Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 77,045 : : Positions : : 22,155 27,676 8,434 8,489 3,110 50 17,358 3,695 31,138 8,079 7,741 : : : : Changes from: November 22, 2016 : : -3,628 -785 -785 -1,292 -702 0 -1,260 -915 412 -794 -830 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 35.9 10.9 11.0 4.0 0.1 22.5 4.8 40.4 10.5 10.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 17 16 . 4 4 . 6 5 16 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 15,954 : : Positions : : 1,784 8,007 0 2,155 786 102 2,079 651 11,581 1,564 597 : : : : Changes from: November 22, 2016 : : -5 -792 0 -733 -56 -62 103 -243 -1,050 196 -489 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.2 50.2 0.0 13.5 4.9 0.6 13.0 4.1 72.6 9.8 3.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 8 9 0 5 4 . . . 10 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 10,614 : : Positions : : 2,134 1,566 1,042 734 2,430 170 416 2,207 562 1,194 2,061 : : : : Changes from: November 22, 2016 : : 1 -89 -29 -9 -10 -4 -9 -36 -8 68 -67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 14.8 9.8 6.9 22.9 1.6 3.9 20.8 5.3 11.2 19.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 9 9 . . 5 . . 4 8 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 156,169 : : Positions : : 85,628 101,015 10,933 13,387 17,283 20,944 1,704 4,121 7,128 8,152 9,429 : : : : Changes from: November 22, 2016 : : 623 1,253 -1,569 -1,419 2,053 564 -346 -262 106 52 -582 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 64.7 7.0 8.6 11.1 13.4 1.1 2.6 4.6 5.2 6.0 : : : : Number of Traders in Each Category Total Traders: 78 : : 42 43 . . 4 4 5 7 9 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 49,346 : : Positions : : 36,634 44,284 3,734 0 4,155 0 196 354 4,267 156 202 : : : : Changes from: November 22, 2016 : : -160 -437 -501 0 374 0 -146 -127 79 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 89.7 7.6 0.0 8.4 0.0 0.4 0.7 8.6 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 23 . 0 . 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 401,691 : : Positions : : 349,418 326,498 0 48,404 22,651 11,114 0 0 14,370 0 4,138 : : : : Changes from: November 22, 2016 : : -6,741 5,948 0 -1,953 2,297 0 0 0 8,832 -1,904 688 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 81.3 0.0 12.1 5.6 2.8 0.0 0.0 3.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 19 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 1,542,398 : : Positions : :1,226,490 1,244,649 130,401 97,899 61,531 48,801 17,023 43,458 29,371 75,492 2,346 : : : : Changes from: November 22, 2016 : : 21,586 34,876 -25,688 -37,458 26,658 1,520 0 0 -408 -408 408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 80.7 8.5 6.3 4.0 3.2 1.1 2.8 1.9 4.9 0.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 34 35 . . . 4 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 63,900 : : Positions : : 44,273 44,789 9,035 2,736 8,303 611 1,868 100 52 4,578 1,526 : : : : Changes from: November 22, 2016 : : -406 -149 -307 -539 126 -76 0 0 52 -49 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 70.1 14.1 4.3 13.0 1.0 2.9 0.2 0.1 7.2 2.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 24 . . . . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 333,935 : : Positions : : 238,259 232,302 49,748 50,557 45,928 0 4,506 0 0 642 0 : : : : Changes from: November 22, 2016 : : -6,816 -4,586 0 -2,230 3,249 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 69.6 14.9 15.1 13.8 0.0 1.3 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 436,723 : : Positions : : 324,109 387,964 65,062 9,392 30,007 7,360 728 8,632 1,553 0 0 : : : : Changes from: November 22, 2016 : : 408 1,520 1,112 0 -760 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 88.8 14.9 2.2 6.9 1.7 0.2 2.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 24 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 30,081 : : Positions : : 22,746 27,195 3,257 264 2,099 584 0 84 170 145 0 : : : : Changes from: November 22, 2016 : : -86 -106 0 0 0 0 0 0 0 102 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 90.4 10.8 0.9 7.0 1.9 0.0 0.3 0.6 0.5 0.0 : : : : 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 29, 2016 : 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 60,977 : : Positions : : 34,811 44,652 24,110 14,760 1,555 0 0 0 190 0 0 : : : : Changes from: November 22, 2016 : : 234 20 186 400 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 73.2 39.5 24.2 2.6 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 29 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 80,059 : : Positions : : 52,936 58,497 25,734 20,460 985 0 0 0 115 0 0 : : : : Changes from: November 22, 2016 : : 330 -5 -10 325 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 73.1 32.1 25.6 1.2 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 28 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 30,749 : : Positions : : 23,222 26,914 4,130 915 1,925 0 0 0 800 875 0 : : : : Changes from: November 22, 2016 : : 2,435 1,655 -180 600 -525 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 87.5 13.4 3.0 6.3 0.0 0.0 0.0 2.6 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 292,496 : : Positions : : 174,576 287,816 99,496 0 4,680 6,280 0 0 7,464 0 0 : : : : Changes from: November 22, 2016 : : -6,560 2,800 4,680 0 -744 0 0 0 4,680 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 98.4 34.0 0.0 1.6 2.1 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 20 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 6,991 : : Positions : : 5,207 4,812 174 871 85 589 0 87 168 774 0 : : : : Changes from: November 22, 2016 : : 985 539 0 -21 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 68.8 2.5 12.5 1.2 8.4 0.0 1.2 2.4 11.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 7,745 : : Positions : : 5,605 4,745 0 2,640 60 1,600 0 0 300 0 0 : : : : Changes from: November 22, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 61.3 0.0 34.1 0.8 20.7 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 29, 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 14,230 : : Positions : : 11,690 7,210 0 6,145 250 200 0 100 1,155 100 325 : : : : Changes from: November 22, 2016 : : 600 650 0 0 0 0 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 50.7 0.0 43.2 1.8 1.4 0.0 0.7 8.1 0.7 2.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 13 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 39,452 : : Positions : : 29,770 35,717 7,505 1,290 1,345 0 50 0 150 1,050 0 : : : : Changes from: November 22, 2016 : : 725 605 -130 0 20 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 90.5 19.0 3.3 3.4 0.0 0.1 0.0 0.4 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 26,180 : : Positions : : 20,825 20,740 3,025 3,630 1,550 0 0 0 600 250 0 : : : : Changes from: November 22, 2016 : : 20 -40 0 0 0 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 79.2 11.6 13.9 5.9 0.0 0.0 0.0 2.3 1.0 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 29, 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 20,366 : : Positions : : 14,417 14,901 2,916 2,358 1,706 610 0 21 125 1,107 84 : : : : Changes from: November 22, 2016 : : 318 506 165 42 0 0 0 0 -19 0 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 73.2 14.3 11.6 8.4 3.0 0.0 0.1 0.6 5.4 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 21 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 59,595 : : Positions : : 52,272 48,988 2,239 4,565 1,725 0 222 0 715 1,295 2,622 : : : : Changes from: November 22, 2016 : : 1,784 3,299 1,200 -65 349 0 0 0 50 -211 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 82.2 3.8 7.7 2.9 0.0 0.4 0.0 1.2 2.2 4.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 23 . . 4 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 79,049 : : Positions : : 69,449 53,380 2,531 3,046 2,712 422 2,137 0 453 14,292 3,432 : : : : Changes from: November 22, 2016 : : 707 2,407 806 -247 546 0 187 0 20 -797 231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 67.5 3.2 3.9 3.4 0.5 2.7 0.0 0.6 18.1 4.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 31 29 . . . . . 0 . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 45,600 : : Positions : : 35,095 40,400 8,185 3,670 1,530 0 0 0 780 0 0 : : : : Changes from: November 22, 2016 : : 775 820 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 88.6 17.9 8.0 3.4 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 24 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 53,100 : : Positions : : 39,735 42,560 10,015 6,730 1,910 0 0 0 1,430 1,900 0 : : : : Changes from: November 22, 2016 : : 2,285 910 -225 850 315 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 80.2 18.9 12.7 3.6 0.0 0.0 0.0 2.7 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 317,419 : : Positions : : 214,942 278,728 23,180 11,400 16,631 0 1,201 0 61,106 7,899 1,560 : : : : Changes from: November 22, 2016 : : 3,569 11,729 0 0 0 0 0 0 7,760 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 87.8 7.3 3.6 5.2 0.0 0.4 0.0 19.3 2.5 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 25 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 27,125 : : Positions : : 17,660 21,890 983 419 1,343 157 1,219 954 4,838 831 321 : : : : Changes from: November 22, 2016 : : -207 537 68 0 -63 0 -83 0 593 0 -492 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 80.7 3.6 1.5 5.0 0.6 4.5 3.5 17.8 3.1 1.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 28 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 39,391 : : Positions : : 26,878 38,651 11,574 0 0 282 0 0 207 290 450 : : : : Changes from: November 22, 2016 : : 1,248 1,790 515 0 0 0 0 0 -77 -104 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 98.1 29.4 0.0 0.0 0.7 0.0 0.0 0.5 0.7 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 . 0 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 328,415 : : Positions : : 266,834 240,551 15,121 28,819 39,452 7,008 18,800 0 0 793 0 : : : : Changes from: November 22, 2016 : : 4,329 4,329 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 73.2 4.6 8.8 12.0 2.1 5.7 0.0 0.0 0.2 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 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 21,483 : : Positions : : 15,722 17,303 1,400 0 2,010 805 0 1,018 0 732 0 : : : : Changes from: November 22, 2016 : : 87 108 0 0 0 21 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 80.5 6.5 0.0 9.4 3.7 0.0 4.7 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 9,813 : : Positions : : 5,089 7,692 3,712 1,680 0 122 0 42 65 0 42 : : : : Changes from: November 22, 2016 : : 0 42 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 78.4 37.8 17.1 0.0 1.2 0.0 0.4 0.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 10,597 : : Positions : : 4,965 7,792 3,258 1,126 350 550 82 0 86 198 395 : : : : Changes from: November 22, 2016 : : 103 41 -41 0 41 0 0 0 -21 0 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 73.5 30.7 10.6 3.3 5.2 0.8 0.0 0.8 1.9 3.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 105,245 : : Positions : : 82,192 85,396 16,105 17,866 1,575 1,948 0 0 3,017 0 408 : : : : Changes from: November 22, 2016 : : 2,336 1,520 0 816 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 81.1 15.3 17.0 1.5 1.9 0.0 0.0 2.9 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 29, 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 15,720 : : Positions : : 11,272 10,712 2,716 2,053 520 106 866 41 498 916 277 : : : : Changes from: November 22, 2016 : : -82 -82 82 0 0 0 0 0 -82 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 68.1 17.3 13.1 3.3 0.7 5.5 0.3 3.2 5.8 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 181,166 : : Positions : : 138,039 104,774 26,817 48,879 13,862 0 7,767 408 0 3,436 2,040 : : : : Changes from: November 22, 2016 : : 1,632 1,632 0 408 0 0 0 0 0 -408 408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 57.8 14.8 27.0 7.7 0.0 4.3 0.2 0.0 1.9 1.1 : : : : 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 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 9,055 : : Positions : : 7,015 8,510 1,930 0 0 0 250 50 0 235 0 : : : : Changes from: November 22, 2016 : : 80 70 0 0 0 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 94.0 21.3 0.0 0.0 0.0 2.8 0.6 0.0 2.6 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 29, 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 25,683 : : Positions : : 16,523 17,269 635 1,762 4,376 0 6 1,836 2,313 434 0 : : : : Changes from: November 22, 2016 : : 589 -416 0 797 -183 0 0 0 -182 26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 67.2 2.5 6.9 17.0 0.0 0.0 7.1 9.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 14 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 22, 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 29, 2016 : 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 13,185 : : Positions : : 12,055 6,245 220 4,945 205 0 1,780 0 300 0 0 : : : : Changes from: November 22, 2016 : : 2,700 0 -300 2,410 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 47.4 1.7 37.5 1.6 0.0 13.5 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 13,265 : : Positions : : 12,065 6,350 270 4,840 205 0 1,730 0 180 0 130 : : : : Changes from: November 22, 2016 : : 2,700 0 -250 2,405 -90 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 47.9 2.0 36.5 1.5 0.0 13.0 0.0 1.4 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 712,526 : : Positions : : 384,149 338,067 5,148 85,831 124,724 2,639 23,720 32,386 55,470 723 106,863 : : : : Changes from: November 22, 2016 : : -11,585 -18,676 -47 -8,164 16,421 80 107 495 -15,603 -297 8,906 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 47.4 0.7 12.0 17.5 0.4 3.3 4.5 7.8 0.1 15.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 15,030 : : Positions : : 12,300 6,470 1,675 7,965 595 0 0 0 180 0 0 : : : : Changes from: November 22, 2016 : : 80 0 -180 0 25 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 43.0 11.1 53.0 4.0 0.0 0.0 0.0 1.2 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 29, 2016 : 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 18,310 : : Positions : : 11,995 12,005 3,020 3,450 2,755 350 0 50 0 50 0 : : : : Changes from: November 22, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 65.6 16.5 18.8 15.0 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 29, 2016 : 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 : : 9,417 6,991 50 2,995 2,540 375 0 0 0 100 0 : : : : Changes from: November 22, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 55.4 0.4 23.7 20.1 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 29, 2016 : 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 24,995 : : Positions : : 13,670 23,895 10,175 0 465 0 525 0 0 50 0 : : : : Changes from: November 22, 2016 : : 25 2,400 2,160 0 -75 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 95.6 40.7 0.0 1.9 0.0 2.1 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 4 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 17,105 : : Positions : : 10,970 13,755 4,290 1,200 1,500 0 370 0 0 170 85 : : : : Changes from: November 22, 2016 : : 0 0 550 550 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 80.4 25.1 7.0 8.8 0.0 2.2 0.0 0.0 1.0 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 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 18,047 : : Positions : : 11,472 13,882 4,195 2,125 1,615 0 370 0 455 0 30 : : : : Changes from: November 22, 2016 : : 0 0 550 550 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 76.9 23.2 11.8 8.9 0.0 2.1 0.0 2.5 0.0 0.2 : : : : 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 29, 2016 : 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 113,756 : : Positions : : 94,368 89,744 3,765 8,939 12,573 2,045 600 30 850 1,655 110 : : : : Changes from: November 22, 2016 : : 6,435 7,105 2,400 1,540 3,167 0 200 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 78.9 3.3 7.9 11.1 1.8 0.5 0.0 0.7 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 28 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 136,229 : : Positions : : 109,275 107,236 6,493 4,764 16,191 3,112 4,705 313 550 2,620 295 : : : : Changes from: November 22, 2016 : : 4,770 6,600 4,309 1,854 2,566 75 500 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 78.7 4.8 3.5 11.9 2.3 3.5 0.2 0.4 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 39 31 4 . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 190,138 : : Positions : : 134,070 141,828 23,755 7,004 12,203 5,998 5,499 6,192 4,468 13,958 3,399 : : : : Changes from: November 22, 2016 : : 3,884 2,089 -3,549 -1,205 77 8 -108 2 958 533 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 74.6 12.5 3.7 6.4 3.2 2.9 3.3 2.3 7.3 1.8 : : : : Number of Traders in Each Category Total Traders: 78 : : 39 45 4 . 5 4 . . 7 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 127,704 : : Positions : : 107,338 106,350 6,452 10,076 4,842 5,597 769 1,819 1,235 3,492 356 : : : : Changes from: November 22, 2016 : : 168 -62 1,470 1,690 -670 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 83.3 5.1 7.9 3.8 4.4 0.6 1.4 1.0 2.7 0.3 : : : : 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 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 37,510 : : Positions : : 31,260 28,010 3,125 7,030 1,315 575 1,075 0 1,145 0 80 : : : : Changes from: November 22, 2016 : : 140 195 550 395 -300 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 74.7 8.3 18.7 3.5 1.5 2.9 0.0 3.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 14 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 33,230 : : Positions : : 26,695 28,800 2,700 1,255 2,925 0 220 30 825 0 0 : : : : Changes from: November 22, 2016 : : 90 170 550 370 -315 0 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 86.7 8.1 3.8 8.8 0.0 0.7 0.1 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 14 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 32,946 : : Positions : : 28,397 24,686 0 4,900 2,900 1,100 200 250 150 0 0 : : : : Changes from: November 22, 2016 : : 101 5 0 96 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 74.9 0.0 14.9 8.8 3.3 0.6 0.8 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 25 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 20,651 : : Positions : : 15,146 16,511 2,455 2,020 2,000 900 0 0 150 0 0 : : : : Changes from: November 22, 2016 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 80.0 11.9 9.8 9.7 4.4 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 1,044,203 : : Positions : : 447,522 1,039,307 590,969 0 4,896 0 0 0 816 0 0 : : : : Changes from: November 22, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 99.5 56.6 0.0 0.5 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 260,653 : : Positions : : 169,424 141,880 0 56,315 56,553 29,121 0 5,219 0 370 314 : : : : Changes from: November 22, 2016 : : 3,198 -5,176 0 8,319 -6,611 -69 0 35 0 -13 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 54.4 0.0 21.6 21.7 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 29, 2016 : 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 2,602,641 : : Positions : :1,832,212 1,351,827 0 845,215 371,189 372,990 0 26,250 0 8,160 0 : : : : Changes from: November 22, 2016 : : 70,400 0 0 70,400 -33,155 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 51.9 0.0 32.5 14.3 14.3 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 29, 2016 : 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 22, 2016 : : 0 0 0 0 0 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 29, 2016 : 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 22, 2016 : : 0 0 0 0 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 29, 2016 : 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 7,904 : : Positions : : 7,328 3,504 240 4,000 0 320 0 0 0 400 0 : : : : Changes from: November 22, 2016 : : -47,632 -23,376 -1,560 -26,000 0 -2,080 0 0 0 -2,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 44.3 3.0 50.6 0.0 4.0 0.0 0.0 0.0 5.1 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 29, 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 28,173 : : Positions : : 17,535 19,223 4,703 4,444 2,512 110 1,350 0 2,414 132 509 : : : : Changes from: November 22, 2016 : : 638 478 -170 21 120 0 50 0 51 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 68.2 16.7 15.8 8.9 0.4 4.8 0.0 8.6 0.5 1.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 20,174 : : Positions : : 14,633 15,522 2,498 3,399 949 460 0 0 1,468 0 14 : : : : Changes from: November 22, 2016 : : -700 -45 710 37 0 0 0 0 -33 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 76.9 12.4 16.8 4.7 2.3 0.0 0.0 7.3 0.0 0.1 : : : : 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 29, 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 40,333 : : Positions : : 34,440 17,441 1,493 15,071 957 0 4,017 50 2,330 1,967 830 : : : : Changes from: November 22, 2016 : : 305 210 35 -162 0 0 0 0 50 335 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 43.2 3.7 37.4 2.4 0.0 10.0 0.1 5.8 4.9 2.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 21 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 22,540 : : Positions : : 19,786 13,504 105 6,193 2,216 30 0 70 0 444 113 : : : : Changes from: November 22, 2016 : : -98 110 0 -72 75 0 0 0 0 -146 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 59.9 0.5 27.5 9.8 0.1 0.0 0.3 0.0 2.0 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 18 . 4 . . 0 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 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 24,931 : : Positions : : 15,986 20,078 6,119 775 2,185 100 440 0 65 1,234 219 : : : : Changes from: November 22, 2016 : : 35 20 -55 -10 10 0 0 0 5 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 80.5 24.5 3.1 8.8 0.4 1.8 0.0 0.3 4.9 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 14,920 : : Positions : : 12,098 12,768 1,876 1,340 485 0 50 0 0 50 0 : : : : Changes from: November 22, 2016 : : 75 0 -75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 85.6 12.6 9.0 3.3 0.0 0.3 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 10 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 36,422 : : Positions : : 33,308 28,473 745 5,454 1,815 135 450 0 100 200 0 : : : : Changes from: November 22, 2016 : : -10 15 -25 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 78.2 2.0 15.0 5.0 0.4 1.2 0.0 0.3 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 28 23 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 16,943 : : Positions : : 13,944 12,989 1,010 2,350 1,460 0 0 0 465 100 44 : : : : Changes from: November 22, 2016 : : 205 155 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 76.7 6.0 13.9 8.6 0.0 0.0 0.0 2.7 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 13,889 : : Positions : : 10,455 8,556 625 3,267 2,025 0 0 0 753 0 21 : : : : Changes from: November 22, 2016 : : -345 -470 0 125 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 61.6 4.5 23.5 14.6 0.0 0.0 0.0 5.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 17 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 43,337 : : Positions : : 29,514 35,379 10,580 4,460 40 0 0 0 0 100 0 : : : : Changes from: November 22, 2016 : : 255 -75 0 150 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 81.6 24.4 10.3 0.1 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 39,451 : : Positions : : 26,398 31,043 9,480 4,620 0 0 0 0 0 100 0 : : : : Changes from: November 22, 2016 : : 255 -75 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 78.7 24.0 11.7 0.0 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 18 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 34,320 : : Positions : : 31,080 6,540 250 1,855 1,160 0 14,180 50 0 9,425 30 : : : : Changes from: November 22, 2016 : : 550 300 250 700 -210 0 0 0 0 -200 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 19.1 0.7 5.4 3.4 0.0 41.3 0.1 0.0 27.5 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 31,110 : : Positions : : 28,325 6,660 0 4,930 335 0 12,955 490 0 4,330 0 : : : : Changes from: November 22, 2016 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 21.4 0.0 15.8 1.1 0.0 41.6 1.6 0.0 13.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 26,453 : : Positions : : 17,919 15,200 95 4,574 3,440 1,865 0 55 2,075 2,180 200 : : : : Changes from: November 22, 2016 : : 40 -160 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 57.5 0.4 17.3 13.0 7.1 0.0 0.2 7.8 8.2 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 29, 2016 : 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 22,858 : : Positions : : 14,892 12,463 95 4,518 2,680 1,995 0 50 2,225 2,330 100 : : : : Changes from: November 22, 2016 : : 0 -200 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 54.5 0.4 19.8 11.7 8.7 0.0 0.2 9.7 10.2 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 8 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 44,995 : : Positions : : 24,875 25,565 16,875 215 2,220 0 16,285 0 400 475 0 : : : : Changes from: November 22, 2016 : : 375 275 0 0 0 0 25 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 56.8 37.5 0.5 4.9 0.0 36.2 0.0 0.9 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 40,140 : : Positions : : 21,100 21,545 16,215 90 1,845 0 15,660 0 0 400 0 : : : : Changes from: November 22, 2016 : : 300 300 0 -50 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 53.7 40.4 0.2 4.6 0.0 39.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 28,485 : : Positions : : 24,370 20,150 25 2,860 1,380 0 1,910 150 1,200 1,065 205 : : : : Changes from: November 22, 2016 : : -1,895 3,825 0 -5,020 450 0 0 0 0 -600 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 70.7 0.1 10.0 4.8 0.0 6.7 0.5 4.2 3.7 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 28,485 : : Positions : : 24,875 19,835 75 4,180 895 0 2,130 130 1,200 395 400 : : : : Changes from: November 22, 2016 : : -1,925 3,795 0 -5,020 490 0 0 0 0 -600 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 69.6 0.3 14.7 3.1 0.0 7.5 0.5 4.2 1.4 1.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 34,699 : : Positions : : 23,865 16,794 50 10,616 3,044 5,080 575 425 530 1,545 480 : : : : Changes from: November 22, 2016 : : 310 440 0 -230 50 0 100 0 -50 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 48.4 0.1 30.6 8.8 14.6 1.7 1.2 1.5 4.5 1.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 26,545 : : Positions : : 19,800 15,570 25 3,385 4,195 455 600 390 205 950 325 : : : : Changes from: November 22, 2016 : : 160 240 0 -180 50 0 100 0 -50 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 58.7 0.1 12.8 15.8 1.7 2.3 1.5 0.8 3.6 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 122,686 : : Positions : : 56,904 107,089 14,875 1,860 7,794 27,060 0 265 10,285 0 780 : : : : Changes from: November 22, 2016 : : 1,625 -3,575 -4,175 250 3,885 125 0 0 -725 0 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 87.3 12.1 1.5 6.4 22.1 0.0 0.2 8.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 19 27 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 112,351 : : Positions : : 51,815 96,265 12,708 3,215 7,680 29,950 0 275 5,275 0 450 : : : : Changes from: November 22, 2016 : : 1,865 -3,735 -4,850 50 4,520 150 0 0 -600 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 85.7 11.3 2.9 6.8 26.7 0.0 0.2 4.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 26 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 22,085 : : Positions : : 17,010 19,740 2,845 70 820 0 225 50 200 0 0 : : : : Changes from: November 22, 2016 : : -500 0 0 -600 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 89.4 12.9 0.3 3.7 0.0 1.0 0.2 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 19,355 : : Positions : : 14,565 17,795 2,815 390 510 0 175 0 1,000 0 0 : : : : Changes from: November 22, 2016 : : 0 1,100 200 -600 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 91.9 14.5 2.0 2.6 0.0 0.9 0.0 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 37,715 : : Positions : : 31,335 24,725 1,185 4,165 1,600 0 2,900 0 0 730 0 : : : : Changes from: November 22, 2016 : : 50 150 0 0 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 65.6 3.1 11.0 4.2 0.0 7.7 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 17 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 29, 2016 : 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 26,970 : : Positions : : 19,355 15,795 615 2,950 2,860 0 1,225 0 0 0 0 : : : : Changes from: November 22, 2016 : : 200 0 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 58.6 2.3 10.9 10.6 0.0 4.5 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 December 2, 2016