Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 74,242 : : Positions : : 26,758 20,297 10,333 6,698 1,823 3,005 24,303 2,354 21,941 10,272 7,054 : : : : Changes from: January 10, 2017 : : -605 -36 -250 -40 -43 2,905 -304 -2 -1,341 995 691 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 27.3 13.9 9.0 2.5 4.0 32.7 3.2 29.6 13.8 9.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 12 14 . 4 4 . 4 . 12 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 15,277 : : Positions : : 3,783 8,688 626 1,738 411 0 2,662 0 9,035 250 968 : : : : Changes from: January 10, 2017 : : -557 -233 55 -159 -14 0 -20 0 30 -105 159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.8 56.9 4.1 11.4 2.7 0.0 17.4 0.0 59.1 1.6 6.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 7 . . 5 0 . 0 8 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 123,766 : : Positions : : 74,451 82,801 10,056 13,638 8,036 21,362 1,050 1,405 4,684 13,134 3,335 : : : : Changes from: January 10, 2017 : : 1,059 -1,123 -3 -328 -89 -622 70 -180 -1,048 849 339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 66.9 8.1 11.0 6.5 17.3 0.8 1.1 3.8 10.6 2.7 : : : : 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 17, 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 42,440 : : Positions : : 31,419 38,728 4,385 0 3,072 0 58 327 3,186 204 51 : : : : Changes from: January 10, 2017 : : -911 44 708 0 -432 0 24 -24 395 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 91.3 10.3 0.0 7.2 0.0 0.1 0.8 7.5 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 22 . 0 . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 389,130 : : Positions : : 346,092 304,603 0 52,056 29,167 10,472 0 0 2,215 2,120 1,184 : : : : Changes from: January 10, 2017 : : -16,144 -2,656 0 -12,912 0 0 0 0 0 -576 576 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 78.3 0.0 13.4 7.5 2.7 0.0 0.0 0.6 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 1,440,600 : : Positions : :1,139,557 1,154,963 159,068 65,743 59,522 4,335 32,728 48,828 28,554 78,080 736 : : : : Changes from: January 10, 2017 : : 13,598 14,931 -6,480 -3,664 0 -704 -4,708 4,804 1,201 1,056 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 80.2 11.0 4.6 4.1 0.3 2.3 3.4 2.0 5.4 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 35 35 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 57,061 : : Positions : : 43,790 39,848 9,034 9,722 2,880 0 1,198 587 422 2,478 348 : : : : Changes from: January 10, 2017 : : 308 382 128 263 0 -2 -258 -25 318 365 -161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 69.8 15.8 17.0 5.0 0.0 2.1 1.0 0.7 4.3 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 19 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 298,335 : : Positions : : 225,837 205,609 52,993 71,261 17,601 952 3,864 0 952 0 0 : : : : Changes from: January 10, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 68.9 17.8 23.9 5.9 0.3 1.3 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 338,070 : : Positions : : 250,506 289,692 45,042 9,392 29,626 3,912 728 8,632 352 0 0 : : : : Changes from: January 10, 2017 : : -9,145 -4,113 5,384 0 -5,032 -352 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 85.7 13.3 2.8 8.8 1.2 0.2 2.6 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 22 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 24,735 : : Positions : : 18,904 21,713 2,568 0 2,383 567 0 0 148 344 0 : : : : Changes from: January 10, 2017 : : -129 -623 258 0 -255 -40 0 0 -80 80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 87.8 10.4 0.0 9.6 2.3 0.0 0.0 0.6 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 21 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 59,240 : : Positions : : 36,823 42,277 20,150 15,230 1,565 0 0 0 350 0 0 : : : : Changes from: January 10, 2017 : : 100 -1,100 0 1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 71.4 34.0 25.7 2.6 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 25 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 11,650 : : Positions : : 9,650 9,950 1,600 0 0 250 200 0 0 1,450 50 : : : : Changes from: January 10, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 85.4 13.7 0.0 0.0 2.1 1.7 0.0 0.0 12.4 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 13 . 0 0 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 77,695 : : Positions : : 52,443 55,152 23,640 21,405 1,015 0 0 0 360 0 0 : : : : Changes from: January 10, 2017 : : -135 -85 1,250 1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 71.0 30.4 27.6 1.3 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 26 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 30,860 : : Positions : : 24,371 25,120 3,250 3,020 1,920 0 0 0 700 600 0 : : : : Changes from: January 10, 2017 : : 0 -500 0 545 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 81.4 10.5 9.8 6.2 0.0 0.0 0.0 2.3 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 320,496 : : Positions : : 185,640 305,720 104,808 0 14,040 4,696 0 0 10,576 0 736 : : : : Changes from: January 10, 2017 : : -352 -848 -1,200 0 0 0 0 0 704 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 95.4 32.7 0.0 4.4 1.5 0.0 0.0 3.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 6,918 : : Positions : : 5,581 4,648 131 961 63 508 0 0 0 821 82 : : : : Changes from: January 10, 2017 : : 46 -17 0 -23 0 0 0 0 -39 47 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 67.2 1.9 13.9 0.9 7.3 0.0 0.0 0.0 11.9 1.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 15 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 14,465 : : Positions : : 12,530 7,925 0 5,855 300 300 0 0 530 0 325 : : : : Changes from: January 10, 2017 : : 720 720 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 54.8 0.0 40.5 2.1 2.1 0.0 0.0 3.7 0.0 2.2 : : : : 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 17, 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 36,431 : : Positions : : 29,196 31,686 4,855 1,820 2,055 0 0 0 0 750 0 : : : : Changes from: January 10, 2017 : : -390 -890 -45 500 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 87.0 13.3 5.0 5.6 0.0 0.0 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 20 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 26,136 : : Positions : : 19,686 20,541 2,925 3,225 2,140 0 0 0 1,175 100 0 : : : : Changes from: January 10, 2017 : : 240 -40 -180 100 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 78.6 11.2 12.3 8.2 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 17, 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 20,456 : : Positions : : 13,919 15,956 2,475 1,887 2,006 549 0 0 768 82 105 : : : : Changes from: January 10, 2017 : : -438 -504 -20 172 0 0 -60 0 146 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 78.0 12.1 9.2 9.8 2.7 0.0 0.0 3.8 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 57,108 : : Positions : : 52,257 45,967 2,201 4,290 1,748 0 172 0 395 4,243 495 : : : : Changes from: January 10, 2017 : : 645 420 0 -95 -200 0 0 0 0 176 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 80.5 3.9 7.5 3.1 0.0 0.3 0.0 0.7 7.4 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 20 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 75,338 : : Positions : : 67,667 52,789 2,549 3,413 2,190 257 1,186 374 1,076 14,069 1,204 : : : : Changes from: January 10, 2017 : : 1,491 897 -255 -180 173 0 -105 0 -15 614 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 70.1 3.4 4.5 2.9 0.3 1.6 0.5 1.4 18.7 1.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 30 28 . . . . . . 7 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 45,090 : : Positions : : 34,290 40,060 9,330 4,550 480 0 0 0 850 0 0 : : : : Changes from: January 10, 2017 : : -95 745 840 0 -530 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 88.8 20.7 10.1 1.1 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 17, 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 50,170 : : Positions : : 36,990 39,280 9,905 7,230 1,560 0 0 0 1,480 2,100 0 : : : : Changes from: January 10, 2017 : : 70 910 840 0 -105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 78.3 19.7 14.4 3.1 0.0 0.0 0.0 2.9 4.2 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 17, 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 287,272 : : Positions : : 217,068 262,522 16,492 9,852 12,947 0 0 0 39,214 400 1,551 : : : : Changes from: January 10, 2017 : : 5,824 6,193 0 -9 -359 0 0 0 360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 91.4 5.7 3.4 4.5 0.0 0.0 0.0 13.7 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 24 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 24,450 : : Positions : : 15,385 19,716 875 446 1,060 0 1,003 767 4,994 500 541 : : : : Changes from: January 10, 2017 : : 243 375 130 0 -108 0 20 0 193 278 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 80.6 3.6 1.8 4.3 0.0 4.1 3.1 20.4 2.0 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 26 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 39,816 : : Positions : : 28,723 39,371 10,336 0 0 231 0 0 454 397 48 : : : : Changes from: January 10, 2017 : : -99 -140 96 0 0 -77 0 0 51 135 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 98.9 26.0 0.0 0.0 0.6 0.0 0.0 1.1 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . 0 0 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 300,652 : : Positions : : 251,120 201,543 9,392 46,781 33,528 3,504 15,692 3,108 0 0 0 : : : : Changes from: January 10, 2017 : : 3,513 4,714 0 -1,201 1,201 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 67.0 3.1 15.6 11.2 1.2 5.2 1.0 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 17, 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 19,368 : : Positions : : 14,100 14,407 902 465 1,731 582 0 1,058 0 562 84 : : : : Changes from: January 10, 2017 : : 237 282 -85 0 0 -40 0 40 0 -170 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 74.4 4.7 2.4 8.9 3.0 0.0 5.5 0.0 2.9 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 10,693 : : Positions : : 5,267 7,775 3,531 1,021 144 508 82 0 0 387 185 : : : : Changes from: January 10, 2017 : : 275 235 -40 0 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 72.7 33.0 9.5 1.3 4.8 0.8 0.0 0.0 3.6 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 72,188 : : Positions : : 58,533 60,940 9,392 9,673 1,575 0 0 0 2,688 0 0 : : : : Changes from: January 10, 2017 : : -352 -704 0 352 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 84.4 13.0 13.4 2.2 0.0 0.0 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 13,731 : : Positions : : 9,652 9,424 2,851 1,852 166 0 572 0 600 958 170 : : : : Changes from: January 10, 2017 : : 189 -46 23 235 20 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 68.6 20.8 13.5 1.2 0.0 4.2 0.0 4.4 7.0 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 148,295 : : Positions : : 113,601 89,490 33,944 48,745 750 0 7,790 0 0 1,520 0 : : : : Changes from: January 10, 2017 : : 4,328 800 1,152 4,680 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 60.3 22.9 32.9 0.5 0.0 5.3 0.0 0.0 1.0 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 17, 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 22,406 : : Positions : : 15,641 13,938 691 2,904 2,981 49 181 1,994 948 306 102 : : : : Changes from: January 10, 2017 : : 47 49 25 -26 26 -25 24 -24 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 62.2 3.1 13.0 13.3 0.2 0.8 8.9 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 17, 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 12,880 : : Positions : : 10,525 8,885 1,070 2,400 615 0 980 0 300 0 0 : : : : Changes from: January 10, 2017 : : -3,000 1,200 600 -2,995 565 0 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 69.0 8.3 18.6 4.8 0.0 7.6 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 12,775 : : Positions : : 10,360 8,715 1,095 2,535 630 0 680 25 55 0 190 : : : : Changes from: January 10, 2017 : : -2,950 1,200 575 -2,825 630 0 -850 25 -100 0 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 68.2 8.6 19.8 4.9 0.0 5.3 0.2 0.4 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 19,540 : : Positions : : 10,570 13,885 7,010 4,105 1,345 300 175 0 120 0 30 : : : : Changes from: January 10, 2017 : : -90 185 250 -25 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 71.1 35.9 21.0 6.9 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 17, 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 13,923 : : Positions : : 7,870 9,473 4,180 3,005 1,240 300 175 0 100 0 0 : : : : Changes from: January 10, 2017 : : -95 180 250 -25 -250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 68.0 30.0 21.6 8.9 2.2 1.3 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 17, 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 21,260 : : Positions : : 14,920 19,750 4,780 0 1,050 0 300 100 50 0 0 : : : : Changes from: January 10, 2017 : : 500 -3,050 -3,600 0 855 0 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 92.9 22.5 0.0 4.9 0.0 1.4 0.5 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 4 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 17,170 : : Positions : : 12,490 10,345 0 1,385 4,575 0 550 0 0 240 10 : : : : Changes from: January 10, 2017 : : -75 150 0 -435 420 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 60.3 0.0 8.1 26.6 0.0 3.2 0.0 0.0 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 18,576 : : Positions : : 13,226 11,531 710 2,225 4,255 0 550 0 330 0 0 : : : : Changes from: January 10, 2017 : : -75 150 510 75 -90 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 62.1 3.8 12.0 22.9 0.0 3.0 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 17, 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 108,595 : : Positions : : 92,175 83,963 3,845 10,600 11,205 1,040 1,012 30 195 1,695 75 : : : : Changes from: January 10, 2017 : : 1,505 135 -675 335 -420 -450 -100 0 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 77.3 3.5 9.8 10.3 1.0 0.9 0.0 0.2 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 26 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 127,712 : : Positions : : 105,770 97,417 6,280 9,890 13,660 1,204 3,312 488 100 2,725 185 : : : : Changes from: January 10, 2017 : : 1,628 248 -705 115 -450 -950 -300 258 0 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 76.3 4.9 7.7 10.7 0.9 2.6 0.4 0.1 2.1 0.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 30 . . 4 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 182,316 : : Positions : : 133,806 140,656 19,381 426 9,528 6,004 3,969 6,352 4,981 19,107 2,237 : : : : Changes from: January 10, 2017 : : 3,538 1,836 -744 121 -641 27 20 -18 -992 -154 763 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 77.1 10.6 0.2 5.2 3.3 2.2 3.5 2.7 10.5 1.2 : : : : Number of Traders in Each Category Total Traders: 73 : : 36 41 4 . 4 4 . 4 5 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 119,104 : : Positions : : 104,048 94,321 4,349 12,540 3,758 4,422 700 1,788 430 5,724 225 : : : : Changes from: January 10, 2017 : : 2,760 -20 -387 1,200 -5 -585 0 0 -600 0 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 79.2 3.7 10.5 3.2 3.7 0.6 1.5 0.4 4.8 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 34 29 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 34,740 : : Positions : : 28,710 26,760 2,165 5,240 1,990 505 625 0 1,195 0 100 : : : : Changes from: January 10, 2017 : : -95 -20 725 920 -695 0 -200 0 70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 77.0 6.2 15.1 5.7 1.5 1.8 0.0 3.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 30,525 : : Positions : : 25,340 27,195 1,740 405 2,550 0 295 30 810 50 0 : : : : Changes from: January 10, 2017 : : -50 -75 310 405 -300 0 0 0 70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 89.1 5.7 1.3 8.4 0.0 1.0 0.1 2.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 11 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 28,430 : : Positions : : 23,946 21,531 5 3,424 3,025 1,025 200 250 50 0 0 : : : : Changes from: January 10, 2017 : : -1,395 -580 0 -840 0 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 75.7 0.0 12.0 10.6 3.6 0.7 0.9 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 21,266 : : Positions : : 14,861 17,686 2,100 1,480 1,980 900 0 0 1,425 0 0 : : : : Changes from: January 10, 2017 : : 120 -60 -180 0 180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 83.2 9.9 7.0 9.3 4.2 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 17, 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 159,940 : : Positions : : 100,028 90,600 4,861 21,723 33,171 8,354 0 13,526 0 920 0 : : : : Changes from: January 10, 2017 : : -2,770 -220 0 -2,550 2,550 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 56.6 3.0 13.6 20.7 5.2 0.0 8.5 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 17, 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 27,128 : : Positions : : 17,454 18,941 5,181 4,139 2,055 1 1,200 25 1,960 710 47 : : : : Changes from: January 10, 2017 : : 225 -111 -10 31 80 1 -29 -1 0 335 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 69.8 19.1 15.3 7.6 0.0 4.4 0.1 7.2 2.6 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 16 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 18,663 : : Positions : : 13,599 14,475 2,524 2,840 631 360 0 0 550 25 334 : : : : Changes from: January 10, 2017 : : -150 -150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 77.6 13.5 15.2 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 17, 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 35,000 : : Positions : : 28,955 14,232 1,373 13,820 978 125 4,458 0 2,856 957 530 : : : : Changes from: January 10, 2017 : : -61 476 82 -427 50 0 30 0 -5 -63 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 40.7 3.9 39.5 2.8 0.4 12.7 0.0 8.2 2.7 1.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 19,157 : : Positions : : 16,199 12,423 105 4,749 1,940 95 0 5 173 0 10 : : : : Changes from: January 10, 2017 : : 77 225 0 -148 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 64.8 0.5 24.8 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 17, 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 22,105 : : Positions : : 14,071 17,514 5,553 558 2,214 0 300 0 0 1,434 85 : : : : Changes from: January 10, 2017 : : 40 80 0 -40 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 79.2 25.1 2.5 10.0 0.0 1.4 0.0 0.0 6.5 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 13,536 : : Positions : : 11,300 10,899 445 1,152 1,139 0 0 0 0 0 0 : : : : Changes from: January 10, 2017 : : 214 103 0 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 80.5 3.3 8.5 8.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 32,800 : : Positions : : 30,395 23,286 448 7,269 1,545 0 500 0 100 200 0 : : : : Changes from: January 10, 2017 : : -1,386 -405 -9 -940 40 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 71.0 1.4 22.2 4.7 0.0 1.5 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 17, 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 16,480 : : Positions : : 12,369 12,683 1,075 1,260 2,245 0 0 0 419 0 42 : : : : Changes from: January 10, 2017 : : 75 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 77.0 6.5 7.6 13.6 0.0 0.0 0.0 2.5 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 17, 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 13,399 : : Positions : : 9,174 8,924 435 1,436 3,035 0 0 0 755 0 0 : : : : Changes from: January 10, 2017 : : -25 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 66.6 3.2 10.7 22.7 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 17, 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 38,832 : : Positions : : 24,037 30,412 11,930 4,410 40 0 0 0 0 850 0 : : : : Changes from: January 10, 2017 : : 0 -440 250 440 0 0 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 78.3 30.7 11.4 0.1 0.0 0.0 0.0 0.0 2.2 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 17, 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 35,085 : : Positions : : 21,143 26,278 10,850 4,570 0 0 0 0 0 850 0 : : : : Changes from: January 10, 2017 : : 0 -440 250 440 0 0 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 74.9 30.9 13.0 0.0 0.0 0.0 0.0 0.0 2.4 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 17, 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 33,345 : : Positions : : 31,050 3,815 0 5,210 405 0 14,140 0 0 8,295 105 : : : : Changes from: January 10, 2017 : : -3,105 -755 0 -2,650 0 0 -300 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 11.4 0.0 15.6 1.2 0.0 42.4 0.0 0.0 24.9 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 17, 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 30,395 : : Positions : : 28,185 4,670 0 6,665 0 0 13,090 510 0 4,050 0 : : : : Changes from: January 10, 2017 : : -3,060 -685 0 -2,700 0 0 -275 150 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 15.4 0.0 21.9 0.0 0.0 43.1 1.7 0.0 13.3 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 17, 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 27,538 : : Positions : : 17,023 16,060 292 775 5,783 1,100 400 100 1,675 2,935 0 : : : : Changes from: January 10, 2017 : : -130 -30 100 0 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 58.3 1.1 2.8 21.0 4.0 1.5 0.4 6.1 10.7 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 17, 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 23,663 : : Positions : : 14,302 13,110 45 805 5,045 1,100 400 100 1,675 2,960 0 : : : : Changes from: January 10, 2017 : : -130 -30 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 55.4 0.2 3.4 21.3 4.6 1.7 0.4 7.1 12.5 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 17, 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 42,545 : : Positions : : 22,920 24,150 17,275 25 1,870 0 15,840 0 0 300 0 : : : : Changes from: January 10, 2017 : : -1,250 -3,600 -2,400 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 56.8 40.6 0.1 4.4 0.0 37.2 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 36,480 : : Positions : : 19,800 18,695 14,240 0 1,820 0 15,065 0 0 400 0 : : : : Changes from: January 10, 2017 : : -1,370 -3,570 -2,225 0 25 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 51.2 39.0 0.0 5.0 0.0 41.3 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 29,840 : : Positions : : 26,390 19,695 150 6,435 360 100 1,360 0 1,200 320 280 : : : : Changes from: January 10, 2017 : : -250 -250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 66.0 0.5 21.6 1.2 0.3 4.6 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 17, 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 29,405 : : Positions : : 25,810 19,145 150 6,705 315 100 1,560 0 1,380 0 520 : : : : Changes from: January 10, 2017 : : -210 -210 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 65.1 0.5 22.8 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 17, 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 31,759 : : Positions : : 20,495 15,539 0 8,366 3,339 4,795 475 500 450 1,375 150 : : : : Changes from: January 10, 2017 : : 200 -80 0 430 -310 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 48.9 0.0 26.3 10.5 15.1 1.5 1.6 1.4 4.3 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 23,635 : : Positions : : 16,230 13,045 0 2,950 4,200 745 475 200 350 865 150 : : : : Changes from: January 10, 2017 : : 120 -80 0 260 -200 0 0 0 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 55.2 0.0 12.5 17.8 3.2 2.0 0.8 1.5 3.7 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 17, 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 115,722 : : Positions : : 46,909 101,468 19,559 1,710 4,959 27,140 0 0 9,575 0 270 : : : : Changes from: January 10, 2017 : : -1,330 3,250 4,430 -50 -1,710 -500 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.5 87.7 16.9 1.5 4.3 23.5 0.0 0.0 8.3 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 17, 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 102,500 : : Positions : : 40,865 90,410 18,075 2,760 3,220 29,415 0 175 4,845 0 100 : : : : Changes from: January 10, 2017 : : -2,355 1,920 3,960 -75 -1,675 -300 0 25 540 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 88.2 17.6 2.7 3.1 28.7 0.0 0.2 4.7 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 17, 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 18,860 : : Positions : : 15,280 10,260 2,445 7,290 0 0 275 0 100 0 0 : : : : Changes from: January 10, 2017 : : 500 500 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 54.4 13.0 38.7 0.0 0.0 1.5 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 11 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 17,760 : : Positions : : 13,505 9,000 2,295 7,590 135 0 225 0 900 0 0 : : : : Changes from: January 10, 2017 : : 675 675 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 50.7 12.9 42.7 0.8 0.0 1.3 0.0 5.1 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 17, 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 37,180 : : Positions : : 30,265 25,585 1,515 3,245 1,280 0 2,450 0 0 500 0 : : : : Changes from: January 10, 2017 : : 270 370 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 68.8 4.1 8.7 3.4 0.0 6.6 0.0 0.0 1.3 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 17, 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 26,490 : : Positions : : 18,185 16,570 1,785 1,825 2,490 100 1,675 0 0 0 0 : : : : Changes from: January 10, 2017 : : 250 400 0 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 62.6 6.7 6.9 9.4 0.4 6.3 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 20, 2017