 510 -19 -200 -40 0 -40 -60 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 72.8 15.7 12.0 0.7 7.0 1.2 0.0 5.2 0.6 5.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 151,207 : : Positions : : 118,498 113,188 24,964 33,281 784 4,297 0 0 1,136 2,426 1,144 : : : : Changes from: August 2, 2016 : : -10,640 -11,528 -2,151 -2,111 -9 -1,272 0 0 336 -88 -760 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 74.9 16.5 22.0 0.5 2.8 0.0 0.0 0.8 1.6 0.8 : : : : 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 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 17,110 : : Positions : : 13,712 9,481 1,510 3,508 890 0 1,687 0 199 553 458 : : : : Changes from: August 2, 2016 : : -1,071 -687 -183 -120 43 0 -359 -20 20 -60 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 55.4 8.8 20.5 5.2 0.0 9.9 0.0 1.2 3.2 2.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 24 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 196,048 : : Positions : : 160,545 116,011 24,133 60,133 9,810 0 8,926 408 1,152 760 0 : : : : Changes from: August 2, 2016 : : -6,442 -10,744 -7,319 -2,968 3,152 0 -473 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 59.2 12.3 30.7 5.0 0.0 4.6 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 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 9,665 : : Positions : : 7,630 9,015 1,875 0 50 0 300 0 50 275 0 : : : : Changes from: August 2, 2016 : : -220 115 -200 0 0 0 0 0 -50 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 93.3 19.4 0.0 0.5 0.0 3.1 0.0 0.5 2.8 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 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 24,723 : : Positions : : 11,075 18,824 8,584 0 4,529 304 395 0 0 744 231 : : : : Changes from: August 2, 2016 : : 884 481 -328 0 0 0 0 0 0 75 231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 76.1 34.7 0.0 18.3 1.2 1.6 0.0 0.0 3.0 0.9 : : : : 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 9, 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 241,913 : : Positions : : 141,409 163,560 33,920 11,769 66,584 0 0 0 0 0 0 : : : : Changes from: August 2, 2016 : : 3,580 683 -977 1,920 -2,847 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 67.6 14.0 4.9 27.5 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 9, 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 10,970 : : Positions : : 10,360 6,275 150 3,290 0 0 1,380 0 300 0 0 : : : : Changes from: August 2, 2016 : : -530 -420 0 -440 0 0 -100 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 57.2 1.4 30.0 0.0 0.0 12.6 0.0 2.7 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 9, 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 12,555 : : Positions : : 11,635 7,010 220 2,845 180 0 2,295 0 280 0 180 : : : : Changes from: August 2, 2016 : : -1,125 -485 70 -120 50 0 -1,015 0 -145 -60 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 55.8 1.8 22.7 1.4 0.0 18.3 0.0 2.2 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 754,334 : : Positions : : 437,684 419,314 5,830 79,483 105,730 3,672 25,019 28,978 78,285 2,493 93,316 : : : : Changes from: August 2, 2016 : : 28,486 38,976 -126 11,308 -4,370 -624 -3,782 -4,259 18,878 -194 -16,826 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 55.6 0.8 10.5 14.0 0.5 3.3 3.8 10.4 0.3 12.4 : : : : 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 9, 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 17,405 : : Positions : : 15,205 7,365 925 8,935 1,085 0 0 0 0 0 0 : : : : Changes from: August 2, 2016 : : -1,070 -655 -50 -685 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 42.3 5.3 51.3 6.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 20,506 : : Positions : : 11,646 16,261 6,285 2,265 1,930 475 0 50 0 0 0 : : : : Changes from: August 2, 2016 : : -675 -1,140 -140 -585 235 -425 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 79.3 30.6 11.0 9.4 2.3 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 14,362 : : Positions : : 8,727 9,612 2,870 2,640 1,950 125 0 0 0 125 0 : : : : Changes from: August 2, 2016 : : -420 -398 -35 -560 235 -25 0 0 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 66.9 20.0 18.4 13.6 0.9 0.0 0.0 0.0 0.9 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 9, 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 21,620 : : Positions : : 15,355 19,920 5,300 5 875 0 500 0 0 150 0 : : : : Changes from: August 2, 2016 : : -735 -1,460 255 -25 -345 0 -100 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 92.1 24.5 0.0 4.0 0.0 2.3 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 15,675 : : Positions : : 11,265 14,680 3,800 155 560 0 100 0 0 0 0 : : : : Changes from: August 2, 2016 : : -875 -1,625 225 -75 -315 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 93.7 24.2 1.0 3.6 0.0 0.6 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 9, 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 18,770 : : Positions : : 13,085 17,490 3,895 50 1,130 0 0 0 300 0 50 : : : : Changes from: August 2, 2016 : : -1,390 -1,075 65 0 -65 0 0 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 93.2 20.8 0.3 6.0 0.0 0.0 0.0 1.6 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 9, 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 20,277 : : Positions : : 14,022 17,557 2,575 50 2,580 100 0 0 635 0 40 : : : : Changes from: August 2, 2016 : : -1,345 -1,065 255 0 -255 -100 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 86.6 12.7 0.2 12.7 0.5 0.0 0.0 3.1 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 9, 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 107,912 : : Positions : : 85,652 90,482 5,765 3,120 12,350 1,700 125 70 2,025 1,260 350 : : : : Changes from: August 2, 2016 : : -3,975 -4,918 -1,848 65 -5 -180 -45 -20 -350 -310 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 83.8 5.3 2.9 11.4 1.6 0.1 0.1 1.9 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 29 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 119,278 : : Positions : : 92,223 99,807 10,950 2,795 11,865 2,450 1,646 495 875 2,115 405 : : : : Changes from: August 2, 2016 : : -6,612 -6,091 -1,892 -10 -25 782 -730 -462 -175 -735 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 83.7 9.2 2.3 9.9 2.1 1.4 0.4 0.7 1.8 0.3 : : : : 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 9, 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 172,958 : : Positions : : 121,009 129,588 26,798 7,900 8,111 6,266 8,565 4,695 2,245 10,297 3,769 : : : : Changes from: August 2, 2016 : : -2,497 -480 1,394 107 411 245 -136 -929 -159 832 -456 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 74.9 15.5 4.6 4.7 3.6 5.0 2.7 1.3 6.0 2.2 : : : : Number of Traders in Each Category Total Traders: 76 : : 39 43 5 . 5 4 4 . 4 11 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 121,516 : : Positions : : 103,065 105,709 6,542 4,931 5,959 2,830 20 1,110 1,520 3,337 440 : : : : Changes from: August 2, 2016 : : -1,544 857 322 -1,382 967 -405 20 190 5 55 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 87.0 5.4 4.1 4.9 2.3 0.0 0.9 1.3 2.7 0.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 34 32 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 36,570 : : Positions : : 31,765 25,235 1,000 8,000 2,025 780 900 0 580 0 410 : : : : Changes from: August 2, 2016 : : -1,015 -735 -200 -640 250 -60 0 0 10 0 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 69.0 2.7 21.9 5.5 2.1 2.5 0.0 1.6 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 10 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 32,915 : : Positions : : 26,905 26,665 975 1,790 3,955 30 200 50 735 0 255 : : : : Changes from: August 2, 2016 : : -635 -820 -200 -600 250 -50 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 81.0 3.0 5.4 12.0 0.1 0.6 0.2 2.2 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 33,998 : : Positions : : 29,770 27,175 180 3,894 2,449 1,000 0 300 50 0 0 : : : : Changes from: August 2, 2016 : : -1,195 -1,170 -300 -405 90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 79.9 0.5 11.5 7.2 2.9 0.0 0.9 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 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 14,193 : : Positions : : 10,228 11,823 2,195 995 1,245 300 0 0 225 0 0 : : : : Changes from: August 2, 2016 : : -850 -625 55 -150 -55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 83.3 15.5 7.0 8.8 2.1 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 254,461 : : Positions : : 184,462 140,507 0 62,491 46,481 18,789 0 3,971 87 420 531 : : : : Changes from: August 2, 2016 : : 4,402 7,061 0 -2,709 17,297 72 0 -217 -118 0 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 55.2 0.0 24.6 18.3 7.4 0.0 1.6 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 15 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 2,942,937 : : Positions : :2,244,708 1,373,410 0 1,251,968 275,449 396,530 0 26,250 0 15,860 0 : : : : Changes from: August 2, 2016 : : -19,680 -896 0 -18,784 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 46.7 0.0 42.5 9.4 13.5 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 9, 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: August 2, 2016 : : 0 0 0 0 0 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 9, 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 151,760 : : Positions : : 137,760 90,160 13,720 58,800 0 0 2,800 0 0 0 0 : : : : Changes from: August 2, 2016 : : -43,296 -28,336 -4,312 -18,480 0 0 -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 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 28,455 : : Positions : : 20,517 17,911 2,051 4,774 2,543 35 1,530 125 2,275 930 512 : : : : Changes from: August 2, 2016 : : -954 -1,049 -17 47 -60 -25 -110 0 -151 -2 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 62.9 7.2 16.8 8.9 0.1 5.4 0.4 8.0 3.3 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 19 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 20,122 : : Positions : : 16,223 15,331 1,702 4,275 333 360 0 0 1,001 0 168 : : : : Changes from: August 2, 2016 : : -1,363 -1,077 121 -160 -121 0 0 0 -150 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 76.2 8.5 21.2 1.7 1.8 0.0 0.0 5.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 20 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 35,325 : : Positions : : 31,084 18,025 1,000 11,766 442 25 3,607 45 1,373 430 980 : : : : Changes from: August 2, 2016 : : -2,782 -1,711 -118 -576 -124 -25 -80 0 -100 -105 -127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 51.0 2.8 33.3 1.3 0.1 10.2 0.1 3.9 1.2 2.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 24 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 21,722 : : Positions : : 19,040 14,262 0 5,879 1,524 205 0 30 0 0 25 : : : : Changes from: August 2, 2016 : : -992 -551 0 -774 374 -45 0 0 -491 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 65.7 0.0 27.1 7.0 0.9 0.0 0.1 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 18 0 4 4 . 0 . 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 22,509 : : Positions : : 16,034 15,974 3,240 1,676 2,765 0 650 0 0 1,045 359 : : : : Changes from: August 2, 2016 : : -575 -887 -355 87 0 0 -70 0 0 22 -167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 71.0 14.4 7.4 12.3 0.0 2.9 0.0 0.0 4.6 1.6 : : : : 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 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 15,539 : : Positions : : 12,743 11,078 1,299 3,158 827 0 125 0 44 125 120 : : : : Changes from: August 2, 2016 : : -684 -663 -25 317 -87 0 -25 0 44 -76 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 71.3 8.4 20.3 5.3 0.0 0.8 0.0 0.3 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 37,673 : : Positions : : 34,799 29,514 1,400 6,569 725 100 300 300 0 200 0 : : : : Changes from: August 2, 2016 : : -1,670 -1,615 135 -145 -155 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 78.3 3.7 17.4 1.9 0.3 0.8 0.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 24 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 15,829 : : Positions : : 13,220 12,484 965 2,700 460 0 0 0 449 0 25 : : : : Changes from: August 2, 2016 : : -850 -377 0 -335 0 0 0 0 7 0 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 78.9 6.1 17.1 2.9 0.0 0.0 0.0 2.8 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 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 13,440 : : Positions : : 10,842 9,661 635 2,866 895 0 0 0 1,025 0 18 : : : : Changes from: August 2, 2016 : : -1,055 -1,318 0 237 0 0 0 0 -44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 71.9 4.7 21.3 6.7 0.0 0.0 0.0 7.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 17 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 44,940 : : Positions : : 33,534 36,919 6,035 2,605 1,265 0 0 0 0 100 0 : : : : Changes from: August 2, 2016 : : -3,460 -3,075 -330 -245 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 82.2 13.4 5.8 2.8 0.0 0.0 0.0 0.0 0.2 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 9, 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 39,827 : : Positions : : 30,133 31,538 4,860 3,665 890 0 0 0 0 0 0 : : : : Changes from: August 2, 2016 : : -2,650 -1,985 15 -245 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 79.2 12.2 9.2 2.2 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 9, 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 26,440 : : Positions : : 21,020 7,465 2,670 0 195 0 9,320 0 0 7,850 225 : : : : Changes from: August 2, 2016 : : -770 -810 360 0 -360 0 -75 -25 0 500 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 28.2 10.1 0.0 0.7 0.0 35.2 0.0 0.0 29.7 0.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . 0 . 0 . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 22,855 : : Positions : : 19,975 7,250 0 140 300 0 9,015 0 0 4,355 25 : : : : Changes from: August 2, 2016 : : -245 -460 -35 140 -145 0 -70 0 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 31.7 0.0 0.6 1.3 0.0 39.4 0.0 0.0 19.1 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 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 24,893 : : Positions : : 12,734 20,280 3,816 0 1,603 1,450 0 525 2,925 75 225 : : : : Changes from: August 2, 2016 : : -785 -1,185 640 0 25 -145 0 95 -350 -25 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 81.5 15.3 0.0 6.4 5.8 0.0 2.1 11.8 0.3 0.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 21,051 : : Positions : : 10,374 16,741 2,067 0 2,183 1,725 0 200 2,950 0 225 : : : : Changes from: August 2, 2016 : : -732 -1,245 435 0 -435 40 0 -40 -450 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 79.5 9.8 0.0 10.4 8.2 0.0 1.0 14.0 0.0 1.1 : : : : 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 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 30,175 : : Positions : : 20,050 15,655 7,570 0 1,640 0 12,535 0 100 250 50 : : : : Changes from: August 2, 2016 : : -1,235 90 115 0 -415 0 -635 0 100 -250 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 51.9 25.1 0.0 5.4 0.0 41.5 0.0 0.3 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 8 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 25,030 : : Positions : : 15,660 12,545 7,425 0 1,110 0 11,110 0 0 50 0 : : : : Changes from: August 2, 2016 : : -1,120 -510 225 0 -225 0 -260 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 50.1 29.7 0.0 4.4 0.0 44.4 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 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 27,860 : : Positions : : 23,005 17,665 0 3,580 1,970 0 2,290 75 1,375 1,150 75 : : : : Changes from: August 2, 2016 : : -310 -755 0 20 -20 0 70 -25 25 625 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 63.4 0.0 12.8 7.1 0.0 8.2 0.3 4.9 4.1 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 25,505 : : Positions : : 21,080 16,015 0 3,885 1,605 0 2,440 60 1,475 480 345 : : : : Changes from: August 2, 2016 : : -305 -560 0 220 -220 0 -40 0 25 305 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 62.8 0.0 15.2 6.3 0.0 9.6 0.2 5.8 1.9 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 31,444 : : Positions : : 23,580 20,509 0 5,696 1,654 4,455 375 135 250 1,985 180 : : : : Changes from: August 2, 2016 : : -1,405 -1,545 0 325 0 110 0 -60 -15 200 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 65.2 0.0 18.1 5.3 14.2 1.2 0.4 0.8 6.3 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 11 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 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 26,625 : : Positions : : 19,630 18,030 2,820 1,500 1,550 0 1,020 545 0 2,075 125 : : : : Changes from: August 2, 2016 : : -885 -675 -10 300 -125 0 -635 50 0 290 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 67.7 10.6 5.6 5.8 0.0 3.8 2.0 0.0 7.8 0.5 : : : : 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 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 117,214 : : Positions : : 69,950 100,704 5,415 1,865 7,369 20,905 0 0 7,610 1,070 630 : : : : Changes from: August 2, 2016 : : -1,140 -2,496 -1,015 -110 185 -650 0 0 590 50 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 85.9 4.6 1.6 6.3 17.8 0.0 0.0 6.5 0.9 0.5 : : : : 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 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 103,985 : : Positions : : 62,560 87,921 448 3,065 7,640 23,710 0 0 4,235 0 200 : : : : Changes from: August 2, 2016 : : 146 -525 -200 -110 -60 -1,245 0 0 620 0 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 84.6 0.4 2.9 7.3 22.8 0.0 0.0 4.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 25 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 20,675 : : Positions : : 17,725 18,475 870 190 900 50 0 125 150 0 0 : : : : Changes from: August 2, 2016 : : -935 -860 50 10 -60 -25 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 89.4 4.2 0.9 4.4 0.2 0.0 0.6 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 13 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 16,315 : : Positions : : 14,665 13,840 0 945 570 0 250 0 750 0 0 : : : : Changes from: August 2, 2016 : : -990 -990 0 -165 0 0 -25 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 84.8 0.0 5.8 3.5 0.0 1.5 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 11 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 31,525 : : Positions : : 24,625 19,100 1,015 3,810 1,945 0 2,425 300 180 430 50 : : : : Changes from: August 2, 2016 : : -745 -815 90 125 -335 0 -75 0 -100 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 60.6 3.2 12.1 6.2 0.0 7.7 1.0 0.6 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 23,040 : : Positions : : 18,015 13,690 0 3,765 1,725 0 500 0 0 0 0 : : : : Changes from: August 2, 2016 : : -810 -655 0 -140 -45 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 59.4 0.0 16.3 7.5 0.0 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 0 . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 12, 2016