Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 72,895 : : Positions : : 27,363 20,333 10,583 6,738 1,866 100 24,607 2,356 23,282 9,277 6,363 : : : : Changes from: January 3, 2017 : : -1,448 -764 -1,344 -1,803 -64 0 -2,038 -221 -857 905 -1,012 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 27.9 14.5 9.2 2.6 0.1 33.8 3.2 31.9 12.7 8.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 12 14 . 4 5 . 5 4 12 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 15,644 : : Positions : : 4,340 8,921 571 1,897 425 0 2,682 0 9,005 355 809 : : : : Changes from: January 3, 2017 : : -481 -1,668 27 -75 -373 -82 -1,002 -170 -1,969 -54 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.7 57.0 3.6 12.1 2.7 0.0 17.1 0.0 57.6 2.3 5.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 7 . 4 4 0 . 0 8 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 124,352 : : Positions : : 73,392 83,924 10,059 13,966 8,125 21,984 980 1,585 5,732 12,285 2,996 : : : : Changes from: January 3, 2017 : : -3,663 -4,310 1,449 -689 -689 123 -533 -650 -1,609 1,698 -340 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 67.5 8.1 11.2 6.5 17.7 0.8 1.3 4.6 9.9 2.4 : : : : Number of Traders in Each Category Total Traders: 73 : : 40 40 . . 4 4 4 4 7 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 42,728 : : Positions : : 32,330 38,684 3,677 0 3,504 0 34 351 2,791 104 51 : : : : Changes from: January 3, 2017 : : 599 -123 -747 0 439 0 0 0 105 104 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 90.5 8.6 0.0 8.2 0.0 0.1 0.8 6.5 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 22 . 0 . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 404,698 : : Positions : : 362,236 307,259 0 64,968 29,167 10,472 0 0 2,215 2,696 608 : : : : Changes from: January 3, 2017 : : 2,215 -160 0 -1,944 0 0 0 0 -2,255 2,064 -1,569 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 75.9 0.0 16.1 7.2 2.6 0.0 0.0 0.5 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 19 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,428,181 : : Positions : :1,125,959 1,140,032 165,548 69,407 59,522 5,039 37,436 44,024 27,353 77,024 736 : : : : Changes from: January 3, 2017 : : -60,432 -49,547 12,783 -17,959 -3,672 -2,856 19,793 -14,364 408 -2,384 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 79.8 11.6 4.9 4.2 0.4 2.6 3.1 1.9 5.4 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 35 34 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 56,495 : : Positions : : 43,482 39,466 8,906 9,459 2,880 2 1,456 612 104 2,113 509 : : : : Changes from: January 3, 2017 : : -2,722 -3,774 -48 2,787 -3,120 -458 -462 560 -104 -1,883 -389 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 69.9 15.8 16.7 5.1 0.0 2.6 1.1 0.2 3.7 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 18 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 347,215 : : Positions : : 259,651 293,805 39,658 9,392 34,658 4,264 728 8,632 352 0 0 : : : : Changes from: January 3, 2017 : : -31,177 -33,874 47 0 -1,228 -3,096 0 0 -56 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 84.6 11.4 2.7 10.0 1.2 0.2 2.5 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 21 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 25,490 : : Positions : : 19,033 22,336 2,310 0 2,638 607 0 0 228 264 0 : : : : Changes from: January 3, 2017 : : -1,725 -1,859 263 0 -149 -40 0 -42 -24 98 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 87.6 9.1 0.0 10.3 2.4 0.0 0.0 0.9 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 59,140 : : Positions : : 36,723 43,377 20,150 14,030 1,565 0 0 0 350 0 0 : : : : Changes from: January 3, 2017 : : -311 -3,280 -3,173 -360 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 73.3 34.1 23.7 2.6 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 24 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 76,580 : : Positions : : 52,578 55,237 22,390 20,205 1,015 0 0 0 360 0 0 : : : : Changes from: January 3, 2017 : : -1,938 -4,645 -2,707 -15 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 72.1 29.2 26.4 1.3 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 25 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 30,815 : : Positions : : 24,371 25,620 3,250 2,475 1,920 0 0 0 700 600 0 : : : : Changes from: January 3, 2017 : : -1,465 -1,089 0 -210 -100 0 0 0 -50 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 83.1 10.5 8.0 6.2 0.0 0.0 0.0 2.3 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 321,344 : : Positions : : 185,992 306,568 106,008 0 14,040 4,696 0 0 9,872 0 736 : : : : Changes from: January 3, 2017 : : -10,920 -16,512 -2,040 0 9,360 -816 0 0 -2,736 0 736 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 95.4 33.0 0.0 4.4 1.5 0.0 0.0 3.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 6,872 : : Positions : : 5,535 4,665 131 984 63 508 0 0 39 774 43 : : : : Changes from: January 3, 2017 : : 239 -352 0 380 -166 -38 0 -87 -127 0 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 67.9 1.9 14.3 0.9 7.4 0.0 0.0 0.6 11.3 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 13,745 : : Positions : : 11,810 7,205 0 5,855 300 300 0 0 530 0 325 : : : : Changes from: January 3, 2017 : : -895 -825 0 -40 -75 25 0 -25 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 52.4 0.0 42.6 2.2 2.2 0.0 0.0 3.9 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 36,781 : : Positions : : 29,586 32,576 4,900 1,320 2,015 0 0 0 0 750 0 : : : : Changes from: January 3, 2017 : : -2,805 -3,255 -510 -5 325 0 0 0 0 -175 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 88.6 13.3 3.6 5.5 0.0 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 19 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 25,896 : : Positions : : 19,446 20,581 3,105 3,125 1,960 0 0 0 1,175 100 0 : : : : Changes from: January 3, 2017 : : -450 -105 -55 -55 -90 0 0 0 425 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 79.5 12.0 12.1 7.6 0.0 0.0 0.0 4.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 20,808 : : Positions : : 14,357 16,460 2,495 1,715 2,006 549 60 0 622 82 105 : : : : Changes from: January 3, 2017 : : -941 206 -168 273 384 0 60 0 456 -918 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 79.1 12.0 8.2 9.6 2.6 0.3 0.0 3.0 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 17 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 56,869 : : Positions : : 51,612 45,547 2,201 4,385 1,948 0 172 0 395 4,067 507 : : : : Changes from: January 3, 2017 : : -2,363 -2,453 -55 -119 -153 0 -50 0 -375 -45 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 80.1 3.9 7.7 3.4 0.0 0.3 0.0 0.7 7.2 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 19 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 74,036 : : Positions : : 66,176 51,892 2,804 3,593 2,017 257 1,291 374 1,091 13,455 1,296 : : : : Changes from: January 3, 2017 : : -2,606 -990 201 274 -578 135 -1,488 0 -240 -329 -419 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 70.1 3.8 4.9 2.7 0.3 1.7 0.5 1.5 18.2 1.8 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 26 . . . . . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 44,875 : : Positions : : 34,385 39,315 8,490 4,550 1,010 0 0 0 850 0 0 : : : : Changes from: January 3, 2017 : : -2,730 -4,380 -630 980 -180 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 87.6 18.9 10.1 2.3 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 49,365 : : Positions : : 36,920 38,370 9,065 7,230 1,665 0 0 0 1,480 2,100 0 : : : : Changes from: January 3, 2017 : : -2,575 -4,840 -780 1,490 -270 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 77.7 18.4 14.6 3.4 0.0 0.0 0.0 3.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 281,447 : : Positions : : 211,244 256,329 16,492 9,861 13,306 0 0 0 38,854 400 1,551 : : : : Changes from: January 3, 2017 : : -12,984 -10,852 -5,061 374 -4,112 0 -816 0 3,487 -3,264 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 91.1 5.9 3.5 4.7 0.0 0.0 0.0 13.8 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 23 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 23,865 : : Positions : : 15,142 19,341 745 446 1,168 0 983 767 4,801 222 437 : : : : Changes from: January 3, 2017 : : -1,956 -1,674 -124 23 13 -78 -52 -145 515 -378 -167 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 81.0 3.1 1.9 4.9 0.0 4.1 3.2 20.1 0.9 1.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 25 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 39,773 : : Positions : : 28,822 39,511 10,240 0 0 308 0 0 403 262 0 : : : : Changes from: January 3, 2017 : : -1,946 -3,066 -1,088 0 0 51 0 0 -183 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 99.3 25.7 0.0 0.0 0.8 0.0 0.0 1.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 295,938 : : Positions : : 247,607 196,829 9,392 47,982 32,327 3,504 15,692 3,108 0 0 0 : : : : Changes from: January 3, 2017 : : -7,184 -19,856 -4,203 4,965 -285 -3,504 0 0 0 -408 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 66.5 3.2 16.2 10.9 1.2 5.3 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 15 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 19,132 : : Positions : : 13,863 14,125 987 465 1,731 622 0 1,018 0 732 0 : : : : Changes from: January 3, 2017 : : -1,670 -1,212 108 61 -253 -161 0 -21 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 73.8 5.2 2.4 9.0 3.3 0.0 5.3 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 10,418 : : Positions : : 4,992 7,540 3,571 1,021 104 508 82 0 0 387 185 : : : : Changes from: January 3, 2017 : : -654 -927 -85 -63 -41 -21 0 0 0 105 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 72.4 34.3 9.8 1.0 4.9 0.8 0.0 0.0 3.7 1.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 72,540 : : Positions : : 58,885 61,644 9,392 9,321 1,575 0 0 0 2,688 0 0 : : : : Changes from: January 3, 2017 : : -8,568 -8,920 -1,632 -2,040 0 -408 0 0 56 0 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 85.0 12.9 12.8 2.2 0.0 0.0 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 13,479 : : Positions : : 9,463 9,470 2,828 1,617 146 0 572 0 580 958 170 : : : : Changes from: January 3, 2017 : : -797 -683 -260 -254 -46 0 -189 0 99 -84 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 70.3 21.0 12.0 1.1 0.0 4.2 0.0 4.3 7.1 1.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 142,815 : : Positions : : 109,273 88,690 32,792 44,065 750 0 7,790 0 0 1,520 0 : : : : Changes from: January 3, 2017 : : -4,887 3,858 8,235 -1,734 -11,157 0 408 -408 -2,040 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 62.1 23.0 30.9 0.5 0.0 5.5 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 22,357 : : Positions : : 15,594 13,889 666 2,930 2,955 74 157 2,018 948 306 102 : : : : Changes from: January 3, 2017 : : -511 -1,459 0 284 -284 74 0 26 -738 0 102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 62.1 3.0 13.1 13.2 0.3 0.7 9.0 4.2 1.4 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 14,710 : : Positions : : 13,525 7,685 470 5,395 50 0 1,580 0 300 0 0 : : : : Changes from: January 3, 2017 : : -435 90 0 -455 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 52.2 3.2 36.7 0.3 0.0 10.7 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 14,510 : : Positions : : 13,310 7,515 520 5,360 0 0 1,530 0 155 0 105 : : : : Changes from: January 3, 2017 : : -625 -20 0 -535 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 51.8 3.6 36.9 0.0 0.0 10.5 0.0 1.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 19,630 : : Positions : : 10,660 13,700 6,760 4,130 1,595 300 175 0 120 0 30 : : : : Changes from: January 3, 2017 : : -910 -690 195 15 -740 -25 -50 0 20 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 69.8 34.4 21.0 8.1 1.5 0.9 0.0 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 12 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 14,018 : : Positions : : 7,965 9,293 3,930 3,030 1,490 300 175 0 100 0 0 : : : : Changes from: January 3, 2017 : : -640 297 930 -35 -665 -25 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 66.3 28.0 21.6 10.6 2.1 1.2 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 10 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 23,455 : : Positions : : 14,420 22,800 8,380 0 195 0 350 50 50 0 0 : : : : Changes from: January 3, 2017 : : -820 -715 -95 0 -165 0 -230 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 97.2 35.7 0.0 0.8 0.0 1.5 0.2 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 4 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 16,885 : : Positions : : 12,565 10,195 0 1,820 4,155 0 400 0 0 240 10 : : : : Changes from: January 3, 2017 : : -520 -1,330 -95 745 -315 0 -35 0 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 60.4 0.0 10.8 24.6 0.0 2.4 0.0 0.0 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 18,291 : : Positions : : 13,301 11,381 200 2,150 4,345 0 400 0 330 0 0 : : : : Changes from: January 3, 2017 : : -824 -1,019 -140 50 90 0 -35 0 20 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 62.2 1.1 11.8 23.8 0.0 2.2 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 108,635 : : Positions : : 90,670 83,828 4,520 10,265 11,625 1,490 1,112 30 195 1,625 75 : : : : Changes from: January 3, 2017 : : -6,588 -8,177 -285 913 -860 -135 537 0 -205 -65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 77.2 4.2 9.4 10.7 1.4 1.0 0.0 0.2 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 26 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 127,931 : : Positions : : 104,142 97,169 6,985 9,775 14,110 2,154 3,612 230 100 2,755 185 : : : : Changes from: January 3, 2017 : : -7,687 -8,531 -130 1,098 -1,283 -680 -363 -50 -100 -405 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 76.0 5.5 7.6 11.0 1.7 2.8 0.2 0.1 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 34 29 . . 4 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 180,384 : : Positions : : 130,268 138,820 20,125 305 10,169 5,977 3,949 6,370 5,973 19,261 1,474 : : : : Changes from: January 3, 2017 : : -7,737 -1,606 4,299 -2,026 -1,958 -79 -456 50 -278 51 -635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 77.0 11.2 0.2 5.6 3.3 2.2 3.5 3.3 10.7 0.8 : : : : Number of Traders in Each Category Total Traders: 73 : : 36 40 4 . 4 4 . . 5 10 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 117,696 : : Positions : : 101,288 94,341 4,736 11,340 3,763 5,007 700 1,788 1,030 5,724 0 : : : : Changes from: January 3, 2017 : : -4,360 -4,367 -741 -1,227 717 -50 11 -11 -76 212 -252 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 80.2 4.0 9.6 3.2 4.3 0.6 1.5 0.9 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 34 30 . . 4 . . . . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 34,735 : : Positions : : 28,805 26,780 1,440 4,320 2,685 505 825 0 1,125 0 100 : : : : Changes from: January 3, 2017 : : -2,745 -2,185 50 -295 0 -60 -325 0 -155 -50 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 77.1 4.1 12.4 7.7 1.5 2.4 0.0 3.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 9 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 30,495 : : Positions : : 25,390 27,270 1,430 0 2,850 0 295 30 740 50 0 : : : : Changes from: January 3, 2017 : : -1,800 -1,385 440 -160 -415 0 0 0 -135 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 89.4 4.7 0.0 9.3 0.0 1.0 0.1 2.4 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 11 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 29,850 : : Positions : : 25,341 22,111 5 4,264 3,025 1,050 200 250 50 0 0 : : : : Changes from: January 3, 2017 : : -1,321 -1,450 5 29 -100 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 74.1 0.0 14.3 10.1 3.5 0.7 0.8 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 21,146 : : Positions : : 14,741 17,746 2,280 1,480 1,800 900 0 0 1,425 0 0 : : : : Changes from: January 3, 2017 : : -480 -440 15 -100 -40 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 83.9 10.8 7.0 8.5 4.3 0.0 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 160,160 : : Positions : : 102,798 90,820 4,861 24,273 30,621 8,354 0 13,526 0 920 0 : : : : Changes from: January 3, 2017 : : 4,636 -1,219 460 1,275 0 -5,040 0 5,040 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 56.7 3.0 15.2 19.1 5.2 0.0 8.4 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 26,974 : : Positions : : 17,229 19,052 5,191 4,108 1,975 0 1,229 26 1,960 375 197 : : : : Changes from: January 3, 2017 : : -888 -315 499 -407 -319 -95 -96 26 -401 159 -134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 70.6 19.2 15.2 7.3 0.0 4.6 0.1 7.3 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 16 . . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 18,813 : : Positions : : 13,749 14,625 2,524 2,840 631 360 0 0 550 25 334 : : : : Changes from: January 3, 2017 : : -918 -870 -584 -470 -59 -50 0 0 -381 25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 77.7 13.4 15.1 3.4 1.9 0.0 0.0 2.9 0.1 1.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 34,932 : : Positions : : 29,016 13,756 1,291 14,247 928 125 4,428 0 2,861 1,020 530 : : : : Changes from: January 3, 2017 : : -2,290 -2,781 -677 -246 60 95 75 -75 -7 -195 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 39.4 3.7 40.8 2.7 0.4 12.7 0.0 8.2 2.9 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 19 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 19,060 : : Positions : : 16,122 12,198 105 4,897 1,920 95 0 5 173 0 10 : : : : Changes from: January 3, 2017 : : -1,847 -789 0 -471 -301 70 0 -70 82 -250 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 64.0 0.6 25.7 10.1 0.5 0.0 0.0 0.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 22,055 : : Positions : : 14,031 17,434 5,553 598 2,204 0 300 0 0 1,434 85 : : : : Changes from: January 3, 2017 : : -1,105 -1,337 -395 -85 -15 -100 -70 0 -60 -68 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 79.0 25.2 2.7 10.0 0.0 1.4 0.0 0.0 6.5 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 13,584 : : Positions : : 11,086 10,796 445 1,102 1,189 0 0 0 0 0 0 : : : : Changes from: January 3, 2017 : : -561 -687 -857 -356 862 0 -25 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 79.5 3.3 8.1 8.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 34,155 : : Positions : : 31,781 23,691 457 8,209 1,505 0 550 0 100 200 0 : : : : Changes from: January 3, 2017 : : -205 -1,413 -163 970 0 0 85 -35 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 69.4 1.3 24.0 4.4 0.0 1.6 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 21 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 16,425 : : Positions : : 12,294 12,633 1,075 1,260 2,245 0 0 0 419 0 42 : : : : Changes from: January 3, 2017 : : -2,080 -558 55 -1,260 785 0 0 0 12 -50 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 76.9 6.5 7.7 13.7 0.0 0.0 0.0 2.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 13,424 : : Positions : : 9,199 8,949 435 1,436 3,035 0 0 0 755 0 0 : : : : Changes from: January 3, 2017 : : -640 665 -50 -1,298 1,010 0 0 0 66 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 66.7 3.2 10.7 22.6 0.0 0.0 0.0 5.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 38,582 : : Positions : : 24,037 30,852 11,680 3,970 40 0 0 0 0 600 0 : : : : Changes from: January 3, 2017 : : -3,170 -1,855 1,150 -245 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 80.0 30.3 10.3 0.1 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 34,885 : : Positions : : 21,143 26,718 10,600 4,130 0 0 0 0 0 600 0 : : : : Changes from: January 3, 2017 : : -3,050 -1,745 1,160 -245 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 76.6 30.4 11.8 0.0 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 15 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 36,345 : : Positions : : 34,155 4,570 0 7,860 405 0 14,440 0 0 7,695 105 : : : : Changes from: January 3, 2017 : : 305 -585 0 1,375 -175 0 -70 0 0 -425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 12.6 0.0 21.6 1.1 0.0 39.7 0.0 0.0 21.2 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 0 . . 0 . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 33,420 : : Positions : : 31,245 5,355 0 9,365 0 0 13,365 360 0 3,450 0 : : : : Changes from: January 3, 2017 : : 455 -560 0 1,250 -50 0 -70 0 0 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 16.0 0.0 28.0 0.0 0.0 40.0 1.1 0.0 10.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 0 . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 27,668 : : Positions : : 17,153 16,090 192 775 5,883 1,100 400 100 1,675 2,935 0 : : : : Changes from: January 3, 2017 : : -893 -490 122 -676 -147 5 175 -5 -75 150 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 58.2 0.7 2.8 21.3 4.0 1.4 0.4 6.1 10.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 23,793 : : Positions : : 14,432 13,140 45 905 5,045 1,100 400 100 1,675 2,960 0 : : : : Changes from: January 3, 2017 : : -793 -363 -25 -1,083 0 -110 175 0 -275 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 55.2 0.2 3.8 21.2 4.6 1.7 0.4 7.0 12.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 46,195 : : Positions : : 24,170 27,750 19,675 25 1,870 0 15,890 0 0 300 0 : : : : Changes from: January 3, 2017 : : 270 75 -520 -65 -80 0 -335 0 -200 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 60.1 42.6 0.1 4.0 0.0 34.4 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 40,040 : : Positions : : 21,170 22,265 16,465 0 1,795 0 15,090 0 0 400 0 : : : : Changes from: January 3, 2017 : : 345 100 -620 0 0 0 -360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 55.6 41.1 0.0 4.5 0.0 37.7 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 30,090 : : Positions : : 26,640 19,945 150 6,435 360 100 1,360 0 1,200 320 280 : : : : Changes from: January 3, 2017 : : -1,225 -885 25 5 -5 100 25 -125 0 -275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 66.3 0.5 21.4 1.2 0.3 4.5 0.0 4.0 1.1 0.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 5 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 29,615 : : Positions : : 26,020 19,355 150 6,705 315 100 1,560 0 1,380 0 520 : : : : Changes from: January 3, 2017 : : -1,640 -950 0 -510 0 100 15 -115 125 0 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 65.4 0.5 22.6 1.1 0.3 5.3 0.0 4.7 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 5 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 31,664 : : Positions : : 20,295 15,619 0 7,936 3,649 4,645 475 500 450 1,375 150 : : : : Changes from: January 3, 2017 : : -2,165 -670 -25 -2,085 0 -405 -175 75 -240 105 -205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 49.3 0.0 25.1 11.5 14.7 1.5 1.6 1.4 4.3 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 23,725 : : Positions : : 16,110 13,125 0 2,690 4,400 745 475 200 350 925 150 : : : : Changes from: January 3, 2017 : : -2,020 -1,020 0 -745 0 95 -200 5 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 55.3 0.0 11.3 18.5 3.1 2.0 0.8 1.5 3.9 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 113,472 : : Positions : : 48,239 98,218 15,129 1,760 6,669 27,640 0 0 8,975 0 270 : : : : Changes from: January 3, 2017 : : -5,875 -8,033 -1,348 205 -1,305 -235 0 -140 -365 0 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 86.6 13.3 1.6 5.9 24.4 0.0 0.0 7.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 24 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 101,900 : : Positions : : 43,220 88,490 14,115 2,835 4,895 29,715 0 150 4,305 0 100 : : : : Changes from: January 3, 2017 : : -6,045 -8,067 -883 205 -1,355 -680 0 0 -260 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 86.8 13.9 2.8 4.8 29.2 0.0 0.1 4.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 23 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 18,360 : : Positions : : 14,780 9,760 2,445 7,290 0 0 275 0 100 0 0 : : : : Changes from: January 3, 2017 : : -1,105 -1,780 -650 10 -10 0 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 53.2 13.3 39.7 0.0 0.0 1.5 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 10 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 17,085 : : Positions : : 12,830 8,325 2,295 7,590 135 0 225 0 900 0 0 : : : : Changes from: January 3, 2017 : : -1,060 -1,845 -885 0 90 0 -25 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 48.7 13.4 44.4 0.8 0.0 1.3 0.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 36,780 : : Positions : : 29,995 25,215 1,515 3,345 1,280 0 2,450 0 0 500 0 : : : : Changes from: January 3, 2017 : : -1,810 -655 40 -910 -60 0 -175 0 0 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 68.6 4.1 9.1 3.5 0.0 6.7 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 26,165 : : Positions : : 17,935 16,170 1,785 1,975 2,490 100 1,675 0 0 0 0 : : : : Changes from: January 3, 2017 : : -2,215 -1,605 135 -1,000 365 0 525 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 61.8 6.8 7.5 9.5 0.4 6.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 13, 2017