Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 88,109 : : Positions : : 29,449 27,864 9,128 9,593 5,604 0 20,578 3,485 31,106 11,773 8,216 : : : : Changes from: October 18, 2016 : : 1,347 1,391 51 710 485 0 215 272 -860 -1,866 -357 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 31.6 10.4 10.9 6.4 0.0 23.4 4.0 35.3 13.4 9.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 17 14 . 4 5 0 6 4 17 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 19,890 : : Positions : : 1,918 9,843 31 3,207 777 403 835 2,565 12,508 1,562 930 : : : : Changes from: October 18, 2016 : : 37 197 31 -5 15 -10 -280 -50 99 270 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.6 49.5 0.2 16.1 3.9 2.0 4.2 12.9 62.9 7.9 4.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 8 7 . 4 . . . . 12 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 10,855 : : Positions : : 1,993 1,642 1,073 786 2,430 219 439 2,238 730 1,148 2,164 : : : : Changes from: October 18, 2016 : : 5 1 26 -2 30 -14 -12 18 -20 9 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.4 15.1 9.9 7.2 22.4 2.0 4.0 20.6 6.7 10.6 19.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 8 8 . . 5 . . 4 8 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 157,539 : : Positions : : 87,072 99,956 9,487 12,939 17,233 20,847 2,951 3,198 8,021 9,413 11,050 : : : : Changes from: October 18, 2016 : : 1,964 -1,263 -959 -122 -516 176 -182 -5 -1,300 1,411 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 63.4 6.0 8.2 10.9 13.2 1.9 2.0 5.1 6.0 7.0 : : : : Number of Traders in Each Category Total Traders: 81 : : 44 45 . . 4 5 4 8 8 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 50,896 : : Positions : : 36,163 40,407 4,571 3,787 4,302 142 0 660 3,318 0 1,740 : : : : Changes from: October 18, 2016 : : 2,837 2,644 49 -133 80 101 0 -38 -475 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 79.4 9.0 7.4 8.5 0.3 0.0 1.3 6.5 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 22 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 369,864 : : Positions : : 294,413 288,954 36,120 29,552 29,126 9,563 0 0 10 21,600 632 : : : : Changes from: October 18, 2016 : : -4,375 8,663 3,157 -9,560 3,938 321 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 78.1 9.8 8.0 7.9 2.6 0.0 0.0 0.0 5.8 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 1,512,518 : : Positions : :1,205,002 1,192,796 153,441 162,505 32,870 46,587 8,087 45,958 26,258 67,900 2,402 : : : : Changes from: October 18, 2016 : : 16,485 5,279 -18,117 -6,929 3,441 2,317 1,576 -734 -760 0 408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 78.9 10.1 10.7 2.2 3.1 0.5 3.0 1.7 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 37 . . . . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 68,091 : : Positions : : 45,332 46,401 6,283 0 10,908 2,261 2,499 218 0 5,076 2,989 : : : : Changes from: October 18, 2016 : : -407 298 80 -147 322 -45 103 -208 0 -525 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 68.1 9.2 0.0 16.0 3.3 3.7 0.3 0.0 7.5 4.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 23 . 0 . . . . 0 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 348,571 : : Positions : : 253,987 237,230 42,348 53,308 52,236 0 4,827 0 0 970 0 : : : : Changes from: October 18, 2016 : : 10,886 5,774 0 4,791 0 0 321 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 68.1 12.1 15.3 15.0 0.0 1.4 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 25, 2016 : 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 465,433 : : Positions : : 330,355 409,591 85,115 9,392 37,090 3,040 728 8,632 1,201 0 0 : : : : Changes from: October 18, 2016 : : -2,349 6,985 9,334 0 5,112 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 88.0 18.3 2.0 8.0 0.7 0.2 1.9 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 32,135 : : Positions : : 24,320 29,093 3,989 0 2,085 563 286 168 336 104 0 : : : : Changes from: October 18, 2016 : : -1,206 -233 994 0 -106 0 0 0 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 90.5 12.4 0.0 6.5 1.8 0.9 0.5 1.0 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 25, 2016 : 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 54,520 : : Positions : : 33,277 38,450 19,241 14,500 1,555 0 0 0 140 0 0 : : : : Changes from: October 18, 2016 : : 65 875 750 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 70.5 35.3 26.6 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 25, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 74,933 : : Positions : : 52,427 53,870 21,191 19,960 985 0 0 0 0 0 0 : : : : Changes from: October 18, 2016 : : 1,660 1,535 -160 -35 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 71.9 28.3 26.6 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 25, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 27,168 : : Positions : : 20,062 23,013 3,575 295 2,765 0 0 0 150 975 0 : : : : Changes from: October 18, 2016 : : 625 625 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 84.7 13.2 1.1 10.2 0.0 0.0 0.0 0.6 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 295,736 : : Positions : : 170,168 291,056 108,968 0 4,680 7,096 0 0 4,824 0 0 : : : : Changes from: October 18, 2016 : : -7,880 9,672 17,960 0 -4,664 0 0 0 -408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 98.4 36.8 0.0 1.6 2.4 0.0 0.0 1.6 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 25, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 7,226 : : Positions : : 5,658 5,048 132 676 106 673 0 87 252 1,141 63 : : : : Changes from: October 18, 2016 : : 484 379 0 84 -42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 69.9 1.8 9.4 1.5 9.3 0.0 1.2 3.5 15.8 0.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 7,260 : : Positions : : 4,830 5,010 0 1,890 60 1,800 0 0 450 0 0 : : : : Changes from: October 18, 2016 : : 300 0 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 69.0 0.0 26.0 0.8 24.8 0.0 0.0 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 9,295 : : Positions : : 5,720 5,315 0 1,835 1,250 250 0 50 1,005 250 475 : : : : Changes from: October 18, 2016 : : 450 80 0 500 0 -50 0 50 50 -100 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 57.2 0.0 19.7 13.4 2.7 0.0 0.5 10.8 2.7 5.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 37,847 : : Positions : : 27,346 33,027 7,885 1,560 1,790 0 50 0 250 1,300 0 : : : : Changes from: October 18, 2016 : : 705 465 -90 100 -30 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 87.3 20.8 4.1 4.7 0.0 0.1 0.0 0.7 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 27,240 : : Positions : : 21,565 20,815 2,355 4,680 1,580 0 0 0 1,560 150 0 : : : : Changes from: October 18, 2016 : : 325 300 -25 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 76.4 8.6 17.2 5.8 0.0 0.0 0.0 5.7 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 25, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 20,858 : : Positions : : 15,128 15,733 2,632 1,556 2,021 549 105 0 82 1,023 84 : : : : Changes from: October 18, 2016 : : -433 23 147 -268 63 0 -21 0 82 21 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 75.4 12.6 7.5 9.7 2.6 0.5 0.0 0.4 4.9 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 22 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 55,991 : : Positions : : 49,949 46,321 1,070 2,699 2,554 0 222 0 1,200 2,865 1,162 : : : : Changes from: October 18, 2016 : : 4,588 2,783 0 888 -46 0 0 0 -55 883 -386 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 82.7 1.9 4.8 4.6 0.0 0.4 0.0 2.1 5.1 2.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 25 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 76,254 : : Positions : : 67,281 52,430 4,909 2,712 1,465 422 995 10 1,316 17,828 766 : : : : Changes from: October 18, 2016 : : 6,693 3,316 -38 -179 51 0 165 10 65 3,441 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 68.8 6.4 3.6 1.9 0.6 1.3 0.0 1.7 23.4 1.0 : : : : Number of Traders in Each Category Total Traders: 56 : : 31 30 . . . . . . 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 44,520 : : Positions : : 34,295 39,360 8,075 3,580 1,550 0 0 0 585 0 0 : : : : Changes from: October 18, 2016 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 88.4 18.1 8.0 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 25, 2016 : 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 50,585 : : Positions : : 38,085 42,715 10,455 6,470 1,000 0 0 0 1,030 400 0 : : : : Changes from: October 18, 2016 : : 110 110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 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 : : 23 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 309,829 : : Positions : : 223,563 266,058 28,796 13,864 11,959 0 2,017 0 41,903 12,323 3,608 : : : : Changes from: October 18, 2016 : : 16,041 3,095 2,749 0 385 0 0 0 -14,973 722 1,248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 85.9 9.3 4.5 3.9 0.0 0.7 0.0 13.5 4.0 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 27 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 27,372 : : Positions : : 18,975 21,653 963 148 1,219 157 1,170 861 3,874 957 1,240 : : : : Changes from: October 18, 2016 : : 1,474 1,013 151 -150 285 0 369 20 -369 21 666 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 79.1 3.5 0.5 4.5 0.6 4.3 3.1 14.2 3.5 4.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 28 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 34,448 : : Positions : : 21,802 34,268 8,195 0 0 308 0 0 3,965 2 178 : : : : Changes from: October 18, 2016 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : 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 15 . 0 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 303,861 : : Positions : : 245,496 220,293 22,601 30,955 32,612 3,152 18,800 0 0 1,201 0 : : : : Changes from: October 18, 2016 : : 10,106 2,754 -9,336 -408 4,672 1,576 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 72.5 7.4 10.2 10.7 1.0 6.2 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 20,918 : : Positions : : 15,103 17,854 2,134 190 1,349 681 0 1,018 125 86 0 : : : : Changes from: October 18, 2016 : : -82 -210 0 -21 21 -84 0 0 0 86 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 85.4 10.2 0.9 6.4 3.3 0.0 4.9 0.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 17 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 9,751 : : Positions : : 4,818 7,587 3,817 1,680 0 101 0 63 23 0 84 : : : : Changes from: October 18, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 77.8 39.1 17.2 0.0 1.0 0.0 0.6 0.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 10,366 : : Positions : : 5,660 7,158 1,577 1,147 474 675 0 0 136 0 512 : : : : Changes from: October 18, 2016 : : 5 66 20 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 69.1 15.2 11.1 4.6 6.5 0.0 0.0 1.3 0.0 4.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 113,734 : : Positions : : 82,738 91,710 17,329 20,025 775 3,988 0 0 7,680 0 816 : : : : Changes from: October 18, 2016 : : 1,125 385 0 3,415 -760 385 0 0 2,290 0 -770 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 80.6 15.2 17.6 0.7 3.5 0.0 0.0 6.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 13 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 16,036 : : Positions : : 12,658 10,252 1,461 2,392 888 85 1,158 41 395 582 279 : : : : Changes from: October 18, 2016 : : 163 440 251 0 -210 85 -22 41 0 123 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 63.9 9.1 14.9 5.5 0.5 7.2 0.3 2.5 3.6 1.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 174,176 : : Positions : : 130,657 96,821 28,015 52,149 13,553 0 8,175 408 1,158 2,685 385 : : : : Changes from: October 18, 2016 : : 395 -1,155 760 0 0 0 0 0 -385 1,925 385 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 55.6 16.1 29.9 7.8 0.0 4.7 0.2 0.7 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 9,270 : : Positions : : 7,315 8,680 1,845 0 50 0 300 0 0 225 0 : : : : Changes from: October 18, 2016 : : 350 350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 93.6 19.9 0.0 0.5 0.0 3.2 0.0 0.0 2.4 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 25, 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 28,601 : : Positions : : 14,064 21,694 4,610 0 4,912 0 5 1,530 3,485 460 0 : : : : Changes from: October 18, 2016 : : 79 537 458 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 75.9 16.1 0.0 17.2 0.0 0.0 5.3 12.2 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 245,843 : : Positions : : 141,875 154,322 33,657 17,346 70,311 0 0 0 0 3,864 0 : : : : Changes from: October 18, 2016 : : 963 963 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 62.8 13.7 7.1 28.6 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 11,285 : : Positions : : 9,980 6,575 150 2,695 220 0 1,780 0 400 0 0 : : : : Changes from: October 18, 2016 : : 1,080 0 0 1,080 -360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 58.3 1.3 23.9 1.9 0.0 15.8 0.0 3.5 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 25, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 11,695 : : Positions : : 10,330 6,670 150 2,720 355 0 1,780 0 155 0 155 : : : : Changes from: October 18, 2016 : : 1,080 0 0 1,080 -350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 57.0 1.3 23.3 3.0 0.0 15.2 0.0 1.3 0.0 1.3 : : : : 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 25, 2016 : 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 684,220 : : Positions : : 392,979 341,111 5,307 74,455 101,357 8,560 20,120 37,445 28,751 325 107,991 : : : : Changes from: October 18, 2016 : : -14,512 -8,015 -134 7,131 -5,655 -1,996 -1,653 -115 1,481 -12,262 2,849 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 49.9 0.8 10.9 14.8 1.3 2.9 5.5 4.2 0.0 15.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 15,240 : : Positions : : 13,035 6,195 990 8,145 880 0 0 0 0 0 0 : : : : Changes from: October 18, 2016 : : -125 0 125 0 -110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 40.6 6.5 53.4 5.8 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 25, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 20,228 : : Positions : : 13,343 12,843 3,325 4,335 3,000 375 0 50 0 0 0 : : : : Changes from: October 18, 2016 : : 495 -80 25 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 63.5 16.4 21.4 14.8 1.9 0.0 0.2 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 25, 2016 : 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 13,651 : : Positions : : 9,947 8,016 0 2,530 3,055 400 0 0 0 50 0 : : : : Changes from: October 18, 2016 : : 75 0 0 75 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 58.7 0.0 18.5 22.4 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 25, 2016 : 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 23,340 : : Positions : : 14,460 22,120 7,925 60 515 0 475 0 0 50 0 : : : : Changes from: October 18, 2016 : : 0 200 200 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 94.8 34.0 0.3 2.2 0.0 2.0 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 25, 2016 : 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 15,755 : : Positions : : 8,475 15,155 6,705 85 260 0 75 0 0 0 0 : : : : Changes from: October 18, 2016 : : 0 600 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 96.2 42.6 0.5 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 25, 2016 : 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 17,420 : : Positions : : 11,605 14,745 4,065 675 1,350 0 355 25 0 180 75 : : : : Changes from: October 18, 2016 : : 90 40 -25 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 84.6 23.3 3.9 7.7 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 25, 2016 : 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 18,382 : : Positions : : 12,092 15,497 3,605 650 1,785 50 330 50 420 0 55 : : : : Changes from: October 18, 2016 : : 15 15 -20 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 84.3 19.6 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 25, 2016 : 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 101,166 : : Positions : : 84,240 83,594 1,765 3,851 11,416 2,105 75 30 1,350 1,805 245 : : : : Changes from: October 18, 2016 : : 1,690 1,995 50 -455 -315 0 0 0 0 200 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 82.6 1.7 3.8 11.3 2.1 0.1 0.0 1.3 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 32 26 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 125,039 : : Positions : : 102,342 104,394 4,674 385 13,705 2,965 3,490 380 500 2,092 473 : : : : Changes from: October 18, 2016 : : 2,130 3,390 610 -775 -720 35 250 15 100 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 83.5 3.7 0.3 11.0 2.4 2.8 0.3 0.4 1.7 0.4 : : : : Number of Traders in Each Category Total Traders: 62 : : 40 34 4 . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 185,998 : : Positions : : 132,257 135,982 22,160 8,796 11,033 5,395 8,876 5,521 4,736 10,903 4,832 : : : : Changes from: October 18, 2016 : : 1,708 -1,593 -1,493 -1,233 973 20 1,048 84 -536 1,478 -317 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 73.1 11.9 4.7 5.9 2.9 4.8 3.0 2.5 5.9 2.6 : : : : Number of Traders in Each Category Total Traders: 78 : : 40 45 . . 5 . 5 . 5 10 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 128,188 : : Positions : : 107,091 105,742 5,519 8,690 6,159 5,872 1,184 1,819 1,385 4,297 297 : : : : Changes from: October 18, 2016 : : -261 -889 -180 256 -321 0 -140 0 0 332 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 82.5 4.3 6.8 4.8 4.6 0.9 1.4 1.1 3.4 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 25, 2016 : 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 36,915 : : Positions : : 30,550 27,385 2,115 5,925 2,470 635 1,025 0 1,025 0 110 : : : : Changes from: October 18, 2016 : : 30 55 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 74.2 5.7 16.1 6.7 1.7 2.8 0.0 2.8 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 25, 2016 : 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 33,900 : : Positions : : 26,810 28,890 1,540 375 4,360 0 220 30 1,135 0 25 : : : : Changes from: October 18, 2016 : : 125 375 0 -50 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 85.2 4.5 1.1 12.9 0.0 0.6 0.1 3.3 0.0 0.1 : : : : 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 25, 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 34,485 : : Positions : : 29,515 25,265 0 5,699 3,261 1,100 0 250 200 0 0 : : : : Changes from: October 18, 2016 : : 130 -435 0 565 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 73.3 0.0 16.5 9.5 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 25, 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 19,041 : : Positions : : 14,986 14,416 1,070 2,645 1,860 900 0 0 225 0 0 : : : : Changes from: October 18, 2016 : : 135 135 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 75.7 5.6 13.9 9.8 4.7 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 257,687 : : Positions : : 171,960 139,399 0 61,887 51,125 29,405 0 4,591 0 311 369 : : : : Changes from: October 18, 2016 : : -1,096 1,080 0 -2,189 1,898 65 0 -17 0 83 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 54.1 0.0 24.0 19.8 11.4 0.0 1.8 0.0 0.1 0.1 : : : : 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 25, 2016 : 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 18, 2016 : : 0 0 0 0 0 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 25, 2016 : 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 47,440 : : Positions : : 29,570 33,155 2,649 2,931 11,354 3,825 0 0 0 0 0 : : : : Changes from: October 18, 2016 : : 171 171 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 69.9 5.6 6.2 23.9 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 25, 2016 : 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 18, 2016 : : 0 0 0 0 0 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 25, 2016 : 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 42,592 : : Positions : : 39,424 16,632 1,320 25,960 0 1,760 0 0 0 0 0 : : : : Changes from: October 18, 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 25, 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 25,382 : : Positions : : 16,672 15,990 1,998 4,063 2,718 135 1,335 0 2,901 628 638 : : : : Changes from: October 18, 2016 : : 27 375 -70 -15 115 0 0 0 414 0 -104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 63.0 7.9 16.0 10.7 0.5 5.3 0.0 11.4 2.5 2.5 : : : : 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 25, 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 20,667 : : Positions : : 15,701 16,015 1,429 3,262 1,001 510 0 0 1,806 0 59 : : : : Changes from: October 18, 2016 : : 417 477 50 0 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 77.5 6.9 15.8 4.8 2.5 0.0 0.0 8.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 39,195 : : Positions : : 34,560 16,798 704 15,602 656 50 3,572 300 2,010 1,610 645 : : : : Changes from: October 18, 2016 : : 498 -51 0 76 105 50 -15 0 64 603 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 42.9 1.8 39.8 1.7 0.1 9.1 0.8 5.1 4.1 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 22,916 : : Positions : : 19,675 13,164 0 6,656 2,484 75 0 70 0 472 50 : : : : Changes from: October 18, 2016 : : 349 24 -60 73 95 0 0 0 0 192 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 57.4 0.0 29.0 10.8 0.3 0.0 0.3 0.0 2.1 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 18 0 4 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 24,461 : : Positions : : 15,708 19,635 6,219 760 1,985 0 810 0 0 1,007 264 : : : : Changes from: October 18, 2016 : : 116 65 -65 -10 70 0 0 0 0 1 -71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 80.3 25.4 3.1 8.1 0.0 3.3 0.0 0.0 4.1 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 14 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 14,673 : : Positions : : 12,280 12,278 1,704 1,762 265 0 75 0 114 75 0 : : : : Changes from: October 18, 2016 : : 130 0 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 83.7 11.6 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 25, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 37,108 : : Positions : : 33,999 28,469 1,200 6,614 1,485 100 300 0 0 200 0 : : : : Changes from: October 18, 2016 : : 775 370 75 480 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 76.7 3.2 17.8 4.0 0.3 0.8 0.0 0.0 0.5 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 25, 2016 : 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 17,289 : : Positions : : 14,099 13,503 1,010 2,085 1,535 0 0 0 613 150 2 : : : : Changes from: October 18, 2016 : : -45 -5 0 0 0 0 0 0 40 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 78.1 5.8 12.1 8.9 0.0 0.0 0.0 3.5 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 25, 2016 : 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 14,443 : : Positions : : 10,675 9,482 575 2,880 2,055 0 0 0 1,117 0 6 : : : : Changes from: October 18, 2016 : : -40 43 0 -25 0 0 0 0 60 0 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 65.7 4.0 19.9 14.2 0.0 0.0 0.0 7.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 17 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 : : 30,639 35,444 7,935 3,015 475 0 0 0 0 100 0 : : : : Changes from: October 18, 2016 : : 10 -60 -70 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 83.4 18.7 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 25, 2016 : 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 : : 27,868 31,123 7,085 3,775 175 0 0 0 0 100 0 : : : : Changes from: October 18, 2016 : : 10 -60 -70 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 80.1 18.2 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 25, 2016 : 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 34,460 : : Positions : : 31,410 6,875 0 1,910 990 0 13,955 150 0 9,350 0 : : : : Changes from: October 18, 2016 : : 3,180 -280 -1,040 1,910 335 0 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 20.0 0.0 5.5 2.9 0.0 40.5 0.4 0.0 27.1 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 25, 2016 : 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 31,580 : : Positions : : 28,580 6,970 0 5,190 405 0 12,825 620 0 4,155 0 : : : : Changes from: October 18, 2016 : : 3,130 -280 0 2,950 25 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 22.1 0.0 16.4 1.3 0.0 40.6 2.0 0.0 13.2 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 25, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 26,758 : : Positions : : 17,299 16,550 95 2,634 4,010 1,495 0 425 2,500 2,205 100 : : : : Changes from: October 18, 2016 : : 1,160 -150 0 1,185 0 125 -100 50 0 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 61.9 0.4 9.8 15.0 5.6 0.0 1.6 9.3 8.2 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 8 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 22,881 : : Positions : : 14,205 13,496 120 2,843 3,070 1,805 0 130 2,500 2,405 100 : : : : Changes from: October 18, 2016 : : 563 -997 0 1,435 -80 125 -100 50 0 350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 59.0 0.5 12.4 13.4 7.9 0.0 0.6 10.9 10.5 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 7 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 44,355 : : Positions : : 24,445 24,710 16,295 115 2,270 0 16,465 0 600 450 0 : : : : Changes from: October 18, 2016 : : -225 3,550 4,490 -25 -50 0 750 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 55.7 36.7 0.3 5.1 0.0 37.1 0.0 1.4 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 39,530 : : Positions : : 20,595 20,765 15,965 90 1,895 0 15,695 0 0 400 0 : : : : Changes from: October 18, 2016 : : -215 3,040 4,305 50 -80 0 1,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 52.5 40.4 0.2 4.8 0.0 39.7 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 30,750 : : Positions : : 26,975 17,135 25 7,255 1,515 0 2,185 50 1,200 1,940 100 : : : : Changes from: October 18, 2016 : : 735 -190 0 1,350 -50 0 -100 0 0 -325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 55.7 0.1 23.6 4.9 0.0 7.1 0.2 3.9 6.3 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 30,430 : : Positions : : 27,315 16,740 75 8,180 700 0 2,240 45 1,200 1,745 170 : : : : Changes from: October 18, 2016 : : 1,200 25 0 1,700 0 0 -100 0 0 -425 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 55.0 0.2 26.9 2.3 0.0 7.4 0.1 3.9 5.7 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 34,774 : : Positions : : 24,245 17,364 25 10,761 3,004 4,835 275 425 495 1,195 565 : : : : Changes from: October 18, 2016 : : -10 40 0 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 49.9 0.1 30.9 8.6 13.9 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 25, 2016 : 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 26,735 : : Positions : : 20,075 14,950 25 4,200 4,435 135 300 560 245 1,050 310 : : : : Changes from: October 18, 2016 : : 125 35 0 90 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 55.9 0.1 15.7 16.6 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 25, 2016 : 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 124,344 : : Positions : : 57,549 112,014 17,445 1,150 4,499 27,860 0 240 10,395 85 1,005 : : : : Changes from: October 18, 2016 : : 480 460 -850 100 290 375 0 125 175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 90.1 14.0 0.9 3.6 22.4 0.0 0.2 8.4 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 27 . . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 113,246 : : Positions : : 51,600 101,400 15,953 3,000 4,335 30,280 0 275 6,585 0 500 : : : : Changes from: October 18, 2016 : : -385 1,545 1,090 250 280 675 0 125 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 89.5 14.1 2.6 3.8 26.7 0.0 0.2 5.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 16 26 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 22,095 : : Positions : : 17,885 20,015 2,220 60 880 0 100 75 100 0 0 : : : : Changes from: October 18, 2016 : : 0 500 350 -150 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 90.6 10.0 0.3 4.0 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 25, 2016 : 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 18,520 : : Positions : : 14,230 16,810 2,450 390 525 0 200 0 750 0 0 : : : : Changes from: October 18, 2016 : : 0 500 350 -150 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 90.8 13.2 2.1 2.8 0.0 1.1 0.0 4.0 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 25, 2016 : 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 36,985 : : Positions : : 30,365 24,695 1,145 2,950 1,760 0 3,125 0 0 745 0 : : : : Changes from: October 18, 2016 : : 0 0 0 0 0 -50 50 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 66.8 3.1 8.0 4.8 0.0 8.4 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 2016 : 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 18, 2016 : : 0 0 0 0 0 0 0 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 28, 2016