Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 93,046 : : Positions : : 27,638 29,127 7,717 9,606 6,350 488 26,821 4,248 35,894 6,455 9,419 : : : : Changes from: September 6, 2016 : : 621 628 -175 54 -92 60 2,486 -460 865 -1,787 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 31.3 8.3 10.3 6.8 0.5 28.8 4.6 38.6 6.9 10.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 17 15 . . 5 . 6 4 17 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 19,439 : : Positions : : 2,144 8,614 0 3,032 701 403 2,545 2,062 12,477 1,239 1,166 : : : : Changes from: September 6, 2016 : : 100 350 0 0 -15 0 240 255 810 200 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.0 44.3 0.0 15.6 3.6 2.1 13.1 10.6 64.2 6.4 6.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 11 8 0 4 . . . . 13 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 9,734 : : Positions : : 1,755 1,096 1,028 693 2,364 285 762 2,036 488 1,006 1,779 : : : : Changes from: September 6, 2016 : : 20 -65 35 -18 1 57 142 2 -88 -36 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 11.3 10.6 7.1 24.3 2.9 7.8 20.9 5.0 10.3 18.3 : : : : 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 September 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 159,524 : : Positions : : 87,930 105,918 9,296 12,718 17,110 20,114 1,639 2,942 11,586 8,525 9,893 : : : : Changes from: September 6, 2016 : : 529 844 79 -298 71 187 161 -10 635 742 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 66.4 5.8 8.0 10.7 12.6 1.0 1.8 7.3 5.3 6.2 : : : : Number of Traders in Each Category Total Traders: 76 : : 41 43 . . 4 6 . 6 7 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 43,540 : : Positions : : 32,249 35,114 3,446 2,461 4,628 0 401 136 2,281 0 800 : : : : Changes from: September 6, 2016 : : 102 1,774 23 -998 542 0 10 -10 662 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 80.6 7.9 5.7 10.6 0.0 0.9 0.3 5.2 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 344,785 : : Positions : : 288,999 295,146 25,987 13,528 24,055 5,424 0 0 0 11,736 320 : : : : Changes from: September 6, 2016 : : 7,343 4,815 656 328 0 3,808 0 0 0 6,664 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 85.6 7.5 3.9 7.0 1.6 0.0 0.0 0.0 3.4 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 18 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 1,539,502 : : Positions : :1,230,108 1,221,616 179,072 138,998 31,940 1,942 9,025 65,557 28,145 69,628 2,738 : : : : Changes from: September 6, 2016 : : -6,941 12,706 6,068 -8,148 3,113 0 -4,966 2,769 464 0 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 79.4 11.6 9.0 2.1 0.1 0.6 4.3 1.8 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 35 . . 4 . . . 5 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 64,873 : : Positions : : 42,245 48,058 8,090 2,830 6,277 2,217 2,440 356 2,608 1,832 3,080 : : : : Changes from: September 6, 2016 : : -7,406 -6,126 736 1,238 -1,377 274 -1,048 0 444 146 -193 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 74.1 12.5 4.4 9.7 3.4 3.8 0.5 4.0 2.8 4.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 20 . . . . . . 5 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 287,631 : : Positions : : 186,952 225,341 37,117 0 61,962 0 0 0 1,280 8 320 : : : : Changes from: September 6, 2016 : : -5,396 -34,409 -30,261 0 8,639 0 0 0 -1,248 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 78.3 12.9 0.0 21.5 0.0 0.0 0.0 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 447,162 : : Positions : : 339,303 387,146 55,242 9,392 39,744 3,040 728 8,632 1,201 1,520 0 : : : : Changes from: September 6, 2016 : : 16,598 18,509 1,911 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 86.6 12.4 2.1 8.9 0.7 0.2 1.9 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 22 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 31,955 : : Positions : : 25,027 29,201 3,339 0 1,703 414 0 423 337 42 41 : : : : Changes from: September 6, 2016 : : 441 633 170 0 85 1 0 -255 21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 91.4 10.4 0.0 5.3 1.3 0.0 1.3 1.1 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 . 0 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 52,795 : : Positions : : 35,279 36,030 15,508 15,200 1,545 0 0 0 140 0 0 : : : : Changes from: September 6, 2016 : : 205 2,725 1,480 -1,100 -115 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 68.2 29.4 28.8 2.9 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 27 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 74,499 : : Positions : : 54,310 52,565 18,738 20,720 1,070 0 0 0 40 25 0 : : : : Changes from: September 6, 2016 : : -670 2,600 2,615 -715 -210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 70.6 25.2 27.8 1.4 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 28 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 26,032 : : Positions : : 19,367 21,622 3,090 410 2,805 0 0 0 200 1,075 0 : : : : Changes from: September 6, 2016 : : -2,980 -1,084 1,950 -185 0 0 0 0 -325 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 83.1 11.9 1.6 10.8 0.0 0.0 0.0 0.8 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 291,576 : : Positions : : 201,896 281,064 67,224 0 10,128 7,096 0 0 4,848 0 384 : : : : Changes from: September 6, 2016 : : -5,728 -8,736 -3,008 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 96.4 23.1 0.0 3.5 2.4 0.0 0.0 1.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 18 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 7,815 : : Positions : : 5,935 5,154 90 1,201 127 1,135 0 87 336 1,120 84 : : : : Changes from: September 6, 2016 : : -1,667 -932 0 -92 0 23 0 -69 -92 -736 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 66.0 1.2 15.4 1.6 14.5 0.0 1.1 4.3 14.3 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 8,665 : : Positions : : 5,335 6,235 0 2,190 60 1,800 0 0 1,350 0 0 : : : : Changes from: September 6, 2016 : : -1,075 -625 0 -1,050 0 0 0 0 -600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 72.0 0.0 25.3 0.7 20.8 0.0 0.0 15.6 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 September 13, 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 11,205 : : Positions : : 7,595 7,415 0 1,505 1,275 250 0 50 1,025 350 430 : : : : Changes from: September 6, 2016 : : 820 620 0 150 300 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 66.2 0.0 13.4 11.4 2.2 0.0 0.4 9.1 3.1 3.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 35,119 : : Positions : : 26,259 30,444 4,900 0 3,080 0 75 0 350 1,400 0 : : : : Changes from: September 6, 2016 : : -5,036 -2,141 2,330 -55 -205 0 0 0 -100 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 86.7 14.0 0.0 8.8 0.0 0.2 0.0 1.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 16 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 24,536 : : Positions : : 19,041 19,296 2,850 3,290 1,685 25 0 0 660 150 0 : : : : Changes from: September 6, 2016 : : -1,238 -543 415 -360 -160 -25 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 78.6 11.6 13.4 6.9 0.1 0.0 0.0 2.7 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 20 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 20,560 : : Positions : : 15,865 14,186 2,226 2,692 1,832 0 210 0 0 816 168 : : : : Changes from: September 6, 2016 : : -791 -1,311 -315 23 -23 -115 -209 0 0 109 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 69.0 10.8 13.1 8.9 0.0 1.0 0.0 0.0 4.0 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 52,322 : : Positions : : 45,982 43,211 1,226 2,470 2,321 0 222 0 1,071 2,249 1,722 : : : : Changes from: September 6, 2016 : : -2,173 -2,450 465 -478 -249 0 0 0 -260 411 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 82.6 2.3 4.7 4.4 0.0 0.4 0.0 2.0 4.3 3.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 23 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 67,376 : : Positions : : 58,514 50,168 4,431 3,632 1,672 272 386 0 1,421 10,494 1,024 : : : : Changes from: September 6, 2016 : : -2,974 -3,111 310 604 -828 150 121 -175 -246 -633 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 74.5 6.6 5.4 2.5 0.4 0.6 0.0 2.1 15.6 1.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 29 . . . . . 0 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 47,205 : : Positions : : 36,240 42,315 8,890 3,500 1,390 0 0 0 665 0 0 : : : : Changes from: September 6, 2016 : : -1,555 245 1,800 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 89.6 18.8 7.4 2.9 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 24 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 53,170 : : Positions : : 40,380 46,155 10,985 6,395 620 0 0 0 1,165 0 0 : : : : Changes from: September 6, 2016 : : -2,405 295 2,700 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 86.8 20.7 12.0 1.2 0.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 309,493 : : Positions : : 213,328 263,910 27,568 13,478 12,335 0 816 0 51,597 14,289 4,665 : : : : Changes from: September 6, 2016 : : -15,668 -24,930 -6,841 0 -1,128 0 0 0 -2,421 -2,256 -1,155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 85.3 8.9 4.4 4.0 0.0 0.3 0.0 16.7 4.6 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 25 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 25,339 : : Positions : : 18,423 20,432 780 231 1,025 17 749 835 3,340 1,126 836 : : : : Changes from: September 6, 2016 : : -1,738 -755 279 -220 -236 -69 -80 50 432 -322 -133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 80.6 3.1 0.9 4.0 0.1 3.0 3.3 13.2 4.4 3.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 27 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 33,439 : : Positions : : 21,899 33,210 9,321 0 0 77 50 0 2,092 129 50 : : : : Changes from: September 6, 2016 : : 707 325 -722 0 0 0 -54 0 181 -105 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 99.3 27.9 0.0 0.0 0.2 0.1 0.0 6.3 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 14 . 0 0 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 277,598 : : Positions : : 223,233 221,644 39,705 21,669 13,900 760 19,184 0 0 1,201 0 : : : : Changes from: September 6, 2016 : : 5,512 1,576 -3,936 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 79.8 14.3 7.8 5.0 0.3 6.9 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 19,361 : : Positions : : 15,726 17,076 2,835 360 444 252 1,018 0 0 0 0 : : : : Changes from: September 6, 2016 : : 170 -42 -253 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 88.2 14.6 1.9 2.3 1.3 5.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 11,595 : : Positions : : 7,466 8,320 1,633 1,147 414 759 0 0 434 0 617 : : : : Changes from: September 6, 2016 : : 531 550 19 0 83 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 71.8 14.1 9.9 3.6 6.5 0.0 0.0 3.7 0.0 5.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 128,488 : : Positions : : 97,155 103,621 21,580 19,698 1,183 4,754 0 0 1,488 1,658 1,944 : : : : Changes from: September 6, 2016 : : -3,903 8,225 0 -10,167 775 1,201 0 0 760 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 80.6 16.8 15.3 0.9 3.7 0.0 0.0 1.2 1.3 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 17,308 : : Positions : : 14,417 10,608 1,265 3,154 826 0 1,370 0 230 504 319 : : : : Changes from: September 6, 2016 : : 326 197 0 129 -66 0 -21 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 61.3 7.3 18.2 4.8 0.0 7.9 0.0 1.3 2.9 1.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 23 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 188,075 : : Positions : : 156,333 110,535 17,965 55,213 12,601 0 8,558 408 768 760 0 : : : : Changes from: September 6, 2016 : : 7,345 3,050 401 4,696 -1,920 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 58.8 9.6 29.4 6.7 0.0 4.6 0.2 0.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 10,640 : : Positions : : 8,470 10,020 1,835 0 75 0 100 200 0 225 0 : : : : Changes from: September 6, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 94.2 17.2 0.0 0.7 0.0 0.9 1.9 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 28,015 : : Positions : : 13,634 21,186 6,231 0 4,937 300 0 1,228 1,631 610 54 : : : : Changes from: September 6, 2016 : : 1 308 -74 0 100 0 0 0 381 0 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 75.6 22.2 0.0 17.6 1.1 0.0 4.4 5.8 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 237,370 : : Positions : : 137,074 150,985 32,360 14,265 67,936 0 0 0 0 4,184 0 : : : : Changes from: September 6, 2016 : : -328 1,952 0 -2,280 2,280 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 63.6 13.6 6.0 28.6 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 10,650 : : Positions : : 9,540 6,400 150 2,650 0 0 1,580 0 400 0 0 : : : : Changes from: September 6, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 60.1 1.4 24.9 0.0 0.0 14.8 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 11,030 : : Positions : : 9,940 6,660 220 2,555 50 0 1,580 0 205 0 155 : : : : Changes from: September 6, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 60.4 2.0 23.2 0.5 0.0 14.3 0.0 1.9 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 723,131 : : Positions : : 431,736 403,340 5,623 64,530 97,919 5,420 21,212 33,546 48,258 3,249 99,334 : : : : Changes from: September 6, 2016 : : 1,694 -5,610 84 -10,183 -7,884 1,011 344 638 -18,358 162 3,354 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 55.8 0.8 8.9 13.5 0.7 2.9 4.6 6.7 0.4 13.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . . . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 16,115 : : Positions : : 13,935 6,555 1,165 8,800 740 0 0 0 0 0 0 : : : : Changes from: September 6, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 40.7 7.2 54.6 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 19,871 : : Positions : : 11,211 15,126 6,125 2,530 2,165 200 0 50 0 0 0 : : : : Changes from: September 6, 2016 : : 250 575 575 250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 76.1 30.8 12.7 10.9 1.0 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 13,824 : : Positions : : 8,592 9,514 3,110 2,555 1,705 150 50 0 0 0 0 : : : : Changes from: September 6, 2016 : : 50 575 525 0 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 68.8 22.5 18.5 12.3 1.1 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 19,730 : : Positions : : 13,080 18,565 5,715 60 475 0 400 0 0 0 0 : : : : Changes from: September 6, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 94.1 29.0 0.3 2.4 0.0 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 17,440 : : Positions : : 12,185 15,705 3,560 50 1,355 0 75 0 0 140 75 : : : : Changes from: September 6, 2016 : : 0 225 300 0 0 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 90.1 20.4 0.3 7.8 0.0 0.4 0.0 0.0 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 18,587 : : Positions : : 12,957 16,207 2,705 50 2,175 0 75 0 435 0 40 : : : : Changes from: September 6, 2016 : : 0 225 300 0 -300 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 87.2 14.6 0.3 11.7 0.0 0.4 0.0 2.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 8 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 96,808 : : Positions : : 79,581 81,413 3,220 3,523 10,197 1,915 100 30 1,725 1,270 140 : : : : Changes from: September 6, 2016 : : 480 -515 -32 1,113 -1,073 75 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 84.1 3.3 3.6 10.5 2.0 0.1 0.0 1.8 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 31 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 111,789 : : Positions : : 88,622 93,939 7,582 2,375 10,920 2,605 1,330 1,125 700 1,735 220 : : : : Changes from: September 6, 2016 : : 955 -585 -995 75 -175 75 320 -20 0 225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 84.0 6.8 2.1 9.8 2.3 1.2 1.0 0.6 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 39 34 4 . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 180,609 : : Positions : : 121,512 135,872 27,889 7,170 9,335 5,348 8,800 5,662 5,952 8,893 4,823 : : : : Changes from: September 6, 2016 : : 3,432 5,460 1,000 -817 905 41 1,181 -1,206 1,455 123 718 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 75.2 15.4 4.0 5.2 3.0 4.9 3.1 3.3 4.9 2.7 : : : : Number of Traders in Each Category Total Traders: 73 : : 39 42 4 . 5 . 4 . 6 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 124,334 : : Positions : : 102,540 104,495 5,696 6,973 6,035 5,672 51 2,488 1,535 3,987 305 : : : : Changes from: September 6, 2016 : : 1,027 2,460 7 -267 605 1,140 -19 636 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 84.0 4.6 5.6 4.9 4.6 0.0 2.0 1.2 3.2 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 34 30 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 35,205 : : Positions : : 30,000 23,695 1,250 8,225 2,170 770 950 0 840 0 165 : : : : Changes from: September 6, 2016 : : -85 -160 325 325 45 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 67.3 3.6 23.4 6.2 2.2 2.7 0.0 2.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 11 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 30,880 : : Positions : : 25,580 25,425 600 1,545 3,560 0 220 30 1,010 0 100 : : : : Changes from: September 6, 2016 : : -40 -145 -125 -95 180 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 82.3 1.9 5.0 11.5 0.0 0.7 0.1 3.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 10 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 34,495 : : Positions : : 28,895 26,640 50 3,814 3,716 1,000 0 250 200 0 0 : : : : Changes from: September 6, 2016 : : 150 390 -60 0 335 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 77.2 0.1 11.1 10.8 2.9 0.0 0.7 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 25 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 15,271 : : Positions : : 11,366 12,556 2,250 1,465 1,130 300 0 0 225 0 0 : : : : Changes from: September 6, 2016 : : -530 -315 55 -150 -55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 82.2 14.7 9.6 7.4 2.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 259,183 : : Positions : : 188,201 142,112 0 64,150 48,246 18,258 0 3,888 43 315 455 : : : : Changes from: September 6, 2016 : : 173 -3,843 0 4,010 -3,057 -66 0 -49 43 -17 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 54.8 0.0 24.8 18.6 7.0 0.0 1.5 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 15 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 2,953,197 : : Positions : :2,184,458 1,470,990 0 1,086,458 353,639 388,850 0 26,250 0 15,860 0 : : : : Changes from: September 6, 2016 : : 12,160 90,560 0 -78,400 60,840 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 49.8 0.0 36.8 12.0 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 September 13, 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 DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 48,085 : : Positions : : 30,164 35,460 1,673 265 12,360 3,825 0 0 0 0 0 : : : : Changes from: September 6, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 73.7 3.5 0.6 25.7 8.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 1,023,138 : : Positions : : 712,129 808,802 161,395 64,722 149,614 0 0 0 0 0 0 : : : : Changes from: September 6, 2016 : : 23,480 0 -23,480 0 23,480 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 79.1 15.8 6.3 14.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 73,632 : : Positions : : 66,144 18,512 3,120 55,120 0 4,160 0 0 0 0 0 : : : : Changes from: September 6, 2016 : : -27,984 -7,832 -1,320 -23,320 0 -1,760 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 25.1 4.2 74.9 0.0 5.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 26,588 : : Positions : : 19,106 16,588 2,153 4,971 2,339 160 1,395 0 2,249 874 421 : : : : Changes from: September 6, 2016 : : -70 175 20 0 25 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 62.4 8.1 18.7 8.8 0.6 5.2 0.0 8.5 3.3 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 20 . . 4 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 20,899 : : Positions : : 17,054 16,313 1,573 3,825 388 510 0 0 1,106 0 53 : : : : Changes from: September 6, 2016 : : 1,014 1,089 -75 0 86 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 78.1 7.5 18.3 1.9 2.4 0.0 0.0 5.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 35,309 : : Positions : : 31,021 16,517 1,307 14,030 0 0 3,002 640 1,392 483 625 : : : : Changes from: September 6, 2016 : : 620 -390 45 905 -48 0 50 0 80 190 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 46.8 3.7 39.7 0.0 0.0 8.5 1.8 3.9 1.4 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 23 . . 0 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 22,321 : : Positions : : 20,459 14,394 10 6,638 1,224 160 0 30 0 35 0 : : : : Changes from: September 6, 2016 : : 1,320 995 0 325 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 64.5 0.0 29.7 5.5 0.7 0.0 0.1 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 17 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 24,325 : : Positions : : 17,081 18,566 4,633 905 2,295 0 1,180 0 0 1,183 196 : : : : Changes from: September 6, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 76.3 19.0 3.7 9.4 0.0 4.9 0.0 0.0 4.9 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 15,324 : : Positions : : 12,755 11,997 1,344 2,495 540 0 100 0 129 100 0 : : : : Changes from: September 6, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 78.3 8.8 16.3 3.5 0.0 0.7 0.0 0.8 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 36,588 : : Positions : : 33,994 29,074 1,065 5,864 1,095 100 300 0 0 200 0 : : : : Changes from: September 6, 2016 : : 185 125 -60 0 245 0 0 -300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 79.5 2.9 16.0 3.0 0.3 0.8 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 24 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 15,959 : : Positions : : 12,865 12,224 1,005 2,485 935 0 0 0 436 150 18 : : : : Changes from: September 6, 2016 : : 75 75 0 0 540 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 76.6 6.3 15.6 5.9 0.0 0.0 0.0 2.7 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 13,289 : : Positions : : 10,315 8,874 620 2,998 1,375 0 0 0 941 0 18 : : : : Changes from: September 6, 2016 : : 75 75 0 0 540 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 66.8 4.7 22.6 10.3 0.0 0.0 0.0 7.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 17 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 43,263 : : Positions : : 32,824 35,759 5,700 2,660 1,375 0 0 0 0 50 0 : : : : Changes from: September 6, 2016 : : -1,910 -2,010 -460 -245 235 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 82.7 13.2 6.1 3.2 0.0 0.0 0.0 0.0 0.1 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 September 13, 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 38,974 : : Positions : : 29,988 31,288 4,695 3,420 850 0 0 0 0 0 0 : : : : Changes from: September 6, 2016 : : -1,010 -910 -165 -245 85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 80.3 12.0 8.8 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 18 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 27,210 : : Positions : : 21,375 6,280 3,300 0 215 0 9,875 50 0 9,400 75 : : : : Changes from: September 6, 2016 : : -920 -885 735 0 -125 0 -175 0 0 800 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 23.1 12.1 0.0 0.8 0.0 36.3 0.2 0.0 34.5 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 23,205 : : Positions : : 19,510 6,420 0 540 470 0 9,270 370 0 4,030 25 : : : : Changes from: September 6, 2016 : : -470 -610 0 175 -265 0 -70 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 27.7 0.0 2.3 2.0 0.0 39.9 1.6 0.0 17.4 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 25,418 : : Positions : : 13,444 19,645 3,491 200 2,266 1,340 100 635 2,475 805 400 : : : : Changes from: September 6, 2016 : : -30 -815 10 200 240 -45 100 -5 -275 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 77.3 13.7 0.8 8.9 5.3 0.4 2.5 9.7 3.2 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 21,161 : : Positions : : 10,547 16,211 2,327 0 2,253 1,715 150 210 2,475 830 325 : : : : Changes from: September 6, 2016 : : -157 -625 185 0 -260 40 150 -40 -375 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 76.6 11.0 0.0 10.6 8.1 0.7 1.0 11.7 3.9 1.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 7 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 34,415 : : Positions : : 22,690 16,710 7,000 100 3,035 0 13,550 0 950 850 0 : : : : Changes from: September 6, 2016 : : -1,120 -610 510 0 -90 0 235 0 50 -200 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 48.6 20.3 0.3 8.8 0.0 39.4 0.0 2.8 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 29,805 : : Positions : : 19,070 13,380 7,570 100 2,240 0 13,080 0 0 650 0 : : : : Changes from: September 6, 2016 : : -405 -485 495 0 -75 0 560 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 44.9 25.4 0.3 7.5 0.0 43.9 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 27,675 : : Positions : : 22,650 16,905 0 3,005 2,445 0 2,560 75 1,250 1,770 125 : : : : Changes from: September 6, 2016 : : -815 -1,040 0 75 -25 0 270 0 25 150 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 61.1 0.0 10.9 8.8 0.0 9.3 0.3 4.5 6.4 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 25,595 : : Positions : : 20,470 15,705 0 2,785 2,410 0 2,700 60 1,350 1,125 320 : : : : Changes from: September 6, 2016 : : -850 -885 0 25 50 0 260 0 25 175 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 61.4 0.0 10.9 9.4 0.0 10.5 0.2 5.3 4.4 1.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 29,789 : : Positions : : 21,550 17,979 0 6,341 1,834 5,165 375 0 0 2,010 280 : : : : Changes from: September 6, 2016 : : -1,550 -1,005 0 -875 250 135 0 -135 -250 275 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 60.4 0.0 21.3 6.2 17.3 1.3 0.0 0.0 6.7 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 0 . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 24,385 : : Positions : : 17,785 16,125 2,315 1,525 2,140 0 510 695 0 1,940 25 : : : : Changes from: September 6, 2016 : : -1,110 -225 465 0 -135 0 -510 0 0 90 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 66.1 9.5 6.3 8.8 0.0 2.1 2.9 0.0 8.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 10 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 118,494 : : Positions : : 66,009 101,804 5,880 1,405 8,551 21,950 0 90 10,160 870 305 : : : : Changes from: September 6, 2016 : : -3,361 -4,391 -2,300 -10 1,487 45 0 0 1,000 -200 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 85.9 5.0 1.2 7.2 18.5 0.0 0.1 8.6 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 106,050 : : Positions : : 59,169 88,280 773 2,805 8,755 25,645 0 0 5,525 0 25 : : : : Changes from: September 6, 2016 : : -2,460 -3,190 -1,025 190 210 150 0 0 265 0 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 83.2 0.7 2.6 8.3 24.2 0.0 0.0 5.2 0.0 0.0 : : : : 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 September 13, 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 21,405 : : Positions : : 17,385 19,490 2,220 200 790 0 25 100 150 0 0 : : : : Changes from: September 6, 2016 : : -1,430 -275 1,250 10 -60 -50 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 91.1 10.4 0.9 3.7 0.0 0.1 0.5 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 September 13, 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 17,975 : : Positions : : 14,555 15,960 1,360 590 595 0 225 0 900 0 0 : : : : Changes from: September 6, 2016 : : -1,050 330 1,315 -50 -115 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 88.8 7.6 3.3 3.3 0.0 1.3 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 37,305 : : Positions : : 30,385 23,900 1,105 5,025 1,520 0 2,300 300 0 250 0 : : : : Changes from: September 6, 2016 : : -230 -470 90 515 -425 0 -125 0 -160 -180 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 64.1 3.0 13.5 4.1 0.0 6.2 0.8 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 25,270 : : Positions : : 20,620 15,250 0 4,995 1,875 0 375 25 0 0 0 : : : : Changes from: September 6, 2016 : : -750 -505 0 -160 -25 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 60.3 0.0 19.8 7.4 0.0 1.5 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 0 . . 0 . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 16, 2016