Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 95,850 : : Positions : : 30,572 30,177 8,374 10,251 6,388 188 25,683 4,159 35,326 8,771 9,739 : : : : Changes from: September 20, 2016 : : 835 799 522 -858 121 -240 114 -180 -416 898 717 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 31.5 8.7 10.7 6.7 0.2 26.8 4.3 36.9 9.2 10.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 17 15 . . 5 . 7 5 17 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 20,671 : : Positions : : 2,287 9,267 0 2,988 716 403 2,510 2,287 13,518 1,709 1,024 : : : : Changes from: September 20, 2016 : : 35 205 0 -80 75 0 -30 65 550 410 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 44.8 0.0 14.5 3.5 1.9 12.1 11.1 65.4 8.3 5.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 10 7 0 4 . . . . 14 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 9,987 : : Positions : : 1,835 1,232 1,058 759 2,376 205 634 2,089 585 1,065 1,824 : : : : Changes from: September 20, 2016 : : 46 81 -36 34 -6 -63 -151 48 61 48 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 12.3 10.6 7.6 23.8 2.0 6.4 20.9 5.9 10.7 18.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 9 8 . . 4 . . . 11 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 162,286 : : Positions : : 90,179 107,576 9,565 12,425 17,311 20,360 1,762 3,181 10,384 8,621 10,570 : : : : Changes from: September 20, 2016 : : 2,140 576 254 -881 -8 132 204 -37 -2,676 -64 994 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 66.3 5.9 7.7 10.7 12.5 1.1 2.0 6.4 5.3 6.5 : : : : Number of Traders in Each Category Total Traders: 78 : : 43 44 . . 4 6 . 6 11 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 46,785 : : Positions : : 33,009 36,002 3,403 3,029 4,957 234 25 512 2,883 472 1,788 : : : : Changes from: September 20, 2016 : : 324 1,030 55 386 230 234 -384 384 891 472 364 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 77.0 7.3 6.5 10.6 0.5 0.1 1.1 6.2 1.0 3.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 364,594 : : Positions : : 308,085 305,102 27,874 19,753 23,219 5,096 0 0 0 16,200 320 : : : : Changes from: September 20, 2016 : : 12,463 5,794 967 5,700 -1,928 -328 0 0 0 1,608 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 83.7 7.6 5.4 6.4 1.4 0.0 0.0 0.0 4.4 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 19 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 1,570,481 : : Positions : :1,260,160 1,259,411 170,976 147,192 31,990 22,990 9,408 50,434 30,025 68,140 3,146 : : : : Changes from: September 20, 2016 : : 23,271 21,195 -4,184 11,069 -129 7,905 -737 -5,535 3,048 -1,488 408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 80.2 10.9 9.4 2.0 1.5 0.6 3.2 1.9 4.3 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 37 . . 4 . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 66,978 : : Positions : : 44,264 47,617 7,676 1,734 7,918 2,440 2,683 330 351 2,697 3,973 : : : : Changes from: September 20, 2016 : : 1,820 430 -133 415 233 18 128 -26 -321 411 269 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 71.1 11.5 2.6 11.8 3.6 4.0 0.5 0.5 4.0 5.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 22 . . . . . . 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 304,203 : : Positions : : 195,400 242,241 45,569 0 61,634 0 0 0 1,280 8 320 : : : : Changes from: September 20, 2016 : : 2,589 8,807 6,218 0 -328 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 79.6 15.0 0.0 20.3 0.0 0.0 0.0 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 452,940 : : Positions : : 341,166 403,444 68,917 9,392 30,744 2,280 728 8,632 1,201 0 0 : : : : Changes from: September 20, 2016 : : -1,632 14,004 14,876 0 -4,304 -760 0 0 0 -1,520 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 89.1 15.2 2.1 6.8 0.5 0.2 1.9 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 32,844 : : Positions : : 25,865 30,182 3,410 0 1,744 374 205 168 421 0 41 : : : : Changes from: September 20, 2016 : : 464 580 177 0 41 -41 41 0 21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 91.9 10.4 0.0 5.3 1.1 0.6 0.5 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 23 . 0 . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 55,550 : : Positions : : 36,979 38,565 16,563 15,420 1,545 0 0 0 140 0 0 : : : : Changes from: September 20, 2016 : : 625 1,250 625 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 69.4 29.8 27.8 2.8 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 27, 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 77,214 : : Positions : : 56,245 54,970 19,518 21,030 1,070 0 0 0 40 25 0 : : : : Changes from: September 20, 2016 : : 655 1,095 450 10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 71.2 25.3 27.2 1.4 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 27 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 27,448 : : Positions : : 21,783 22,338 2,050 1,130 2,785 0 0 0 200 1,075 0 : : : : Changes from: September 20, 2016 : : 1,766 666 -380 720 -80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 81.4 7.5 4.1 10.1 0.0 0.0 0.0 0.7 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 300,896 : : Positions : : 199,864 288,000 76,192 0 10,112 7,096 0 0 4,848 0 384 : : : : Changes from: September 20, 2016 : : -6,256 2,712 8,968 0 -4,680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 95.7 25.3 0.0 3.4 2.4 0.0 0.0 1.6 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 27, 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 8,298 : : Positions : : 6,334 5,595 90 1,243 127 1,135 0 87 336 1,057 147 : : : : Changes from: September 20, 2016 : : 21 0 0 21 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 67.4 1.1 15.0 1.5 13.7 0.0 1.0 4.0 12.7 1.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 8,785 : : Positions : : 5,455 6,235 0 2,190 60 1,800 0 0 1,350 0 0 : : : : Changes from: September 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 71.0 0.0 24.9 0.7 20.5 0.0 0.0 15.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 14 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 11,540 : : Positions : : 7,880 7,775 0 1,205 1,325 250 0 50 925 475 530 : : : : Changes from: September 20, 2016 : : -50 -150 0 0 0 0 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 67.4 0.0 10.4 11.5 2.2 0.0 0.4 8.0 4.1 4.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 35,953 : : Positions : : 28,463 31,173 3,625 160 2,975 0 75 0 250 1,400 50 : : : : Changes from: September 20, 2016 : : 1,934 709 -965 160 -115 0 0 0 -100 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 86.7 10.1 0.4 8.3 0.0 0.2 0.0 0.7 3.9 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 19 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 27,401 : : Positions : : 21,916 21,296 1,975 4,190 1,685 25 0 0 1,560 150 0 : : : : Changes from: September 20, 2016 : : 2,554 1,379 -1,175 900 0 0 0 0 900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 77.7 7.2 15.3 6.1 0.1 0.0 0.0 5.7 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 20 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 20,748 : : Positions : : 15,966 14,418 2,396 2,548 1,853 0 210 0 0 960 147 : : : : Changes from: September 20, 2016 : : 228 573 212 -254 -42 0 0 0 0 123 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 69.5 11.5 12.3 8.9 0.0 1.0 0.0 0.0 4.6 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 20 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 54,224 : : Positions : : 47,674 44,484 1,226 2,250 2,346 0 222 0 1,541 3,321 1,413 : : : : Changes from: September 20, 2016 : : 272 427 0 -245 45 0 0 0 370 461 -219 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 82.0 2.3 4.1 4.3 0.0 0.4 0.0 2.8 6.1 2.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 23 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 70,324 : : Positions : : 61,046 51,263 5,049 3,007 1,499 422 416 0 1,767 13,605 476 : : : : Changes from: September 20, 2016 : : 447 73 45 -625 -30 100 30 0 158 1,275 -187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 72.9 7.2 4.3 2.1 0.6 0.6 0.0 2.5 19.3 0.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 29 . . . . . 0 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 47,615 : : Positions : : 36,650 42,725 8,890 3,500 1,390 0 0 0 665 0 0 : : : : Changes from: September 20, 2016 : : 350 350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 89.7 18.7 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 27, 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 53,585 : : Positions : : 40,845 46,660 10,925 6,295 630 0 0 0 1,165 0 0 : : : : Changes from: September 20, 2016 : : 220 120 0 100 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 87.1 20.4 11.7 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 27, 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 320,071 : : Positions : : 223,903 274,458 25,600 13,070 12,727 0 1,632 0 53,946 14,289 3,895 : : : : Changes from: September 20, 2016 : : 4,704 393 0 0 0 0 816 0 -3,495 0 400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 85.7 8.0 4.1 4.0 0.0 0.5 0.0 16.9 4.5 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 26 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 26,192 : : Positions : : 18,934 21,330 767 300 975 157 898 834 3,923 1,229 540 : : : : Changes from: September 20, 2016 : : 22 216 -35 70 -28 0 182 -19 542 40 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 81.4 2.9 1.1 3.7 0.6 3.4 3.2 15.0 4.7 2.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 20 29 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 36,833 : : Positions : : 23,826 36,552 8,893 0 0 77 50 0 3,935 129 102 : : : : Changes from: September 20, 2016 : : 98 692 52 0 0 0 0 0 542 0 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 99.2 24.1 0.0 0.0 0.2 0.1 0.0 10.7 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 14 . 0 0 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 290,126 : : Positions : : 230,281 230,709 44,369 25,132 13,900 1,576 19,184 0 0 1,201 0 : : : : Changes from: September 20, 2016 : : -408 -408 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 79.5 15.3 8.7 4.8 0.5 6.6 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 14 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 19,717 : : Positions : : 15,957 17,367 2,898 404 465 334 1,018 0 0 0 0 : : : : Changes from: September 20, 2016 : : 166 124 0 42 -42 82 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 88.1 14.7 2.0 2.4 1.7 5.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 9,862 : : Positions : : 4,904 8,033 3,901 1,345 21 0 0 0 65 0 63 : : : : Changes from: September 20, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 81.5 39.6 13.6 0.2 0.0 0.0 0.0 0.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 11,574 : : Positions : : 7,317 8,320 1,581 1,221 340 759 0 0 688 0 617 : : : : Changes from: September 20, 2016 : : 84 105 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 71.9 13.7 10.5 2.9 6.6 0.0 0.0 5.9 0.0 5.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 129,304 : : Positions : : 93,275 105,638 21,172 18,905 1,183 5,162 0 0 4,934 0 3,194 : : : : Changes from: September 20, 2016 : : 408 1,609 -408 -793 0 408 0 0 408 0 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 81.7 16.4 14.6 0.9 4.0 0.0 0.0 3.8 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 12 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 17,282 : : Positions : : 14,117 10,859 1,265 2,666 1,037 0 1,370 0 272 504 319 : : : : Changes from: September 20, 2016 : : -257 -195 -6 37 88 0 0 0 84 0 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 62.8 7.3 15.4 6.0 0.0 7.9 0.0 1.6 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 27, 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 190,455 : : Positions : : 159,488 111,680 15,971 55,229 13,820 0 8,558 408 768 760 0 : : : : Changes from: September 20, 2016 : : 793 0 3,903 4,696 18 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 58.6 8.4 29.0 7.3 0.0 4.5 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 27, 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 10,465 : : Positions : : 8,295 9,845 1,835 0 75 0 100 200 0 225 0 : : : : Changes from: September 20, 2016 : : -150 -150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 94.1 17.5 0.0 0.7 0.0 1.0 1.9 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 28,378 : : Positions : : 13,591 21,680 6,464 0 4,860 0 4 1,224 2,239 610 0 : : : : Changes from: September 20, 2016 : : 127 59 -248 0 -52 0 0 0 180 0 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 76.4 22.8 0.0 17.1 0.0 0.0 4.3 7.9 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 247,367 : : Positions : : 139,896 160,982 32,360 7,090 75,111 0 0 0 0 4,184 0 : : : : Changes from: September 20, 2016 : : 4,102 11,277 0 -7,175 7,175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 65.1 13.1 2.9 30.4 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 10,700 : : Positions : : 9,590 6,400 150 2,400 0 0 1,880 0 400 0 0 : : : : Changes from: September 20, 2016 : : 0 0 0 -300 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 59.8 1.4 22.4 0.0 0.0 17.6 0.0 3.7 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 27, 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 11,185 : : Positions : : 9,990 6,660 220 2,305 155 0 1,880 0 205 0 155 : : : : Changes from: September 20, 2016 : : 0 0 0 -300 105 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 59.5 2.0 20.6 1.4 0.0 16.8 0.0 1.8 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 27, 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 716,595 : : Positions : : 427,861 387,614 5,559 70,660 98,450 4,922 21,025 33,499 41,735 2,748 102,599 : : : : Changes from: September 20, 2016 : : -4,165 -8,136 -66 7,722 -822 -906 -458 -354 1,369 -549 -2,941 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 54.1 0.8 9.9 13.7 0.7 2.9 4.7 5.8 0.4 14.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . . . . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 16,310 : : Positions : : 14,080 6,570 1,035 8,800 920 0 0 0 0 0 0 : : : : Changes from: September 20, 2016 : : 280 0 -280 0 280 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 40.3 6.3 54.0 5.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 20,041 : : Positions : : 12,926 14,341 3,325 2,530 3,120 500 0 50 0 0 0 : : : : Changes from: September 20, 2016 : : 1,690 -810 -2,800 0 955 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 71.6 16.6 12.6 15.6 2.5 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 14,232 : : Positions : : 10,070 8,967 785 2,555 2,660 400 0 50 0 0 0 : : : : Changes from: September 20, 2016 : : 1,428 -547 -2,275 0 955 250 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 63.0 5.5 18.0 18.7 2.8 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 19,805 : : Positions : : 13,215 18,625 5,715 60 475 0 475 0 0 0 0 : : : : Changes from: September 20, 2016 : : 25 0 0 0 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 94.0 28.9 0.3 2.4 0.0 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 18,115 : : Positions : : 12,325 15,880 3,910 50 1,515 0 365 25 0 190 75 : : : : Changes from: September 20, 2016 : : 125 175 350 0 160 0 290 25 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 87.7 21.6 0.3 8.4 0.0 2.0 0.1 0.0 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 19,282 : : Positions : : 13,022 16,407 3,055 50 2,355 50 340 50 410 0 65 : : : : Changes from: September 20, 2016 : : 50 200 350 0 180 50 265 50 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 85.1 15.8 0.3 12.2 0.3 1.8 0.3 2.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 8 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 105,719 : : Positions : : 85,730 88,377 3,107 2,660 12,707 2,240 100 30 1,575 1,395 315 : : : : Changes from: September 20, 2016 : : 3,810 4,780 -63 -1,033 1,690 275 0 0 -150 125 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 83.6 2.9 2.5 12.0 2.1 0.1 0.0 1.5 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 31 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 122,069 : : Positions : : 95,749 101,814 9,577 2,405 11,805 2,930 2,430 1,125 500 1,972 368 : : : : Changes from: September 20, 2016 : : 4,082 5,615 1,570 -570 390 200 400 0 -200 202 183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 83.4 7.8 2.0 9.7 2.4 2.0 0.9 0.4 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 40 35 4 . 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 184,228 : : Positions : : 124,703 137,977 26,911 4,792 11,190 5,415 8,425 5,722 4,455 10,327 5,606 : : : : Changes from: September 20, 2016 : : 678 1,001 47 -2,555 2,114 -198 808 -244 -1,064 238 578 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 74.9 14.6 2.6 6.1 2.9 4.6 3.1 2.4 5.6 3.0 : : : : Number of Traders in Each Category Total Traders: 74 : : 39 42 4 . 5 . 4 . 5 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 129,052 : : Positions : : 105,782 108,538 6,342 6,808 6,300 5,922 351 2,488 1,535 3,937 295 : : : : Changes from: September 20, 2016 : : 2,578 3,613 645 -100 355 250 0 0 0 -50 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 84.1 4.9 5.3 4.9 4.6 0.3 1.9 1.2 3.1 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 35 29 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 37,100 : : Positions : : 31,275 25,190 1,525 8,030 2,745 770 1,025 0 665 0 110 : : : : Changes from: September 20, 2016 : : 795 1,520 -225 -1,175 475 0 0 0 -225 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 67.9 4.1 21.6 7.4 2.1 2.8 0.0 1.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 12 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 33,325 : : Positions : : 26,975 26,935 850 1,405 4,660 0 220 30 735 0 75 : : : : Changes from: September 20, 2016 : : 900 1,575 -275 -1,225 1,050 0 0 0 -275 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 80.8 2.6 4.2 14.0 0.0 0.7 0.1 2.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 11 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 35,475 : : Positions : : 29,445 26,170 35 4,819 4,161 1,000 0 250 200 0 0 : : : : Changes from: September 20, 2016 : : 165 230 -10 225 680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 73.8 0.1 13.6 11.7 2.8 0.0 0.7 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 24 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 17,996 : : Positions : : 14,291 14,246 990 1,740 1,890 600 0 0 225 0 0 : : : : Changes from: September 20, 2016 : : 2,090 1,540 -600 -50 900 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 79.2 5.5 9.7 10.5 3.3 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 258,220 : : Positions : : 184,894 148,883 0 53,934 50,803 18,229 0 3,797 0 382 406 : : : : Changes from: September 20, 2016 : : -1,861 5,270 0 -7,137 3,303 75 0 5 -15 67 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 57.7 0.0 20.9 19.7 7.1 0.0 1.5 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 15 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 2,945,107 : : Positions : :2,176,368 1,462,900 0 1,086,458 353,639 388,850 0 26,250 0 15,860 0 : : : : Changes from: September 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 49.7 0.0 36.9 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 27, 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 48,568 : : Positions : : 31,091 34,912 938 1,005 12,651 3,825 0 0 0 0 0 : : : : Changes from: September 20, 2016 : : 315 0 -315 0 315 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 71.9 1.9 2.1 26.0 7.9 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 27, 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 999,658 : : Positions : : 688,649 785,322 161,395 64,722 149,614 0 0 0 0 0 0 : : : : Changes from: September 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 78.6 16.1 6.5 15.0 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 27, 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 11,328 : : Positions : : 10,176 2,848 480 8,480 0 640 0 0 0 0 0 : : : : Changes from: September 20, 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 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 27,004 : : Positions : : 18,898 17,420 2,163 4,425 2,464 160 1,395 0 2,426 574 726 : : : : Changes from: September 20, 2016 : : 22 177 -235 -245 145 0 0 0 138 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 64.5 8.0 16.4 9.1 0.6 5.2 0.0 9.0 2.1 2.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 20 . . 4 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 21,834 : : Positions : : 17,035 16,724 1,404 3,795 906 510 0 0 1,671 0 89 : : : : Changes from: September 20, 2016 : : -340 35 131 25 -5 0 0 0 265 0 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 76.6 6.4 17.4 4.1 2.3 0.0 0.0 7.7 0.0 0.4 : : : : 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 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 37,243 : : Positions : : 32,969 17,612 841 14,216 160 0 3,102 615 1,845 1,011 515 : : : : Changes from: September 20, 2016 : : 1,191 216 -390 200 55 0 90 -15 -45 224 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 47.3 2.3 38.2 0.4 0.0 8.3 1.7 5.0 2.7 1.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 24 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 23,522 : : Positions : : 20,786 15,280 10 6,083 2,094 160 0 30 0 35 0 : : : : Changes from: September 20, 2016 : : 207 6 0 205 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 65.0 0.0 25.9 8.9 0.7 0.0 0.1 0.0 0.1 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 27, 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 25,391 : : Positions : : 17,358 19,970 5,584 830 2,050 0 1,180 0 0 1,105 256 : : : : Changes from: September 20, 2016 : : 247 1,039 661 -85 -245 0 0 0 0 -23 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 78.6 22.0 3.3 8.1 0.0 4.6 0.0 0.0 4.4 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 13 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 15,599 : : Positions : : 13,230 12,730 1,124 1,717 740 0 100 0 129 100 0 : : : : Changes from: September 20, 2016 : : 445 753 -170 -778 170 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 81.6 7.2 11.0 4.7 0.0 0.6 0.0 0.8 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 37,098 : : Positions : : 34,004 28,464 1,075 6,494 1,585 100 300 0 0 200 0 : : : : Changes from: September 20, 2016 : : -760 -595 15 -150 725 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 76.7 2.9 17.5 4.3 0.3 0.8 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 29 25 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 16,976 : : Positions : : 13,714 13,593 1,005 1,775 1,315 0 0 0 496 150 6 : : : : Changes from: September 20, 2016 : : 330 1,585 0 -1,200 380 0 0 0 60 0 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 80.1 5.9 10.5 7.7 0.0 0.0 0.0 2.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 14,274 : : Positions : : 10,880 9,794 620 2,698 1,735 0 0 0 1,001 0 18 : : : : Changes from: September 20, 2016 : : 365 1,320 0 -900 360 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 68.6 4.3 18.9 12.2 0.0 0.0 0.0 7.0 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 27, 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 43,438 : : Positions : : 32,424 35,834 6,175 2,660 1,375 0 0 0 0 50 0 : : : : Changes from: September 20, 2016 : : -400 0 400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 82.5 14.2 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 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 39,299 : : Positions : : 29,588 31,363 5,170 3,420 850 0 0 0 0 0 0 : : : : Changes from: September 20, 2016 : : -400 0 400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 79.8 13.2 8.7 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 27, 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 32,430 : : Positions : : 24,200 7,130 4,900 0 355 0 13,375 150 0 9,475 75 : : : : Changes from: September 20, 2016 : : 550 550 600 0 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 22.0 15.1 0.0 1.1 0.0 41.2 0.5 0.0 29.2 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 27,450 : : Positions : : 21,140 7,200 1,660 0 1,175 0 12,320 620 0 4,030 25 : : : : Changes from: September 20, 2016 : : 480 480 450 0 150 0 450 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 26.2 6.0 0.0 4.3 0.0 44.9 2.3 0.0 14.7 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 26,243 : : Positions : : 15,114 19,570 2,296 225 3,056 1,040 50 635 2,475 1,080 300 : : : : Changes from: September 20, 2016 : : 1,830 35 -1,145 25 790 -300 0 0 0 325 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 74.6 8.7 0.9 11.6 4.0 0.2 2.4 9.4 4.1 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 22,386 : : Positions : : 12,402 16,396 1,332 0 3,068 1,415 100 210 2,475 1,255 250 : : : : Changes from: September 20, 2016 : : 2,085 415 -945 0 815 -300 0 0 0 425 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 73.2 6.0 0.0 13.7 6.3 0.4 0.9 11.1 5.6 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 7 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 35,590 : : Positions : : 23,415 16,735 7,575 700 2,910 0 14,225 0 950 850 0 : : : : Changes from: September 20, 2016 : : 175 25 525 0 -75 0 675 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 47.0 21.3 2.0 8.2 0.0 40.0 0.0 2.7 2.4 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 27, 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 30,380 : : Positions : : 19,345 13,405 7,995 700 2,195 0 13,155 0 0 650 0 : : : : Changes from: September 20, 2016 : : 25 25 75 0 0 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 44.1 26.3 2.3 7.2 0.0 43.3 0.0 0.0 2.1 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 27, 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 27,820 : : Positions : : 22,895 16,905 25 3,555 2,320 0 2,260 75 1,200 1,740 175 : : : : Changes from: September 20, 2016 : : 200 0 25 550 -125 0 -300 0 -50 -75 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 60.8 0.1 12.8 8.3 0.0 8.1 0.3 4.3 6.3 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 26,915 : : Positions : : 21,790 15,705 75 3,660 2,135 0 2,325 60 1,300 1,970 370 : : : : Changes from: September 20, 2016 : : 1,050 0 75 900 -225 0 -325 0 -50 500 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 58.4 0.3 13.6 7.9 0.0 8.6 0.2 4.8 7.3 1.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 32,249 : : Positions : : 21,750 19,644 25 5,251 3,309 5,265 425 0 225 1,935 330 : : : : Changes from: September 20, 2016 : : -1,100 525 0 -1,450 1,195 50 0 0 0 -125 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 60.9 0.1 16.3 10.3 16.3 1.3 0.0 0.7 6.0 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 12 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 26,530 : : Positions : : 17,665 17,595 4,030 1,550 2,680 0 610 695 0 1,940 25 : : : : Changes from: September 20, 2016 : : -925 675 1,525 0 -60 0 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 66.3 15.2 5.8 10.1 0.0 2.3 2.6 0.0 7.3 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 12 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 122,469 : : Positions : : 64,404 107,574 8,890 675 8,016 25,665 0 165 10,105 870 445 : : : : Changes from: September 20, 2016 : : -925 1,920 1,545 -50 -145 1,225 0 25 50 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 87.8 7.3 0.6 6.5 21.0 0.0 0.1 8.3 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 27 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 109,730 : : Positions : : 57,574 93,485 3,048 2,215 8,790 28,385 0 150 6,720 0 0 : : : : Changes from: September 20, 2016 : : -1,125 2,770 2,620 0 -665 500 0 150 775 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 85.2 2.8 2.0 8.0 25.9 0.0 0.1 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 27 . . . . 0 . 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 22,030 : : Positions : : 18,260 19,490 1,295 200 1,385 0 75 100 250 0 0 : : : : Changes from: September 20, 2016 : : 0 0 -50 0 0 0 50 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 88.5 5.9 0.9 6.3 0.0 0.3 0.5 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 18,075 : : Positions : : 14,555 16,060 1,460 590 595 0 225 0 900 0 0 : : : : Changes from: September 20, 2016 : : 0 100 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 88.9 8.1 3.3 3.3 0.0 1.2 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 27, 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 37,965 : : Positions : : 31,185 25,430 1,105 4,300 1,520 50 2,300 300 0 295 0 : : : : Changes from: September 20, 2016 : : 800 600 0 150 0 50 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 67.0 2.9 11.3 4.0 0.1 6.1 0.8 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 25,870 : : Positions : : 21,175 15,160 0 5,640 1,750 0 375 25 0 0 0 : : : : Changes from: September 20, 2016 : : 435 -90 0 525 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 58.6 0.0 21.8 6.8 0.0 1.4 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 0 . . 0 . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 30, 2016