Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 107,299 : : Positions : : 32,749 31,445 8,408 8,164 7,593 964 32,591 9,942 37,406 7,116 9,082 : : : : Changes from: August 16, 2016 : : 1,797 2,614 -378 -38 -272 240 -130 376 -394 -1,172 651 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 29.3 7.8 7.6 7.1 0.9 30.4 9.3 34.9 6.6 8.5 : : : : Number of Traders in Each Category Total Traders: 56 : : 16 16 . . 5 . 6 4 16 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 18,249 : : Positions : : 2,484 8,163 0 3,003 745 503 2,525 1,064 11,706 1,552 1,097 : : : : Changes from: August 16, 2016 : : -1 319 0 -50 -75 15 435 140 1,263 468 -171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.6 44.7 0.0 16.5 4.1 2.8 13.8 5.8 64.1 8.5 6.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 11 8 0 4 . . . . 12 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 9,718 : : Positions : : 1,706 1,077 1,018 695 2,380 222 675 2,108 538 1,037 1,746 : : : : Changes from: August 16, 2016 : : -6 -8 -127 -50 145 30 156 147 -2 -203 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.6 11.1 10.5 7.2 24.5 2.3 6.9 21.7 5.5 10.7 18.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 9 8 . . 4 . . . 9 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 163,152 : : Positions : : 90,377 106,930 9,543 15,060 17,631 20,696 1,482 2,878 10,189 7,121 11,406 : : : : Changes from: August 16, 2016 : : 1,510 239 -734 1,535 2,177 314 339 97 1,219 229 417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 65.5 5.8 9.2 10.8 12.7 0.9 1.8 6.2 4.4 7.0 : : : : Number of Traders in Each Category Total Traders: 83 : : 45 46 . 4 5 5 4 7 9 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 45,144 : : Positions : : 35,158 35,687 3,127 2,939 4,798 0 585 141 1,051 125 869 : : : : Changes from: August 16, 2016 : : 1,120 1,693 51 -411 387 0 8 -11 -74 -193 202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 79.1 6.9 6.5 10.6 0.0 1.3 0.3 2.3 0.3 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 23 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 361,035 : : Positions : : 303,407 304,324 27,076 21,247 26,392 1,584 0 0 0 6,496 2,576 : : : : Changes from: August 16, 2016 : : 9,882 11,802 0 0 0 320 0 0 0 -1,600 1,600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 84.3 7.5 5.9 7.3 0.4 0.0 0.0 0.0 1.8 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 20 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 1,573,444 : : Positions : :1,279,298 1,248,063 173,558 136,302 26,638 2,318 25,854 60,756 25,425 70,380 4,250 : : : : Changes from: August 16, 2016 : : 28,652 3,277 24 16,800 6,143 0 -353 -5,552 409 9,360 384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 79.3 11.0 8.7 1.7 0.1 1.6 3.9 1.6 4.5 0.3 : : : : 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 23, 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 68,513 : : Positions : : 48,275 51,343 6,752 3,773 5,889 1,891 3,230 199 2,864 1,435 2,644 : : : : Changes from: August 16, 2016 : : 2,306 1,226 -130 976 -121 0 22 -22 48 0 429 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 74.9 9.9 5.5 8.6 2.8 4.7 0.3 4.2 2.1 3.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 22 . . . . . . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 316,581 : : Positions : : 187,300 264,184 74,364 0 52,069 0 0 0 2,528 8 320 : : : : Changes from: August 16, 2016 : : 971 -15,083 -16,054 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 83.4 23.5 0.0 16.4 0.0 0.0 0.0 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 438,436 : : Positions : : 334,168 379,188 49,771 9,392 40,120 4,544 728 8,632 1,201 376 0 : : : : Changes from: August 16, 2016 : : -768 1,953 2,721 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 86.5 11.4 2.1 9.2 1.0 0.2 2.0 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 24 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 34,191 : : Positions : : 27,450 30,970 2,748 0 1,765 671 207 719 347 0 85 : : : : Changes from: August 16, 2016 : : -45 142 166 0 42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 90.6 8.0 0.0 5.2 2.0 0.6 2.1 1.0 0.0 0.2 : : : : 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 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 55,681 : : Positions : : 38,441 38,415 14,900 15,505 1,740 0 0 0 190 0 0 : : : : Changes from: August 16, 2016 : : 820 245 -155 420 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 69.0 26.8 27.8 3.1 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 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 80,090 : : Positions : : 60,648 58,120 17,045 20,630 1,280 500 0 0 422 0 0 : : : : Changes from: August 16, 2016 : : 1,040 465 -390 185 415 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 72.6 21.3 25.8 1.6 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 23, 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 25,828 : : Positions : : 21,314 21,543 1,640 1,185 1,805 0 0 0 525 1,175 0 : : : : Changes from: August 16, 2016 : : 2,817 2,517 0 300 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 83.4 6.3 4.6 7.0 0.0 0.0 0.0 2.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 289,040 : : Positions : : 201,024 278,912 65,944 0 9,744 7,096 0 0 4,848 0 384 : : : : Changes from: August 16, 2016 : : 4,664 5,072 0 0 0 0 0 0 408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 96.5 22.8 0.0 3.4 2.5 0.0 0.0 1.7 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 23, 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 9,506 : : Positions : : 7,530 6,074 90 1,209 127 1,091 0 156 428 1,856 84 : : : : Changes from: August 16, 2016 : : 643 133 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 63.9 0.9 12.7 1.3 11.5 0.0 1.6 4.5 19.5 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 20 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 16, 2016 : : 0 0 0 0 0 0 0 0 0 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: 21 : : 9 12 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 10,630 : : Positions : : 7,480 7,285 0 2,110 435 625 0 50 1,115 300 430 : : : : Changes from: August 16, 2016 : : 515 715 -495 -795 375 -50 0 50 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 68.5 0.0 19.8 4.1 5.9 0.0 0.5 10.5 2.8 4.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 15 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 34,522 : : Positions : : 28,982 29,997 2,265 30 2,825 0 0 0 450 1,550 0 : : : : Changes from: August 16, 2016 : : 3,142 2,727 -565 0 440 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 86.9 6.6 0.1 8.2 0.0 0.0 0.0 1.3 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 24,968 : : Positions : : 19,188 19,298 2,435 3,075 2,420 25 0 0 660 75 0 : : : : Changes from: August 16, 2016 : : 1,305 1,395 90 0 -90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 77.3 9.8 12.3 9.7 0.1 0.0 0.0 2.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 19 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 22,206 : : Positions : : 16,965 15,787 2,520 2,772 1,813 115 335 0 0 707 214 : : : : Changes from: August 16, 2016 : : -321 341 -105 -510 42 0 0 0 0 21 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 71.1 11.3 12.5 8.2 0.5 1.5 0.0 0.0 3.2 1.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 54,930 : : Positions : : 48,264 45,364 942 3,028 2,606 0 222 0 1,331 1,803 1,787 : : : : Changes from: August 16, 2016 : : 955 1,065 0 247 -257 0 0 0 -50 -412 362 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 82.6 1.7 5.5 4.7 0.0 0.4 0.0 2.4 3.3 3.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 22 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 70,460 : : Positions : : 60,334 52,729 3,682 3,037 2,831 122 265 175 1,682 9,754 1,609 : : : : Changes from: August 16, 2016 : : 1,016 30 -32 90 -38 0 0 0 -90 759 -237 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 74.8 5.2 4.3 4.0 0.2 0.4 0.2 2.4 13.8 2.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 29 . . 4 . . . 5 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 50,840 : : Positions : : 41,750 45,870 6,815 3,420 1,550 0 0 0 700 0 0 : : : : Changes from: August 16, 2016 : : 675 75 -600 0 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 90.2 13.4 6.7 3.0 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 23, 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 57,615 : : Positions : : 47,095 50,400 8,480 6,485 730 50 0 0 1,235 0 0 : : : : Changes from: August 16, 2016 : : 255 260 5 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 87.5 14.7 11.3 1.3 0.1 0.0 0.0 2.1 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 23, 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 341,609 : : Positions : : 233,517 290,726 32,823 13,854 13,463 0 816 0 55,601 16,545 6,205 : : : : Changes from: August 16, 2016 : : 385 389 385 0 0 0 0 0 -381 0 1,140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 85.1 9.6 4.1 3.9 0.0 0.2 0.0 16.3 4.8 1.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 25 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 27,005 : : Positions : : 20,609 20,864 501 522 1,261 86 869 861 2,553 1,448 1,028 : : : : Changes from: August 16, 2016 : : 307 621 -104 -18 21 0 132 11 469 0 -256 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 77.3 1.9 1.9 4.7 0.3 3.2 3.2 9.5 5.4 3.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 29 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 32,178 : : Positions : : 20,664 31,840 9,864 0 0 77 104 0 1,547 208 26 : : : : Changes from: August 16, 2016 : : 783 533 -150 0 0 0 0 0 -25 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 98.9 30.7 0.0 0.0 0.2 0.3 0.0 4.8 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 14 . 0 0 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 285,383 : : Positions : : 224,026 241,565 45,897 8,733 14,700 760 19,184 0 0 1,201 0 : : : : Changes from: August 16, 2016 : : 0 4,680 0 -4,680 4,680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 84.6 16.1 3.1 5.2 0.3 6.7 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 21,172 : : Positions : : 16,686 18,994 3,310 0 638 319 1,064 0 92 69 0 : : : : Changes from: August 16, 2016 : : 105 -192 -255 0 255 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 89.7 15.6 0.0 3.0 1.5 5.0 0.0 0.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . 0 . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 112,036 : : Positions : : 47,624 110,075 64,412 0 0 0 1,961 0 0 0 0 : : : : Changes from: August 16, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 98.2 57.5 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 : : 8 10 . 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 11,568 : : Positions : : 7,445 8,058 1,565 1,170 169 943 138 0 588 69 640 : : : : Changes from: August 16, 2016 : : 336 -67 -317 -235 62 105 0 0 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 69.7 13.5 10.1 1.5 8.2 1.2 0.0 5.1 0.6 5.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 148,039 : : Positions : : 114,562 110,020 24,964 33,281 784 4,297 0 0 1,136 1,658 1,912 : : : : Changes from: August 16, 2016 : : -3,936 -3,552 0 0 0 0 0 0 0 -384 384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 74.3 16.9 22.5 0.5 2.9 0.0 0.0 0.8 1.1 1.3 : : : : 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 23, 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 17,917 : : Positions : : 14,561 10,397 1,554 3,254 846 0 1,834 0 136 532 521 : : : : Changes from: August 16, 2016 : : -84 233 126 -275 -126 0 105 0 -21 -21 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 58.0 8.7 18.2 4.7 0.0 10.2 0.0 0.8 3.0 2.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 23 . . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 200,369 : : Positions : : 164,468 119,165 18,284 55,437 15,673 0 8,926 408 1,536 760 0 : : : : Changes from: August 16, 2016 : : -800 1,600 2,400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 59.5 9.1 27.7 7.8 0.0 4.5 0.2 0.8 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 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 10,960 : : Positions : : 8,675 10,285 2,050 0 75 0 250 50 50 275 0 : : : : Changes from: August 16, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 93.8 18.7 0.0 0.7 0.0 2.3 0.5 0.5 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 27,094 : : Positions : : 13,673 21,472 7,666 0 4,529 304 270 0 663 564 259 : : : : Changes from: August 16, 2016 : : 2,168 2,317 -434 0 0 0 -125 0 508 50 -202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 79.3 28.3 0.0 16.7 1.1 1.0 0.0 2.4 2.1 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 243,850 : : Positions : : 143,346 161,633 33,920 11,769 66,584 0 0 0 0 3,864 0 : : : : Changes from: August 16, 2016 : : 960 -2,904 0 0 0 0 0 0 0 3,864 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 66.3 13.9 4.8 27.3 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 11,235 : : Positions : : 10,625 6,460 150 3,070 0 0 1,680 0 300 0 0 : : : : Changes from: August 16, 2016 : : 145 65 0 80 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 57.5 1.3 27.3 0.0 0.0 15.0 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 23, 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 12,675 : : Positions : : 11,755 7,275 220 2,425 180 0 2,595 0 305 0 155 : : : : Changes from: August 16, 2016 : : 0 145 0 -120 0 0 0 0 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 57.4 1.7 19.1 1.4 0.0 20.5 0.0 2.4 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 736,933 : : Positions : : 430,732 395,552 5,875 68,538 108,530 4,517 25,919 30,154 51,106 3,526 104,712 : : : : Changes from: August 16, 2016 : : -11,061 -3,242 -144 -4,654 1,635 261 206 354 4,093 996 -5,711 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 53.7 0.8 9.3 14.7 0.6 3.5 4.1 6.9 0.5 14.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . . . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 17,755 : : Positions : : 15,475 7,410 1,020 9,430 915 0 0 0 155 0 0 : : : : Changes from: August 16, 2016 : : 270 45 95 495 -170 0 0 0 155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 41.7 5.7 53.1 5.2 0.0 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 20,731 : : Positions : : 11,846 16,236 5,960 2,315 2,130 625 0 50 0 0 0 : : : : Changes from: August 16, 2016 : : 200 -25 -325 50 200 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 78.3 28.7 11.2 10.3 3.0 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 23, 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 : : 8,907 9,772 3,120 2,690 1,700 175 50 0 0 125 0 : : : : Changes from: August 16, 2016 : : 430 160 0 50 0 50 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 68.0 21.7 18.7 11.8 1.2 0.3 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 21,670 : : Positions : : 15,255 19,970 5,450 5 875 0 500 0 0 150 0 : : : : Changes from: August 16, 2016 : : -100 0 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 92.2 25.1 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 23, 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 15,925 : : Positions : : 11,215 14,930 4,100 155 560 0 100 0 0 0 0 : : : : Changes from: August 16, 2016 : : -50 250 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 93.8 25.7 1.0 3.5 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 23, 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 18,735 : : Positions : : 13,210 17,290 3,645 50 1,220 0 0 0 300 75 50 : : : : Changes from: August 16, 2016 : : 25 -50 0 0 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 92.3 19.5 0.3 6.5 0.0 0.0 0.0 1.6 0.4 0.3 : : : : 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 23, 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 20,352 : : Positions : : 14,022 17,557 2,650 50 2,580 100 0 0 635 75 40 : : : : Changes from: August 16, 2016 : : 75 0 0 0 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 86.3 13.0 0.2 12.7 0.5 0.0 0.0 3.1 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 107,547 : : Positions : : 84,892 90,222 5,270 2,300 12,890 2,000 125 70 2,100 1,460 325 : : : : Changes from: August 16, 2016 : : -385 95 -70 -650 240 0 0 0 75 175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 83.9 4.9 2.1 12.0 1.9 0.1 0.1 2.0 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 30 4 . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 121,493 : : Positions : : 94,253 101,562 10,345 2,165 12,350 2,650 1,996 595 950 2,340 335 : : : : Changes from: August 16, 2016 : : 1,055 1,300 20 -650 185 -100 200 50 75 200 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 83.6 8.5 1.8 10.2 2.2 1.6 0.5 0.8 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 39 37 4 . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 179,656 : : Positions : : 122,964 134,220 27,785 7,424 7,798 6,325 8,190 6,860 3,059 10,338 4,794 : : : : Changes from: August 16, 2016 : : 401 1,577 671 -236 -32 154 -177 2,115 254 319 322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 74.7 15.5 4.1 4.3 3.5 4.6 3.8 1.7 5.8 2.7 : : : : Number of Traders in Each Category Total Traders: 77 : : 41 43 5 . 5 4 4 4 5 10 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 123,603 : : Positions : : 105,515 105,818 6,387 6,165 5,873 2,518 20 1,290 1,545 4,012 415 : : : : Changes from: August 16, 2016 : : 1,519 -181 100 838 -25 -312 0 180 25 675 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 85.6 5.2 5.0 4.8 2.0 0.0 1.0 1.2 3.2 0.3 : : : : 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 23, 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 36,610 : : Positions : : 31,800 25,045 875 8,075 2,150 780 950 0 605 0 390 : : : : Changes from: August 16, 2016 : : 35 -190 -125 50 125 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 68.4 2.4 22.1 5.9 2.1 2.6 0.0 1.7 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 23, 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 33,060 : : Positions : : 27,050 26,585 650 1,715 4,280 30 200 50 760 0 230 : : : : Changes from: August 16, 2016 : : 75 -100 -125 50 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 80.4 2.0 5.2 12.9 0.1 0.6 0.2 2.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 35,090 : : Positions : : 29,755 27,255 180 3,954 3,451 1,000 0 250 200 0 0 : : : : Changes from: August 16, 2016 : : 55 60 0 0 1,017 0 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 77.7 0.5 11.3 9.8 2.8 0.0 0.7 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 26 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 14,681 : : Positions : : 11,016 12,351 1,895 955 1,245 300 0 0 225 0 0 : : : : Changes from: August 16, 2016 : : 458 183 -300 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 84.1 12.9 6.5 8.5 2.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 268,623 : : Positions : : 197,512 154,914 0 61,100 47,906 18,787 0 3,798 41 420 464 : : : : Changes from: August 16, 2016 : : -3,913 7,906 0 -12,065 274 39 0 -297 -288 0 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 57.7 0.0 22.7 17.8 7.0 0.0 1.4 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 16 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 2,994,847 : : Positions : :2,273,508 1,440,120 0 1,214,058 298,559 396,530 0 26,250 0 15,860 0 : : : : Changes from: August 16, 2016 : : 28,800 66,710 0 -37,910 23,110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 48.1 0.0 40.5 10.0 13.2 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 23, 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 16, 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 23, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 16,884 : : Positions : : 7,445 14,514 6,097 0 880 700 0 0 225 0 100 : : : : Changes from: August 16, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 86.0 36.1 0.0 5.2 4.1 0.0 0.0 1.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 56,368 : : Positions : : 51,168 33,488 5,096 21,840 0 0 1,040 0 0 0 0 : : : : Changes from: August 16, 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 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 27,969 : : Positions : : 19,959 17,460 2,256 5,084 2,328 35 1,530 125 2,408 896 466 : : : : Changes from: August 16, 2016 : : -463 -411 215 230 -225 0 0 0 48 -34 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 62.4 8.1 18.2 8.3 0.1 5.5 0.4 8.6 3.2 1.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 19 . . 4 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 20,817 : : Positions : : 16,957 15,930 1,532 4,390 418 360 0 0 1,151 0 64 : : : : Changes from: August 16, 2016 : : 598 518 -120 80 60 0 0 0 120 0 -94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 76.5 7.4 21.1 2.0 1.7 0.0 0.0 5.5 0.0 0.3 : : : : 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 23, 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 36,387 : : Positions : : 31,745 18,394 1,150 12,681 213 25 3,032 645 1,336 440 957 : : : : Changes from: August 16, 2016 : : -44 -23 55 649 -333 0 -600 600 20 10 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 50.6 3.2 34.9 0.6 0.1 8.3 1.8 3.7 1.2 2.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 25 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 21,922 : : Positions : : 19,345 14,499 0 5,887 1,479 205 0 30 0 0 25 : : : : Changes from: August 16, 2016 : : -120 -120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 66.1 0.0 26.9 6.7 0.9 0.0 0.1 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 18 0 4 4 . 0 . 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 23,412 : : Positions : : 16,514 16,897 3,798 1,166 2,585 0 1,250 0 0 1,140 364 : : : : Changes from: August 16, 2016 : : 436 615 314 -440 40 0 600 0 0 -25 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 72.2 16.2 5.0 11.0 0.0 5.3 0.0 0.0 4.9 1.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 16, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 38,128 : : Positions : : 35,249 29,859 1,400 6,679 725 100 300 300 0 200 0 : : : : Changes from: August 16, 2016 : : 105 110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 78.3 3.7 17.5 1.9 0.3 0.8 0.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 24 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 16,209 : : Positions : : 13,670 12,664 965 2,820 390 0 0 0 449 150 25 : : : : Changes from: August 16, 2016 : : 195 75 0 120 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 78.1 6.0 17.4 2.4 0.0 0.0 0.0 2.8 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 13,745 : : Positions : : 11,212 9,546 630 3,346 835 0 0 0 1,025 0 18 : : : : Changes from: August 16, 2016 : : 310 -175 -5 480 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 69.5 4.6 24.3 6.1 0.0 0.0 0.0 7.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 22 18 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 45,540 : : Positions : : 34,439 37,699 6,060 2,605 1,265 0 0 0 0 100 0 : : : : Changes from: August 16, 2016 : : -25 0 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 82.8 13.3 5.7 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 23, 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 40,427 : : Positions : : 30,988 32,188 4,860 3,665 890 0 0 0 0 0 0 : : : : Changes from: August 16, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 79.6 12.0 9.1 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 18 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 27,975 : : Positions : : 21,565 7,165 3,345 0 340 0 9,450 50 0 9,200 275 : : : : Changes from: August 16, 2016 : : 395 -600 75 0 180 0 -120 50 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 25.6 12.0 0.0 1.2 0.0 33.8 0.2 0.0 32.9 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . 0 . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 23,850 : : Positions : : 19,770 7,550 115 0 540 0 8,740 370 0 4,355 25 : : : : Changes from: August 16, 2016 : : -180 0 -420 0 370 0 -600 370 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 31.7 0.5 0.0 2.3 0.0 36.6 1.6 0.0 18.3 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 25,288 : : Positions : : 13,159 20,850 3,616 0 2,051 1,450 0 525 2,750 125 400 : : : : Changes from: August 16, 2016 : : 100 275 400 0 -125 0 0 0 -175 50 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 82.5 14.3 0.0 8.1 5.7 0.0 2.1 10.9 0.5 1.6 : : : : 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 23, 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 21,521 : : Positions : : 10,574 17,236 2,117 0 2,438 1,675 0 250 2,850 125 325 : : : : Changes from: August 16, 2016 : : -25 375 675 0 -370 -50 0 50 -100 125 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 80.1 9.8 0.0 11.3 7.8 0.0 1.2 13.2 0.6 1.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 9 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 30,590 : : Positions : : 19,865 15,755 7,830 0 1,330 0 12,855 0 900 450 50 : : : : Changes from: August 16, 2016 : : -550 0 385 0 -335 0 270 0 600 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 51.5 25.6 0.0 4.3 0.0 42.0 0.0 2.9 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 9 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 25,540 : : Positions : : 15,775 12,545 8,215 0 620 0 11,860 0 0 50 0 : : : : Changes from: August 16, 2016 : : -50 0 815 0 -515 0 750 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 49.1 32.2 0.0 2.4 0.0 46.4 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 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 28,220 : : Positions : : 23,450 17,675 0 3,580 2,120 0 2,290 75 1,375 1,350 75 : : : : Changes from: August 16, 2016 : : 10 10 0 -150 150 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 62.6 0.0 12.7 7.5 0.0 8.1 0.3 4.9 4.8 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 23, 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 25,780 : : Positions : : 21,400 16,090 0 3,735 1,735 0 2,440 60 1,475 680 345 : : : : Changes from: August 16, 2016 : : 75 75 0 -150 130 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 62.4 0.0 14.5 6.7 0.0 9.5 0.2 5.7 2.6 1.3 : : : : 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 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 32,559 : : Positions : : 24,930 20,259 0 7,171 1,554 4,455 375 135 250 1,810 355 : : : : Changes from: August 16, 2016 : : 100 -100 0 375 0 0 0 0 0 -175 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 62.2 0.0 22.0 4.8 13.7 1.2 0.4 0.8 5.6 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 27,485 : : Positions : : 20,840 18,140 2,045 1,500 2,275 0 1,170 545 0 2,075 150 : : : : Changes from: August 16, 2016 : : 0 -25 0 0 25 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 66.0 7.4 5.5 8.3 0.0 4.3 2.0 0.0 7.5 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 10 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 120,584 : : Positions : : 70,310 104,120 6,085 1,515 7,674 21,355 0 0 8,860 1,070 730 : : : : Changes from: August 16, 2016 : : -40 780 -860 -350 455 150 0 0 1,175 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 86.3 5.0 1.3 6.4 17.7 0.0 0.0 7.3 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 26 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 107,295 : : Positions : : 63,249 90,225 513 2,715 8,165 24,385 0 0 4,810 0 225 : : : : Changes from: August 16, 2016 : : 359 394 -1,165 -375 495 200 0 0 625 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 84.1 0.5 2.5 7.6 22.7 0.0 0.0 4.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 27 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 21,275 : : Positions : : 18,325 19,165 870 190 900 50 0 125 150 0 0 : : : : Changes from: August 16, 2016 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 90.1 4.1 0.9 4.2 0.2 0.0 0.6 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 13 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 17,065 : : Positions : : 15,115 14,930 0 795 570 0 250 0 900 0 0 : : : : Changes from: August 16, 2016 : : 450 750 0 -150 0 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 87.5 0.0 4.7 3.3 0.0 1.5 0.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 11 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 32,195 : : Positions : : 24,515 18,730 1,015 4,110 1,945 0 2,425 300 160 430 70 : : : : Changes from: August 16, 2016 : : 300 0 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 58.2 3.2 12.8 6.0 0.0 7.5 0.9 0.5 1.3 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 23, 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 23,905 : : Positions : : 18,995 14,140 0 4,355 1,650 0 500 0 0 0 0 : : : : Changes from: August 16, 2016 : : 380 -10 0 390 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 59.2 0.0 18.2 6.9 0.0 2.1 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 26, 2016