Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 80,138 : : Positions : : 24,118 26,346 9,431 9,055 4,409 0 16,786 3,886 29,766 11,403 7,557 : : : : Changes from: October 25, 2016 : : -5,331 -1,518 303 -538 -1,195 0 -3,792 401 -1,340 -370 -659 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.1 32.9 11.8 11.3 5.5 0.0 20.9 4.8 37.1 14.2 9.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 17 14 . 4 4 0 6 4 16 12 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 17,568 : : Positions : : 1,498 8,240 0 2,847 678 318 940 1,913 11,449 1,759 1,022 : : : : Changes from: October 25, 2016 : : -420 -1,603 -31 -360 -99 -85 105 -652 -1,059 197 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.5 46.9 0.0 16.2 3.9 1.8 5.4 10.9 65.2 10.0 5.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 8 8 0 4 . . . . 12 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 11,097 : : Positions : : 2,033 1,723 1,084 775 2,450 207 457 2,263 787 1,157 2,263 : : : : Changes from: October 25, 2016 : : 40 81 11 -11 20 -13 17 25 58 10 99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.3 15.5 9.8 7.0 22.1 1.9 4.1 20.4 7.1 10.4 20.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 8 8 . . 5 . . 4 8 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 158,699 : : Positions : : 86,982 101,647 10,230 14,311 16,108 21,445 2,257 3,209 8,972 9,204 11,123 : : : : Changes from: October 25, 2016 : : -90 1,691 743 1,373 -1,125 598 -694 11 951 -209 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 64.1 6.4 9.0 10.1 13.5 1.4 2.0 5.7 5.8 7.0 : : : : Number of Traders in Each Category Total Traders: 80 : : 45 46 . . 4 4 5 8 7 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 47,505 : : Positions : : 36,183 38,903 1,473 2,742 4,692 0 424 361 4,414 0 382 : : : : Changes from: October 25, 2016 : : 20 -1,504 -3,098 -1,045 390 -142 424 -299 1,096 0 -1,358 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 81.9 3.1 5.8 9.9 0.0 0.9 0.8 9.3 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 21 . . . 0 . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 343,412 : : Positions : : 286,014 272,800 11,264 28,113 26,984 10,162 0 0 331 6,858 8,657 : : : : Changes from: October 25, 2016 : : -8,399 -16,154 -24,856 -1,439 -2,142 599 0 0 321 -14,742 8,025 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 79.4 3.3 8.2 7.9 3.0 0.0 0.0 0.1 2.0 2.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 1,536,745 : : Positions : :1,218,970 1,206,879 159,612 164,625 32,089 55,579 8,903 40,315 28,186 81,940 1,994 : : : : Changes from: October 25, 2016 : : 13,968 14,083 6,171 2,120 -781 8,992 816 -5,643 1,928 14,040 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 78.5 10.4 10.7 2.1 3.6 0.6 2.6 1.8 5.3 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 39 . . . 4 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 65,144 : : Positions : : 44,578 44,353 6,807 1,454 9,577 1,447 2,205 290 0 4,820 2,445 : : : : Changes from: October 25, 2016 : : -754 -2,048 524 1,454 -1,331 -814 -294 71 0 -256 -544 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 68.1 10.4 2.2 14.7 2.2 3.4 0.4 0.0 7.4 3.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 22 . . . . . . 0 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 363,918 : : Positions : : 271,613 247,240 42,348 61,245 49,957 0 4,506 0 0 970 0 : : : : Changes from: October 25, 2016 : : 17,626 10,010 0 7,937 -2,279 0 -321 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 67.9 11.6 16.8 13.7 0.0 1.2 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 461,057 : : Positions : : 316,635 409,879 96,787 9,392 32,426 4,616 728 8,632 1,961 0 0 : : : : Changes from: October 25, 2016 : : -13,720 288 11,672 0 -4,664 1,576 0 0 760 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 88.9 21.0 2.0 7.0 1.0 0.2 1.9 0.4 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 November 1, 2016 : 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 31,794 : : Positions : : 23,720 29,357 4,525 0 1,829 542 0 126 378 104 0 : : : : Changes from: October 25, 2016 : : -600 264 536 0 -256 -21 -286 -42 42 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 92.3 14.2 0.0 5.8 1.7 0.0 0.4 1.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 23 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 56,170 : : Positions : : 34,982 38,720 19,186 15,880 1,555 0 0 0 140 0 0 : : : : Changes from: October 25, 2016 : : 1,705 270 -55 1,380 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 68.9 34.2 28.3 2.8 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 28 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 76,463 : : Positions : : 54,037 54,080 21,111 21,280 985 0 0 0 0 0 0 : : : : Changes from: October 25, 2016 : : 1,610 210 -80 1,320 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 70.7 27.6 27.8 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 31 28 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 27,468 : : Positions : : 20,362 23,313 3,575 295 2,765 0 0 0 150 975 0 : : : : Changes from: October 25, 2016 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 84.9 13.0 1.1 10.1 0.0 0.0 0.0 0.5 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 301,952 : : Positions : : 176,384 297,272 108,968 0 4,680 7,096 0 0 4,824 0 0 : : : : Changes from: October 25, 2016 : : 6,216 6,216 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 98.5 36.1 0.0 1.5 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 November 1, 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 7,100 : : Positions : : 5,448 4,964 132 592 148 673 0 87 252 1,141 63 : : : : Changes from: October 25, 2016 : : -210 -84 0 -84 42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 69.9 1.9 8.3 2.1 9.5 0.0 1.2 3.5 16.1 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 7,395 : : Positions : : 4,905 5,145 0 1,890 60 1,800 0 0 450 0 0 : : : : Changes from: October 25, 2016 : : 75 135 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 69.6 0.0 25.6 0.8 24.3 0.0 0.0 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 10,725 : : Positions : : 7,175 6,170 0 2,385 1,250 225 0 75 980 250 475 : : : : Changes from: October 25, 2016 : : 1,455 855 0 550 0 -25 0 25 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 57.5 0.0 22.2 11.7 2.1 0.0 0.7 9.1 2.3 4.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 39,347 : : Positions : : 28,846 34,562 7,885 1,525 1,790 0 50 0 250 1,300 0 : : : : Changes from: October 25, 2016 : : 1,500 1,535 0 -35 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 87.8 20.0 3.9 4.5 0.0 0.1 0.0 0.6 3.3 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 November 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 28,175 : : Positions : : 21,900 21,615 2,920 4,680 1,615 0 0 0 1,560 250 0 : : : : Changes from: October 25, 2016 : : 335 800 565 0 35 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 76.7 10.4 16.6 5.7 0.0 0.0 0.0 5.5 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 20,840 : : Positions : : 14,921 15,441 2,886 2,082 1,790 568 42 63 0 981 126 : : : : Changes from: October 25, 2016 : : -207 -292 254 526 -231 19 -63 63 -82 -42 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 74.1 13.8 10.0 8.6 2.7 0.2 0.3 0.0 4.7 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 22 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 56,047 : : Positions : : 50,133 46,191 1,070 3,764 1,980 0 222 0 1,170 2,075 1,647 : : : : Changes from: October 25, 2016 : : 184 -130 0 1,065 -574 0 0 0 -30 -790 485 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 82.4 1.9 6.7 3.5 0.0 0.4 0.0 2.1 3.7 2.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 25 . . 4 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 76,036 : : Positions : : 67,286 51,276 4,590 2,954 1,317 422 1,307 0 1,156 17,934 1,180 : : : : Changes from: October 25, 2016 : : 5 -1,154 -319 242 -148 0 312 -10 -160 106 414 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 67.4 6.0 3.9 1.7 0.6 1.7 0.0 1.5 23.6 1.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 30 . . . . . 0 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 45,350 : : Positions : : 34,945 40,190 8,075 3,580 1,550 0 0 0 765 0 0 : : : : Changes from: October 25, 2016 : : 650 830 0 0 0 0 0 0 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 88.6 17.8 7.9 3.4 0.0 0.0 0.0 1.7 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 November 1, 2016 : 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 51,610 : : Positions : : 38,930 43,740 10,455 6,070 1,000 0 0 0 1,210 800 0 : : : : Changes from: October 25, 2016 : : 845 1,025 0 -400 0 0 0 0 180 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 84.8 20.3 11.8 1.9 0.0 0.0 0.0 2.3 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 312,237 : : Positions : : 224,030 269,274 28,796 13,864 11,959 0 2,017 0 44,244 11,915 3,208 : : : : Changes from: October 25, 2016 : : 467 3,216 0 0 0 0 0 0 2,341 -408 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 86.2 9.2 4.4 3.8 0.0 0.6 0.0 14.2 3.8 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 27 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 26,700 : : Positions : : 18,412 21,507 1,022 169 1,153 157 1,127 765 4,255 957 853 : : : : Changes from: October 25, 2016 : : -563 -146 59 21 -66 0 -43 -96 382 0 -387 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 80.6 3.8 0.6 4.3 0.6 4.2 2.9 15.9 3.6 3.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 22 27 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 36,122 : : Positions : : 22,849 35,840 9,423 0 0 308 0 0 3,288 28 254 : : : : Changes from: October 25, 2016 : : 1,047 1,572 1,228 0 0 0 0 0 -677 26 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 99.2 26.1 0.0 0.0 0.9 0.0 0.0 9.1 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . 0 0 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 304,269 : : Positions : : 245,496 220,701 22,601 30,547 33,020 3,152 18,800 0 0 1,201 0 : : : : Changes from: October 25, 2016 : : 0 408 0 -408 408 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 72.5 7.4 10.0 10.9 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 November 1, 2016 : 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 20,903 : : Positions : : 14,892 17,535 2,267 0 1,455 638 0 1,018 125 474 0 : : : : Changes from: October 25, 2016 : : -211 -319 133 -190 106 -43 0 0 0 388 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 83.9 10.8 0.0 7.0 3.1 0.0 4.9 0.6 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 17 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 9,960 : : Positions : : 5,006 7,670 3,817 1,806 0 101 0 63 44 0 63 : : : : Changes from: October 25, 2016 : : 188 83 0 126 0 0 0 0 21 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 77.0 38.3 18.1 0.0 1.0 0.0 0.6 0.4 0.0 0.6 : : : : 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 November 1, 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 10,482 : : Positions : : 5,605 7,591 2,106 1,147 433 675 82 0 136 0 512 : : : : Changes from: October 25, 2016 : : -55 433 529 0 -41 0 82 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 72.4 20.1 10.9 4.1 6.4 0.8 0.0 1.3 0.0 4.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 114,869 : : Positions : : 83,488 92,460 17,329 20,410 775 3,988 0 0 8,065 0 816 : : : : Changes from: October 25, 2016 : : 750 750 0 385 0 0 0 0 385 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 80.5 15.1 17.8 0.7 3.5 0.0 0.0 7.0 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 November 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 15,889 : : Positions : : 12,387 10,423 1,649 2,117 762 106 1,158 41 395 665 279 : : : : Changes from: October 25, 2016 : : -271 171 188 -275 -126 21 0 0 0 83 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 65.6 10.4 13.3 4.8 0.7 7.3 0.3 2.5 4.2 1.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 173,367 : : Positions : : 133,009 98,749 25,206 50,159 13,961 0 8,175 408 398 1,530 385 : : : : Changes from: October 25, 2016 : : 2,352 1,928 -2,809 -1,990 408 0 0 0 -760 -1,155 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 57.0 14.5 28.9 8.1 0.0 4.7 0.2 0.2 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 9,495 : : Positions : : 7,540 8,930 1,870 0 25 0 300 0 0 225 0 : : : : Changes from: October 25, 2016 : : 225 250 25 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 94.0 19.7 0.0 0.3 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 November 1, 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 25,623 : : Positions : : 13,418 18,845 2,928 0 4,835 0 5 1,530 2,912 408 0 : : : : Changes from: October 25, 2016 : : -646 -2,849 -1,682 0 -77 0 0 0 -573 -52 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 73.5 11.4 0.0 18.9 0.0 0.0 6.0 11.4 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 230,123 : : Positions : : 141,523 138,602 30,073 29,130 58,527 0 0 0 0 3,864 0 : : : : Changes from: October 25, 2016 : : -352 -15,720 -3,584 11,784 -11,784 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 60.2 13.1 12.7 25.4 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 25, 2016 : : 0 0 0 0 0 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 November 1, 2016 : 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 25, 2016 : : 0 0 0 0 0 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 November 1, 2016 : 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 683,119 : : Positions : : 390,469 340,088 5,260 71,163 104,794 8,458 19,992 37,606 26,921 265 107,821 : : : : Changes from: October 25, 2016 : : -2,509 -1,024 -48 -3,293 3,437 -103 -128 162 -1,829 -60 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 49.8 0.8 10.4 15.3 1.2 2.9 5.5 3.9 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 November 1, 2016 : 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 15,710 : : Positions : : 13,135 6,545 1,540 8,545 620 0 0 0 80 0 0 : : : : Changes from: October 25, 2016 : : 100 350 550 400 -260 0 0 0 80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 41.7 9.8 54.4 3.9 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 20,553 : : Positions : : 13,413 13,093 3,525 4,360 3,050 375 0 50 0 0 0 : : : : Changes from: October 25, 2016 : : 70 250 200 25 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 63.7 17.2 21.2 14.8 1.8 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 13,761 : : Positions : : 10,027 8,126 0 2,505 3,080 400 0 0 0 50 0 : : : : Changes from: October 25, 2016 : : 80 110 0 -25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 59.1 0.0 18.2 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 November 1, 2016 : 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 25, 2016 : : 0 0 0 0 0 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 November 1, 2016 : 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 25, 2016 : : 0 0 0 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 November 1, 2016 : 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 17,405 : : Positions : : 11,630 14,695 4,010 700 1,350 0 355 25 0 170 85 : : : : Changes from: October 25, 2016 : : 25 -50 -55 25 0 0 0 0 0 -10 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 84.4 23.0 4.0 7.8 0.0 2.0 0.1 0.0 1.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 18,397 : : Positions : : 12,092 15,497 3,600 650 1,790 50 330 50 430 0 55 : : : : Changes from: October 25, 2016 : : 0 0 -5 0 5 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 84.2 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 November 1, 2016 : 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 103,481 : : Positions : : 86,125 84,869 1,885 4,426 11,726 2,105 225 30 1,350 1,840 245 : : : : Changes from: October 25, 2016 : : 1,885 1,275 120 575 310 0 150 0 0 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 82.0 1.8 4.3 11.3 2.0 0.2 0.0 1.3 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 34 28 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 129,104 : : Positions : : 105,382 107,549 5,409 1,015 13,775 3,005 3,535 460 650 2,227 423 : : : : Changes from: October 25, 2016 : : 3,040 3,155 735 630 70 40 45 80 150 135 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 83.3 4.2 0.8 10.7 2.3 2.7 0.4 0.5 1.7 0.3 : : : : Number of Traders in Each Category Total Traders: 62 : : 40 32 4 . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 190,811 : : Positions : : 134,452 138,546 25,295 9,004 11,578 6,000 8,572 5,535 2,974 12,590 4,926 : : : : Changes from: October 25, 2016 : : 2,195 2,564 3,135 208 545 605 -304 14 -1,762 1,688 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 72.6 13.3 4.7 6.1 3.1 4.5 2.9 1.6 6.6 2.6 : : : : Number of Traders in Each Category Total Traders: 79 : : 41 46 4 . 5 . 5 . 4 11 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 131,041 : : Positions : : 110,345 108,999 5,745 10,089 5,299 5,947 773 1,952 1,385 3,607 322 : : : : Changes from: October 25, 2016 : : 3,254 3,257 226 1,399 -860 75 -411 133 0 -690 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 83.2 4.4 7.7 4.0 4.5 0.6 1.5 1.1 2.8 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 November 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 37,530 : : Positions : : 31,420 27,510 2,365 6,990 1,895 635 1,025 0 1,050 0 110 : : : : Changes from: October 25, 2016 : : 870 125 250 1,065 -575 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 73.3 6.3 18.6 5.0 1.7 2.7 0.0 2.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 13 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 33,740 : : Positions : : 26,640 28,905 1,815 600 3,960 0 220 30 1,160 0 25 : : : : Changes from: October 25, 2016 : : -170 15 275 225 -400 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 85.7 5.4 1.8 11.7 0.0 0.7 0.1 3.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 12 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 35,021 : : Positions : : 29,996 25,816 0 5,429 3,316 1,100 200 250 200 0 0 : : : : Changes from: October 25, 2016 : : 481 551 0 -270 55 0 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 73.7 0.0 15.5 9.5 3.1 0.6 0.7 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 26 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 20,411 : : Positions : : 15,456 15,786 1,970 2,645 1,860 900 0 0 225 0 0 : : : : Changes from: October 25, 2016 : : 470 1,370 900 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 77.3 9.7 13.0 9.1 4.4 0.0 0.0 1.1 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 November 1, 2016 : 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 249,384 : : Positions : : 163,746 134,202 0 58,411 51,519 28,839 0 4,674 0 184 391 : : : : Changes from: October 25, 2016 : : -8,214 -5,197 0 -3,476 393 -566 0 83 0 -128 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 53.8 0.0 23.4 20.7 11.6 0.0 1.9 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 16 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 2,565,396 : : Positions : :1,761,812 1,329,027 0 797,615 404,344 372,990 0 26,250 0 8,160 0 : : : : Changes from: October 25, 2016 : : -176,715 -86,240 0 -90,475 -5,775 -7,700 0 0 0 -7,700 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 51.8 0.0 31.1 15.8 14.5 0.0 1.0 0.0 0.3 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 November 1, 2016 : 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 44,731 : : Positions : : 27,533 30,782 2,985 3,582 10,367 3,825 0 0 0 0 0 : : : : Changes from: October 25, 2016 : : -2,037 -2,373 336 651 -987 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 68.8 6.7 8.0 23.2 8.6 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 November 1, 2016 : 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 879,807 : : Positions : : 619,524 680,902 134,823 73,445 125,460 0 0 0 0 0 0 : : : : Changes from: October 25, 2016 : : -35,035 -44,660 -1,540 8,085 -8,855 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 77.4 15.3 8.3 14.3 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 November 1, 2016 : 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 190,190 : : Positions : : 176,715 86,240 5,775 96,250 0 7,700 0 0 0 7,700 0 : : : : Changes from: October 25, 2016 : : 137,291 69,608 4,455 70,290 0 5,940 0 0 0 7,700 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 45.3 3.0 50.6 0.0 4.0 0.0 0.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 5 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 26,382 : : Positions : : 16,717 16,695 2,833 4,098 2,983 135 1,335 0 2,771 628 613 : : : : Changes from: October 25, 2016 : : 45 705 835 35 265 0 0 0 -130 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 63.3 10.7 15.5 11.3 0.5 5.1 0.0 10.5 2.4 2.3 : : : : 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 November 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 21,370 : : Positions : : 15,786 16,470 1,964 3,542 979 510 0 0 1,911 0 59 : : : : Changes from: October 25, 2016 : : 85 455 535 280 -22 0 0 0 105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 77.1 9.2 16.6 4.6 2.4 0.0 0.0 8.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 39,941 : : Positions : : 34,889 16,792 759 15,744 746 0 3,667 350 2,155 1,858 772 : : : : Changes from: October 25, 2016 : : 329 -6 55 142 90 -50 95 50 145 248 127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 42.0 1.9 39.4 1.9 0.0 9.2 0.9 5.4 4.7 1.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 23 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 22,987 : : Positions : : 19,720 13,124 0 6,700 2,515 75 0 70 0 528 50 : : : : Changes from: October 25, 2016 : : 45 -40 0 44 31 0 0 0 0 56 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 57.1 0.0 29.1 10.9 0.3 0.0 0.3 0.0 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 18 0 4 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 24,691 : : Positions : : 15,908 19,825 6,074 760 2,015 100 810 0 0 957 304 : : : : Changes from: October 25, 2016 : : 200 190 -145 0 30 100 0 0 0 -50 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 80.3 24.6 3.1 8.2 0.4 3.3 0.0 0.0 3.9 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 4 . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 1,694 1,762 265 0 75 0 124 75 0 : : : : Changes from: October 25, 2016 : : 0 0 -10 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 83.7 11.5 12.0 1.8 0.0 0.5 0.0 0.8 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 37,839 : : Positions : : 34,590 29,075 895 6,244 1,830 100 450 0 100 200 0 : : : : Changes from: October 25, 2016 : : 591 606 -305 -370 345 0 150 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 76.8 2.4 16.5 4.8 0.3 1.2 0.0 0.3 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 28 23 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 16,681 : : Positions : : 13,619 12,843 1,010 2,115 1,505 0 0 0 463 150 54 : : : : Changes from: October 25, 2016 : : -480 -660 0 30 -30 0 0 0 -150 0 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 77.0 6.1 12.7 9.0 0.0 0.0 0.0 2.8 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 14,623 : : Positions : : 10,935 9,562 675 3,010 2,025 0 0 0 967 0 6 : : : : Changes from: October 25, 2016 : : 260 80 100 130 -30 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 65.4 4.6 20.6 13.8 0.0 0.0 0.0 6.6 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 November 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 43,569 : : Positions : : 30,554 36,199 9,375 3,615 350 0 0 0 0 100 0 : : : : Changes from: October 25, 2016 : : -85 755 1,440 600 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 83.1 21.5 8.3 0.8 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 18 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 39,892 : : Positions : : 27,773 31,868 8,525 4,375 50 0 0 0 0 100 0 : : : : Changes from: October 25, 2016 : : -95 745 1,440 600 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 79.9 21.4 11.0 0.1 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 18 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 1,610 990 0 13,955 150 0 9,650 0 : : : : Changes from: October 25, 2016 : : 0 0 0 -300 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 20.0 0.0 4.7 2.9 0.0 40.5 0.4 0.0 28.0 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 November 1, 2016 : 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 4,890 405 0 12,825 620 0 4,455 0 : : : : Changes from: October 25, 2016 : : 0 0 0 -300 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 22.1 0.0 15.5 1.3 0.0 40.6 2.0 0.0 14.1 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 November 1, 2016 : 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 26,923 : : Positions : : 17,694 16,340 95 3,189 3,740 1,495 0 425 2,500 2,255 100 : : : : Changes from: October 25, 2016 : : 395 -210 0 555 -270 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 60.7 0.4 11.8 13.9 5.6 0.0 1.6 9.3 8.4 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 November 1, 2016 : 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 22,978 : : Positions : : 14,642 13,388 120 3,338 2,800 1,805 0 130 2,500 2,455 100 : : : : Changes from: October 25, 2016 : : 437 -108 0 495 -270 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 58.3 0.5 14.5 12.2 7.9 0.0 0.6 10.9 10.7 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 November 1, 2016 : 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 44,705 : : Positions : : 24,495 25,010 16,595 115 2,270 0 16,515 0 600 450 0 : : : : Changes from: October 25, 2016 : : 50 300 300 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 55.9 37.1 0.3 5.1 0.0 36.9 0.0 1.3 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 39,830 : : Positions : : 20,645 21,015 16,215 140 1,895 0 15,695 0 0 400 0 : : : : Changes from: October 25, 2016 : : 50 250 250 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 52.8 40.7 0.4 4.8 0.0 39.4 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 November 1, 2016 : 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 30,925 : : Positions : : 27,075 17,135 25 7,480 1,465 0 2,085 150 1,200 1,915 100 : : : : Changes from: October 25, 2016 : : 100 0 0 225 -50 0 -100 100 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 55.4 0.1 24.2 4.7 0.0 6.7 0.5 3.9 6.2 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 November 1, 2016 : 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 30,645 : : Positions : : 27,665 16,740 75 8,980 560 0 2,140 145 1,200 1,395 170 : : : : Changes from: October 25, 2016 : : 350 0 0 800 -140 0 -100 100 0 -350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 54.6 0.2 29.3 1.8 0.0 7.0 0.5 3.9 4.6 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 November 1, 2016 : 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 34,939 : : Positions : : 24,175 17,714 25 10,591 2,954 5,010 275 425 545 1,170 615 : : : : Changes from: October 25, 2016 : : -70 350 0 -170 -50 175 0 0 50 -25 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 50.7 0.1 30.3 8.5 14.3 0.8 1.2 1.6 3.3 1.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 26,590 : : Positions : : 19,840 15,565 25 3,575 4,385 285 300 560 245 975 310 : : : : Changes from: October 25, 2016 : : -235 615 0 -625 -50 150 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 58.5 0.1 13.4 16.5 1.1 1.1 2.1 0.9 3.7 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 125,534 : : Positions : : 57,999 113,129 17,960 1,125 4,409 27,635 0 215 10,745 85 1,105 : : : : Changes from: October 25, 2016 : : 450 1,115 515 -25 -90 -225 0 -25 350 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 90.1 14.3 0.9 3.5 22.0 0.0 0.2 8.6 0.1 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 27 . . . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 114,496 : : Positions : : 52,450 102,675 16,528 2,925 4,140 30,030 0 275 6,610 0 500 : : : : Changes from: October 25, 2016 : : 850 1,275 575 -75 -195 -250 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 89.7 14.4 2.6 3.6 26.2 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 November 1, 2016 : 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 22,945 : : Positions : : 17,885 20,165 2,970 660 880 0 200 75 200 0 0 : : : : Changes from: October 25, 2016 : : 0 150 750 600 0 0 100 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 87.9 12.9 2.9 3.8 0.0 0.9 0.3 0.9 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 November 1, 2016 : 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 19,270 : : Positions : : 14,830 16,960 2,600 990 525 0 200 0 750 0 0 : : : : Changes from: October 25, 2016 : : 600 150 150 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 88.0 13.5 5.1 2.7 0.0 1.0 0.0 3.9 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 November 1, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 37,035 : : Positions : : 30,365 24,695 1,145 2,950 1,760 50 3,075 0 0 845 0 : : : : Changes from: October 25, 2016 : : 0 0 0 0 0 50 -50 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 66.7 3.1 8.0 4.8 0.1 8.3 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2016 : 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 27,820 : : Positions : : 21,700 15,180 0 5,220 2,275 0 1,300 0 0 0 0 : : : : Changes from: October 25, 2016 : : 1,200 0 0 1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 54.6 0.0 18.8 8.2 0.0 4.7 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 November 4, 2016