Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 97,321 : : Positions : : 26,854 29,997 8,422 7,290 6,672 728 27,135 9,972 35,199 6,712 8,381 : : : : Changes from: August 23, 2016 : : -5,895 -1,448 14 -874 -921 -236 -5,456 30 -2,207 -404 -701 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 30.8 8.7 7.5 6.9 0.7 27.9 10.2 36.2 6.9 8.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 16 15 . . 5 . 6 4 15 12 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 17,195 : : Positions : : 2,074 7,884 0 3,012 651 463 1,965 1,337 11,057 1,114 987 : : : : Changes from: August 23, 2016 : : -410 -279 0 9 -94 -40 -560 273 -649 -438 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 12.1 45.9 0.0 17.5 3.8 2.7 11.4 7.8 64.3 6.5 5.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 11 9 0 4 . . . . 11 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 9,677 : : Positions : : 1,708 1,123 1,004 689 2,370 231 661 2,041 561 1,031 1,762 : : : : Changes from: August 23, 2016 : : 2 46 -14 -6 -10 9 -14 -67 23 -7 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.7 11.6 10.4 7.1 24.5 2.4 6.8 21.1 5.8 10.7 18.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 9 8 . . 4 . . . 10 8 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 164,635 : : Positions : : 91,763 108,608 10,331 14,938 17,169 20,630 1,578 3,123 10,444 7,765 10,702 : : : : Changes from: August 23, 2016 : : 1,386 1,678 788 -122 -462 -66 96 244 255 644 -704 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 66.0 6.3 9.1 10.4 12.5 1.0 1.9 6.3 4.7 6.5 : : : : Number of Traders in Each Category Total Traders: 82 : : 45 47 . 4 5 5 4 7 8 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 46,458 : : Positions : : 35,821 37,077 3,052 2,990 4,618 0 581 145 1,775 0 1,047 : : : : Changes from: August 23, 2016 : : 663 1,390 -75 51 -180 0 -4 4 724 -125 178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 79.8 6.6 6.4 9.9 0.0 1.3 0.3 3.8 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 23 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 371,986 : : Positions : : 315,064 316,859 28,708 16,593 25,654 2,240 0 0 0 12,560 320 : : : : Changes from: August 23, 2016 : : 11,657 12,535 1,632 -4,654 -738 656 0 0 0 6,064 -2,256 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 85.2 7.7 4.5 6.9 0.6 0.0 0.0 0.0 3.4 0.1 : : : : 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 30, 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 1,592,739 : : Positions : :1,295,404 1,260,338 178,278 145,871 26,377 2,318 25,540 57,966 26,129 70,380 5,066 : : : : Changes from: August 23, 2016 : : 16,106 12,275 4,720 9,569 -261 0 -314 -2,790 704 0 816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 79.1 11.2 9.2 1.7 0.1 1.6 3.6 1.6 4.4 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 30, 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 71,435 : : Positions : : 49,498 53,776 7,142 2,153 7,160 1,943 3,410 156 2,545 1,789 2,991 : : : : Changes from: August 23, 2016 : : 1,224 2,433 390 -1,620 1,272 52 180 -43 -319 354 347 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 75.3 10.0 3.0 10.0 2.7 4.8 0.2 3.6 2.5 4.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 24 . . . . . . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 315,576 : : Positions : : 192,027 263,179 68,632 0 52,069 0 0 0 2,528 8 320 : : : : Changes from: August 23, 2016 : : 4,727 -1,005 -5,732 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 83.4 21.7 0.0 16.5 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 30, 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 445,837 : : Positions : : 335,385 385,829 55,955 9,392 40,120 4,544 728 8,632 1,201 1,136 0 : : : : Changes from: August 23, 2016 : : 1,217 6,641 6,184 0 0 0 0 0 0 760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 86.5 12.6 2.1 9.0 1.0 0.2 1.9 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 24 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 34,650 : : Positions : : 27,290 31,492 3,283 0 1,723 692 207 719 494 0 64 : : : : Changes from: August 23, 2016 : : -160 522 535 0 -42 21 0 0 147 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 90.9 9.5 0.0 5.0 2.0 0.6 2.1 1.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 24 . 0 . . . . 5 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 55,991 : : Positions : : 37,901 37,625 15,750 16,605 1,740 0 0 0 190 0 0 : : : : Changes from: August 23, 2016 : : -540 -790 850 1,100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 67.2 28.1 29.7 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 30, 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 81,325 : : Positions : : 60,733 58,245 18,195 21,680 1,280 500 0 0 422 0 0 : : : : Changes from: August 23, 2016 : : 85 125 1,150 1,050 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 71.6 22.4 26.7 1.6 0.6 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 28 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 25,878 : : Positions : : 21,364 21,583 1,640 1,195 1,805 0 0 0 525 1,175 0 : : : : Changes from: August 23, 2016 : : 50 40 0 10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 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 : : 16 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 294,872 : : Positions : : 206,856 284,360 65,560 0 10,128 7,096 0 0 4,848 0 384 : : : : Changes from: August 23, 2016 : : 5,832 5,448 -384 0 384 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 96.4 22.2 0.0 3.4 2.4 0.0 0.0 1.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 9,516 : : Positions : : 7,474 5,916 90 1,293 127 1,112 0 156 428 1,856 84 : : : : Changes from: August 23, 2016 : : -56 -158 0 84 0 21 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 62.2 0.9 13.6 1.3 11.7 0.0 1.6 4.5 19.5 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 9,740 : : Positions : : 5,810 6,260 0 3,240 60 1,800 0 0 1,950 0 0 : : : : Changes from: August 23, 2016 : : 125 225 0 150 0 0 0 0 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 64.3 0.0 33.3 0.6 18.5 0.0 0.0 20.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 13 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 11,170 : : Positions : : 7,845 7,650 0 2,085 560 625 0 50 1,165 375 430 : : : : Changes from: August 23, 2016 : : 365 365 0 -25 125 0 0 0 50 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 68.5 0.0 18.7 5.0 5.6 0.0 0.4 10.4 3.4 3.8 : : : : 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 30, 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 35,917 : : Positions : : 30,327 31,352 2,375 55 2,765 0 75 0 450 1,550 0 : : : : Changes from: August 23, 2016 : : 1,345 1,355 110 25 -60 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 87.3 6.6 0.2 7.7 0.0 0.2 0.0 1.3 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 23 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 25,029 : : Positions : : 19,199 19,359 2,435 3,050 2,445 50 0 0 660 75 0 : : : : Changes from: August 23, 2016 : : 11 61 0 -25 25 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 77.3 9.7 12.2 9.8 0.2 0.0 0.0 2.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 22,252 : : Positions : : 16,927 15,831 2,541 2,606 1,897 115 419 0 0 707 214 : : : : Changes from: August 23, 2016 : : -38 44 21 -166 84 0 84 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 71.1 11.4 11.7 8.5 0.5 1.9 0.0 0.0 3.2 1.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 54,814 : : Positions : : 48,238 45,358 942 3,063 2,546 0 222 0 1,331 1,738 1,757 : : : : Changes from: August 23, 2016 : : -26 -6 0 35 -60 0 0 0 0 -65 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 82.7 1.7 5.6 4.6 0.0 0.4 0.0 2.4 3.2 3.2 : : : : 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 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 71,020 : : Positions : : 61,265 53,079 3,907 2,992 2,766 122 265 175 1,662 10,645 1,073 : : : : Changes from: August 23, 2016 : : 931 350 225 -45 -65 0 0 0 -20 891 -536 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 74.7 5.5 4.2 3.9 0.2 0.4 0.2 2.3 15.0 1.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 28 . . 4 . . . 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 52,150 : : Positions : : 41,880 47,260 8,015 3,420 1,470 0 0 0 760 0 0 : : : : Changes from: August 23, 2016 : : 130 1,390 1,200 0 -80 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 90.6 15.4 6.6 2.8 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 59,015 : : Positions : : 47,295 51,860 9,680 6,485 670 50 0 0 1,295 0 0 : : : : Changes from: August 23, 2016 : : 200 1,460 1,200 0 -60 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 87.9 16.4 11.0 1.1 0.1 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 340,048 : : Positions : : 233,516 290,320 33,639 13,854 13,463 0 816 0 54,380 16,545 5,050 : : : : Changes from: August 23, 2016 : : -1 -406 816 0 0 0 0 0 -1,221 0 -1,155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 85.4 9.9 4.1 4.0 0.0 0.2 0.0 16.0 4.9 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 26 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 27,066 : : Positions : : 20,693 20,904 501 459 1,324 86 936 792 2,513 1,448 1,050 : : : : Changes from: August 23, 2016 : : 84 40 0 -63 63 0 67 -69 -40 0 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 77.2 1.9 1.7 4.9 0.3 3.5 2.9 9.3 5.3 3.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 23 29 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 33,171 : : Positions : : 21,166 32,833 10,043 0 0 77 104 0 1,859 208 26 : : : : Changes from: August 23, 2016 : : 502 993 179 0 0 0 0 0 312 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 99.0 30.3 0.0 0.0 0.2 0.3 0.0 5.6 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 13 . 0 0 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 284,967 : : Positions : : 224,410 232,557 45,897 18,125 13,900 760 19,184 0 0 1,201 0 : : : : Changes from: August 23, 2016 : : 384 -9,008 0 9,392 -800 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 81.6 16.1 6.4 4.9 0.3 6.7 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 20,855 : : Positions : : 16,728 18,465 3,185 425 425 298 1,064 0 92 69 0 : : : : Changes from: August 23, 2016 : : 42 -529 -125 425 -213 -21 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 88.5 15.3 2.0 2.0 1.4 5.1 0.0 0.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 23, 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 30, 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 11,652 : : Positions : : 7,550 8,162 1,544 1,170 190 943 138 0 567 69 640 : : : : Changes from: August 23, 2016 : : 105 104 -21 0 21 0 0 0 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 70.0 13.3 10.0 1.6 8.1 1.2 0.0 4.9 0.6 5.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 148,071 : : Positions : : 114,594 110,052 24,964 32,873 784 4,297 0 0 728 1,658 2,320 : : : : Changes from: August 23, 2016 : : 32 32 0 -408 0 0 0 0 -408 0 408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 74.3 16.9 22.2 0.5 2.9 0.0 0.0 0.5 1.1 1.6 : : : : 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 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 18,044 : : Positions : : 14,707 10,608 1,597 3,191 825 0 1,834 0 136 573 480 : : : : Changes from: August 23, 2016 : : 146 211 43 -63 -21 0 0 0 0 41 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 58.8 8.9 17.7 4.6 0.0 10.2 0.0 0.8 3.2 2.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 23 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 201,137 : : Positions : : 164,852 121,469 19,820 55,053 14,521 0 8,926 408 1,536 760 0 : : : : Changes from: August 23, 2016 : : 384 2,304 1,536 -384 -1,152 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 60.4 9.9 27.4 7.2 0.0 4.4 0.2 0.8 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 11,385 : : Positions : : 9,100 10,660 2,050 0 75 0 250 50 50 325 0 : : : : Changes from: August 23, 2016 : : 425 375 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 93.6 18.0 0.0 0.7 0.0 2.2 0.4 0.4 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 27,809 : : Positions : : 14,157 22,085 7,561 0 4,606 304 270 0 922 589 259 : : : : Changes from: August 23, 2016 : : 484 613 -105 0 77 0 0 0 259 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 79.4 27.2 0.0 16.6 1.1 1.0 0.0 3.3 2.1 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . 0 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 243,842 : : Positions : : 143,018 161,305 33,920 11,449 66,904 0 0 0 0 4,184 0 : : : : Changes from: August 23, 2016 : : -328 -328 0 -320 320 0 0 0 0 320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 66.2 13.9 4.7 27.4 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 11,495 : : Positions : : 10,785 6,820 150 2,970 0 0 1,680 0 400 0 0 : : : : Changes from: August 23, 2016 : : 160 360 0 -100 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 59.3 1.3 25.8 0.0 0.0 14.6 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 12,735 : : Positions : : 11,815 7,335 220 2,425 180 0 2,595 0 305 0 155 : : : : Changes from: August 23, 2016 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 57.6 1.7 19.0 1.4 0.0 20.4 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 30, 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 742,549 : : Positions : : 432,956 403,862 5,668 73,388 106,377 4,026 24,817 29,823 61,745 3,475 100,807 : : : : Changes from: August 23, 2016 : : 2,225 8,309 -207 4,850 -2,153 -491 -1,102 -332 10,640 -52 -3,905 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 54.4 0.8 9.9 14.3 0.5 3.3 4.0 8.3 0.5 13.6 : : : : 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 30, 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 17,610 : : Positions : : 15,235 7,420 1,445 9,430 740 0 0 0 0 0 0 : : : : Changes from: August 23, 2016 : : -240 10 425 0 -175 0 0 0 -155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 42.1 8.2 53.5 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 20,956 : : Positions : : 12,316 16,411 5,665 2,315 2,180 625 0 50 0 0 0 : : : : Changes from: August 23, 2016 : : 470 175 -295 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 78.3 27.0 11.0 10.4 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 30, 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 14,487 : : Positions : : 9,622 9,872 2,650 2,690 1,750 175 50 0 0 125 0 : : : : Changes from: August 23, 2016 : : 715 100 -470 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 68.1 18.3 18.6 12.1 1.2 0.3 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 21,620 : : Positions : : 15,255 19,970 5,505 60 770 0 500 0 0 150 0 : : : : Changes from: August 23, 2016 : : 0 0 55 55 -105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 92.4 25.5 0.3 3.6 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 30, 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 15,955 : : Positions : : 11,215 14,930 4,130 185 560 0 100 0 0 0 0 : : : : Changes from: August 23, 2016 : : 0 0 30 30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 93.6 25.9 1.2 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 30, 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 18,610 : : Positions : : 13,610 16,865 3,195 50 1,420 0 0 0 0 150 75 : : : : Changes from: August 23, 2016 : : 400 -425 -450 0 200 0 0 0 -300 75 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 90.6 17.2 0.3 7.6 0.0 0.0 0.0 0.0 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 10 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 20,227 : : Positions : : 14,422 17,357 2,150 50 2,730 100 0 0 460 0 40 : : : : Changes from: August 23, 2016 : : 400 -200 -500 0 150 0 0 0 -175 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 85.8 10.6 0.2 13.5 0.5 0.0 0.0 2.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 107,287 : : Positions : : 85,897 91,332 5,475 2,575 11,495 2,000 125 70 2,025 1,210 325 : : : : Changes from: August 23, 2016 : : 1,005 1,110 205 275 -1,395 0 0 0 -75 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 85.1 5.1 2.4 10.7 1.9 0.1 0.1 1.9 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 31 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 123,198 : : Positions : : 96,393 103,797 10,515 2,440 11,245 2,650 1,896 1,145 875 2,165 360 : : : : Changes from: August 23, 2016 : : 2,140 2,235 170 275 -1,105 0 -100 550 -75 -175 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 84.3 8.5 2.0 9.1 2.2 1.5 0.9 0.7 1.8 0.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 40 37 4 . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 180,925 : : Positions : : 122,377 135,749 28,793 7,259 8,248 6,112 8,200 6,680 3,342 9,442 5,306 : : : : Changes from: August 23, 2016 : : -587 1,528 1,008 -165 450 -213 10 -180 283 -896 512 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 75.0 15.9 4.0 4.6 3.4 4.5 3.7 1.8 5.2 2.9 : : : : Number of Traders in Each Category Total Traders: 77 : : 41 43 5 . 5 4 4 4 5 10 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 123,976 : : Positions : : 105,669 106,211 6,342 5,761 6,237 2,398 20 1,310 1,545 4,022 405 : : : : Changes from: August 23, 2016 : : 154 393 -45 -404 364 -120 0 20 0 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 85.7 5.1 4.6 5.0 1.9 0.0 1.1 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 30, 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 37,095 : : Positions : : 32,100 24,820 875 8,825 2,200 830 950 0 780 0 300 : : : : Changes from: August 23, 2016 : : 300 -225 0 750 50 50 0 0 175 0 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 66.9 2.4 23.8 5.9 2.2 2.6 0.0 2.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 12 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 32,505 : : Positions : : 27,100 26,110 650 2,515 3,480 30 200 50 1,035 0 150 : : : : Changes from: August 23, 2016 : : 50 -475 0 800 -800 0 0 0 275 0 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 80.3 2.0 7.7 10.7 0.1 0.6 0.2 3.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 9 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 35,365 : : Positions : : 30,090 27,530 180 3,954 3,451 1,000 0 250 200 0 0 : : : : Changes from: August 23, 2016 : : 335 275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 77.8 0.5 11.2 9.8 2.8 0.0 0.7 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 27 26 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 : : 11,076 12,351 1,895 1,015 1,185 300 0 0 225 0 0 : : : : Changes from: August 23, 2016 : : 60 0 0 60 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 84.1 12.9 6.9 8.1 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 30, 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 268,723 : : Positions : : 196,607 153,294 0 61,857 48,913 18,886 0 3,731 0 436 467 : : : : Changes from: August 23, 2016 : : -905 -1,620 0 757 1,007 98 0 -67 -41 16 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 57.0 0.0 23.0 18.2 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 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 23, 2016 : : 0 0 0 0 0 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 30, 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 1,007,106 : : Positions : : 688,417 839,050 190,251 39,618 128,438 0 0 0 0 0 0 : : : : Changes from: August 23, 2016 : : -14,040 0 0 -14,040 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 83.3 18.9 3.9 12.8 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 30, 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 23, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 30, 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 8,672 : : Positions : : 7,872 5,152 784 3,360 0 0 160 0 0 0 0 : : : : Changes from: August 23, 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 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 28,080 : : Positions : : 20,162 17,520 2,285 5,159 2,284 35 1,530 125 2,523 896 466 : : : : Changes from: August 23, 2016 : : 203 60 29 75 -44 0 0 0 115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 62.4 8.1 18.4 8.1 0.1 5.4 0.4 9.0 3.2 1.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 19 . . 4 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 20,784 : : Positions : : 16,860 15,968 1,532 4,320 418 360 0 0 1,206 0 63 : : : : Changes from: August 23, 2016 : : -97 38 0 -70 0 0 0 0 55 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 76.8 7.4 20.8 2.0 1.7 0.0 0.0 5.8 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 30, 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 37,503 : : Positions : : 32,849 18,779 1,165 13,354 175 25 3,037 640 1,247 435 1,046 : : : : Changes from: August 23, 2016 : : 1,104 385 15 673 -38 0 5 -5 -89 -5 89 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 50.1 3.1 35.6 0.5 0.1 8.1 1.7 3.3 1.2 2.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 26 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 22,055 : : Positions : : 20,293 14,352 0 6,587 1,059 205 0 30 0 10 15 : : : : Changes from: August 23, 2016 : : 948 -147 0 700 -420 0 0 0 0 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 65.1 0.0 29.9 4.8 0.9 0.0 0.1 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 18 0 4 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 24,224 : : Positions : : 16,965 17,944 4,328 1,166 2,410 0 1,250 0 0 1,074 370 : : : : Changes from: August 23, 2016 : : 451 1,047 530 0 -175 0 0 0 0 -66 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 74.1 17.9 4.8 9.9 0.0 5.2 0.0 0.0 4.4 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 14 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 15,814 : : Positions : : 13,053 12,073 1,299 2,593 792 0 125 0 164 125 0 : : : : Changes from: August 23, 2016 : : 310 995 0 -565 -35 0 0 0 120 0 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 76.3 8.2 16.4 5.0 0.0 0.8 0.0 1.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 38,443 : : Positions : : 35,564 30,124 1,400 6,729 725 100 300 300 0 200 0 : : : : Changes from: August 23, 2016 : : 315 265 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 78.4 3.6 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 30, 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 16,149 : : Positions : : 13,650 12,604 900 2,820 395 0 0 0 449 150 25 : : : : Changes from: August 23, 2016 : : -20 -60 -65 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 78.0 5.6 17.5 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 30, 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 13,710 : : Positions : : 11,237 9,511 570 3,346 835 0 0 0 1,025 0 18 : : : : Changes from: August 23, 2016 : : 25 -35 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 69.4 4.2 24.4 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 30, 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 45,875 : : Positions : : 34,759 37,769 6,460 3,205 965 0 0 0 0 150 0 : : : : Changes from: August 23, 2016 : : 320 70 400 600 -300 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 82.3 14.1 7.0 2.1 0.0 0.0 0.0 0.0 0.3 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 30, 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 40,507 : : Positions : : 30,998 32,198 5,160 3,965 730 0 0 0 0 0 0 : : : : Changes from: August 23, 2016 : : 10 10 300 300 -160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 79.5 12.7 9.8 1.8 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 30, 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 28,345 : : Positions : : 22,345 7,165 2,865 0 340 0 10,050 50 0 8,900 275 : : : : Changes from: August 23, 2016 : : 780 0 -480 0 0 0 600 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 25.3 10.1 0.0 1.2 0.0 35.5 0.2 0.0 31.4 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 30, 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 24,010 : : Positions : : 20,230 7,230 0 365 635 0 9,340 370 0 4,055 25 : : : : Changes from: August 23, 2016 : : 460 -320 -115 365 95 0 600 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 30.1 0.0 1.5 2.6 0.0 38.9 1.5 0.0 16.9 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 30, 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 25,388 : : Positions : : 13,159 20,900 3,691 0 2,026 1,500 0 525 2,750 200 400 : : : : Changes from: August 23, 2016 : : 0 50 75 0 -25 50 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 82.3 14.5 0.0 8.0 5.9 0.0 2.1 10.8 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 21,621 : : Positions : : 10,574 17,286 2,242 0 2,413 1,675 0 250 2,850 200 325 : : : : Changes from: August 23, 2016 : : 0 50 125 0 -25 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 80.0 10.4 0.0 11.2 7.7 0.0 1.2 13.2 0.9 1.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 10 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 31,515 : : Positions : : 20,210 16,120 8,350 100 1,330 0 12,955 0 900 750 50 : : : : Changes from: August 23, 2016 : : 345 365 520 100 0 0 100 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 51.2 26.5 0.3 4.2 0.0 41.1 0.0 2.9 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 26,130 : : Positions : : 15,775 12,665 8,835 100 520 0 11,960 0 0 350 0 : : : : Changes from: August 23, 2016 : : 0 120 620 100 -100 0 100 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 48.5 33.8 0.4 2.0 0.0 45.8 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 7 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 28,960 : : Positions : : 23,970 17,945 0 2,930 2,470 0 2,290 75 1,225 2,100 150 : : : : Changes from: August 23, 2016 : : 520 270 0 -650 350 0 0 0 -150 750 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 62.0 0.0 10.1 8.5 0.0 7.9 0.3 4.2 7.3 0.5 : : : : 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 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 26,675 : : Positions : : 21,825 16,590 0 2,760 2,360 0 2,440 60 1,325 1,430 370 : : : : Changes from: August 23, 2016 : : 425 500 0 -975 625 0 0 0 -150 750 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 62.2 0.0 10.3 8.8 0.0 9.1 0.2 5.0 5.4 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 33,334 : : Positions : : 24,950 20,784 0 7,216 1,584 4,930 375 135 250 1,735 405 : : : : Changes from: August 23, 2016 : : 20 525 0 45 30 475 0 0 0 -75 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 62.4 0.0 21.6 4.8 14.8 1.1 0.4 0.7 5.2 1.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 27,015 : : Positions : : 20,695 17,850 1,525 1,500 2,175 0 1,020 695 0 1,850 150 : : : : Changes from: August 23, 2016 : : -145 -290 -520 0 -100 0 -150 150 0 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 66.1 5.6 5.6 8.1 0.0 3.8 2.6 0.0 6.8 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 10 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 120,779 : : Positions : : 70,585 104,695 5,810 1,415 6,994 21,530 0 90 9,160 1,070 580 : : : : Changes from: August 23, 2016 : : 275 575 -275 -100 -680 175 0 90 300 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 86.7 4.8 1.2 5.8 17.8 0.0 0.1 7.6 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 107,160 : : Positions : : 62,479 89,980 238 2,615 8,005 24,935 0 0 4,960 0 225 : : : : Changes from: August 23, 2016 : : -770 -245 -275 -100 -160 550 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 84.0 0.2 2.4 7.5 23.3 0.0 0.0 4.6 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 30, 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 21,875 : : Positions : : 18,825 19,765 970 190 850 50 0 125 150 0 0 : : : : Changes from: August 23, 2016 : : 500 600 100 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 90.4 4.4 0.9 3.9 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 30, 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 17,765 : : Positions : : 15,615 15,630 45 640 710 0 250 0 900 0 0 : : : : Changes from: August 23, 2016 : : 500 700 45 -155 140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 88.0 0.3 3.6 4.0 0.0 1.4 0.0 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 32,295 : : Positions : : 24,615 18,730 1,015 4,210 1,945 0 2,425 300 160 430 70 : : : : Changes from: August 23, 2016 : : 100 0 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 58.0 3.1 13.0 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 30, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 24,080 : : Positions : : 19,145 14,140 0 4,555 1,650 0 450 25 0 0 0 : : : : Changes from: August 23, 2016 : : 150 0 0 200 0 0 -50 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 58.7 0.0 18.9 6.9 0.0 1.9 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 0 . . 0 . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 2, 2016