Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 86,225 : : Positions : : 27,307 26,994 8,878 9,150 5,030 0 20,186 3,192 32,115 12,045 8,743 : : : : Changes from: October 4, 2016 : : 1,325 -875 -18 525 -115 -48 1,613 -1,375 729 1,071 190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 31.3 10.3 10.6 5.8 0.0 23.4 3.7 37.2 14.0 10.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 17 14 . . 4 0 6 4 17 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 19,447 : : Positions : : 1,757 9,197 0 3,107 792 463 1,180 2,580 12,164 1,417 1,038 : : : : Changes from: October 4, 2016 : : 15 394 0 205 15 10 -180 435 365 36 208 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.0 47.3 0.0 16.0 4.1 2.4 6.1 13.3 62.5 7.3 5.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 7 7 0 4 . . . . 15 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 10,480 : : Positions : : 1,895 1,440 1,063 755 2,402 272 607 2,192 616 1,051 2,026 : : : : Changes from: October 4, 2016 : : -35 -5 16 -22 14 121 110 -34 -47 -49 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.1 13.7 10.1 7.2 22.9 2.6 5.8 20.9 5.9 10.0 19.3 : : : : 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 11, 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 158,949 : : Positions : : 86,927 103,714 9,310 13,256 17,615 20,842 2,917 2,761 10,437 7,546 10,552 : : : : Changes from: October 4, 2016 : : -2,973 -2,806 -154 323 529 -151 492 -301 854 -453 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 65.2 5.9 8.3 11.1 13.1 1.8 1.7 6.6 4.7 6.6 : : : : Number of Traders in Each Category Total Traders: 78 : : 42 44 . . 4 6 . 6 9 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 45,773 : : Positions : : 31,444 35,430 4,296 4,148 3,891 202 0 537 3,636 0 1,767 : : : : Changes from: October 4, 2016 : : 227 218 489 438 -156 -8 0 0 -52 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 77.4 9.4 9.1 8.5 0.4 0.0 1.2 7.9 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 11, 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 354,358 : : Positions : : 284,941 272,548 33,018 35,277 27,157 9,242 0 0 0 19,376 0 : : : : Changes from: October 4, 2016 : : 3,777 -5,692 976 11,743 1,000 2,250 0 0 0 952 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 76.9 9.3 10.0 7.7 2.6 0.0 0.0 0.0 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 1,544,707 : : Positions : :1,231,126 1,225,592 167,318 171,622 29,027 42,332 6,511 46,741 26,169 63,220 1,994 : : : : Changes from: October 4, 2016 : : -18,656 -33,677 -3,481 6,996 149 160 -984 216 -1,872 -1,176 -1,152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 79.3 10.8 11.1 1.9 2.7 0.4 3.0 1.7 4.1 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 36 . . . . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 67,686 : : Positions : : 45,776 46,024 6,141 974 9,773 2,307 2,215 388 0 5,012 3,301 : : : : Changes from: October 4, 2016 : : -5,021 -4,178 -1,690 -1,770 1,474 -184 -339 -47 -275 -883 -518 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 68.0 9.1 1.4 14.4 3.4 3.3 0.6 0.0 7.4 4.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 23 . . . . . . 0 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 342,211 : : Positions : : 247,948 240,488 42,348 48,838 51,915 0 642 0 0 328 0 : : : : Changes from: October 4, 2016 : : -4,118 -26,822 0 20,462 -23,367 0 642 0 -1,280 320 -320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 70.3 12.4 14.3 15.2 0.0 0.2 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 454,503 : : Positions : : 334,264 401,862 72,717 9,392 33,889 3,800 728 8,632 1,201 0 0 : : : : Changes from: October 4, 2016 : : -8,632 -17,912 -8,904 0 4,680 -760 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 88.4 16.0 2.1 7.5 0.8 0.2 1.9 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 21 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 32,034 : : Positions : : 25,213 28,630 2,781 0 2,446 416 287 126 357 83 21 : : : : Changes from: October 4, 2016 : : -691 -1,509 -589 0 426 42 82 -42 -63 42 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 89.4 8.7 0.0 7.6 1.3 0.9 0.4 1.1 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 22 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 52,770 : : Positions : : 34,137 36,520 16,631 14,680 1,555 0 0 0 140 0 0 : : : : Changes from: October 4, 2016 : : -1,022 -1,815 -842 -310 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 69.2 31.5 27.8 2.9 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 26 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 72,068 : : Positions : : 51,627 50,850 19,126 20,115 985 0 0 0 0 0 0 : : : : Changes from: October 4, 2016 : : -2,717 -4,410 -1,427 -485 0 0 0 0 -40 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 70.6 26.5 27.9 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 30 28 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 26,343 : : Positions : : 19,237 22,188 3,575 295 2,765 0 0 0 150 975 0 : : : : Changes from: October 4, 2016 : : -746 -895 -85 100 -155 0 0 0 -50 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 84.2 13.6 1.1 10.5 0.0 0.0 0.0 0.6 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 289,992 : : Positions : : 186,664 280,648 81,656 0 9,344 7,096 0 0 5,232 0 0 : : : : Changes from: October 4, 2016 : : -11,992 -10,000 1,608 0 -768 0 0 0 384 0 -384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 96.8 28.2 0.0 3.2 2.4 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 19 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 6,870 : : Positions : : 5,239 4,734 111 592 169 673 0 87 252 1,141 63 : : : : Changes from: October 4, 2016 : : -1,053 -882 21 -588 21 -462 0 0 -84 84 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 68.9 1.6 8.6 2.5 9.8 0.0 1.3 3.7 16.6 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 7,260 : : Positions : : 4,830 5,310 0 1,590 60 1,800 0 0 450 0 0 : : : : Changes from: October 4, 2016 : : -625 -925 0 -600 0 0 0 0 -900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 73.1 0.0 21.9 0.8 24.8 0.0 0.0 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 13 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 10,940 : : Positions : : 7,490 7,455 0 1,310 1,250 300 0 0 930 350 425 : : : : Changes from: October 4, 2016 : : -415 -340 0 0 0 50 0 -50 -20 0 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 68.1 0.0 12.0 11.4 2.7 0.0 0.0 8.5 3.2 3.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 37,112 : : Positions : : 26,441 32,362 7,975 1,460 1,870 0 0 0 250 1,300 0 : : : : Changes from: October 4, 2016 : : -295 -599 560 975 -625 0 -75 0 -50 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 87.2 21.5 3.9 5.0 0.0 0.0 0.0 0.7 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 18 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 27,050 : : Positions : : 21,375 20,650 2,380 4,680 1,555 0 0 0 1,560 150 0 : : : : Changes from: October 4, 2016 : : -971 -906 105 20 -130 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 76.3 8.8 17.3 5.7 0.0 0.0 0.0 5.8 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 22 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 20,976 : : Positions : : 15,730 15,391 2,464 2,079 1,958 295 126 0 0 1,002 105 : : : : Changes from: October 4, 2016 : : -843 106 -210 -592 63 295 -84 0 0 42 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 73.4 11.7 9.9 9.3 1.4 0.6 0.0 0.0 4.8 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 22 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 50,934 : : Positions : : 44,701 42,336 995 1,706 2,560 0 222 0 1,160 2,444 1,478 : : : : Changes from: October 4, 2016 : : -3,370 -2,975 -231 -72 102 0 0 0 -421 -990 235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 83.1 2.0 3.3 5.0 0.0 0.4 0.0 2.3 4.8 2.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 25 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 67,935 : : Positions : : 59,192 48,346 4,607 2,901 1,399 422 605 0 1,561 13,924 712 : : : : Changes from: October 4, 2016 : : -2,901 -4,075 -498 159 -200 0 54 0 -392 42 203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 71.2 6.8 4.3 2.1 0.6 0.9 0.0 2.3 20.5 1.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 29 . . . . . 0 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 43,685 : : Positions : : 33,460 38,585 8,135 3,580 1,490 0 0 0 585 0 0 : : : : Changes from: October 4, 2016 : : -1,260 -4,580 -2,200 80 100 0 0 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 88.3 18.6 8.2 3.4 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 23 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 49,090 : : Positions : : 37,340 42,030 9,915 6,270 790 0 0 0 1,030 0 0 : : : : Changes from: October 4, 2016 : : -1,780 -5,045 -2,080 -25 160 0 0 0 -135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 85.6 20.2 12.8 1.6 0.0 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 296,087 : : Positions : : 206,720 255,041 21,724 13,094 11,959 0 1,632 0 52,924 11,601 2,760 : : : : Changes from: October 4, 2016 : : -19,167 -23,385 -5,452 24 -768 0 0 0 -1,430 -2,688 -1,135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 86.1 7.3 4.4 4.0 0.0 0.6 0.0 17.9 3.9 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 25 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 24,649 : : Positions : : 17,322 20,207 825 474 851 157 795 841 4,091 894 458 : : : : Changes from: October 4, 2016 : : -1,551 -1,370 -19 307 -292 0 -114 -1 16 -377 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 82.0 3.3 1.9 3.5 0.6 3.2 3.4 16.6 3.6 1.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 28 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 34,373 : : Positions : : 21,702 34,243 8,195 0 0 308 0 0 4,065 27 103 : : : : Changes from: October 4, 2016 : : -2,150 -2,490 -698 0 0 231 -50 0 27 -50 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 99.6 23.8 0.0 0.0 0.9 0.0 0.0 11.8 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 . 0 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 285,182 : : Positions : : 223,729 219,533 45,977 31,748 13,900 1,576 18,800 0 0 1,201 0 : : : : Changes from: October 4, 2016 : : -9,144 -9,864 -3,072 -2,736 0 0 -384 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 77.0 16.1 11.1 4.9 0.6 6.6 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 18,927 : : Positions : : 14,476 16,398 2,731 232 858 271 1,018 0 104 0 0 : : : : Changes from: October 4, 2016 : : -1,510 -1,212 -359 -212 126 -63 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 86.6 14.4 1.2 4.5 1.4 5.4 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 17 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 10,925 : : Positions : : 6,259 7,840 1,680 1,147 351 675 0 0 157 0 512 : : : : Changes from: October 4, 2016 : : -994 -501 99 -74 -10 -84 0 0 -531 0 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 71.8 15.4 10.5 3.2 6.2 0.0 0.0 1.4 0.0 4.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 118,184 : : Positions : : 87,540 98,045 17,714 16,610 1,535 4,011 0 0 5,390 0 1,586 : : : : Changes from: October 4, 2016 : : -5,400 -1,847 -2,280 -1,224 0 -1,151 0 0 -768 0 -384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 83.0 15.0 14.1 1.3 3.4 0.0 0.0 4.6 0.0 1.3 : : : : 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 11, 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 16,460 : : Positions : : 13,421 10,314 1,076 2,618 1,104 0 1,180 0 416 544 256 : : : : Changes from: October 4, 2016 : : -655 -948 -154 204 -58 0 -231 0 -124 20 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 62.7 6.5 15.9 6.7 0.0 7.2 0.0 2.5 3.3 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 23 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 188,409 : : Positions : : 147,578 112,617 26,123 52,149 14,300 0 8,175 408 0 760 0 : : : : Changes from: October 4, 2016 : : -9,943 -10,752 1,176 1,600 -1,968 0 -383 0 -768 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 59.8 13.9 27.7 7.6 0.0 4.3 0.2 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 10,220 : : Positions : : 8,265 9,630 1,845 0 50 0 300 0 0 225 0 : : : : Changes from: October 4, 2016 : : -985 -775 25 0 -25 0 200 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 94.2 18.1 0.0 0.5 0.0 2.9 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 28,012 : : Positions : : 13,881 21,055 4,179 0 4,962 0 5 1,530 3,460 460 0 : : : : Changes from: October 4, 2016 : : -48 286 157 0 0 0 0 0 177 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 75.2 14.9 0.0 17.7 0.0 0.0 5.5 12.4 1.6 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 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 243,616 : : Positions : : 139,969 152,095 33,657 17,667 69,990 0 0 0 0 3,864 0 : : : : Changes from: October 4, 2016 : : 2,280 3,879 0 -1,599 1,599 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 62.4 13.8 7.3 28.7 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 10,225 : : Positions : : 8,840 6,370 150 1,760 300 0 1,780 0 400 0 0 : : : : Changes from: October 4, 2016 : : -550 -30 0 -640 300 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 62.3 1.5 17.2 2.9 0.0 17.4 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 10,630 : : Positions : : 9,215 6,515 150 1,760 405 0 1,780 0 155 0 155 : : : : Changes from: October 4, 2016 : : -575 -145 -70 -545 250 0 -100 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 61.3 1.4 16.6 3.8 0.0 16.7 0.0 1.5 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 737,311 : : Positions : : 450,052 397,930 5,443 66,740 99,933 10,258 21,304 37,110 26,573 6,417 106,303 : : : : Changes from: October 4, 2016 : : 28,084 14,146 16 -8,286 7,499 1,034 812 1,525 -16,829 3,761 10,881 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 54.0 0.7 9.1 13.6 1.4 2.9 5.0 3.6 0.9 14.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 15,350 : : Positions : : 13,160 6,195 865 8,145 990 0 0 0 0 0 0 : : : : Changes from: October 4, 2016 : : -830 -365 -75 -605 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 40.4 5.6 53.1 6.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 19,518 : : Positions : : 12,578 12,973 3,380 3,495 3,000 375 0 50 0 0 0 : : : : Changes from: October 4, 2016 : : -63 -1,368 75 1,215 -90 -125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 66.5 17.3 17.9 15.4 1.9 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 13,454 : : Positions : : 9,730 8,144 0 2,235 3,075 400 0 0 0 0 0 : : : : Changes from: October 4, 2016 : : -25 -823 -665 80 345 0 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 60.5 0.0 16.6 22.9 3.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 0 4 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 21,840 : : Positions : : 14,520 20,710 6,525 60 425 0 475 0 0 50 0 : : : : Changes from: October 4, 2016 : : 745 1,035 485 0 -50 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 94.8 29.9 0.3 1.9 0.0 2.2 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 13,990 : : Positions : : 8,475 13,355 4,905 85 295 0 75 0 0 0 0 : : : : Changes from: October 4, 2016 : : -330 -575 -30 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 95.5 35.1 0.6 2.1 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 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 17,355 : : Positions : : 11,515 14,705 4,090 650 1,350 0 355 25 0 180 75 : : : : Changes from: October 4, 2016 : : -750 -975 315 600 -175 0 -10 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 84.7 23.6 3.7 7.8 0.0 2.0 0.1 0.0 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 18,367 : : Positions : : 12,077 15,482 3,625 650 1,785 50 330 50 420 0 55 : : : : Changes from: October 4, 2016 : : -890 -725 705 600 -635 0 -10 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 84.3 19.7 3.5 9.7 0.3 1.8 0.3 2.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 100,491 : : Positions : : 82,990 83,089 1,715 3,236 12,031 2,105 75 30 1,350 1,625 255 : : : : Changes from: October 4, 2016 : : -4,395 -5,298 -337 501 -401 -135 -25 0 -225 210 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 82.7 1.7 3.2 12.0 2.1 0.1 0.0 1.3 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 27 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 119,884 : : Positions : : 97,252 99,019 4,109 410 14,305 2,930 3,265 365 450 1,912 473 : : : : Changes from: October 4, 2016 : : -3,597 -6,310 -4,033 -1,945 2,335 0 975 -950 -50 195 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 82.6 3.4 0.3 11.9 2.4 2.7 0.3 0.4 1.6 0.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 39 32 4 . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 183,533 : : Positions : : 126,983 135,525 24,437 9,724 9,813 5,325 8,668 5,510 6,218 9,050 5,149 : : : : Changes from: October 4, 2016 : : 1,790 -664 -1,989 4,468 -1,572 -180 -300 -227 1,397 -1,190 -425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 73.8 13.3 5.3 5.3 2.9 4.7 3.0 3.4 4.9 2.8 : : : : Number of Traders in Each Category Total Traders: 78 : : 40 44 . . 5 . 4 . 7 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 125,877 : : Positions : : 103,762 104,800 5,674 7,387 6,415 5,872 650 2,493 1,385 3,902 230 : : : : Changes from: October 4, 2016 : : -1,059 -578 26 164 -44 -50 344 -45 -150 -55 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 83.3 4.5 5.9 5.1 4.7 0.5 2.0 1.1 3.1 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 36 30 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 36,000 : : Positions : : 29,930 26,665 1,825 5,680 2,520 660 1,025 0 945 0 110 : : : : Changes from: October 4, 2016 : : -1,015 500 325 -1,265 -225 -110 0 0 135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 74.1 5.1 15.8 7.0 1.8 2.8 0.0 2.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 12 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 33,035 : : Positions : : 26,240 28,095 1,250 80 4,535 0 220 30 905 0 75 : : : : Changes from: October 4, 2016 : : -180 995 425 -740 -55 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 85.0 3.8 0.2 13.7 0.0 0.7 0.1 2.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 11 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 34,725 : : Positions : : 29,795 26,010 0 5,134 3,321 1,000 0 250 200 0 0 : : : : Changes from: October 4, 2016 : : -470 -585 0 -60 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 74.9 0.0 14.8 9.6 2.9 0.0 0.7 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 27 24 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 18,796 : : Positions : : 14,791 14,171 1,020 2,645 1,860 900 0 0 225 0 0 : : : : Changes from: October 4, 2016 : : -370 -75 30 35 -30 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 75.4 5.4 14.1 9.9 4.8 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 266,179 : : Positions : : 180,211 148,161 0 61,092 51,566 29,199 0 4,708 0 211 435 : : : : Changes from: October 4, 2016 : : -1,714 1,461 0 8,416 -1,184 11,531 0 766 0 -64 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 55.7 0.0 23.0 19.4 11.0 0.0 1.8 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 11, 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 2,760,170 : : Positions : :2,013,311 1,373,051 0 1,005,090 339,919 380,690 0 26,250 0 15,860 0 : : : : Changes from: October 4, 2016 : : -63,120 -16,160 0 -46,960 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 49.7 0.0 36.4 12.3 13.8 0.0 1.0 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 11, 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 45,994 : : Positions : : 28,124 32,984 2,649 1,656 11,354 3,825 0 0 0 0 0 : : : : Changes from: October 4, 2016 : : -783 487 1,270 0 -205 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 71.7 5.8 3.6 24.7 8.3 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 11, 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: October 4, 2016 : : 0 0 0 0 0 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 11, 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 127,776 : : Positions : : 118,272 49,896 3,960 77,880 0 5,280 0 0 0 0 0 : : : : Changes from: October 4, 2016 : : -39,424 -16,632 -1,320 -25,960 0 -1,760 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 11, 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 25,799 : : Positions : : 17,480 16,453 2,118 4,118 2,533 135 1,335 0 2,482 628 732 : : : : Changes from: October 4, 2016 : : -1,305 -645 53 -250 -73 -25 -60 0 -9 54 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 63.8 8.2 16.0 9.8 0.5 5.2 0.0 9.6 2.4 2.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 4 . 4 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 20,646 : : Positions : : 15,805 16,004 1,389 3,282 1,001 510 0 0 1,741 0 59 : : : : Changes from: October 4, 2016 : : -1,165 -550 20 -258 -49 0 0 0 60 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 77.5 6.7 15.9 4.8 2.5 0.0 0.0 8.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 37,325 : : Positions : : 33,414 16,165 649 15,530 259 0 3,527 310 1,886 1,002 520 : : : : Changes from: October 4, 2016 : : -847 -1,264 -192 339 125 0 280 -305 -39 -210 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 43.3 1.7 41.6 0.7 0.0 9.4 0.8 5.1 2.7 1.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 23 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 23,782 : : Positions : : 21,066 15,175 60 6,263 2,029 100 0 45 0 270 0 : : : : Changes from: October 4, 2016 : : -692 -945 -10 -220 -60 -60 0 15 0 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 63.8 0.3 26.3 8.5 0.4 0.0 0.2 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 24,495 : : Positions : : 15,811 19,659 6,174 770 1,975 0 810 0 0 1,026 255 : : : : Changes from: October 4, 2016 : : -1,252 -708 -210 -60 -75 0 -370 0 0 -79 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 80.3 25.2 3.1 8.1 0.0 3.3 0.0 0.0 4.2 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 14,539 : : Positions : : 12,270 12,098 1,464 1,762 325 0 75 0 114 75 0 : : : : Changes from: October 4, 2016 : : -610 -467 180 55 -135 0 -25 0 -15 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 83.2 10.1 12.1 2.2 0.0 0.5 0.0 0.8 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 36,163 : : Positions : : 33,129 28,304 1,125 5,834 1,485 100 300 0 0 200 0 : : : : Changes from: October 4, 2016 : : -1,860 -480 250 -980 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 78.3 3.1 16.1 4.1 0.3 0.8 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 28 24 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 16,923 : : Positions : : 13,769 13,433 1,010 1,785 1,535 0 0 0 573 150 6 : : : : Changes from: October 4, 2016 : : -230 -292 0 10 0 0 0 0 57 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 79.4 6.0 10.5 9.1 0.0 0.0 0.0 3.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 14,035 : : Positions : : 10,715 9,439 575 2,885 1,675 0 0 0 1,037 0 18 : : : : Changes from: October 4, 2016 : : -695 -462 0 7 0 0 0 0 16 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 67.3 4.1 20.6 11.9 0.0 0.0 0.0 7.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 16 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 41,709 : : Positions : : 30,634 34,779 7,175 3,015 475 0 0 0 0 0 0 : : : : Changes from: October 4, 2016 : : -1,790 -1,295 160 -245 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 83.4 17.2 7.2 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 18 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 37,982 : : Positions : : 27,863 30,398 6,265 3,775 175 0 0 0 0 0 0 : : : : Changes from: October 4, 2016 : : -1,725 -1,205 255 -245 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 80.0 16.5 9.9 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 11, 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 31,370 : : Positions : : 23,010 6,675 5,060 0 195 0 13,355 150 0 8,900 0 : : : : Changes from: October 4, 2016 : : -1,370 -635 160 0 -160 0 -20 0 0 -575 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 21.3 16.1 0.0 0.6 0.0 42.6 0.5 0.0 28.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 26,825 : : Positions : : 20,400 6,770 1,610 0 1,175 0 12,225 620 0 3,755 0 : : : : Changes from: October 4, 2016 : : -920 -610 -50 0 0 0 -95 0 0 -275 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 25.2 6.0 0.0 4.4 0.0 45.6 2.3 0.0 14.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 25,008 : : Positions : : 15,334 16,820 95 299 4,610 1,245 100 380 2,200 1,655 125 : : : : Changes from: October 4, 2016 : : -95 -1,720 -1,406 74 989 205 50 -255 -275 25 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 67.3 0.4 1.2 18.4 5.0 0.4 1.5 8.8 6.6 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 21,831 : : Positions : : 12,950 14,851 120 133 3,750 1,555 100 80 2,200 1,855 100 : : : : Changes from: October 4, 2016 : : 423 -1,050 -1,142 133 432 140 0 -130 -275 50 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 68.0 0.5 0.6 17.2 7.1 0.5 0.4 10.1 8.5 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 34,605 : : Positions : : 22,835 16,665 8,240 700 2,095 0 14,115 0 600 750 0 : : : : Changes from: October 4, 2016 : : -910 -250 815 0 -815 0 -110 0 -350 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 48.2 23.8 2.0 6.1 0.0 40.8 0.0 1.7 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 9 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 29,815 : : Positions : : 18,635 13,290 8,395 700 1,850 0 12,995 0 0 600 0 : : : : Changes from: October 4, 2016 : : -890 -295 400 0 -345 0 -160 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 44.6 28.2 2.3 6.2 0.0 43.6 0.0 0.0 2.0 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 11, 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 28,035 : : Positions : : 23,485 17,455 25 3,170 1,965 0 2,285 50 1,200 2,115 175 : : : : Changes from: October 4, 2016 : : 245 -335 0 380 -445 0 25 -25 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 62.3 0.1 11.3 7.0 0.0 8.2 0.2 4.3 7.5 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 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 26,805 : : Positions : : 23,035 16,545 75 3,720 1,300 0 2,340 45 1,300 2,120 195 : : : : Changes from: October 4, 2016 : : 1,000 -45 0 825 -925 0 15 -15 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 61.7 0.3 13.9 4.8 0.0 8.7 0.2 4.8 7.9 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 32,759 : : Positions : : 22,055 18,274 25 6,901 3,354 4,910 275 350 225 1,750 545 : : : : Changes from: October 4, 2016 : : -495 -1,420 0 1,000 -155 -55 -50 50 0 -85 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 55.8 0.1 21.1 10.2 15.0 0.8 1.1 0.7 5.3 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 26,040 : : Positions : : 18,380 16,420 1,300 1,525 4,245 135 300 560 0 1,580 315 : : : : Changes from: October 4, 2016 : : -55 -1,225 -1,760 0 650 135 -210 -135 0 -235 190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 63.1 5.0 5.9 16.3 0.5 1.2 2.2 0.0 6.1 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 11 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 120,424 : : Positions : : 60,799 106,524 10,670 975 7,789 25,285 0 115 10,845 85 805 : : : : Changes from: October 4, 2016 : : -4,085 -3,185 950 300 -972 -580 0 -50 115 -785 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 88.5 8.9 0.8 6.5 21.0 0.0 0.1 9.0 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 17 26 . . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 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 108,506 : : Positions : : 55,265 94,020 6,958 2,575 7,935 27,430 0 150 7,035 0 300 : : : : Changes from: October 4, 2016 : : -3,099 -1,135 3,405 285 -1,790 -855 0 0 -235 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 86.6 6.4 2.4 7.3 25.3 0.0 0.1 6.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 26 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 21,295 : : Positions : : 17,585 19,215 1,870 210 800 0 100 75 100 0 0 : : : : Changes from: October 4, 2016 : : -675 -275 575 10 -585 0 25 -25 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 90.2 8.8 1.0 3.8 0.0 0.5 0.4 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 17,720 : : Positions : : 13,930 16,010 2,100 540 375 0 200 0 750 0 0 : : : : Changes from: October 4, 2016 : : -625 -50 640 -50 -220 0 -25 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 90.3 11.9 3.0 2.1 0.0 1.1 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 37,235 : : Positions : : 30,665 24,695 1,145 4,150 1,360 50 2,175 300 0 845 0 : : : : Changes from: October 4, 2016 : : -670 -385 40 -150 -160 0 -125 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 66.3 3.1 11.1 3.7 0.1 5.8 0.8 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 11, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 25,560 : : Positions : : 20,915 14,695 0 5,820 1,625 0 400 0 0 0 0 : : : : Changes from: October 4, 2016 : : -260 -285 0 0 -125 0 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 57.5 0.0 22.8 6.4 0.0 1.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 0 . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 14, 2016