COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-024656
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    69,650:    27,680     25,156      9,192      6,012      1,565      2,195     20,369      1,525     19,715      7,361      6,619:    1,159     1,043
Old  :    69,650:    27,680     25,156      9,192      6,012      1,565      2,195     20,369      1,525     19,715      7,361      6,619:    1,159     1,043
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :    -2,451:      -448       -226       -696       -306       -220        455        591       -655        -80       -868       -699:     -108       -68
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.7       36.1       13.2        8.6        2.2        3.2       29.2        2.2       28.3       10.6        9.5:      1.7       1.5
Old  :     100.0:      39.7       36.1       13.2        8.6        2.2        3.2       29.2        2.2       28.3       10.6        9.5:      1.7       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        14         14          .          4          4          .          4          .         13         10         15:
Old  :        54:        14         14          .          4          4          .          4          .         13         10         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       58.1       67.0       70.9       33.0       41.7       50.6       52.3
Old  :                 44.0       58.1       67.0       70.9       33.0       41.7       50.6       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-024658
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    11,414:     1,943      6,976        532      1,265        316        430      1,509        240      6,918        135        458:      577       515
Old  :    11,414:     1,943      6,976        532      1,265        316        430      1,509        240      6,918        135        458:      577       515
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :    -2,011:      -177       -953         82       -256       -135        110       -326        -60     -1,619       -180       -106:     -106         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.0       61.1        4.7       11.1        2.8        3.8       13.2        2.1       60.6        1.2        4.0:      5.1       4.5
Old  :     100.0:      17.0       61.1        4.7       11.1        2.8        3.8       13.2        2.1       60.6        1.2        4.0:      5.1       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:         5          7          .          .          .          .          .          .          9          .          5:
Old  :        27:         5          7          .          .          .          .          .          .          9          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       56.4       74.3       81.2       48.9       48.0       64.8       65.3
Old  :                 55.7       56.4       74.3       81.2       48.9       48.0       64.8       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-064363
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 800 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   121,351:    80,762     84,413      7,682     12,506      7,340     15,419      1,493        895      4,871      9,767      3,149:    1,233     1,788
Old  :   121,351:    80,762     84,413      7,682     12,506      7,340     15,419      1,493        895      4,871      9,767      3,149:    1,233     1,788
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     1,796:     2,034        710        628        632       -569     -1,047         44         46       -440       -846        313:      831     1,466
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.6       69.6        6.3       10.3        6.0       12.7        1.2        0.7        4.0        8.0        2.6:      1.0       1.5
Old  :     100.0:      66.6       69.6        6.3       10.3        6.0       12.7        1.2        0.7        4.0        8.0        2.6:      1.0       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        73:        40         44          .          .          4          5          .          .          9          8         12:
Old  :        73:        40         44          .          .          4          5          .          .          9          8         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.4       32.1       59.4       53.2       32.2       28.1       46.5       42.4
Old  :                 42.4       32.1       59.4       53.2       32.2       28.1       46.5       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-064391
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    46,335:    30,060     43,889      7,509          0      1,779          0        235         25      6,912        357         50:        0         0
Old  :    46,335:    30,060     43,889      7,509          0      1,779          0        235         25      6,912        357         50:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :    -3,177:    -3,556     -3,059        445          0       -143          0        108       -108        160          0         25:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.9       94.7       16.2        0.0        3.8        0.0        0.5        0.1       14.9        0.8        0.1:      0.0       0.0
Old  :     100.0:      64.9       94.7       16.2        0.0        3.8        0.0        0.5        0.1       14.9        0.8        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        24         27          .          0          .          0          .          .          6          .          .:
Old  :        41:        24         27          .          0          .          0          .          .          6          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       55.3       67.1       78.0       38.8       41.4       54.6       55.6
Old  :                 45.2       55.3       67.1       78.0       38.8       41.4       54.6       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-064392
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 MWh)                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   407,615:   354,320    286,110          0     83,226     29,639     11,736          0          0      7,992      4,712      3,928:        0         0
Old  :   407,615:   354,320    286,110          0     83,226     29,639     11,736          0          0      7,992      4,712      3,928:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :   -20,919:   -29,451    -15,223          0    -10,197      6,245          0          0          0      4,351        320     -2,064:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.9       70.2        0.0       20.4        7.3        2.9        0.0        0.0        2.0        1.2        1.0:      0.0       0.0
Old  :     100.0:      86.9       70.2        0.0       20.4        7.3        2.9        0.0        0.0        2.0        1.2        1.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        19         20          0          .          .          .          0          0          .          .          .:
Old  :        32:        19         20          0          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       49.9       76.6       74.8       45.6       41.3       52.6       49.8
Old  :                 58.3       49.9       76.6       74.8       45.6       41.3       52.6       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                                                                  Code-064394
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 50 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  : 1,317,403: 1,081,625  1,030,368    139,991     79,030     41,488      2,769     62,228     16,398     21,271     77,030      2,236:   11,625     8,625
Old  : 1,317,403: 1,081,625  1,030,368    139,991     79,030     41,488      2,769     62,228     16,398     21,271     77,030      2,236:   11,625     8,625
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :    16,467:    21,898       -996     -2,075     16,015    -11,981     -1,500      4,804          0     -1,500          0          0:   11,625     8,625
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.1       78.2       10.6        6.0        3.1        0.2        4.7        1.2        1.6        5.8        0.2:      0.9       0.7
Old  :     100.0:      82.1       78.2       10.6        6.0        3.1        0.2        4.7        1.2        1.6        5.8        0.2:      0.9       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        31         35          .          .          4          .          .          .          .          .          .:
Old  :        53:        31         35          .          .          4          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       44.7       67.4       64.9       34.0       33.0       49.3       49.6
Old  :                 40.5       44.7       67.4       64.9       34.0       33.0       49.3       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                                  Code-064395
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 Megawatt Hours)                                                                                       :
     :          :    Positions                                                                                                           :
All  :    69,146:    56,632     43,443      7,493     18,615        997          0      2,005      1,109      1,368      1,430      1,547:        0         0
Old  :    69,146:    56,632     43,443      7,493     18,615        997          0      2,005      1,109      1,368      1,430      1,547:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     2,134:     1,392      2,115        488       -245       -322          0       -129        430       -394       -255        540:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.9       62.8       10.8       26.9        1.4        0.0        2.9        1.6        2.0        2.1        2.2:      0.0       0.0
Old  :     100.0:      81.9       62.8       10.8       26.9        1.4        0.0        2.9        1.6        2.0        2.1        2.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        20         21          .          .          .          0          .          .          .          5          5:
Old  :        38:        20         21          .          .          .          0          .          .          .          5          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.6       73.7       83.4       83.2       70.8       66.7       76.5       73.3
Old  :                 72.6       73.7       83.4       83.2       70.8       66.7       76.5       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                              Code-064396
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   303,219:   244,065    189,787     46,593     90,317     11,345          0      3,232          0      1,216      8,538          0:        0         0
Old  :   303,219:   244,065    189,787     46,593     90,317     11,345          0      3,232          0      1,216      8,538          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     2,272:    -3,225      2,256          0     -5,177      5,497          0          0          0          0       -304          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.5       62.6       15.4       29.8        3.7        0.0        1.1        0.0        0.4        2.8        0.0:      0.0       0.0
Old  :     100.0:      80.5       62.6       15.4       29.8        3.7        0.0        1.1        0.0        0.4        2.8        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        14         15          .          .          .          0          .          0          .          .          0:
Old  :        27:        14         15          .          .          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.8       73.3       89.4       87.8       76.3       61.4       79.4       73.5
Old  :                 76.8       73.3       89.4       87.8       76.3       61.4       79.4       73.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                                                                                                Code-06439A
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   362,900:   252,975    294,821     55,494      7,872     46,167          0      6,168      7,872        392          0          0:        0         0
Old  :   362,900:   252,975    294,821     55,494      7,872     46,167          0      6,168      7,872        392          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :    22,379:     3,643     13,395      9,360          0      8,984          0          0          0        392          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.7       81.2       15.3        2.2       12.7        0.0        1.7        2.2        0.1        0.0        0.0:      0.0       0.0
Old  :     100.0:      69.7       81.2       15.3        2.2       12.7        0.0        1.7        2.2        0.1        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        19         21          .          .          .          0          .          .          .          0          0:
Old  :        34:        19         21          .          .          .          0          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.5       49.9       73.9       74.6       39.9       40.7       52.1       57.0
Old  :                 57.5       49.9       73.9       74.6       39.9       40.7       52.1       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                            Code-06439B
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    24,771:    18,769     20,961      2,518          0      2,545          0        154        233        346         69          0:      360       809
Old  :    24,771:    18,769     20,961      2,518          0      2,545          0        154        233        346         69          0:      360       809
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     1,391:       538        796        468          0        404          0         63        -63         44          0          0:        0       191
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.8       84.6       10.2        0.0       10.3        0.0        0.6        0.9        1.4        0.3        0.0:      1.5       3.3
Old  :     100.0:      75.8       84.6       10.2        0.0       10.3        0.0        0.6        0.9        1.4        0.3        0.0:      1.5       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        18         18          .          0          .          0          .          .          4          .          0:
Old  :        31:        18         18          .          0          .          0          .          .          4          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       56.0       70.4       79.4       40.2       51.9       54.0       61.4
Old  :                 50.6       56.0       70.4       79.4       40.2       51.9       54.0       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                           Code-06439C
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    61,288:    35,983     31,736     22,749     16,985      1,967          0          0          0        270     10,250          0:      319       350
Old  :    61,288:    35,983     31,736     22,749     16,985      1,967          0          0          0        270     10,250          0:      319       350
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     4,275:     3,830        920        570        900       -175          0          0          0          0      2,400          0:       50       230
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.7       51.8       37.1       27.7        3.2        0.0        0.0        0.0        0.4       16.7        0.0:      0.5       0.6
Old  :     100.0:      58.7       51.8       37.1       27.7        3.2        0.0        0.0        0.0        0.4       16.7        0.0:      0.5       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        27         24          .          .          .          0          0          0          .          .          0:
Old  :        37:        27         24          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       61.2       71.1       78.3       53.9       57.6       64.4       70.0
Old  :                 56.9       61.2       71.1       78.3       53.9       57.6       64.4       70.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439F
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    79,769:    52,010     42,257     25,569     25,655      1,377          0          0          0        345     10,200          0:      468       280
Old  :    79,769:    52,010     42,257     25,569     25,655      1,377          0          0          0        345     10,200          0:      468       280
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     3,650:     3,096        403        423        900       -128          0          0          0          0      2,400          0:      259        75
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.2       53.0       32.1       32.2        1.7        0.0        0.0        0.0        0.4       12.8        0.0:      0.6       0.4
Old  :     100.0:      65.2       53.0       32.1       32.2        1.7        0.0        0.0        0.0        0.4       12.8        0.0:      0.6       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        27         25          .          .          .          0          0          0          .          .          0:
Old  :        39:        27         25          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       63.3       71.4       78.8       53.6       61.7       68.4       75.1
Old  :                 54.6       63.3       71.4       78.8       53.6       61.7       68.4       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439K
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    35,235:    26,640     28,910      3,685      1,075      3,990          0          0          0        700      1,100          0:      220       160
Old  :    35,235:    26,640     28,910      3,685      1,075      3,990          0          0          0        700      1,100          0:      220       160
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       590:     1,190       -560       -675      1,075         75          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.6       82.0       10.5        3.1       11.3        0.0        0.0        0.0        2.0        3.1        0.0:      0.6       0.5
Old  :     100.0:      75.6       82.0       10.5        3.1       11.3        0.0        0.0        0.0        2.0        3.1        0.0:      0.6       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        20         15          .          .          .          0          0          0          .          .          0:
Old  :        28:        20         15          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       73.7       69.7       87.1       40.8       64.5       53.1       67.3
Old  :                 45.3       73.7       69.7       87.1       40.8       64.5       53.1       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                             Code-06439L
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   275,240:   175,560    260,088     67,912          0     14,416      3,936          0          0     12,680          0        736:        0         0
Old  :   275,240:   175,560    260,088     67,912          0     14,416      3,936          0          0     12,680          0        736:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     2,416:     1,688      2,416        -72          0          0          0          0          0        800          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.8       94.5       24.7        0.0        5.2        1.4        0.0        0.0        4.6        0.0        0.3:      0.0       0.0
Old  :     100.0:      63.8       94.5       24.7        0.0        5.2        1.4        0.0        0.0        4.6        0.0        0.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        17         18          .          0          .          .          0          0          .          0          .:
Old  :        31:        17         18          .          0          .          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       70.9       72.6       83.9       43.3       58.1       56.6       67.0
Old  :                 50.2       70.9       72.6       83.9       43.3       58.1       56.6       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                                                             Code-06439R
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :     7,753:     6,768      5,050        235      1,238         22        557          0          0        126        777          0:       45       666
Old  :     7,753:     6,768      5,050        235      1,238         22        557          0          0        126        777          0:       45       666
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       343:       129        104         18        194         22        131          0          0        126         40        -40:      -43        23
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.3       65.1        3.0       16.0        0.3        7.2        0.0        0.0        1.6       10.0        0.0:      0.6       8.6
Old  :     100.0:      87.3       65.1        3.0       16.0        0.3        7.2        0.0        0.0        1.6       10.0        0.0:      0.6       8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        19         18          .          .          .          .          0          0          .          .          0:
Old  :        29:        19         18          .          .          .          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       48.9       72.4       70.7       46.6       45.1       66.0       62.5
Old  :                 49.3       48.9       72.4       70.7       46.6       45.1       66.0       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643A8
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :     7,872:     6,612      4,240          0      2,210         90      1,000      1,032          0          0          0          0:      170       300
Old  :     7,872:     6,612      4,240          0      2,210         90      1,000      1,032          0          0          0          0:      170       300
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.0       53.9        0.0       28.1        1.1       12.7       13.1        0.0        0.0        0.0        0.0:      2.2       3.8
Old  :     100.0:      84.0       53.9        0.0       28.1        1.1       12.7       13.1        0.0        0.0        0.0        0.0:      2.2       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11         10          0          .          .          .          .          0          0          0          0:
Old  :        21:        11         10          0          .          .          .          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.1       55.0       89.1       83.7       54.0       52.5       70.7       69.6
Old  :                 62.1       55.0       89.1       83.7       54.0       52.5       70.7       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    43,803:    34,143     38,133      5,195          0      4,460          0          0          0          0      1,100          0:        5       110
Old  :    43,803:    34,143     38,133      5,195          0      4,460          0          0          0          0      1,100          0:        5       110
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     1,185:     1,790         90     -1,700          0      1,095          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.9       87.1       11.9        0.0       10.2        0.0        0.0        0.0        0.0        2.5        0.0:      0.0       0.3
Old  :     100.0:      77.9       87.1       11.9        0.0       10.2        0.0        0.0        0.0        0.0        2.5        0.0:      0.0       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        22         21          .          0          .          0          0          0          0          .          0:
Old  :        30:        22         21          .          0          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       67.6       71.4       82.4       34.1       59.6       50.7       64.0
Old  :                 42.6       67.6       71.4       82.4       34.1       59.6       50.7       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                                                           Code-0643B1
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    26,311:    19,771     20,126      2,390      3,215      2,970          0          0          0      1,000          0          0:      180         0
Old  :    26,311:    19,771     20,126      2,390      3,215      2,970          0          0          0      1,000          0          0:      180         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       480:       480        480          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.1       76.5        9.1       12.2       11.3        0.0        0.0        0.0        3.8        0.0        0.0:      0.7       0.0
Old  :     100.0:      75.1       76.5        9.1       12.2       11.3        0.0        0.0        0.0        3.8        0.0        0.0:      0.7       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        19         19          .          .          .          0          0          0          .          0          0:
Old  :        27:        19         19          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       66.6       70.2       88.9       42.1       57.2       58.5       69.0
Old  :                 50.8       66.6       70.2       88.9       42.1       57.2       58.5       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-0643B3
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    19,863:    15,263     14,729      1,702      2,945      1,061        426        106          0        690          0        422:      299       600
Old  :    19,863:    15,263     14,729      1,702      2,945      1,061        426        106          0        690          0        422:      299       600
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       619:       511        477        -34          0        122          0         20          0          0          0          0:       20         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.8       74.2        8.6       14.8        5.3        2.1        0.5        0.0        3.5        0.0        2.1:      1.5       3.0
Old  :     100.0:      76.8       74.2        8.6       14.8        5.3        2.1        0.5        0.0        3.5        0.0        2.1:      1.5       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        19         18          .          .          .          .          .          0          .          0          .:
Old  :        32:        19         18          .          .          .          .          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       51.7       70.0       73.9       34.4       48.7       52.0       63.3
Old  :                 44.3       51.7       70.0       73.9       34.4       48.7       52.0       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                                                                                              Code-0643B9
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    59,596:    54,863     47,262      1,744      4,083      2,282          0        160          0        330      5,272        345:       32       192
Old  :    59,596:    54,863     47,262      1,744      4,083      2,282          0        160          0        330      5,272        345:       32       192
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     2,122:     1,872        825         -5        491        275          0          0          0          0        554        -25:        5         2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.1       79.3        2.9        6.9        3.8        0.0        0.3        0.0        0.6        8.8        0.6:      0.1       0.3
Old  :     100.0:      92.1       79.3        2.9        6.9        3.8        0.0        0.3        0.0        0.6        8.8        0.6:      0.1       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        26         22          .          .          .          0          .          0          .          .          .:
Old  :        40:        26         22          .          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.9       52.2       75.6       78.2       50.8       45.6       70.9       69.4
Old  :                 50.9       52.2       75.6       78.2       50.8       45.6       70.9       69.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                                                                                                Code-0643BA
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    79,317:    72,101     54,285      2,684      4,238      2,345        485        707        276        476     16,509        884:       66        73
Old  :    79,317:    72,101     54,285      2,684      4,238      2,345        485        707        276        476     16,509        884:       66        73
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     1,247:     1,096      1,001        377        350       -336         75         75          0         25        155          0:       10         2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.9       68.4        3.4        5.3        3.0        0.6        0.9        0.3        0.6       20.8        1.1:      0.1       0.1
Old  :     100.0:      90.9       68.4        3.4        5.3        3.0        0.6        0.9        0.3        0.6       20.8        1.1:      0.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        28         28          .          .          .          .          .          .          5          5          4:
Old  :        53:        28         28          .          .          .          .          .          .          5          5          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       53.6       66.6       77.9       43.2       50.9       58.2       66.5
Old  :                 45.5       53.6       66.6       77.9       43.2       50.9       58.2       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                                Code-0643BC
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    41,285:    31,710     33,930      5,585      5,840      1,275          0          0          0      1,515          0          0:    1,200       240
Old  :    41,285:    31,710     33,930      5,585      5,840      1,275          0          0          0      1,515          0          0:    1,200       240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     1,680:       730        900        -35        780          0          0          0          0         60          0          0:      925         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.8       82.2       13.5       14.1        3.1        0.0        0.0        0.0        3.7        0.0        0.0:      2.9       0.6
Old  :     100.0:      76.8       82.2       13.5       14.1        3.1        0.0        0.0        0.0        3.7        0.0        0.0:      2.9       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        18          7          .          .          .          0          0          0          .          0          0:
Old  :        25:        18          7          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.7       96.7       70.7       99.3       49.7       90.5       69.7       90.6
Old  :                 49.7       96.7       70.7       99.3       49.7       90.5       69.7       90.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BE
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    49,780:    35,570     37,200      8,065      7,460      2,720          0          0          0      2,090      2,400          0:    1,335         0
Old  :    49,780:    35,570     37,200      8,065      7,460      2,720          0          0          0      2,090      2,400          0:    1,335         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     2,365:       895      1,635         40        480        250          0          0          0         60          0          0:    1,120         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.5       74.7       16.2       15.0        5.5        0.0        0.0        0.0        4.2        4.8        0.0:      2.7       0.0
Old  :     100.0:      71.5       74.7       16.2       15.0        5.5        0.0        0.0        0.0        4.2        4.8        0.0:      2.7       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        22         11          .          .          .          0          0          0          .          .          0:
Old  :        29:        22         11          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       91.0       66.8       99.0       44.8       87.1       64.5       91.1
Old  :                 44.8       91.0       66.8       99.0       44.8       87.1       64.5       91.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                               Code-0643BF
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   303,315:   219,848    275,677     13,404     11,013     14,265          0          0          0     53,888        450      1,910:        0         0
Old  :   303,315:   219,848    275,677     13,404     11,013     14,265          0          0          0     53,888        450      1,910:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :    12,869:    11,360     13,557          0     -1,095        407          0          0          0      1,102          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.5       90.9        4.4        3.6        4.7        0.0        0.0        0.0       17.8        0.1        0.6:      0.0       0.0
Old  :     100.0:      72.5       90.9        4.4        3.6        4.7        0.0        0.0        0.0       17.8        0.1        0.6:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        21         24          .          .          .          0          0          0          .          .          .:
Old  :        35:        21         24          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       45.8       75.1       66.3       55.7       44.5       68.4       59.5
Old  :                 58.6       45.8       75.1       66.3       55.7       44.5       68.4       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643BG
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    25,729:    15,303     21,908        873        403      1,119          0        421        582      6,768        684        316:      768       296
Old  :    25,729:    15,303     21,908        873        403      1,119          0        421        582      6,768        684        316:      768       296
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     1,073:       863      1,248        344          0       -175          0         22          0        103          0        -42:      -20        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.5       85.1        3.4        1.6        4.3        0.0        1.6        2.3       26.3        2.7        1.2:      3.0       1.2
Old  :     100.0:      59.5       85.1        3.4        1.6        4.3        0.0        1.6        2.3       26.3        2.7        1.2:      3.0       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        20         27          .          .          .          0          .          .          .          .          .:
Old  :        39:        20         27          .          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       43.2       74.8       58.4       56.4       40.4       66.1       53.1
Old  :                 59.4       43.2       74.8       58.4       56.4       40.4       66.1       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                                                                        Code-0643BM
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    39,002:    28,994     37,914      8,289          0        336        678          0          0        324        371        381:        0         0
Old  :    39,002:    28,994     37,914      8,289          0        336        678          0          0        324        371        381:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       339:       542        133       -335          0         78        104          0          0        -50        128          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.3       97.2       21.3        0.0        0.9        1.7        0.0        0.0        0.8        1.0        1.0:      0.0       0.0
Old  :     100.0:      74.3       97.2       21.3        0.0        0.9        1.7        0.0        0.0        0.8        1.0        1.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        15         16          .          0          .          .          0          0          .          .          .:
Old  :        30:        15         16          .          0          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.8       81.4       91.8       91.7       70.1       75.5       81.5       82.0
Old  :                 74.8       81.4       91.8       91.7       70.1       75.5       81.5       82.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BS
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   327,167:   276,685    224,148      7,872     50,631     32,821      4,680     15,692      3,108      2,001        392          0:        0       375
Old  :   327,167:   276,685    224,148      7,872     50,631     32,821      4,680     15,692      3,108      2,001        392          0:        0       375
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :    11,426:     9,932      5,963          0      5,203       -507          0          0          0      2,001        392          0:        0       375
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.6       68.5        2.4       15.5       10.0        1.4        4.8        0.9        0.6        0.1        0.0:      0.0       0.1
Old  :     100.0:      84.6       68.5        2.4       15.5       10.0        1.4        4.8        0.9        0.6        0.1        0.0:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         14          .          .          .          .          .          .          .          .          0:
Old  :        28:        15         14          .          .          .          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.4       71.7       86.6       88.7       65.7       57.6       74.6       72.2
Old  :                 70.4       71.7       86.6       88.7       65.7       57.6       74.6       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BT
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    20,432:    15,670     15,117        184        800      1,826        819          0      1,018          0        606         84:      831       981
Old  :    20,432:    15,670     15,117        184        800      1,826        819          0      1,018          0        606         84:      831       981
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       981:       980        728          0        126         84       -126          0          0          0          0          0:       43        43
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.7       74.0        0.9        3.9        8.9        4.0        0.0        5.0        0.0        3.0        0.4:      4.1       4.8
Old  :     100.0:      76.7       74.0        0.9        3.9        8.9        4.0        0.0        5.0        0.0        3.0        0.4:      4.1       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14         15          .          .          .          .          0          .          0          .          .:
Old  :        24:        14         15          .          .          .          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       65.8       76.7       82.3       52.3       54.3       62.0       62.8
Old  :                 57.9       65.8       76.7       82.3       52.3       54.3       62.0       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643C3
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    14,049:     9,806     10,529      2,879      1,508         66        751        429        100        106        306        170:      171       941
Old  :    14,049:     9,806     10,529      2,879      1,508         66        751        429        100        106        306        170:      171       941
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       456:      -847       -163        473        255          0        751        -14         14          0          0          0:       65       364
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.8       74.9       20.5       10.7        0.5        5.3        3.1        0.7        0.8        2.2        1.2:      1.2       6.7
Old  :     100.0:      69.8       74.9       20.5       10.7        0.5        5.3        3.1        0.7        0.8        2.2        1.2:      1.2       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        17         17          .          .          .          .          .          .          .          .          .:
Old  :        30:        17         17          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       46.0       75.0       65.6       38.7       33.8       51.6       49.5
Old  :                 56.3       46.0       75.0       65.6       38.7       33.8       51.6       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643C4
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   175,484:   108,071    123,505     51,873     45,324          0     14,040      6,280          0          0          0          0:    1,500       375
Old  :   175,484:   108,071    123,505     51,873     45,324          0     14,040      6,280          0          0          0          0:    1,500       375
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :    14,504:   -11,196     14,129     10,160          0          0     14,040          0          0          0          0          0:    1,500       375
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.6       70.4       29.6       25.8        0.0        8.0        3.6        0.0        0.0        0.0        0.0:      0.9       0.2
Old  :     100.0:      61.6       70.4       29.6       25.8        0.0        8.0        3.6        0.0        0.0        0.0        0.0:      0.9       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        18         13          .          .          0          .          .          0          0          0          0:
Old  :        26:        18         13          .          .          0          .          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.9       61.7       82.4       87.2       54.0       55.0       69.2       71.8
Old  :                 64.9       61.7       82.4       87.2       54.0       55.0       69.2       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                      Code-0643CB
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    19,149:    14,817     10,388        864      4,498      2,112          0        537      1,305          0        258         51:        0         0
Old  :    19,149:    14,817     10,388        864      4,498      2,112          0        537      1,305          0        258         51:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :    -1,384:      -817     -1,332        -81        272       -297          0         54        -54       -134        -26         -1:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.4       54.2        4.5       23.5       11.0        0.0        2.8        6.8        0.0        1.3        0.3:      0.0       0.0
Old  :     100.0:      77.4       54.2        4.5       23.5       11.0        0.0        2.8        6.8        0.0        1.3        0.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        14         13          .          .          .          0          .          .          0          .          .:
Old  :        22:        14         13          .          .          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       65.9       82.9       87.4       54.1       52.8       67.2       64.0
Old  :                 60.7       65.9       82.9       87.4       54.1       52.8       67.2       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643CC
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :25 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   173,738:   139,072     84,694     17,027     68,484     17,639          0          0          0          0      2,921          0:        0         0
Old  :   173,738:   139,072     84,694     17,027     68,484     17,639          0          0          0          0      2,921          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :   -12,734:    -1,555    -12,743     -3,102      8,397     -8,077          0          0          0          0       -311          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.0       48.7        9.8       39.4       10.2        0.0        0.0        0.0        0.0        1.7        0.0:      0.0       0.0
Old  :     100.0:      80.0       48.7        9.8       39.4       10.2        0.0        0.0        0.0        0.0        1.7        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         11          .          .          .          0          0          0          0          .          0:
Old  :        20:        12         11          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.5       79.6       93.3       94.2       71.2       67.7       80.4       79.2
Old  :                 77.5       79.6       93.3       94.2       71.2       67.7       80.4       79.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                 Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    19,085:    13,115     15,565      1,120         55      2,935        420          0        300        280          0         45:      870       185
Old  :    19,085:    13,115     15,565      1,120         55      2,935        420          0        300        280          0         45:      870       185
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       570:       520        435        -50          0          0         50          0        -50          0          0          0:      100       185
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.7       81.6        5.9        0.3       15.4        2.2        0.0        1.6        1.5        0.0        0.2:      4.6       1.0
Old  :     100.0:      68.7       81.6        5.9        0.3       15.4        2.2        0.0        1.6        1.5        0.0        0.2:      4.6       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        20         12          .          .          .          .          0          .          .          0          .:
Old  :        28:        20         12          .          .          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.0       83.3       81.9       93.7       53.3       70.1       62.2       73.4
Old  :                 70.0       83.3       81.9       93.7       53.3       70.1       62.2       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                    Code-0643CK
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    19,255:    13,970     15,650      1,120        155      2,765        420          0        300        130          0        200:      350       185
Old  :    19,255:    13,970     15,650      1,120        155      2,765        420          0        300        130          0        200:      350       185
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       490:       490        355        -50          0          0         50          0        -50          0          0          0:       50       185
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.6       81.3        5.8        0.8       14.4        2.2        0.0        1.6        0.7        0.0        1.0:      1.8       1.0
Old  :     100.0:      72.6       81.3        5.8        0.8       14.4        2.2        0.0        1.6        0.7        0.0        1.0:      1.8       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        23         13          .          .          .          .          0          .          .          0          .:
Old  :        31:        23         13          .          .          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.8       82.4       81.3       92.7       53.1       70.3       62.8       74.0
Old  :                 68.8       82.4       81.3       92.7       53.1       70.3       62.8       74.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL ZONE DAY-AHEAD PEAK  - ICE FUTURES ENERGY DIV                                                                                           Code-0643CU
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    12,235:     9,980      6,150      1,375      5,820        265          0          0          0        180          0          0:      435         0
Old  :    12,235:     9,980      6,150      1,375      5,820        265          0          0          0        180          0          0:      435         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       125:       -10       -175          0        300          0          0          0          0          0          0          0:      135         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.6       50.3       11.2       47.6        2.2        0.0        0.0        0.0        1.5        0.0        0.0:      3.6       0.0
Old  :     100.0:      81.6       50.3       11.2       47.6        2.2        0.0        0.0        0.0        1.5        0.0        0.0:      3.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        10         10          .          .          .          0          0          0          .          0          0:
Old  :        22:        10         10          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.9       78.7       90.1       92.4       62.8       78.7       83.0       89.9
Old  :                 69.9       78.7       90.1       92.4       62.8       78.7       83.0       89.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    35,788:     9,639     29,700     21,170      3,450      2,575      1,175          0          0        250          0          0:      979        63
Old  :    35,788:     9,639     29,700     21,170      3,450      2,575      1,175          0          0        250          0          0:      979        63
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     1,313:       -93      1,290        595         25        -35         75          0          0        200          0          0:      571        33
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.9       83.0       59.2        9.6        7.2        3.3        0.0        0.0        0.7        0.0        0.0:      2.7       0.2
Old  :     100.0:      26.9       83.0       59.2        9.6        7.2        3.3        0.0        0.0        0.7        0.0        0.0:      2.7       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14         12          .          .          .          .          0          0          .          0          0:
Old  :        24:        14         12          .          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.0       77.6       86.5       97.0       69.2       71.3       77.6       83.3
Old  :                 75.0       77.6       86.5       97.0       69.2       71.3       77.6       83.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                          Code-0643D1
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    32,934:     8,257     26,510     18,625      2,425      3,965      1,175          0          0        220          0         15:      677        19
Old  :    32,934:     8,257     26,510     18,625      2,425      3,965      1,175          0          0        220          0         15:      677        19
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       689:       -63        735        510         50       -115         75          0          0          0          0          0:      282        19
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.1       80.5       56.6        7.4       12.0        3.6        0.0        0.0        0.7        0.0        0.0:      2.1       0.1
Old  :     100.0:      25.1       80.5       56.6        7.4       12.0        3.6        0.0        0.0        0.7        0.0        0.0:      2.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        14         11          .          .          .          .          0          0          .          0          .:
Old  :        25:        14         11          .          .          .          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.7       81.0       88.6       97.5       67.4       69.6       76.0       81.7
Old  :                 75.7       81.0       88.6       97.5       67.4       69.6       76.0       81.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                                                                                                       Code-0643D4
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    16,025:    12,050     13,940      1,980          0      1,435          0        550          0          0          0          0:      560       100
Old  :    16,025:    12,050     13,940      1,980          0      1,435          0        550          0          0          0          0:      560       100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       190:      -310        260        250          0       -110          0          0          0          0          0          0:      360        40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.2       87.0       12.4        0.0        9.0        0.0        3.4        0.0        0.0        0.0        0.0:      3.5       0.6
Old  :     100.0:      75.2       87.0       12.4        0.0        9.0        0.0        3.4        0.0        0.0        0.0        0.0:      3.5       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11         11          .          0          .          0          .          0          0          0          0:
Old  :        21:        11         11          .          0          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.1       77.4       88.0       92.8       61.9       75.7       80.0       84.2
Old  :                 64.1       77.4       88.0       92.8       61.9       75.7       80.0       84.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                Code-0643D7
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    20,973:    20,383     10,593          0      8,920        475          0        150          0          0        500         75:       40       260
Old  :    20,973:    20,383     10,593          0      8,920        475          0        150          0          0        500         75:       40       260
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       680:       680       -125          0        550          0          0          0          0          0          0          0:        0       255
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      97.2       50.5        0.0       42.5        2.3        0.0        0.7        0.0        0.0        2.4        0.4:      0.2       1.2
Old  :     100.0:      97.2       50.5        0.0       42.5        2.3        0.0        0.7        0.0        0.0        2.4        0.4:      0.2       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        14         15          0          .          .          0          .          0          0          .          .:
Old  :        28:        14         15          0          .          .          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.0       69.1       92.1       87.8       74.5       66.8       88.8       83.6
Old  :                 77.0       69.1       92.1       87.8       74.5       66.8       88.8       83.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643D8
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    23,707:    22,712     12,827          0      9,330        830          0        150          0        100        300         25:       40       245
Old  :    23,707:    22,712     12,827          0      9,330        830          0        150          0        100        300         25:       40       245
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     1,625:     1,625        835          0        550          0          0          0          0          0          0          0:        0       240
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.8       54.1        0.0       39.4        3.5        0.0        0.6        0.0        0.4        1.3        0.1:      0.2       1.0
Old  :     100.0:      95.8       54.1        0.0       39.4        3.5        0.0        0.6        0.0        0.4        1.3        0.1:      0.2       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         13          0          .          .          0          .          0          .          .          .:
Old  :        26:        14         13          0          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       76.8       89.0       93.0       65.3       59.8       76.4       74.2
Old  :                 73.7       76.8       89.0       93.0       65.3       59.8       76.4       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                               Code-0643DB
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   107,699:    93,219     78,417      3,710     16,945      8,515        270      1,607        480        370      1,630         45:    1,090        60
Old  :   107,699:    93,219     78,417      3,710     16,945      8,515        270      1,607        480        370      1,630         45:    1,090        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       890:       195        840        240        535       -545          0         50        -50          0          0          0:    1,050        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.6       72.8        3.4       15.7        7.9        0.3        1.5        0.4        0.3        1.5        0.0:      1.0       0.1
Old  :     100.0:      86.6       72.8        3.4       15.7        7.9        0.3        1.5        0.4        0.3        1.5        0.0:      1.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        31         30          .          .          5          .          .          .          .          4          .:
Old  :        52:        31         30          .          .          5          .          .          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       63.2       69.4       86.0       44.1       58.8       60.4       69.3
Old  :                 44.6       63.2       69.4       86.0       44.1       58.8       60.4       69.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DC
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   132,517:   113,325     99,050      5,460     14,175     11,125        470      5,342        405        145      2,280         85:    1,502        55
Old  :   132,517:   113,325     99,050      5,460     14,175     11,125        470      5,342        405        145      2,280         85:    1,502        55
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     4,615:     3,190      3,625        275        347       -132          0        300          0        -65        550       -125:    1,472        50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.5       74.7        4.1       10.7        8.4        0.4        4.0        0.3        0.1        1.7        0.1:      1.1       0.0
Old  :     100.0:      85.5       74.7        4.1       10.7        8.4        0.4        4.0        0.3        0.1        1.7        0.1:      1.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        34         30          .          .          4          .          .          .          .          5          .:
Old  :        53:        34         30          .          .          4          .          .          .          .          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       57.3       59.8       80.6       40.1       51.9       53.9       66.7
Old  :                 41.6       57.3       59.8       80.6       40.1       51.9       53.9       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                                                            Code-0643DF
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   200,345:   156,015    143,986     14,803      8,370      7,214      5,647      6,820      8,505      4,216     19,503      3,298:      647     2,649
Old  :   200,345:   156,015    143,986     14,803      8,370      7,214      5,647      6,820      8,505      4,216     19,503      3,298:      647     2,649
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     5,042:     5,013        139       -296      1,479       -612        437       -178        -50         86      1,805       -133:      597     2,592
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.9       71.9        7.4        4.2        3.6        2.8        3.4        4.2        2.1        9.7        1.6:      0.3       1.3
Old  :     100.0:      77.9       71.9        7.4        4.2        3.6        2.8        3.4        4.2        2.1        9.7        1.6:      0.3       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        72:        37         39          4          .          4          .          5          .          5          8          9:
Old  :        72:        37         39          4          .          4          .          5          .          5          8          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       57.7       57.2       72.2       34.3       52.4       50.3       60.2
Old  :                 37.1       57.7       57.2       72.2       34.3       52.4       50.3       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV                                                                                          Code-0643DK
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   127,814:   116,559     94,286      4,833     18,062      1,878          0      4,083      2,105      1,323      5,085        225:      891     2,090
Old  :   127,814:   116,559     94,286      4,833     18,062      1,878          0      4,083      2,105      1,323      5,085        225:      891     2,090
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     1,351:     1,724       -539       -440        825     -1,075          0         90          0        300          0          0:      842     2,050
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.2       73.8        3.8       14.1        1.5        0.0        3.2        1.6        1.0        4.0        0.2:      0.7       1.6
Old  :     100.0:      91.2       73.8        3.8       14.1        1.5        0.0        3.2        1.6        1.0        4.0        0.2:      0.7       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        31         30          .          .          4          0          4          .          .          4          .:
Old  :        50:        31         30          .          .          4          0          4          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       65.0       61.4       79.3       38.8       57.4       56.1       66.6
Old  :                 39.0       65.0       61.4       79.3       38.8       57.4       56.1       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DL
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    50,085:    40,865     38,690      3,835      5,870      3,665        180        650          0        835          0         30:      675     1,180
Old  :    50,085:    40,865     38,690      3,835      5,870      3,665        180        650          0        835          0         30:      675     1,180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       490:      -475     -1,055        305        210        105          0         75          0          0          0          0:      555     1,155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.6       77.2        7.7       11.7        7.3        0.4        1.3        0.0        1.7        0.0        0.1:      1.3       2.4
Old  :     100.0:      81.6       77.2        7.7       11.7        7.3        0.4        1.3        0.0        1.7        0.0        0.1:      1.3       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        19         10          .          .          .          .          .          0          .          0          .:
Old  :        28:        19         10          .          .          .          .          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       90.7       80.0       95.5       57.8       83.2       73.9       85.9
Old  :                 59.2       90.7       80.0       95.5       57.8       83.2       73.9       85.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                        Code-0643DM
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    46,695:    37,795     39,175      3,260      1,255      4,395          0        650          0        595         75          0:      650     1,145
Old  :    46,695:    37,795     39,175      3,260      1,255      4,395          0        650          0        595         75          0:      650     1,145
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       460:      -500     -1,000        305        210        100          0         75          0          0          0          0:      555     1,075
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.9       83.9        7.0        2.7        9.4        0.0        1.4        0.0        1.3        0.2        0.0:      1.4       2.5
Old  :     100.0:      80.9       83.9        7.0        2.7        9.4        0.0        1.4        0.0        1.3        0.2        0.0:      1.4       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        19          8          .          .          .          0          .          0          .          .          0:
Old  :        27:        19          8          .          .          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.0       91.6       81.0       96.3       59.3       81.7       74.1       84.8
Old  :                 63.0       91.6       81.0       96.3       59.3       81.7       74.1       84.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV                                                                                          Code-0643EA
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 mwh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    29,624:    25,211     19,218          0      7,318      2,678        950          0        250          0          0          0:      535       160
Old  :    29,624:    25,211     19,218          0      7,318      2,678        950          0        250          0          0          0:      535       160
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :      -337:    -1,285       -790          0       -215        578          0          0          0          0          0          0:      370        90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.1       64.9        0.0       24.7        9.0        3.2        0.0        0.8        0.0        0.0        0.0:      1.8       0.5
Old  :     100.0:      85.1       64.9        0.0       24.7        9.0        3.2        0.0        0.8        0.0        0.0        0.0:      1.8       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        23         22          0          .          .          .          0          .          0          0          0:
Old  :        32:        23         22          0          .          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       49.9       68.0       76.4       39.2       44.1       54.2       64.5
Old  :                 45.9       49.9       68.0       76.4       39.2       44.1       54.2       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV                                                                                          Code-0643F1
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 Mwh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    21,414:    16,074     17,304        795      1,415      2,545        750          0          0      1,250          0          0:        0       150
Old  :    21,414:    16,074     17,304        795      1,415      2,545        750          0          0      1,250          0          0:        0       150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       445:       445        445          0        -30          0          0          0          0          0          0          0:        0        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.1       80.8        3.7        6.6       11.9        3.5        0.0        0.0        5.8        0.0        0.0:      0.0       0.7
Old  :     100.0:      75.1       80.8        3.7        6.6       11.9        3.5        0.0        0.0        5.8        0.0        0.0:      0.0       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        18         15          .          .          .          .          0          0          .          0          0:
Old  :        26:        18         15          .          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       57.6       63.9       85.8       36.6       51.3       53.6       70.6
Old  :                 41.3       57.6       63.9       85.8       36.6       51.3       53.6       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A58
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours-5MW per day)                                                                            :
     :          :    Positions                                                                                                           :
All  :   148,092:    97,658     83,872      2,281     20,227     30,033      8,030          0     10,090          0      3,870          0:        0         0
Old  :   148,092:    97,658     83,872      2,281     20,227     30,033      8,030          0     10,090          0      3,870          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :    -3,778:    -3,523     -2,608       -575     -1,080        320        870          0       -870          0        460          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.9       56.6        1.5       13.7       20.3        5.4        0.0        6.8        0.0        2.6        0.0:      0.0       0.0
Old  :     100.0:      65.9       56.6        1.5       13.7       20.3        5.4        0.0        6.8        0.0        2.6        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        16         13          .          .          .          .          0          .          0          .          0:
Old  :        24:        16         13          .          .          .          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.5       69.0       85.2       85.8       29.9       36.9       36.1       40.6
Old  :                 53.5       69.0       85.2       85.8       29.9       36.9       36.1       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                                                                                              Code-064AAA
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    33,137:    25,367     30,887      5,785        250         50          0          0          0          0          0          0:    1,935     1,950
Old  :    33,137:    25,367     30,887      5,785        250         50          0          0          0          0          0          0:    1,935     1,950
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     1,800:     1,085      1,310        225          0          0          0          0          0          0          0          0:      490       490
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.6       93.2       17.5        0.8        0.2        0.0        0.0        0.0        0.0        0.0        0.0:      5.8       5.9
Old  :     100.0:      76.6       93.2       17.5        0.8        0.2        0.0        0.0        0.0        0.0        0.0        0.0:      5.8       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        14         14          .          .          .          0          0          0          0          0          0:
Old  :        22:        14         14          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.8       63.3       89.3       84.2       63.6       54.7       73.0       69.1
Old  :                 75.8       63.3       89.3       84.2       63.6       54.7       73.0       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                                                                                             Code-064AAB
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    29,365:    21,925     27,750      6,200        250          0          0          0          0          0          0          0:    1,240     1,365
Old  :    29,365:    21,925     27,750      6,200        250          0          0          0          0          0          0          0:    1,240     1,365
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     1,195:       920      1,145        225          0          0          0          0          0          0          0          0:       50        50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.7       94.5       21.1        0.9        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      4.2       4.6
Old  :     100.0:      74.7       94.5       21.1        0.9        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      4.2       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         15          .          .          0          0          0          0          0          0          0:
Old  :        20:        12         15          .          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.5       64.0       94.1       86.9       70.3       54.5       74.7       69.6
Old  :                 84.5       64.0       94.1       86.9       70.3       54.5       74.7       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                                                          Code-064C74
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    27,936:    17,284     20,520      6,625      3,273      1,587        125        975          0      1,339      1,100          0:      976       481
Old  :    27,936:    17,284     20,520      6,625      3,273      1,587        125        975          0      1,339      1,100          0:      976       481
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :      -440:      -639       -330        -65       -325         10          0          0          0          0          0          0:      254       205
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.9       73.5       23.7       11.7        5.7        0.4        3.5        0.0        4.8        3.9        0.0:      3.5       1.7
Old  :     100.0:      61.9       73.5       23.7       11.7        5.7        0.4        3.5        0.0        4.8        3.9        0.0:      3.5       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        16         15          .          .          .          .          .          0          .          .          0:
Old  :        30:        16         15          .          .          .          .          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       49.1       78.3       70.4       47.2       48.0       68.3       66.5
Old  :                 50.0       49.1       78.3       70.4       47.2       48.0       68.3       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                                                          Code-064C75
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    17,965:    14,016     14,301      1,365      2,582        690        300          0          0        852          0          7:      735       385
Old  :    17,965:    14,016     14,301      1,365      2,582        690        300          0          0        852          0          7:      735       385
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :         0:       -70        170         -5       -260          0          0          0          0          0          0          0:       75        90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.0       79.6        7.6       14.4        3.8        1.7        0.0        0.0        4.7        0.0        0.0:      4.1       2.1
Old  :     100.0:      78.0       79.6        7.6       14.4        3.8        1.7        0.0        0.0        4.7        0.0        0.0:      4.1       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         14          .          .          .          .          0          0          .          0          .:
Old  :        26:        14         14          .          .          .          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       52.0       71.7       75.0       46.4       51.9       62.4       70.6
Old  :                 51.9       52.0       71.7       75.0       46.4       51.9       62.4       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                                                          Code-064C76
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    35,757:    31,897     16,577        403     12,598      1,066          0      4,207          0      1,542        475        395:      454       439
Old  :    35,757:    31,897     16,577        403     12,598      1,066          0      4,207          0      1,542        475        395:      454       439
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       654:       194       -172       -250       -506        510          0        480          0        -25          0        -25:      250       367
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.2       46.4        1.1       35.2        3.0        0.0       11.8        0.0        4.3        1.3        1.1:      1.3       1.2
Old  :     100.0:      89.2       46.4        1.1       35.2        3.0        0.0       11.8        0.0        4.3        1.3        1.1:      1.3       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        24         18          .          .          .          0          .          0          4          .          .:
Old  :        40:        24         18          .          .          .          0          .          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       52.8       71.5       77.2       51.6       50.1       63.2       74.1
Old  :                 56.5       52.8       71.5       77.2       51.6       50.1       63.2       74.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                                                          Code-064C77
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    23,409:    21,894     16,459          0      5,232      1,235         45          0          5          0          0          0:      230       478
Old  :    23,409:    21,894     16,459          0      5,232      1,235         45          0          5          0          0          0:      230       478
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     1,170:     1,090      1,358          0       -481        -70          0          0          0          0          0          0:      150       363
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.5       70.3        0.0       22.4        5.3        0.2        0.0        0.0        0.0        0.0        0.0:      1.0       2.0
Old  :     100.0:      93.5       70.3        0.0       22.4        5.3        0.2        0.0        0.0        0.0        0.0        0.0:      1.0       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        22         16          0          4          .          .          0          .          0          0          0:
Old  :        32:        22         16          0          4          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       57.5       74.4       77.1       51.7       55.1       68.3       71.6
Old  :                 55.0       57.5       74.4       77.1       51.7       55.1       68.3       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                                                          Code-064C78
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    22,170:    13,877     18,718      6,700        560      1,092          0        600          0          0      1,005         85:      416       110
Old  :    22,170:    13,877     18,718      6,700        560      1,092          0        600          0          0      1,005         85:      416       110
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :        80:        50        -50       -241         20          0          0          0          0          0          0          0:      271       110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.6       84.4       30.2        2.5        4.9        0.0        2.7        0.0        0.0        4.5        0.4:      1.9       0.5
Old  :     100.0:      62.6       84.4       30.2        2.5        4.9        0.0        2.7        0.0        0.0        4.5        0.4:      1.9       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        18         14          4          .          .          0          .          0          0          .          .:
Old  :        29:        18         14          4          .          .          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       69.8       80.5       85.4       52.6       67.4       75.5       80.8
Old  :                 57.6       69.8       80.5       85.4       52.6       67.4       75.5       80.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV                                                                                           Code-064C86
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    35,322:    31,735     21,546      1,887     11,662      1,050          0        525          0        180          0          5:      465       534
Old  :    35,322:    31,735     21,546      1,887     11,662      1,050          0        525          0        180          0          5:      465       534
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :      -110:      -452       -654       -153        235        150          0          0          0        130          0          5:      210       154
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.8       61.0        5.3       33.0        3.0        0.0        1.5        0.0        0.5        0.0        0.0:      1.3       1.5
Old  :     100.0:      89.8       61.0        5.3       33.0        3.0        0.0        1.5        0.0        0.5        0.0        0.0:      1.3       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        24         20          .          .          .          0          .          0          .          0          .:
Old  :        32:        24         20          .          .          .          0          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       53.6       62.0       77.5       39.0       49.8       55.8       67.2
Old  :                 40.5       53.6       62.0       77.5       39.0       49.8       55.8       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV                                                                                          Code-064C87
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    18,880:    13,022     15,635      3,075      1,100      1,745          0          0          0        805          0          8:      225       392
Old  :    18,880:    13,022     15,635      3,075      1,100      1,745          0          0          0        805          0          8:      225       392
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       430:       -40        648         15       -270          0          0          0          0        300          0          0:      155        52
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.0       82.8       16.3        5.8        9.2        0.0        0.0        0.0        4.3        0.0        0.0:      1.2       2.1
Old  :     100.0:      69.0       82.8       16.3        5.8        9.2        0.0        0.0        0.0        4.3        0.0        0.0:      1.2       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        18         15          .          .          .          0          0          0          .          0          .:
Old  :        25:        18         15          .          .          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       77.8       64.5       91.5       34.3       66.0       48.9       66.7
Old  :                 43.6       77.8       64.5       91.5       34.3       66.0       48.9       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV                                                                                           Code-064C88
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    15,505:     9,045     11,783      1,430         40      3,095          0          0          0      1,025          0          0:      910       587
Old  :    15,505:     9,045     11,783      1,430         40      3,095          0          0          0      1,025          0          0:      910       587
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     1,240:       785      1,368       -195       -270         80          0          0          0        330          0          0:      240        62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       76.0        9.2        0.3       20.0        0.0        0.0        0.0        6.6        0.0        0.0:      5.9       3.8
Old  :     100.0:      58.3       76.0        9.2        0.3       20.0        0.0        0.0        0.0        6.6        0.0        0.0:      5.9       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        17         13          .          .          .          0          0          0          .          0          0:
Old  :        22:        17         13          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       60.5       69.2       81.7       27.5       37.3       41.6       48.8
Old  :                 44.3       60.5       69.2       81.7       27.5       37.3       41.6       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064DLW
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    39,320:    23,497     29,597     11,555      4,580          0          0          0          0          0        725          0:    4,268     4,418
Old  :    39,320:    23,497     29,597     11,555      4,580          0          0          0          0          0        725          0:    4,268     4,418
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.8       75.3       29.4       11.6        0.0        0.0        0.0        0.0        0.0        1.8        0.0:     10.9      11.2
Old  :     100.0:      59.8       75.3       29.4       11.6        0.0        0.0        0.0        0.0        0.0        1.8        0.0:     10.9      11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         18          .          .          0          0          0          0          0          .          0:
Old  :        23:        12         18          .          .          0          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.7       46.8       88.3       70.8       77.7       46.7       79.1       67.3
Old  :                 78.7       46.8       88.3       70.8       77.7       46.7       79.1       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064DLX
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    36,816:    21,938     27,018     10,705      4,750          0          0          0          0          0        725          0:    4,173     4,323
Old  :    36,816:    21,938     27,018     10,705      4,750          0          0          0          0          0        725          0:    4,173     4,323
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.6       73.4       29.1       12.9        0.0        0.0        0.0        0.0        0.0        2.0        0.0:     11.3      11.7
Old  :     100.0:      59.6       73.4       29.1       12.9        0.0        0.0        0.0        0.0        0.0        2.0        0.0:     11.3      11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        10         18          .          .          0          0          0          0          0          .          0:
Old  :        23:        10         18          .          .          0          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.3       45.9       87.9       68.4       76.7       45.9       77.8       64.9
Old  :                 81.3       45.9       87.9       68.4       76.7       45.9       77.8       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    41,845:    38,215      7,975        900      6,515        480          0     12,900        300         75     12,150        105:    1,770     1,420
Old  :    41,845:    38,215      7,975        900      6,515        480          0     12,900        300         75     12,150        105:    1,770     1,420
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       350:       350       -280          0        450          0          0          0          0          0        180          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.3       19.1        2.2       15.6        1.1        0.0       30.8        0.7        0.2       29.0        0.3:      4.2       3.4
Old  :     100.0:      91.3       19.1        2.2       15.6        1.1        0.0       30.8        0.7        0.2       29.0        0.3:      4.2       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        15         16          .          .          .          0          .          .          .          .          .:
Old  :        29:        15         16          .          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.8       75.3       84.8       88.1       69.9       74.1       80.5       81.8
Old  :                 71.8       75.3       84.8       88.1       69.9       74.1       80.5       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064DPR
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    39,425:    36,380      8,430        650      8,275        530          0     12,675        510          0      7,900          0:    1,355     1,105
Old  :    39,425:    36,380      8,430        650      8,275        530          0     12,675        510          0      7,900          0:    1,355     1,105
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       530:       530       -100          0        450          0          0          0          0          0        180          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.3       21.4        1.6       21.0        1.3        0.0       32.1        1.3        0.0       20.0        0.0:      3.4       2.8
Old  :     100.0:      92.3       21.4        1.6       21.0        1.3        0.0       32.1        1.3        0.0       20.0        0.0:      3.4       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        15         14          .          .          .          0          .          .          0          4          0:
Old  :        29:        15         14          .          .          .          0          .          .          0          4          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.1       74.1       85.3       88.7       73.6       71.3       84.2       82.0
Old  :                 74.1       74.1       85.3       88.7       73.6       71.3       84.2       82.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EUY
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    41,573:    20,915     33,370     10,522        875      4,013      2,590          0         40      1,975      1,805         45:    1,473     1,425
Old  :    41,573:    20,915     33,370     10,522        875      4,013      2,590          0         40      1,975      1,805         45:    1,473     1,425
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     2,475:       375      2,600        975          0         25      1,000          0       -150        100       -150          0:      150       150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.3       80.3       25.3        2.1        9.7        6.2        0.0        0.1        4.8        4.3        0.1:      3.5       3.4
Old  :     100.0:      50.3       80.3       25.3        2.1        9.7        6.2        0.0        0.1        4.8        4.3        0.1:      3.5       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16         10          .          .          .          .          0          .          .          .          .:
Old  :        28:        16         10          .          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       81.7       80.7       93.7       50.8       72.9       72.3       79.1
Old  :                 58.6       81.7       80.7       93.7       50.8       72.9       72.3       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    39,390:    18,570     32,095     11,355        450      3,265      2,640          0         40      1,875      1,980         45:    1,600     1,515
Old  :    39,390:    18,570     32,095     11,355        450      3,265      2,640          0         40      1,875      1,980         45:    1,600     1,515
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :     2,540:       475      2,600        975          0       -125      1,000          0       -150          0       -150          0:      365       365
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.1       81.5       28.8        1.1        8.3        6.7        0.0        0.1        4.8        5.0        0.1:      4.1       3.8
Old  :     100.0:      47.1       81.5       28.8        1.1        8.3        6.7        0.0        0.1        4.8        5.0        0.1:      4.1       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         10          .          .          .          .          0          .          .          .          .:
Old  :        27:        16         10          .          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       80.5       82.2       93.6       52.7       73.7       71.9       78.2
Old  :                 59.8       80.5       82.2       93.6       52.7       73.7       71.9       78.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                                                                                                          Code-064EVG
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    37,390:    24,280     20,490      9,860        325      2,765          0     12,805          0          0        750          0:      485       255
Old  :    37,390:    24,280     20,490      9,860        325      2,765          0     12,805          0          0        750          0:      485       255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       600:       600      1,200          0          0          0          0       -600          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.9       54.8       26.4        0.9        7.4        0.0       34.2        0.0        0.0        2.0        0.0:      1.3       0.7
Old  :     100.0:      64.9       54.8       26.4        0.9        7.4        0.0       34.2        0.0        0.0        2.0        0.0:      1.3       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13          8          .          .          .          0          .          0          0          .          0:
Old  :        23:        13          8          .          .          .          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.3       90.5       90.9       96.7       71.7       85.8       83.5       89.7
Old  :                 78.3       90.5       90.9       96.7       71.7       85.8       83.5       89.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                                                                                                         Code-064EVH
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    33,680:    20,395     17,960     10,085        475      2,615          0     12,155          0          0          0          0:      585       475
Old  :    33,680:    20,395     17,960     10,085        475      2,615          0     12,155          0          0          0          0:      585       475
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       600:       600      1,200          0          0          0          0       -600          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.6       53.3       29.9        1.4        7.8        0.0       36.1        0.0        0.0        0.0        0.0:      1.7       1.4
Old  :     100.0:      60.6       53.3       29.9        1.4        7.8        0.0       36.1        0.0        0.0        0.0        0.0:      1.7       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        13          7          .          .          .          0          .          0          0          0          0:
Old  :        21:        13          7          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.1       92.7       91.3       98.0       71.8       86.4       84.0       89.3
Old  :                 79.1       92.7       91.3       98.0       71.8       86.4       84.0       89.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064EWU
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    28,370:    22,925     17,120        150      6,995      2,010        125        130         50      1,060          0        220:    1,830     1,845
Old  :    28,370:    22,925     17,120        150      6,995      2,010        125        130         50      1,060          0        220:    1,830     1,845
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :      -125:      -125       -725          0        600          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.8       60.3        0.5       24.7        7.1        0.4        0.5        0.2        3.7        0.0        0.8:      6.5       6.5
Old  :     100.0:      80.8       60.3        0.5       24.7        7.1        0.4        0.5        0.2        3.7        0.0        0.8:      6.5       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12          8          .          .          .          .          .          .          .          0          .:
Old  :        25:        12          8          .          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       80.4       85.0       90.7       62.0       73.4       74.1       77.5
Old  :                 68.3       80.4       85.0       90.7       62.0       73.4       74.1       77.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064EWV
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    27,755:    22,290     16,725        150      7,125      1,925        125        130         50      1,430          0        370:    1,415     1,430
Old  :    27,755:    22,290     16,725        150      7,125      1,925        125        130         50      1,430          0        370:    1,415     1,430
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       -75:       -75       -675          0        600          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.3       60.3        0.5       25.7        6.9        0.5        0.5        0.2        5.2        0.0        1.3:      5.1       5.2
Old  :     100.0:      80.3       60.3        0.5       25.7        6.9        0.5        0.5        0.2        5.2        0.0        1.3:      5.1       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        13          7          .          .          .          .          .          .          4          0          .:
Old  :        26:        13          7          .          .          .          .          .          .          4          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.3       81.9       85.1       92.4       63.6       74.9       73.5       78.8
Old  :                 70.3       81.9       85.1       92.4       63.6       74.9       73.5       78.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EXE
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    36,164:    27,420     16,824          0     14,821        410      5,320        775        500        900      1,125          0:    1,614     1,709
Old  :    36,164:    27,420     16,824          0     14,821        410      5,320        775        500        900      1,125          0:    1,614     1,709
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       712:       100      1,150          0       -895        135        475        200       -100          0          0          0:      102       222
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.8       46.5        0.0       41.0        1.1       14.7        2.1        1.4        2.5        3.1        0.0:      4.5       4.7
Old  :     100.0:      75.8       46.5        0.0       41.0        1.1       14.7        2.1        1.4        2.5        3.1        0.0:      4.5       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16          8          0          .          .          .          .          .          .          .          0:
Old  :        27:        16          8          0          .          .          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.8       75.7       80.7       89.9       58.8       70.9       72.9       80.4
Old  :                 62.8       75.7       80.7       89.9       58.8       70.9       72.9       80.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EXF
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    27,455:    22,295     14,660          0      7,650      1,415      1,320        875        110        150        815          0:    2,165     1,930
Old  :    27,455:    22,295     14,660          0      7,650      1,415      1,320        875        110        150        815          0:    2,165     1,930
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       800:       200      1,250          0       -970        255        300        100          0          0          0          0:       45       165
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.2       53.4        0.0       27.9        5.2        4.8        3.2        0.4        0.5        3.0        0.0:      7.9       7.0
Old  :     100.0:      81.2       53.4        0.0       27.9        5.2        4.8        3.2        0.4        0.5        3.0        0.0:      7.9       7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15          9          0          .          .          .          .          .          .          .          0:
Old  :        25:        15          9          0          .          .          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       68.5       72.6       86.6       48.7       56.3       64.7       69.8
Old  :                 52.9       68.5       72.6       86.6       48.7       56.3       64.7       69.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                                                                                                    Code-064FHK
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   125,693:    53,819    112,803     30,194      1,295      2,650     20,885          0        275      9,375        150         25:    8,470     8,495
Old  :   125,693:    53,819    112,803     30,194      1,295      2,650     20,885          0        275      9,375        150         25:    8,470     8,495
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       920:     1,775        510       -170          0          0       -975          0        -80        -20        100          0:      390       390
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.8       89.7       24.0        1.0        2.1       16.6        0.0        0.2        7.5        0.1        0.0:      6.7       6.8
Old  :     100.0:      42.8       89.7       24.0        1.0        2.1       16.6        0.0        0.2        7.5        0.1        0.0:      6.7       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        19         23          .          .          .          .          0          .          .          .          .:
Old  :        40:        19         23          .          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.2       57.9       81.0       73.9       61.2       57.1       75.1       70.4
Old  :                 64.2       57.9       81.0       73.9       61.2       57.1       75.1       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                                                                                                   Code-064FHL
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   110,370:    49,725    100,075     23,215      2,195      1,605     23,910          0        425      5,445          0          0:    6,045     6,070
Old  :   110,370:    49,725    100,075     23,215      2,195      1,605     23,910          0        425      5,445          0          0:    6,045     6,070
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       305:     1,140        -25       -245          0          0       -900          0          0        -20          0          0:      330       330
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.1       90.7       21.0        2.0        1.5       21.7        0.0        0.4        4.9        0.0        0.0:      5.5       5.5
Old  :     100.0:      45.1       90.7       21.0        2.0        1.5       21.7        0.0        0.4        4.9        0.0        0.0:      5.5       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        17         23          .          .          .          .          0          .          4          0          0:
Old  :        37:        17         23          .          .          .          .          0          .          4          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.9       60.0       85.1       74.9       66.4       59.3       79.2       72.8
Old  :                 68.9       60.0       85.1       74.9       66.4       59.3       79.2       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                                                                                                 Code-064FKA
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    21,185:    18,770      9,380          0      8,795         75          0        625         25          0          0          0:    2,315     2,285
Old  :    21,185:    18,770      9,380          0      8,795         75          0        625         25          0          0          0:    2,315     2,285
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.6       44.3        0.0       41.5        0.4        0.0        3.0        0.1        0.0        0.0        0.0:     10.9      10.8
Old  :     100.0:      88.6       44.3        0.0       41.5        0.4        0.0        3.0        0.1        0.0        0.0        0.0:     10.9      10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        17         12          0          .          .          0          .          .          0          0          0:
Old  :        22:        17         12          0          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       67.1       73.7       80.5       43.8       54.5       58.8       62.8
Old  :                 49.0       67.1       73.7       80.5       43.8       54.5       58.8       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                                                                                                Code-064FKB
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    20,300:    17,055      9,200          0      9,435        875          0         75          0      1,500          0          0:      870       715
Old  :    20,300:    17,055      9,200          0      9,435        875          0         75          0      1,500          0          0:      870       715
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.0       45.3        0.0       46.5        4.3        0.0        0.4        0.0        7.4        0.0        0.0:      4.3       3.5
Old  :     100.0:      84.0       45.3        0.0       46.5        4.3        0.0        0.4        0.0        7.4        0.0        0.0:      4.3       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        17         11          0          .          .          0          .          0          .          0          0:
Old  :        23:        17         11          0          .          .          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       79.2       74.9       90.4       38.9       61.7       55.6       65.7
Old  :                 54.1       79.2       74.9       90.4       38.9       61.7       55.6       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                                                                                                    Code-064FKE
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    40,745:    32,045     24,755        215      2,590      2,310          0      4,415         25          0        500          0:    6,150     6,150
Old  :    40,745:    32,045     24,755        215      2,590      2,310          0      4,415         25          0        500          0:    6,150     6,150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :       700:       700          0          0          0          0          0        700          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.6       60.8        0.5        6.4        5.7        0.0       10.8        0.1        0.0        1.2        0.0:     15.1      15.1
Old  :     100.0:      78.6       60.8        0.5        6.4        5.7        0.0       10.8        0.1        0.0        1.2        0.0:     15.1      15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        14         15          .          .          .          0          .          .          0          .          0:
Old  :        28:        14         15          .          .          .          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       42.3       78.6       61.2       57.2       37.0       65.0       53.3
Old  :                 64.7       42.3       78.6       61.2       57.2       37.0       65.0       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                                                                                                   Code-064FKF
Disaggregated Commitments of Traders - Futures Only, April 04, 2017                                                                                          
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    30,450:    21,335     17,585        665      1,590      4,165          0      2,825          0          0          0          0:    4,285     4,285
Old  :    30,450:    21,335     17,585        665      1,590      4,165          0      2,825          0          0          0          0:    4,285     4,285
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 28, 2017                                                                   :
     :        80:         0       -150          0        150       -150          0          0          0          0          0          0:      230       230
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.1       57.8        2.2        5.2       13.7        0.0        9.3        0.0        0.0        0.0        0.0:     14.1      14.1
Old  :     100.0:      70.1       57.8        2.2        5.2       13.7        0.0        9.3        0.0        0.0        0.0        0.0:     14.1      14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         16          .          .          .          0          .          0          0          0          0:
Old  :        26:        15         16          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       44.2       72.1       64.3       36.4       30.1       47.6       45.5
Old  :                 44.7       44.2       72.1       64.3       36.4       30.1       47.6       45.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 7, 2017