Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 85,722 : : Positions : : 25,982 27,869 8,896 8,625 5,145 48 18,573 4,567 31,386 10,974 8,553 : : : : Changes from: September 27, 2016 : : -4,590 -2,308 522 -1,626 -1,243 -140 -7,110 408 -3,940 2,203 -1,186 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 32.5 10.4 10.1 6.0 0.1 21.7 5.3 36.6 12.8 10.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 17 14 . . 4 . 5 4 16 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 18,389 : : Positions : : 1,742 8,803 0 2,902 777 453 1,360 2,145 11,799 1,381 830 : : : : Changes from: September 27, 2016 : : -545 -464 0 -86 61 50 -1,150 -142 -1,719 -328 -194 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 47.9 0.0 15.8 4.2 2.5 7.4 11.7 64.2 7.5 4.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 8 7 0 4 . . . . 11 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 10,510 : : Positions : : 1,930 1,445 1,047 777 2,388 151 497 2,227 663 1,100 2,070 : : : : Changes from: September 27, 2016 : : 95 212 -11 18 12 -54 -137 137 78 35 246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 13.7 10.0 7.4 22.7 1.4 4.7 21.2 6.3 10.5 19.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 9 8 . . 4 . . 4 11 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 162,246 : : Positions : : 89,899 106,520 9,464 12,934 17,086 20,993 2,425 3,062 9,583 7,999 10,540 : : : : Changes from: September 27, 2016 : : -280 -1,056 -101 509 -225 633 663 -119 -802 -622 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 65.7 5.8 8.0 10.5 12.9 1.5 1.9 5.9 4.9 6.5 : : : : Number of Traders in Each Category Total Traders: 77 : : 42 44 . . 4 6 . 6 9 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 45,273 : : Positions : : 31,217 35,212 3,807 3,710 4,047 210 0 537 3,688 0 1,767 : : : : Changes from: September 27, 2016 : : -1,791 -790 404 681 -910 -24 -25 25 805 -472 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 77.8 8.4 8.2 8.9 0.5 0.0 1.2 8.1 0.0 3.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 20 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 346,355 : : Positions : : 281,164 278,240 32,042 23,534 26,157 6,992 0 0 0 18,424 0 : : : : Changes from: September 27, 2016 : : -26,921 -26,862 4,168 3,781 2,938 1,896 0 0 0 2,224 -320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 80.3 9.3 6.8 7.6 2.0 0.0 0.0 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 1,594,303 : : Positions : :1,249,783 1,259,269 170,799 164,626 28,878 42,172 7,495 46,525 28,041 64,396 3,146 : : : : Changes from: September 27, 2016 : : -10,377 -141 -177 17,435 -3,113 19,182 -1,913 -3,909 -1,984 -3,744 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 79.0 10.7 10.3 1.8 2.6 0.5 2.9 1.8 4.0 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 37 . . 4 . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 73,947 : : Positions : : 50,797 50,202 7,831 2,744 8,299 2,491 2,554 434 275 5,895 3,819 : : : : Changes from: September 27, 2016 : : 6,533 2,585 155 1,010 381 51 -129 104 -76 3,198 -154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 67.9 10.6 3.7 11.2 3.4 3.5 0.6 0.4 8.0 5.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 22 . . . . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 371,296 : : Positions : : 252,066 267,310 42,348 28,376 75,282 0 0 0 1,280 8 320 : : : : Changes from: September 27, 2016 : : 56,666 25,069 -3,221 28,376 13,648 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 72.0 11.4 7.6 20.3 0.0 0.0 0.0 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 468,119 : : Positions : : 342,896 419,774 81,621 9,392 29,209 4,560 728 8,632 1,201 0 0 : : : : Changes from: September 27, 2016 : : 1,730 16,330 12,704 0 -1,535 2,280 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 89.7 17.4 2.0 6.2 1.0 0.2 1.8 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 22 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 33,119 : : Positions : : 25,904 30,139 3,370 0 2,020 374 205 168 420 41 42 : : : : Changes from: September 27, 2016 : : 39 -43 -40 0 276 0 0 0 -1 41 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 91.0 10.2 0.0 6.1 1.1 0.6 0.5 1.3 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 55,130 : : Positions : : 35,159 38,335 17,473 14,990 1,555 0 0 0 140 0 0 : : : : Changes from: September 27, 2016 : : -1,820 -230 910 -430 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 69.5 31.7 27.2 2.8 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 27 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 77,319 : : Positions : : 54,344 55,260 20,553 20,600 985 0 0 0 40 25 0 : : : : Changes from: September 27, 2016 : : -1,901 290 1,035 -430 -85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 71.5 26.6 26.6 1.3 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 30 28 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 27,393 : : Positions : : 19,983 23,083 3,660 195 2,920 0 0 0 200 1,075 0 : : : : Changes from: September 27, 2016 : : -1,800 745 1,610 -935 135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 84.3 13.4 0.7 10.7 0.0 0.0 0.0 0.7 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 303,544 : : Positions : : 198,656 290,648 80,048 0 10,112 7,096 0 0 4,848 0 384 : : : : Changes from: September 27, 2016 : : -1,208 2,648 3,856 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 95.8 26.4 0.0 3.3 2.3 0.0 0.0 1.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 19 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 8,277 : : Positions : : 6,292 5,616 90 1,180 148 1,135 0 87 336 1,057 147 : : : : Changes from: September 27, 2016 : : -42 21 0 -63 21 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 67.9 1.1 14.3 1.8 13.7 0.0 1.1 4.1 12.8 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 October 4, 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 27, 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 October 4, 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 11,615 : : Positions : : 7,905 7,795 0 1,310 1,250 250 0 50 950 350 505 : : : : Changes from: September 27, 2016 : : 25 20 0 105 -75 0 0 0 25 -125 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 67.1 0.0 11.3 10.8 2.2 0.0 0.4 8.2 3.0 4.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 37,536 : : Positions : : 26,736 32,961 7,415 485 2,495 0 75 0 300 1,400 0 : : : : Changes from: September 27, 2016 : : -1,727 1,788 3,790 325 -480 0 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 87.8 19.8 1.3 6.6 0.0 0.2 0.0 0.8 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 21 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 28,131 : : Positions : : 22,346 21,556 2,275 4,660 1,685 25 0 0 1,560 150 0 : : : : Changes from: September 27, 2016 : : 430 260 300 470 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 76.6 8.1 16.6 6.0 0.1 0.0 0.0 5.5 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 October 4, 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 21,696 : : Positions : : 16,573 15,285 2,674 2,671 1,895 0 210 0 0 960 147 : : : : Changes from: September 27, 2016 : : 607 867 278 123 42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 70.5 12.3 12.3 8.7 0.0 1.0 0.0 0.0 4.4 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 21 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 54,619 : : Positions : : 48,071 45,311 1,226 1,778 2,458 0 222 0 1,581 3,434 1,243 : : : : Changes from: September 27, 2016 : : 397 827 0 -472 112 0 0 0 40 113 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 83.0 2.2 3.3 4.5 0.0 0.4 0.0 2.9 6.3 2.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 25 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 71,752 : : Positions : : 62,093 52,421 5,105 2,742 1,599 422 551 0 1,953 13,882 509 : : : : Changes from: September 27, 2016 : : 1,047 1,158 56 -265 100 0 135 0 186 277 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 73.1 7.1 3.8 2.2 0.6 0.8 0.0 2.7 19.3 0.7 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 30 . . . . . 0 6 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 48,085 : : Positions : : 34,720 43,165 10,335 3,500 1,390 0 0 0 665 0 0 : : : : Changes from: September 27, 2016 : : -1,930 440 1,445 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 89.8 21.5 7.3 2.9 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 24 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 54,000 : : Positions : : 39,120 47,075 11,995 6,295 630 0 0 0 1,165 0 0 : : : : Changes from: September 27, 2016 : : -1,725 415 1,070 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 87.2 22.2 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 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 324,039 : : Positions : : 225,887 278,426 27,176 13,070 12,727 0 1,632 0 54,354 14,289 3,895 : : : : Changes from: September 27, 2016 : : 1,984 3,968 1,576 0 0 0 0 0 408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 85.9 8.4 4.0 3.9 0.0 0.5 0.0 16.8 4.4 1.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 27 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 26,579 : : Positions : : 18,874 21,577 844 167 1,143 157 909 841 4,075 1,271 583 : : : : Changes from: September 27, 2016 : : -60 247 77 -133 168 0 10 7 152 42 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 81.2 3.2 0.6 4.3 0.6 3.4 3.2 15.3 4.8 2.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 29 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 36,988 : : Positions : : 23,852 36,733 8,893 0 0 77 50 0 4,038 77 128 : : : : Changes from: September 27, 2016 : : 26 181 0 0 0 0 0 0 103 -52 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 99.3 24.0 0.0 0.0 0.2 0.1 0.0 10.9 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 15 . 0 0 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 298,166 : : Positions : : 232,873 229,397 49,049 34,484 13,900 1,576 19,184 0 0 1,201 0 : : : : Changes from: September 27, 2016 : : 2,592 -1,312 4,680 9,352 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 76.9 16.5 11.6 4.7 0.5 6.4 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 13 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 20,309 : : Positions : : 15,986 17,610 3,090 444 732 334 1,018 0 104 0 0 : : : : Changes from: September 27, 2016 : : 29 243 192 40 267 0 0 0 104 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 86.7 15.2 2.2 3.6 1.6 5.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 7,886 3,838 1,366 21 0 0 0 44 0 84 : : : : Changes from: September 27, 2016 : : 0 -147 -63 21 0 0 0 0 -21 0 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 80.0 38.9 13.9 0.2 0.0 0.0 0.0 0.4 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 11,657 : : Positions : : 7,253 8,341 1,581 1,221 361 759 0 0 688 0 617 : : : : Changes from: September 27, 2016 : : -64 21 0 0 21 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 71.6 13.6 10.5 3.1 6.5 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 October 4, 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 130,087 : : Positions : : 92,940 99,892 19,994 17,834 1,535 5,162 0 0 6,158 0 1,970 : : : : Changes from: September 27, 2016 : : -335 -5,746 -1,178 -1,071 352 0 0 0 1,224 0 -1,224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 76.8 15.4 13.7 1.2 4.0 0.0 0.0 4.7 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 12 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 17,788 : : Positions : : 14,076 11,262 1,230 2,414 1,162 0 1,411 0 540 524 319 : : : : Changes from: September 27, 2016 : : -41 403 -35 -252 125 0 41 0 268 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 63.3 6.9 13.6 6.5 0.0 7.9 0.0 3.0 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 October 4, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 200,680 : : Positions : : 157,521 123,369 24,947 50,549 16,268 0 8,558 408 768 760 0 : : : : Changes from: September 27, 2016 : : -1,967 11,689 8,976 -4,680 2,448 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 61.5 12.4 25.2 8.1 0.0 4.3 0.2 0.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 11,420 : : Positions : : 9,250 10,405 1,820 0 75 0 100 200 0 225 0 : : : : Changes from: September 27, 2016 : : 955 560 -15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 91.1 15.9 0.0 0.7 0.0 0.9 1.8 0.0 2.0 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 October 4, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 27,726 : : Positions : : 13,929 20,769 4,022 0 4,962 0 5 1,530 3,283 460 0 : : : : Changes from: September 27, 2016 : : 338 -911 -2,442 0 102 0 1 306 1,044 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 74.9 14.5 0.0 17.9 0.0 0.0 5.5 11.8 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 239,737 : : Positions : : 137,689 148,216 33,657 19,266 68,391 0 0 0 0 3,864 0 : : : : Changes from: September 27, 2016 : : -2,207 -12,766 1,297 12,176 -6,720 0 0 0 0 -320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 61.8 14.0 8.0 28.5 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 : : 9,390 6,400 150 2,400 0 0 1,880 0 400 0 0 : : : : Changes from: September 27, 2016 : : -200 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 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 October 4, 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 : : 9,790 6,660 220 2,305 155 0 1,880 0 205 0 155 : : : : Changes from: September 27, 2016 : : -200 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 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 October 4, 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 709,991 : : Positions : : 421,967 383,784 5,427 75,026 92,434 9,224 20,491 35,585 43,402 2,655 95,422 : : : : Changes from: September 27, 2016 : : -5,893 -3,830 -132 4,366 -6,016 4,302 -534 2,085 1,667 -93 -7,177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 54.1 0.8 10.6 13.0 1.3 2.9 5.0 6.1 0.4 13.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 16,380 : : Positions : : 13,990 6,560 940 8,750 990 0 0 0 0 0 0 : : : : Changes from: September 27, 2016 : : -90 -10 -95 -50 70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 40.0 5.7 53.4 6.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 20,111 : : Positions : : 12,641 14,341 3,305 2,280 3,090 500 0 50 0 0 0 : : : : Changes from: September 27, 2016 : : -285 0 -20 -250 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 71.3 16.4 11.3 15.4 2.5 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 14,302 : : Positions : : 9,755 8,967 665 2,155 2,730 400 0 50 0 0 0 : : : : Changes from: September 27, 2016 : : -315 0 -120 -400 70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 62.7 4.6 15.1 19.1 2.8 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 20,855 : : Positions : : 13,775 19,675 6,040 60 475 0 475 0 0 0 0 : : : : Changes from: September 27, 2016 : : 560 1,050 325 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 94.3 29.0 0.3 2.3 0.0 2.3 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 October 4, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 14,595 : : Positions : : 8,805 13,930 4,935 110 295 0 75 0 0 0 0 : : : : Changes from: September 27, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 95.4 33.8 0.8 2.0 0.0 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 18,125 : : Positions : : 12,265 15,680 3,775 50 1,525 0 365 25 0 190 75 : : : : Changes from: September 27, 2016 : : -60 -200 -135 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 86.5 20.8 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 October 4, 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 19,347 : : Positions : : 12,967 16,207 2,920 50 2,420 50 340 50 410 0 65 : : : : Changes from: September 27, 2016 : : -55 -200 -135 0 65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 83.8 15.1 0.3 12.5 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 October 4, 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 106,439 : : Positions : : 87,385 88,387 2,052 2,735 12,432 2,240 100 30 1,575 1,415 315 : : : : Changes from: September 27, 2016 : : 1,655 10 -1,055 75 -275 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 83.0 1.9 2.6 11.7 2.1 0.1 0.0 1.5 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 31 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 126,789 : : Positions : : 100,849 105,329 8,142 2,355 11,970 2,930 2,290 1,315 500 1,717 518 : : : : Changes from: September 27, 2016 : : 5,100 3,515 -1,435 -50 165 0 -140 190 0 -255 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 83.1 6.4 1.9 9.4 2.3 1.8 1.0 0.4 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 62 : : 41 35 4 . 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 185,793 : : Positions : : 125,193 136,189 26,426 5,256 11,385 5,505 8,968 5,737 4,821 10,241 5,573 : : : : Changes from: September 27, 2016 : : 490 -1,788 -486 464 196 90 543 15 366 -86 -33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 73.3 14.2 2.8 6.1 3.0 4.8 3.1 2.6 5.5 3.0 : : : : Number of Traders in Each Category Total Traders: 73 : : 39 42 4 . 5 . 4 . 5 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 128,171 : : Positions : : 104,821 105,378 5,648 7,223 6,459 5,922 306 2,538 1,535 3,957 295 : : : : Changes from: September 27, 2016 : : -961 -3,160 -694 415 159 0 -45 50 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 82.2 4.4 5.6 5.0 4.6 0.2 2.0 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 October 4, 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 37,375 : : Positions : : 30,945 26,165 1,500 6,945 2,745 770 1,025 0 810 0 110 : : : : Changes from: September 27, 2016 : : -330 975 -25 -1,085 0 0 0 0 145 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 70.0 4.0 18.6 7.3 2.1 2.7 0.0 2.2 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 October 4, 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 33,195 : : Positions : : 26,420 27,100 825 820 4,590 0 220 30 755 0 75 : : : : Changes from: September 27, 2016 : : -555 165 -25 -585 -70 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 81.6 2.5 2.5 13.8 0.0 0.7 0.1 2.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 11 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 35,700 : : Positions : : 30,265 26,595 0 5,194 3,571 1,000 0 250 200 0 0 : : : : Changes from: September 27, 2016 : : 820 425 -35 375 -590 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 74.5 0.0 14.5 10.0 2.8 0.0 0.7 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 27 25 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 18,866 : : Positions : : 15,161 14,246 990 2,610 1,890 600 0 0 225 0 0 : : : : Changes from: September 27, 2016 : : 870 0 0 870 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 75.5 5.2 13.8 10.0 3.2 0.0 0.0 1.2 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 October 4, 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 256,782 : : Positions : : 181,926 146,700 0 52,675 52,750 17,668 0 3,942 0 275 424 : : : : Changes from: September 27, 2016 : : -2,968 -2,183 0 -1,259 1,947 -562 0 145 0 -108 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 57.1 0.0 20.5 20.5 6.9 0.0 1.5 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 16 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 2,823,290 : : Positions : :2,076,431 1,389,211 0 1,052,050 339,919 380,690 0 26,250 0 15,860 0 : : : : Changes from: September 27, 2016 : : -99,937 -73,689 0 -34,408 -13,720 -8,160 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 49.2 0.0 37.3 12.0 13.5 0.0 0.9 0.0 0.6 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 October 4, 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 45,712 : : Positions : : 28,907 32,497 1,379 1,656 11,559 3,825 0 0 0 0 0 : : : : Changes from: September 27, 2016 : : -2,184 -2,415 441 651 -1,092 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 71.1 3.0 3.6 25.3 8.4 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 October 4, 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 897,987 : : Positions : : 607,759 698,312 159,763 69,210 130,465 0 0 0 0 0 0 : : : : Changes from: September 27, 2016 : : -80,890 -87,010 -1,632 4,488 -19,149 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 77.8 17.8 7.7 14.5 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 October 4, 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 170,368 : : Positions : : 157,696 66,528 5,280 103,840 0 7,040 0 0 0 0 0 : : : : Changes from: September 27, 2016 : : 147,520 63,680 4,800 95,360 0 6,400 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 39.0 3.1 61.0 0.0 4.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 5 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 27,046 : : Positions : : 18,785 17,098 2,065 4,368 2,606 160 1,395 0 2,491 574 721 : : : : Changes from: September 27, 2016 : : -113 -322 -98 -57 142 0 0 0 65 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 63.2 7.6 16.2 9.6 0.6 5.2 0.0 9.2 2.1 2.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 21 4 . 4 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 21,828 : : Positions : : 16,970 16,554 1,369 3,540 1,050 510 0 0 1,681 0 89 : : : : Changes from: September 27, 2016 : : -65 -170 -35 -255 144 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 75.8 6.3 16.2 4.8 2.3 0.0 0.0 7.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 38,960 : : Positions : : 34,261 17,429 841 15,191 134 0 3,247 615 1,925 1,212 495 : : : : Changes from: September 27, 2016 : : 1,292 -183 0 975 -26 0 145 0 80 201 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 44.7 2.2 39.0 0.3 0.0 8.3 1.6 4.9 3.1 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 24 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 25,014 : : Positions : : 21,758 16,120 70 6,483 2,089 160 0 30 0 235 0 : : : : Changes from: September 27, 2016 : : 972 840 60 400 -5 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 64.4 0.3 25.9 8.4 0.6 0.0 0.1 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 25,951 : : Positions : : 17,063 20,367 6,384 830 2,050 0 1,180 0 0 1,105 231 : : : : Changes from: September 27, 2016 : : -295 397 800 0 0 0 0 0 0 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 78.5 24.6 3.2 7.9 0.0 4.5 0.0 0.0 4.3 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 13 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 15,309 : : Positions : : 12,880 12,565 1,284 1,707 460 0 100 0 129 100 0 : : : : Changes from: September 27, 2016 : : -350 -165 160 -10 -280 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 82.1 8.4 11.2 3.0 0.0 0.7 0.0 0.8 0.7 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 October 4, 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 37,993 : : Positions : : 34,989 28,784 875 6,814 1,460 100 300 0 0 200 0 : : : : Changes from: September 27, 2016 : : 985 320 -200 320 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 75.8 2.3 17.9 3.8 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 October 4, 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 17,506 : : Positions : : 13,999 13,725 1,010 1,775 1,535 0 0 0 516 150 6 : : : : Changes from: September 27, 2016 : : 285 132 5 0 220 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 78.4 5.8 10.1 8.8 0.0 0.0 0.0 2.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 14,799 : : Positions : : 11,410 9,901 575 2,878 1,675 0 0 0 1,021 0 18 : : : : Changes from: September 27, 2016 : : 530 107 -45 180 -60 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 66.9 3.9 19.4 11.3 0.0 0.0 0.0 6.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 17 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 43,528 : : Positions : : 32,424 36,074 7,015 3,260 475 0 0 0 0 50 0 : : : : Changes from: September 27, 2016 : : 0 240 840 600 -900 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 82.9 16.1 7.5 1.1 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 October 4, 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 39,629 : : Positions : : 29,588 31,603 6,010 4,020 215 0 0 0 0 0 0 : : : : Changes from: September 27, 2016 : : 0 240 840 600 -635 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 79.7 15.2 10.1 0.5 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 October 4, 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 32,610 : : Positions : : 24,380 7,310 4,900 0 355 0 13,375 150 0 9,475 75 : : : : Changes from: September 27, 2016 : : 180 180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 22.4 15.0 0.0 1.1 0.0 41.0 0.5 0.0 29.1 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 October 4, 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 27,630 : : Positions : : 21,320 7,380 1,660 0 1,175 0 12,320 620 0 4,030 25 : : : : Changes from: September 27, 2016 : : 180 180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 26.7 6.0 0.0 4.3 0.0 44.6 2.2 0.0 14.6 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 October 4, 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 26,158 : : Positions : : 15,429 18,540 1,501 225 3,621 1,040 50 635 2,475 1,630 275 : : : : Changes from: September 27, 2016 : : 315 -1,030 -795 0 565 0 0 0 0 550 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 70.9 5.7 0.9 13.8 4.0 0.2 2.4 9.5 6.2 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 22,621 : : Positions : : 12,527 15,901 1,262 0 3,318 1,415 100 210 2,475 1,805 250 : : : : Changes from: September 27, 2016 : : 125 -495 -70 0 250 0 0 0 0 550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 70.3 5.6 0.0 14.7 6.3 0.4 0.9 10.9 8.0 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 7 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 35,770 : : Positions : : 23,745 16,915 7,425 700 2,910 0 14,225 0 950 850 0 : : : : Changes from: September 27, 2016 : : 330 180 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 47.3 20.8 2.0 8.1 0.0 39.8 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 October 4, 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 30,560 : : Positions : : 19,525 13,585 7,995 700 2,195 0 13,155 0 0 650 0 : : : : Changes from: September 27, 2016 : : 180 180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 44.5 26.2 2.3 7.2 0.0 43.0 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 October 4, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 28,430 : : Positions : : 23,240 17,790 25 2,790 2,410 0 2,260 75 1,200 1,965 175 : : : : Changes from: September 27, 2016 : : 345 885 0 -765 90 0 0 0 0 225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 62.6 0.1 9.8 8.5 0.0 7.9 0.3 4.2 6.9 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 October 4, 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 27,115 : : Positions : : 22,035 16,590 75 2,895 2,225 0 2,325 60 1,300 2,095 195 : : : : Changes from: September 27, 2016 : : 245 885 0 -765 90 0 0 0 0 125 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 61.2 0.3 10.7 8.2 0.0 8.6 0.2 4.8 7.7 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 33,349 : : Positions : : 22,550 19,694 25 5,901 3,509 4,965 325 300 225 1,835 430 : : : : Changes from: September 27, 2016 : : 800 50 0 650 200 -300 -100 300 0 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 59.1 0.1 17.7 10.5 14.9 1.0 0.9 0.7 5.5 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 27,325 : : Positions : : 18,435 17,645 3,060 1,525 3,595 0 510 695 0 1,815 125 : : : : Changes from: September 27, 2016 : : 770 50 -970 -25 915 0 -100 0 0 -125 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 64.6 11.2 5.6 13.2 0.0 1.9 2.5 0.0 6.6 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 11 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 125,339 : : Positions : : 64,884 109,709 9,720 675 8,761 25,865 0 165 10,730 870 645 : : : : Changes from: September 27, 2016 : : 480 2,135 830 0 745 200 0 0 625 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 87.5 7.8 0.5 7.0 20.6 0.0 0.1 8.6 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 20 27 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 112,210 : : Positions : : 58,364 95,155 3,553 2,290 9,725 28,285 0 150 7,270 0 150 : : : : Changes from: September 27, 2016 : : 790 1,670 505 75 935 -100 0 0 550 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 84.8 3.2 2.0 8.7 25.2 0.0 0.1 6.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 27 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 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 27, 2016 : : 0 0 0 0 0 0 0 0 0 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 October 4, 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 27, 2016 : : 0 0 0 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 October 4, 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 38,115 : : Positions : : 31,335 25,080 1,105 4,300 1,520 50 2,300 300 0 795 0 : : : : Changes from: September 27, 2016 : : 150 -350 0 0 0 0 0 0 0 500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 65.8 2.9 11.3 4.0 0.1 6.0 0.8 0.0 2.1 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 October 4, 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 26,050 : : Positions : : 21,175 14,980 0 5,820 1,750 0 375 25 0 0 0 : : : : Changes from: September 27, 2016 : : 0 -180 0 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 57.5 0.0 22.3 6.7 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 October 7, 2016