Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 82,866 : : Positions : : 26,253 28,288 9,436 9,633 3,814 0 18,036 5,148 29,095 9,042 8,194 : : : : Changes from: November 8, 2016 : : 1,052 2,098 65 35 -505 0 981 634 9 -2,108 228 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 34.1 11.4 11.6 4.6 0.0 21.8 6.2 35.1 10.9 9.9 : : : : Number of Traders in Each Category Total Traders: 58 : : 18 15 . 4 4 0 6 5 14 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 18,430 : : Positions : : 1,299 8,649 0 3,013 752 399 1,821 1,730 12,621 1,338 991 : : : : Changes from: November 8, 2016 : : -164 614 0 116 19 85 860 -287 1,322 -356 -94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 46.9 0.0 16.3 4.1 2.2 9.9 9.4 68.5 7.3 5.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 7 8 0 5 4 . . . 13 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465E Open Interest is 10,889 : : Positions : : 2,147 1,686 1,105 765 2,436 173 429 2,244 596 1,143 2,178 : : : : Changes from: November 8, 2016 : : 111 -68 -21 -4 -25 -20 -47 17 -192 -3 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.7 15.5 10.2 7.0 22.4 1.6 3.9 20.6 5.5 10.5 20.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 9 9 . . 5 . . 4 7 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 153,721 : : Positions : : 83,847 97,864 11,949 14,625 15,281 20,201 2,435 4,234 7,402 8,419 10,196 : : : : Changes from: November 8, 2016 : : 524 -323 274 436 13 85 6 444 -1,133 -110 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 63.7 7.8 9.5 9.9 13.1 1.6 2.8 4.8 5.5 6.6 : : : : Number of Traders in Each Category Total Traders: 80 : : 45 47 . . 4 4 5 9 8 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 49,197 : : Positions : : 36,386 44,037 4,145 0 3,896 0 425 404 4,087 156 279 : : : : Changes from: November 8, 2016 : : -2,558 -94 2,021 -254 -970 0 -6 15 183 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 89.5 8.4 0.0 7.9 0.0 0.9 0.8 8.3 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 23 . 0 . 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 396,796 : : Positions : : 357,292 315,019 0 50,357 20,354 10,162 0 0 331 2,409 8,657 : : : : Changes from: November 8, 2016 : : 15,885 3,243 -1,361 11,281 385 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 79.4 0.0 12.7 5.1 2.6 0.0 0.0 0.1 0.6 2.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 19 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 1,504,595 : : Positions : :1,195,786 1,192,157 153,668 138,946 34,357 45,649 17,023 43,458 29,683 76,660 1,994 : : : : Changes from: November 8, 2016 : : 21,715 12,720 1,566 74 -65 -4,696 5,376 1,535 -7 408 816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 79.2 10.2 9.2 2.3 3.0 1.1 2.9 2.0 5.1 0.1 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 35 . . . 4 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 66,460 : : Positions : : 45,793 46,137 9,163 3,435 8,554 991 1,913 214 0 4,463 1,745 : : : : Changes from: November 8, 2016 : : -1,230 2,027 304 -2,555 150 -456 -183 -12 0 -671 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 69.4 13.8 5.2 12.9 1.5 2.9 0.3 0.0 6.7 2.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 24 . . . . . . 0 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 336,360 : : Positions : : 246,229 228,993 49,748 61,836 40,383 0 4,506 0 0 642 0 : : : : Changes from: November 8, 2016 : : 0 328 0 -328 328 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 68.1 14.8 18.4 12.0 0.0 1.3 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 414,334 : : Positions : : 298,151 366,350 69,406 9,392 29,232 7,360 728 8,632 1,553 0 0 : : : : Changes from: November 8, 2016 : : 1,091 -5,202 -7,813 0 -8,193 1,520 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 88.4 16.8 2.3 7.1 1.8 0.2 2.1 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 24 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 28,933 : : Positions : : 21,430 26,558 3,651 0 1,809 584 0 84 170 43 41 : : : : Changes from: November 8, 2016 : : 47 36 28 0 -192 0 0 0 -103 1 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 91.8 12.6 0.0 6.3 2.0 0.0 0.3 0.6 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 59,187 : : Positions : : 33,582 43,802 23,619 13,820 1,555 0 0 0 140 0 0 : : : : Changes from: November 8, 2016 : : 1,135 1,720 -515 -1,100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 74.0 39.9 23.3 2.6 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 29 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 77,759 : : Positions : : 50,581 57,062 25,889 19,595 985 0 0 0 0 0 0 : : : : Changes from: November 8, 2016 : : 900 1,705 -395 -1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 73.4 33.3 25.2 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 28 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 27,749 : : Positions : : 20,527 23,889 4,060 415 2,450 0 0 0 100 875 0 : : : : Changes from: November 8, 2016 : : 1,670 1,850 300 120 -130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 86.1 14.6 1.5 8.8 0.0 0.0 0.0 0.4 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 293,672 : : Positions : : 180,480 288,992 99,448 0 4,680 6,280 0 0 2,784 0 0 : : : : Changes from: November 8, 2016 : : 3,920 -2,744 -6,664 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 98.4 33.9 0.0 1.6 2.1 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 19 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 6,494 : : Positions : : 4,222 4,210 174 913 85 589 0 87 168 774 0 : : : : Changes from: November 8, 2016 : : 190 297 0 279 0 0 0 0 0 -430 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 64.8 2.7 14.1 1.3 9.1 0.0 1.3 2.6 11.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 7,595 : : Positions : : 5,455 4,595 0 2,640 60 1,600 0 0 300 0 0 : : : : Changes from: November 8, 2016 : : 1,200 300 0 900 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 60.5 0.0 34.8 0.8 21.1 0.0 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 11,580 : : Positions : : 8,615 5,900 0 4,155 700 200 0 100 1,055 225 400 : : : : Changes from: November 8, 2016 : : 2,155 355 0 1,950 -325 0 0 0 150 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 50.9 0.0 35.9 6.0 1.7 0.0 0.9 9.1 1.9 3.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 38,692 : : Positions : : 28,975 34,952 7,605 1,290 1,350 0 50 0 200 1,050 0 : : : : Changes from: November 8, 2016 : : 1,675 1,785 85 95 -205 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 90.3 19.7 3.3 3.5 0.0 0.1 0.0 0.5 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 27,720 : : Positions : : 21,375 21,330 3,055 4,580 1,550 0 0 0 1,560 250 0 : : : : Changes from: November 8, 2016 : : 85 205 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 76.9 11.0 16.5 5.6 0.0 0.0 0.0 5.6 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 15, 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 20,108 : : Positions : : 14,655 14,792 2,505 2,230 1,706 610 0 21 103 1,065 84 : : : : Changes from: November 8, 2016 : : -38 -169 -192 1 42 0 0 0 103 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 73.6 12.5 11.1 8.5 3.0 0.0 0.1 0.5 5.3 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 21 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 55,423 : : Positions : : 49,873 45,024 1,040 4,550 1,376 0 222 0 690 1,662 2,421 : : : : Changes from: November 8, 2016 : : 903 1,046 0 189 0 0 0 0 0 -317 616 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 81.2 1.9 8.2 2.5 0.0 0.4 0.0 1.2 3.0 4.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 25 . . 4 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 75,489 : : Positions : : 68,122 49,798 2,313 3,266 1,541 422 1,947 0 365 16,231 2,653 : : : : Changes from: November 8, 2016 : : 1,502 2,094 -105 -41 186 0 186 0 0 -847 907 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 66.0 3.1 4.3 2.0 0.6 2.6 0.0 0.5 21.5 3.5 : : : : Number of Traders in Each Category Total Traders: 53 : : 32 28 . . . . . 0 . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 44,545 : : Positions : : 34,050 39,345 8,220 3,720 1,470 0 0 0 780 0 0 : : : : Changes from: November 8, 2016 : : 545 1,320 775 60 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 88.3 18.5 8.4 3.3 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 23 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 50,155 : : Positions : : 36,980 41,515 10,275 5,280 1,760 0 0 0 1,130 1,600 0 : : : : Changes from: November 8, 2016 : : 475 900 475 -740 760 0 0 0 10 800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 82.8 20.5 10.5 3.5 0.0 0.0 0.0 2.3 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 307,714 : : Positions : : 211,773 267,823 22,420 11,400 16,631 0 1,201 0 54,530 8,299 2,360 : : : : Changes from: November 8, 2016 : : 2,775 4,565 1,168 0 0 0 0 0 -138 -760 760 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 87.0 7.3 3.7 5.4 0.0 0.4 0.0 17.7 2.7 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 24 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 27,132 : : Positions : : 17,766 21,193 957 441 1,427 157 1,391 765 4,278 831 893 : : : : Changes from: November 8, 2016 : : 60 723 457 20 -102 0 50 0 233 0 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 78.1 3.5 1.6 5.3 0.6 5.1 2.8 15.8 3.1 3.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 29 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 37,634 : : Positions : : 24,957 36,946 10,907 0 0 282 0 0 902 102 586 : : : : Changes from: November 8, 2016 : : 722 614 -58 0 0 0 0 0 52 102 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 98.2 29.0 0.0 0.0 0.7 0.0 0.0 2.4 0.3 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 14 . 0 0 . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 302,904 : : Positions : : 236,643 215,040 15,121 24,139 44,132 7,008 18,800 0 0 793 0 : : : : Changes from: November 8, 2016 : : 7,875 17,395 -4,216 -9,880 11,520 3,856 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 71.0 5.0 8.0 14.6 2.3 6.2 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 20,272 : : Positions : : 14,532 16,133 1,359 0 2,010 784 0 1,018 0 732 0 : : : : Changes from: November 8, 2016 : : -21 22 -121 0 0 123 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 79.6 6.7 0.0 9.9 3.9 0.0 5.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 9,790 : : Positions : : 5,066 7,522 3,712 1,785 0 122 0 42 65 0 42 : : : : Changes from: November 8, 2016 : : 144 62 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 76.8 37.9 18.2 0.0 1.2 0.0 0.4 0.7 0.0 0.4 : : : : 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 15, 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 10,090 : : Positions : : 5,099 7,448 2,658 1,126 268 550 82 0 107 97 415 : : : : Changes from: November 8, 2016 : : -23 718 804 21 -165 0 0 0 0 42 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 73.8 26.3 11.2 2.7 5.5 0.8 0.0 1.1 1.0 4.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 103,725 : : Positions : : 75,976 83,876 16,105 17,866 1,575 1,948 0 0 7,713 0 408 : : : : Changes from: November 8, 2016 : : 1,872 392 0 720 800 0 0 0 -760 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 80.9 15.5 17.2 1.5 1.9 0.0 0.0 7.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 15,503 : : Positions : : 11,509 10,640 2,244 2,053 520 106 866 41 537 876 256 : : : : Changes from: November 8, 2016 : : -1 262 80 0 23 0 0 0 164 -41 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 68.6 14.5 13.2 3.4 0.7 5.6 0.3 3.5 5.7 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 179,070 : : Positions : : 134,887 102,734 29,097 48,063 13,862 0 7,767 408 0 5,420 816 : : : : Changes from: November 8, 2016 : : 3,503 6,558 3,055 0 441 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 57.4 16.2 26.8 7.7 0.0 4.3 0.2 0.0 3.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 8,950 : : Positions : : 6,910 8,415 1,930 0 0 0 250 50 0 225 0 : : : : Changes from: November 8, 2016 : : 50 125 75 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 94.0 21.6 0.0 0.0 0.0 2.8 0.6 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 25,437 : : Positions : : 15,857 17,663 635 1,013 4,511 0 6 1,836 2,598 408 0 : : : : Changes from: November 8, 2016 : : 954 -1,250 -877 1,013 -1,014 0 0 0 -314 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 69.4 2.5 4.0 17.7 0.0 0.0 7.2 10.2 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 229,501 : : Positions : : 141,523 137,980 30,073 29,752 57,905 0 0 0 0 3,864 0 : : : : Changes from: November 8, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 60.1 13.1 13.0 25.2 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 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 10,440 : : Positions : : 9,255 6,245 150 2,285 220 0 1,680 0 300 0 0 : : : : Changes from: November 8, 2016 : : 0 0 0 -95 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 59.8 1.4 21.9 2.1 0.0 16.1 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 10,710 : : Positions : : 9,365 6,350 150 2,185 355 0 1,680 0 180 0 130 : : : : Changes from: November 8, 2016 : : 0 0 0 5 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 59.3 1.4 20.4 3.3 0.0 15.7 0.0 1.7 0.0 1.2 : : : : 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 15, 2016 : 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 723,357 : : Positions : : 400,692 364,419 5,230 101,649 104,638 3,034 22,138 32,697 77,568 971 95,845 : : : : Changes from: November 8, 2016 : : 10,754 14,131 27 7,084 4,266 -4,374 2,643 -2,454 16,015 197 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 50.4 0.7 14.1 14.5 0.4 3.1 4.5 10.7 0.1 13.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 14,980 : : Positions : : 12,220 6,470 1,780 7,890 620 0 0 0 80 0 0 : : : : Changes from: November 8, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 43.2 11.9 52.7 4.1 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 18,775 : : Positions : : 12,530 11,640 3,125 4,450 2,585 350 0 50 0 50 0 : : : : Changes from: November 8, 2016 : : -18 -43 25 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 62.0 16.6 23.7 13.8 1.9 0.0 0.3 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 12,626 : : Positions : : 9,367 6,991 50 2,940 2,595 375 0 0 0 100 0 : : : : Changes from: November 8, 2016 : : -50 -75 0 -25 25 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 55.4 0.4 23.3 20.6 3.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 22,665 : : Positions : : 13,665 21,395 8,015 0 540 0 500 0 0 50 0 : : : : Changes from: November 8, 2016 : : 0 0 35 -65 65 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 94.4 35.4 0.0 2.4 0.0 2.2 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 11 4 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 16,395 : : Positions : : 10,820 13,680 3,740 625 1,500 0 370 0 0 110 85 : : : : Changes from: November 8, 2016 : : 50 0 -50 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 83.4 22.8 3.8 9.1 0.0 2.3 0.0 0.0 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 17,387 : : Positions : : 11,222 14,782 3,795 575 1,615 0 370 0 465 0 20 : : : : Changes from: November 8, 2016 : : 50 0 -50 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 85.0 21.8 3.3 9.3 0.0 2.1 0.0 2.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 99,453 : : Positions : : 85,737 79,698 1,360 8,029 9,356 1,945 200 30 850 1,875 160 : : : : Changes from: November 8, 2016 : : 1,340 70 0 1,320 -240 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 80.1 1.4 8.1 9.4 2.0 0.2 0.0 0.9 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 33 28 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 122,841 : : Positions : : 103,295 98,576 2,060 4,329 13,216 3,065 3,655 310 550 2,305 345 : : : : Changes from: November 8, 2016 : : 1,230 -385 -100 1,715 -210 200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 80.2 1.7 3.5 10.8 2.5 3.0 0.3 0.4 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 38 30 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 188,596 : : Positions : : 129,575 137,509 28,504 8,396 11,479 6,015 6,576 6,190 2,623 14,208 4,183 : : : : Changes from: November 8, 2016 : : 1,672 3,064 1,147 16 -704 210 -411 0 8 352 129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 72.9 15.1 4.5 6.1 3.2 3.5 3.3 1.4 7.5 2.2 : : : : Number of Traders in Each Category Total Traders: 78 : : 39 46 4 . 5 4 . . 5 10 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 126,859 : : Positions : : 107,487 106,053 5,254 8,469 5,410 5,297 769 1,819 1,245 4,057 282 : : : : Changes from: November 8, 2016 : : 1,677 1,997 125 -770 -180 -600 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 83.6 4.1 6.7 4.3 4.2 0.6 1.4 1.0 3.2 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 36 31 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 36,630 : : Positions : : 30,410 27,840 2,765 6,085 1,495 575 1,100 0 1,220 0 110 : : : : Changes from: November 8, 2016 : : 60 510 -150 -650 150 0 100 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 76.0 7.5 16.6 4.1 1.6 3.0 0.0 3.3 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 15, 2016 : 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 32,765 : : Positions : : 26,065 28,730 2,340 685 3,100 0 220 30 1,185 0 0 : : : : Changes from: November 8, 2016 : : 75 110 -150 -250 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 87.7 7.1 2.1 9.5 0.0 0.7 0.1 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 33,055 : : Positions : : 28,421 24,686 0 4,924 2,985 1,100 200 250 150 0 0 : : : : Changes from: November 8, 2016 : : -610 60 0 -670 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 74.7 0.0 14.9 9.0 3.3 0.6 0.8 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 26 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 19,471 : : Positions : : 14,291 15,631 2,430 2,020 1,700 900 0 0 150 0 0 : : : : Changes from: November 8, 2016 : : 135 1,105 420 -550 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 80.3 12.5 10.4 8.7 4.6 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 260,244 : : Positions : : 164,367 143,286 0 49,889 61,158 29,151 0 5,230 0 364 318 : : : : Changes from: November 8, 2016 : : 1,010 5,101 0 -4,394 4,020 -51 0 635 0 50 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 55.1 0.0 19.2 23.5 11.2 0.0 2.0 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 16 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 1,351,827 0 774,815 404,344 372,990 0 26,250 0 8,160 0 : : : : Changes from: November 8, 2016 : : 0 22,800 0 -22,800 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 52.7 0.0 30.2 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 15, 2016 : 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 43,394 : : Positions : : 26,196 29,445 4,260 4,857 9,092 3,825 0 0 0 0 0 : : : : Changes from: November 8, 2016 : : -1,552 -277 1,275 0 -1,275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 67.9 9.8 11.2 21.0 8.8 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 15, 2016 : 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 902,607 : : Positions : : 642,324 680,902 134,823 96,245 125,460 0 0 0 0 0 0 : : : : Changes from: November 8, 2016 : : 22,800 0 0 22,800 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 75.4 14.9 10.7 13.9 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 15, 2016 : 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 102,752 : : Positions : : 95,264 46,152 3,120 52,000 0 4,160 0 0 0 4,600 0 : : : : Changes from: November 8, 2016 : : -40,304 -19,972 -1,320 -22,000 0 -1,760 0 0 0 -1,500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 44.9 3.0 50.6 0.0 4.0 0.0 0.0 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 5 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 26,191 : : Positions : : 16,255 17,297 3,823 3,878 2,442 110 1,300 0 2,658 732 509 : : : : Changes from: November 8, 2016 : : 225 300 180 50 -30 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 66.0 14.6 14.8 9.3 0.4 5.0 0.0 10.1 2.8 1.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 21 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 20,237 : : Positions : : 15,128 15,687 1,823 3,202 949 460 0 0 1,616 0 109 : : : : Changes from: November 8, 2016 : : -16 44 0 -20 0 0 0 0 40 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 77.5 9.0 15.8 4.7 2.3 0.0 0.0 8.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 19 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 39,385 : : Positions : : 33,961 17,455 1,408 15,264 957 0 4,027 50 2,215 1,062 570 : : : : Changes from: November 8, 2016 : : 368 546 260 250 0 0 200 0 -55 -420 -199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 44.3 3.6 38.8 2.4 0.0 10.2 0.1 5.6 2.7 1.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 22 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 22,897 : : Positions : : 20,053 13,428 0 6,635 2,176 30 0 70 153 458 130 : : : : Changes from: November 8, 2016 : : -44 -53 0 -86 90 0 0 0 5 100 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 58.6 0.0 29.0 9.5 0.1 0.0 0.3 0.7 2.0 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 17 0 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 24,640 : : Positions : : 15,655 19,889 6,104 785 2,175 100 440 0 0 982 349 : : : : Changes from: November 8, 2016 : : 524 649 275 60 0 0 0 0 0 90 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 80.7 24.8 3.2 8.8 0.4 1.8 0.0 0.0 4.0 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 13,925 : : Positions : : 11,543 11,753 1,411 1,340 505 0 50 0 174 50 0 : : : : Changes from: November 8, 2016 : : 110 175 50 -50 50 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 84.4 10.1 9.6 3.6 0.0 0.4 0.0 1.2 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 36,024 : : Positions : : 32,820 28,290 770 5,174 1,880 135 450 0 100 200 0 : : : : Changes from: November 8, 2016 : : -410 665 0 -1,075 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 78.5 2.1 14.4 5.2 0.4 1.2 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 23 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 16,403 : : Positions : : 13,404 12,464 1,010 2,335 1,460 0 0 0 465 100 44 : : : : Changes from: November 8, 2016 : : 585 81 0 510 -45 0 0 0 0 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 76.0 6.2 14.2 8.9 0.0 0.0 0.0 2.8 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 19 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 14,544 : : Positions : : 10,825 9,301 625 3,192 2,025 0 0 0 1,053 0 6 : : : : Changes from: November 8, 2016 : : 525 140 0 435 0 0 0 0 50 0 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 64.0 4.3 21.9 13.9 0.0 0.0 0.0 7.2 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 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 42,917 : : Positions : : 28,614 35,699 10,570 3,410 350 0 0 0 0 100 0 : : : : Changes from: November 8, 2016 : : -60 740 240 40 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 83.2 24.6 7.9 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 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 38,771 : : Positions : : 25,498 31,363 9,470 3,570 50 0 0 0 0 100 0 : : : : Changes from: November 8, 2016 : : -60 740 240 -560 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 80.9 24.4 9.2 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 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 33,670 : : Positions : : 30,530 6,240 0 1,155 1,370 0 14,180 50 0 9,625 0 : : : : Changes from: November 8, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 18.5 0.0 3.4 4.1 0.0 42.1 0.1 0.0 28.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 0 . . 0 . . 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 30,810 : : Positions : : 28,075 6,360 0 4,930 335 0 12,955 490 0 4,330 0 : : : : Changes from: November 8, 2016 : : -60 0 0 -50 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 20.6 0.0 16.0 1.1 0.0 42.0 1.6 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 15, 2016 : 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 26,338 : : Positions : : 17,854 15,285 95 4,349 3,390 1,815 0 105 2,075 2,205 200 : : : : Changes from: November 8, 2016 : : 605 -5 0 510 -100 0 0 0 -150 -50 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 58.0 0.4 16.5 12.9 6.9 0.0 0.4 7.9 8.4 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 22,623 : : Positions : : 14,867 12,638 95 4,143 2,630 1,845 0 90 2,225 2,355 100 : : : : Changes from: November 8, 2016 : : 360 -250 0 610 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 55.9 0.4 18.3 11.6 8.2 0.0 0.4 9.8 10.4 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 8 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 43,930 : : Positions : : 23,790 24,650 16,895 165 2,220 0 16,260 0 400 400 0 : : : : Changes from: November 8, 2016 : : -75 25 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 56.1 38.5 0.4 5.1 0.0 37.0 0.0 0.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 39,000 : : Positions : : 19,940 20,605 16,235 140 1,845 0 15,410 0 0 400 0 : : : : Changes from: November 8, 2016 : : 50 0 50 0 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 52.8 41.6 0.4 4.7 0.0 39.5 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 15, 2016 : 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 29,420 : : Positions : : 26,265 16,325 25 7,980 830 0 1,910 150 1,200 1,565 100 : : : : Changes from: November 8, 2016 : : -150 0 0 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 55.5 0.1 27.1 2.8 0.0 6.5 0.5 4.1 5.3 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 29,515 : : Positions : : 26,900 16,040 75 9,300 305 0 2,130 130 1,200 995 170 : : : : Changes from: November 8, 2016 : : -150 0 0 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 54.3 0.3 31.5 1.0 0.0 7.2 0.4 4.1 3.4 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 33,779 : : Positions : : 23,555 16,654 25 10,546 2,894 4,780 275 425 580 1,470 455 : : : : Changes from: November 8, 2016 : : 250 -200 0 550 0 0 0 0 200 100 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 49.3 0.1 31.2 8.6 14.2 0.8 1.3 1.7 4.4 1.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 26,025 : : Positions : : 19,490 15,330 25 3,615 3,995 455 300 390 255 1,000 275 : : : : Changes from: November 8, 2016 : : 200 500 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 58.9 0.1 13.9 15.4 1.7 1.2 1.5 1.0 3.8 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 122,361 : : Positions : : 55,189 110,324 18,510 1,610 3,809 27,060 0 215 11,135 0 930 : : : : Changes from: November 8, 2016 : : -385 405 810 0 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 90.2 15.1 1.3 3.1 22.1 0.0 0.2 9.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 26 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 111,076 : : Positions : : 49,950 99,895 17,618 3,165 3,130 29,525 0 275 5,925 0 500 : : : : Changes from: November 8, 2016 : : 365 525 60 0 -50 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 89.9 15.9 2.8 2.8 26.6 0.0 0.2 5.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 26 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : 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 22,210 : : Positions : : 17,110 19,415 2,920 670 820 0 225 50 300 0 0 : : : : Changes from: November 8, 2016 : : 250 250 -100 -150 150 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 87.4 13.1 3.0 3.7 0.0 1.0 0.2 1.4 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 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 18,455 : : Positions : : 14,165 16,295 2,615 990 510 0 175 0 700 0 0 : : : : Changes from: November 8, 2016 : : 250 250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 88.3 14.2 5.4 2.8 0.0 0.9 0.0 3.8 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 15, 2016 : 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 37,790 : : Positions : : 31,465 24,680 1,185 4,240 1,600 0 2,900 0 0 830 0 : : : : Changes from: November 8, 2016 : : 1,885 350 0 1,400 0 -50 50 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 65.3 3.1 11.2 4.2 0.0 7.7 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 26,770 : : Positions : : 19,155 15,720 615 2,825 2,860 0 1,225 0 0 0 0 : : : : Changes from: November 8, 2016 : : -560 340 0 -900 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 58.7 2.3 10.6 10.7 0.0 4.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 18, 2016