Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 86,866 : : Positions : : 28,102 26,473 9,077 8,883 5,119 0 20,363 3,213 31,966 13,639 8,573 : : : : Changes from: October 11, 2016 : : 795 -521 199 -267 89 0 177 21 -149 1,594 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 30.5 10.4 10.2 5.9 0.0 23.4 3.7 36.8 15.7 9.9 : : : : Number of Traders in Each Category Total Traders: 60 : : 17 14 . . 4 0 6 4 18 13 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 19,742 : : Positions : : 1,881 9,646 0 3,212 762 413 1,115 2,615 12,409 1,292 929 : : : : Changes from: October 11, 2016 : : 124 449 0 105 -30 -50 -65 35 245 -125 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.5 48.9 0.0 16.3 3.9 2.1 5.6 13.2 62.9 6.5 4.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 8 7 0 4 . . . . 14 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 10,832 : : Positions : : 1,987 1,641 1,047 788 2,400 233 451 2,219 750 1,138 2,186 : : : : Changes from: October 11, 2016 : : 92 201 -16 33 -2 -39 -156 27 134 87 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 15.2 9.7 7.3 22.2 2.2 4.2 20.5 6.9 10.5 20.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 8 8 . . 4 . . 4 9 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 157,967 : : Positions : : 85,108 101,220 10,447 13,061 17,749 20,670 3,133 3,203 9,321 8,002 10,963 : : : : Changes from: October 11, 2016 : : -1,819 -2,494 1,137 -195 134 -171 217 442 -1,116 456 412 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 64.1 6.6 8.3 11.2 13.1 2.0 2.0 5.9 5.1 6.9 : : : : Number of Traders in Each Category Total Traders: 78 : : 43 44 . . 4 5 4 7 8 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 48,343 : : Positions : : 33,327 37,763 4,522 3,920 4,222 41 0 698 3,793 0 1,740 : : : : Changes from: October 11, 2016 : : 1,883 2,332 226 -228 331 -161 0 161 157 0 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 78.1 9.4 8.1 8.7 0.1 0.0 1.4 7.8 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 21 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 366,823 : : Positions : : 298,788 280,291 32,963 39,112 25,188 9,242 0 0 10 21,600 632 : : : : Changes from: October 11, 2016 : : 13,847 7,743 -55 3,835 -1,969 0 0 0 10 2,224 632 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 76.4 9.0 10.7 6.9 2.5 0.0 0.0 0.0 5.9 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 1,509,477 : : Positions : :1,188,517 1,187,517 171,558 169,435 29,428 44,270 6,511 46,692 27,018 67,900 1,994 : : : : Changes from: October 11, 2016 : : -42,610 -38,075 4,240 -2,188 402 1,938 0 -49 849 4,680 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 78.7 11.4 11.2 1.9 2.9 0.4 3.1 1.8 4.5 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 37 . . . . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 68,273 : : Positions : : 45,738 46,103 6,203 147 10,586 2,306 2,396 426 0 5,601 3,014 : : : : Changes from: October 11, 2016 : : -38 79 61 -827 814 -1 181 38 0 589 -287 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 67.5 9.1 0.2 15.5 3.4 3.5 0.6 0.0 8.2 4.4 : : : : 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 18, 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 337,685 : : Positions : : 243,101 231,456 42,348 48,517 52,236 0 4,506 0 0 970 0 : : : : Changes from: October 11, 2016 : : -4,847 -9,032 0 -321 321 0 3,864 0 0 642 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 68.5 12.5 14.4 15.5 0.0 1.3 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 453,336 : : Positions : : 332,704 402,606 75,781 9,392 31,978 3,040 728 8,632 1,201 0 0 : : : : Changes from: October 11, 2016 : : -1,560 744 3,064 0 -1,911 -760 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 88.8 16.7 2.1 7.1 0.7 0.2 1.9 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 21 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 32,474 : : Positions : : 25,526 29,326 2,995 0 2,191 563 286 168 357 104 0 : : : : Changes from: October 11, 2016 : : 313 696 214 0 -255 147 -1 42 0 21 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 90.3 9.2 0.0 6.7 1.7 0.9 0.5 1.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 23 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 53,705 : : Positions : : 33,212 37,575 18,491 14,560 1,555 0 0 0 140 0 0 : : : : Changes from: October 11, 2016 : : -925 1,055 1,860 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 70.0 34.4 27.1 2.9 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 27 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 73,433 : : Positions : : 50,767 52,335 21,351 19,995 985 0 0 0 0 0 0 : : : : Changes from: October 11, 2016 : : -860 1,485 2,225 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 71.3 29.1 27.2 1.3 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 18, 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 26,543 : : Positions : : 19,437 22,388 3,575 295 2,765 0 0 0 150 975 0 : : : : Changes from: October 11, 2016 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 84.3 13.5 1.1 10.4 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 18, 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 290,728 : : Positions : : 178,048 281,384 91,008 0 9,344 7,096 0 0 5,232 0 0 : : : : Changes from: October 11, 2016 : : -8,616 736 9,352 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 96.8 31.3 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 : : 18 19 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 6,805 : : Positions : : 5,174 4,669 132 592 148 673 0 87 252 1,141 63 : : : : Changes from: October 11, 2016 : : -65 -65 21 0 -21 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 68.6 1.9 8.7 2.2 9.9 0.0 1.3 3.7 16.8 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 6,960 : : Positions : : 4,530 5,010 0 1,590 60 1,800 0 0 450 0 0 : : : : Changes from: October 11, 2016 : : -300 -300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 72.0 0.0 22.8 0.9 25.9 0.0 0.0 6.5 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 18, 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 8,720 : : Positions : : 5,270 5,235 0 1,335 1,250 300 0 0 955 350 400 : : : : Changes from: October 11, 2016 : : -2,220 -2,220 0 25 0 0 0 0 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 60.0 0.0 15.3 14.3 3.4 0.0 0.0 11.0 4.0 4.6 : : : : 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 18, 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 37,262 : : Positions : : 26,641 32,562 7,975 1,460 1,820 0 0 0 250 1,300 0 : : : : Changes from: October 11, 2016 : : 200 200 0 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 87.4 21.4 3.9 4.9 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 18, 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 26,915 : : Positions : : 21,240 20,515 2,380 4,680 1,555 0 0 0 1,560 150 0 : : : : Changes from: October 11, 2016 : : -135 -135 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 76.2 8.8 17.4 5.8 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 18, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 21,040 : : Positions : : 15,561 15,710 2,485 1,824 1,958 549 126 0 0 1,002 105 : : : : Changes from: October 11, 2016 : : -169 319 21 -255 0 254 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 74.7 11.8 8.7 9.3 2.6 0.6 0.0 0.0 4.8 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 22 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 51,879 : : Positions : : 45,361 43,538 1,070 1,811 2,600 0 222 0 1,255 1,982 1,548 : : : : Changes from: October 11, 2016 : : 660 1,202 75 105 40 0 0 0 95 -462 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 83.9 2.1 3.5 5.0 0.0 0.4 0.0 2.4 3.8 3.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 26 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 69,492 : : Positions : : 60,588 49,114 4,947 2,891 1,414 422 830 0 1,251 14,387 808 : : : : Changes from: October 11, 2016 : : 1,396 768 340 -10 15 0 225 0 -310 463 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 70.7 7.1 4.2 2.0 0.6 1.2 0.0 1.8 20.7 1.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 30 30 . . . . . 0 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 44,470 : : Positions : : 34,245 39,310 8,075 3,580 1,550 0 0 0 585 0 0 : : : : Changes from: October 11, 2016 : : 785 725 -60 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 88.4 18.2 8.1 3.5 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 24 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 50,475 : : Positions : : 37,975 42,605 10,455 6,470 1,000 0 0 0 1,030 400 0 : : : : Changes from: October 11, 2016 : : 635 575 540 200 210 0 0 0 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 84.4 20.7 12.8 2.0 0.0 0.0 0.0 2.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 304,379 : : Positions : : 207,522 262,963 26,047 13,864 11,574 0 2,017 0 56,876 11,601 2,360 : : : : Changes from: October 11, 2016 : : 802 7,922 4,323 770 -385 0 385 0 3,952 0 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 86.4 8.6 4.6 3.8 0.0 0.7 0.0 18.7 3.8 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 25 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 25,145 : : Positions : : 17,501 20,639 812 298 935 157 801 841 4,243 936 574 : : : : Changes from: October 11, 2016 : : 179 432 -13 -176 84 0 6 1 152 42 116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 82.1 3.2 1.2 3.7 0.6 3.2 3.3 16.9 3.7 2.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 28 . . . . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 34,423 : : Positions : : 21,777 34,243 8,195 0 0 308 0 0 3,965 2 178 : : : : Changes from: October 11, 2016 : : 75 0 0 0 0 0 0 0 -100 -25 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 99.5 23.8 0.0 0.0 0.9 0.0 0.0 11.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 . 0 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 296,843 : : Positions : : 235,390 217,539 31,937 31,363 27,940 1,576 18,800 0 0 1,201 0 : : : : Changes from: October 11, 2016 : : 11,661 -1,994 -14,040 -385 14,040 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 73.3 10.8 10.6 9.4 0.5 6.3 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 18, 2016 : 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 21,042 : : Positions : : 15,185 18,064 2,134 211 1,328 765 0 1,018 125 0 0 : : : : Changes from: October 11, 2016 : : 709 1,666 -597 -21 470 494 -1,018 1,018 21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 85.8 10.1 1.0 6.3 3.6 0.0 4.8 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 17 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 10,300 : : Positions : : 5,655 7,092 1,557 1,147 474 675 0 0 136 0 512 : : : : Changes from: October 11, 2016 : : -604 -748 -123 0 123 0 0 0 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 68.9 15.1 11.1 4.6 6.6 0.0 0.0 1.3 0.0 5.0 : : : : 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 18, 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 111,464 : : Positions : : 81,613 91,325 17,329 16,610 1,535 3,603 0 0 5,390 0 1,586 : : : : Changes from: October 11, 2016 : : -5,927 -6,720 -385 0 0 -408 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 81.9 15.5 14.9 1.4 3.2 0.0 0.0 4.8 0.0 1.4 : : : : 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 18, 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 15,685 : : Positions : : 12,495 9,812 1,210 2,392 1,098 0 1,180 0 395 459 279 : : : : Changes from: October 11, 2016 : : -926 -502 134 -226 -6 0 0 0 -21 -85 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 62.6 7.7 15.3 7.0 0.0 7.5 0.0 2.5 2.9 1.8 : : : : 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 18, 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 173,021 : : Positions : : 130,262 97,976 27,255 52,149 13,553 0 8,175 408 1,543 760 0 : : : : Changes from: October 11, 2016 : : -17,316 -14,641 1,132 0 -747 0 0 0 1,543 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 56.6 15.8 30.1 7.8 0.0 4.7 0.2 0.9 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 8,920 : : Positions : : 6,965 8,330 1,845 0 50 0 300 0 0 225 0 : : : : Changes from: October 11, 2016 : : -1,300 -1,300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 93.4 20.7 0.0 0.6 0.0 3.4 0.0 0.0 2.5 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 18, 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 28,114 : : Positions : : 13,985 21,157 4,152 0 4,962 0 5 1,530 3,485 460 0 : : : : Changes from: October 11, 2016 : : 104 102 -27 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 75.3 14.8 0.0 17.6 0.0 0.0 5.4 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 18, 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 244,880 : : Positions : : 140,912 153,359 33,657 17,346 70,311 0 0 0 0 3,864 0 : : : : Changes from: October 11, 2016 : : 943 1,264 0 -321 321 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 62.6 13.7 7.1 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 18, 2016 : 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 10,565 : : Positions : : 8,900 6,575 150 1,615 580 0 1,780 0 400 0 0 : : : : Changes from: October 11, 2016 : : 60 205 0 -145 280 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 62.2 1.4 15.3 5.5 0.0 16.8 0.0 3.8 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 18, 2016 : 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 10,965 : : Positions : : 9,250 6,670 150 1,640 705 0 1,780 0 155 0 155 : : : : Changes from: October 11, 2016 : : 35 155 0 -120 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 60.8 1.4 15.0 6.4 0.0 16.2 0.0 1.4 0.0 1.4 : : : : 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 18, 2016 : 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 702,165 : : Positions : : 407,490 349,127 5,442 67,324 107,012 10,556 21,773 37,560 27,270 12,587 105,142 : : : : Changes from: October 11, 2016 : : -42,561 -48,803 -2 584 7,079 298 470 450 697 6,171 -1,161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 49.7 0.8 9.6 15.2 1.5 3.1 5.3 3.9 1.8 15.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 11, 2016 : : 0 0 0 0 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 18, 2016 : 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 19,708 : : Positions : : 12,848 12,923 3,300 3,735 3,000 375 0 50 0 0 0 : : : : Changes from: October 11, 2016 : : 270 -50 -80 240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 65.6 16.7 19.0 15.2 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 18, 2016 : 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 13,626 : : Positions : : 9,872 8,016 0 2,455 3,105 400 0 0 0 50 0 : : : : Changes from: October 11, 2016 : : 142 -128 0 220 30 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 58.8 0.0 18.0 22.8 2.9 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 0 4 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 23,115 : : Positions : : 14,460 21,920 7,725 60 490 0 475 0 0 50 0 : : : : Changes from: October 11, 2016 : : -60 1,210 1,200 0 65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 94.8 33.4 0.3 2.1 0.0 2.1 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 18, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 15,155 : : Positions : : 8,475 14,555 6,105 85 260 0 75 0 0 0 0 : : : : Changes from: October 11, 2016 : : 0 1,200 1,200 0 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 96.0 40.3 0.6 1.7 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 18, 2016 : 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 11, 2016 : : 0 0 0 0 0 0 0 0 0 0 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 18, 2016 : 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 11, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 18, 2016 : 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 99,751 : : Positions : : 82,550 81,599 1,715 4,306 11,731 2,105 75 30 1,350 1,605 255 : : : : Changes from: October 11, 2016 : : -440 -1,490 0 1,070 -300 0 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 81.8 1.7 4.3 11.8 2.1 0.1 0.0 1.4 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 30 28 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 122,869 : : Positions : : 100,212 101,004 4,064 1,160 14,425 2,930 3,240 365 400 2,067 473 : : : : Changes from: October 11, 2016 : : 2,960 1,985 -45 750 120 0 -25 0 -50 155 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 82.2 3.3 0.9 11.7 2.4 2.6 0.3 0.3 1.7 0.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 39 33 4 . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 185,551 : : Positions : : 130,549 137,575 23,652 10,028 10,061 5,375 7,828 5,437 5,272 9,425 5,149 : : : : Changes from: October 11, 2016 : : 3,566 2,050 -785 305 248 50 -840 -73 -946 374 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 74.1 12.7 5.4 5.4 2.9 4.2 2.9 2.8 5.1 2.8 : : : : Number of Traders in Each Category Total Traders: 77 : : 40 45 . . 5 . . . 4 12 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 128,960 : : Positions : : 107,352 106,631 5,699 8,434 6,480 5,872 1,324 1,819 1,385 3,965 307 : : : : Changes from: October 11, 2016 : : 3,590 1,831 25 1,047 65 0 674 -674 0 63 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 82.7 4.4 6.5 5.0 4.6 1.0 1.4 1.1 3.1 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 37 30 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 36,860 : : Positions : : 30,520 27,330 2,115 5,925 2,470 635 1,025 0 1,000 0 110 : : : : Changes from: October 11, 2016 : : 590 665 290 245 -50 -25 0 0 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 74.1 5.7 16.1 6.7 1.7 2.8 0.0 2.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 12 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 33,575 : : Positions : : 26,685 28,515 1,540 425 4,360 0 220 30 935 0 25 : : : : Changes from: October 11, 2016 : : 445 420 290 345 -175 0 0 0 30 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 84.9 4.6 1.3 13.0 0.0 0.7 0.1 2.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 12 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 34,415 : : Positions : : 29,385 25,700 0 5,134 3,321 1,100 0 250 200 0 0 : : : : Changes from: October 11, 2016 : : -410 -310 0 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 74.7 0.0 14.9 9.6 3.2 0.0 0.7 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 24 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 18,906 : : Positions : : 14,851 14,281 1,070 2,645 1,860 900 0 0 225 0 0 : : : : Changes from: October 11, 2016 : : 60 110 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 75.5 5.7 14.0 9.8 4.8 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 256,864 : : Positions : : 173,057 138,318 0 64,076 49,227 29,340 0 4,608 0 228 403 : : : : Changes from: October 11, 2016 : : -7,155 -9,843 0 2,984 -2,339 141 0 -100 0 18 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 53.8 0.0 24.9 19.2 11.4 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 18, 2016 : 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 2,755,586 : : Positions : :1,938,527 1,415,267 0 888,090 410,119 380,690 0 26,250 0 15,860 0 : : : : Changes from: October 11, 2016 : : -74,784 42,216 0 -117,000 70,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 51.4 0.0 32.2 14.9 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 18, 2016 : 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 47,269 : : Positions : : 29,399 32,984 2,649 2,931 11,354 3,825 0 0 0 0 0 : : : : Changes from: October 11, 2016 : : 1,275 0 0 1,275 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 69.8 5.6 6.2 24.0 8.1 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 18, 2016 : 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 925,237 : : Positions : : 654,559 725,562 136,363 65,360 134,315 0 0 0 0 0 0 : : : : Changes from: October 11, 2016 : : 46,800 27,250 -23,400 -3,850 3,850 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 78.4 14.7 7.1 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 18, 2016 : 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 85,184 : : Positions : : 78,848 33,264 2,640 51,920 0 3,520 0 0 0 0 0 : : : : Changes from: October 11, 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 18, 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 25,001 : : Positions : : 16,645 15,615 2,068 4,078 2,603 135 1,335 0 2,487 628 742 : : : : Changes from: October 11, 2016 : : -835 -838 -50 -40 70 0 0 0 5 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 62.5 8.3 16.3 10.4 0.5 5.3 0.0 9.9 2.5 3.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 21 4 . 4 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 20,160 : : Positions : : 15,284 15,538 1,379 3,262 1,001 510 0 0 1,786 0 59 : : : : Changes from: October 11, 2016 : : -521 -466 -10 -20 0 0 0 0 45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 77.1 6.8 16.2 5.0 2.5 0.0 0.0 8.9 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 18, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 38,417 : : Positions : : 34,062 16,849 704 15,526 551 0 3,587 300 1,946 1,007 585 : : : : Changes from: October 11, 2016 : : 648 684 55 -4 292 0 60 -10 60 5 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 43.9 1.8 40.4 1.4 0.0 9.3 0.8 5.1 2.6 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 23 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 22,512 : : Positions : : 19,326 13,140 60 6,583 2,389 75 0 70 0 280 50 : : : : Changes from: October 11, 2016 : : -1,740 -2,035 0 320 360 -25 0 25 0 10 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 58.4 0.3 29.2 10.6 0.3 0.0 0.3 0.0 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 18 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 24,406 : : Positions : : 15,592 19,570 6,284 770 1,915 0 810 0 0 1,006 335 : : : : Changes from: October 11, 2016 : : -219 -89 110 0 -60 0 0 0 0 -20 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 80.2 25.7 3.2 7.8 0.0 3.3 0.0 0.0 4.1 1.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 14,659 : : Positions : : 12,150 12,278 1,764 1,762 265 0 75 0 114 75 0 : : : : Changes from: October 11, 2016 : : -120 180 300 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 83.8 12.0 12.0 1.8 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 18, 2016 : 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 36,258 : : Positions : : 33,224 28,099 1,125 6,134 1,485 100 300 0 0 200 0 : : : : Changes from: October 11, 2016 : : 95 -205 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 77.5 3.1 16.9 4.1 0.3 0.8 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 28 23 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 17,298 : : Positions : : 14,144 13,508 1,010 2,085 1,535 0 0 0 573 150 6 : : : : Changes from: October 11, 2016 : : 375 75 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 78.1 5.8 12.1 8.9 0.0 0.0 0.0 3.3 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 18, 2016 : 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 14,435 : : Positions : : 10,715 9,439 575 2,905 2,055 0 0 0 1,057 0 18 : : : : Changes from: October 11, 2016 : : 0 0 0 20 380 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 65.4 4.0 20.1 14.2 0.0 0.0 0.0 7.3 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 18, 2016 : 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 42,514 : : Positions : : 30,629 35,504 8,005 3,015 475 0 0 0 0 100 0 : : : : Changes from: October 11, 2016 : : -5 725 830 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 83.5 18.8 7.1 1.1 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 18 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 38,847 : : Positions : : 27,858 31,183 7,155 3,775 175 0 0 0 0 100 0 : : : : Changes from: October 11, 2016 : : -5 785 890 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 80.3 18.4 9.7 0.5 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 18 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 33,260 : : Positions : : 28,230 7,155 1,040 0 655 0 13,955 150 0 9,200 0 : : : : Changes from: October 11, 2016 : : 5,220 480 -4,020 0 460 0 600 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 21.5 3.1 0.0 2.0 0.0 42.0 0.5 0.0 27.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 9 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 29,085 : : Positions : : 25,450 7,250 0 2,240 380 0 12,825 620 0 4,055 0 : : : : Changes from: October 11, 2016 : : 5,050 480 -1,610 2,240 -795 0 600 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 24.9 0.0 7.7 1.3 0.0 44.1 2.1 0.0 13.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 25,658 : : Positions : : 16,139 16,700 95 1,449 4,010 1,370 100 375 2,500 1,855 100 : : : : Changes from: October 11, 2016 : : 805 -120 0 1,150 -600 125 0 -5 300 200 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 65.1 0.4 5.6 15.6 5.3 0.4 1.5 9.7 7.2 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 22,378 : : Positions : : 13,642 14,493 120 1,408 3,150 1,680 100 80 2,500 2,055 100 : : : : Changes from: October 11, 2016 : : 692 -358 0 1,275 -600 125 0 0 300 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 64.8 0.5 6.3 14.1 7.5 0.4 0.4 11.2 9.2 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 40,135 : : Positions : : 24,670 21,160 11,805 140 2,320 0 15,715 0 600 450 0 : : : : Changes from: October 11, 2016 : : 1,835 4,495 3,565 -560 225 0 1,600 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 52.7 29.4 0.3 5.8 0.0 39.2 0.0 1.5 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 9 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 35,475 : : Positions : : 20,810 17,725 11,660 40 1,975 0 14,695 0 0 400 0 : : : : Changes from: October 11, 2016 : : 2,175 4,435 3,265 -660 125 0 1,700 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 50.0 32.9 0.1 5.6 0.0 41.4 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 30,150 : : Positions : : 26,240 17,325 25 5,905 1,565 0 2,285 50 1,200 2,265 100 : : : : Changes from: October 11, 2016 : : 2,755 -130 0 2,735 -400 0 0 0 0 150 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 57.5 0.1 19.6 5.2 0.0 7.6 0.2 4.0 7.5 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 29,280 : : Positions : : 26,115 16,715 75 6,480 700 0 2,340 45 1,200 2,170 220 : : : : Changes from: October 11, 2016 : : 3,080 170 0 2,760 -600 0 0 0 -100 50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 57.1 0.3 22.1 2.4 0.0 8.0 0.2 4.1 7.4 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 34,784 : : Positions : : 24,255 17,324 25 10,761 3,004 4,785 275 425 495 1,195 565 : : : : Changes from: October 11, 2016 : : 2,200 -950 0 3,860 -350 -125 0 75 270 -555 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 49.8 0.1 30.9 8.6 13.8 0.8 1.2 1.4 3.4 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 26,610 : : Positions : : 19,950 14,915 25 4,110 4,435 135 300 560 245 1,050 310 : : : : Changes from: October 11, 2016 : : 1,570 -1,505 -1,275 2,585 190 0 0 0 245 -530 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 56.1 0.1 15.4 16.7 0.5 1.1 2.1 0.9 3.9 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 123,554 : : Positions : : 57,069 111,554 18,295 1,050 4,209 27,485 0 115 10,220 85 1,005 : : : : Changes from: October 11, 2016 : : -3,730 5,030 7,625 75 -3,580 2,200 0 0 -625 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 90.3 14.8 0.8 3.4 22.2 0.0 0.1 8.3 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 26 . . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : 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 111,826 : : Positions : : 51,985 99,855 14,863 2,750 4,055 29,605 0 150 6,560 0 500 : : : : Changes from: October 11, 2016 : : -3,280 5,835 7,905 175 -3,880 2,175 0 0 -475 0 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 89.3 13.3 2.5 3.6 26.5 0.0 0.1 5.9 0.0 0.4 : : : : 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 18, 2016 : 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 21,595 : : Positions : : 17,885 19,515 1,870 210 800 0 100 75 100 0 0 : : : : Changes from: October 11, 2016 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 90.4 8.7 1.0 3.7 0.0 0.5 0.3 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 18, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 18,020 : : Positions : : 14,230 16,310 2,100 540 375 0 200 0 750 0 0 : : : : Changes from: October 11, 2016 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 90.5 11.7 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 18, 2016 : 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 37,035 : : Positions : : 30,365 24,695 1,145 2,950 1,760 50 3,075 0 0 845 0 : : : : Changes from: October 11, 2016 : : -300 0 0 -1,200 400 0 900 -300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 66.7 3.1 8.0 4.8 0.1 8.3 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 26,620 : : Positions : : 20,500 15,180 0 4,020 2,275 0 1,300 0 0 0 0 : : : : Changes from: October 11, 2016 : : -415 485 0 -1,800 650 0 900 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 57.0 0.0 15.1 8.5 0.0 4.9 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 21, 2016