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