Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 71,983 : : Positions : : 27,675 22,279 9,719 6,471 1,842 2,540 20,680 2,396 19,047 9,382 7,639 : : : : Changes from: February 7, 2017 : : 808 325 -449 94 109 105 933 -526 245 -513 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 31.0 13.5 9.0 2.6 3.5 28.7 3.3 26.5 13.0 10.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 15 15 . 4 5 . 4 . 11 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 14,382 : : Positions : : 2,456 8,001 528 1,932 341 580 2,156 245 8,854 310 882 : : : : Changes from: February 7, 2017 : : 40 315 30 200 -10 60 -160 5 185 5 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 55.6 3.7 13.4 2.4 4.0 15.0 1.7 61.6 2.2 6.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 5 7 . 4 4 . . . 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 120,755 : : Positions : : 78,565 78,840 7,097 14,091 8,175 19,232 1,186 776 4,304 15,084 2,540 : : : : Changes from: February 7, 2017 : : 2,332 -96 -353 1,111 43 -474 55 -22 -166 -66 -159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 65.3 5.9 11.7 6.8 15.9 1.0 0.6 3.6 12.5 2.1 : : : : Number of Traders in Each Category Total Traders: 75 : : 40 43 . . 4 5 . . 6 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 41,128 : : Positions : : 31,249 37,487 5,479 0 2,059 25 313 72 1,601 554 643 : : : : Changes from: February 7, 2017 : : 42 367 343 0 -185 0 0 0 49 67 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 91.1 13.3 0.0 5.0 0.1 0.8 0.2 3.9 1.3 1.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 22 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 386,123 : : Positions : : 337,358 300,728 0 47,116 28,519 10,792 0 0 1,230 1,536 8,224 : : : : Changes from: February 7, 2017 : : 8,080 3,031 0 -1,897 -311 0 0 0 -5,418 1,528 2,608 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 77.9 0.0 12.2 7.4 2.8 0.0 0.0 0.3 0.4 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 22 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 1,339,310 : : Positions : :1,092,820 1,070,955 141,379 64,590 48,779 5,019 49,554 25,616 24,961 79,080 736 : : : : Changes from: February 7, 2017 : : 19,371 -13,802 -10,056 12,952 -8,232 1,500 7,755 -17,610 -4,285 -375 -800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 80.0 10.6 4.8 3.6 0.4 3.7 1.9 1.9 5.9 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 37 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 63,482 : : Positions : : 49,711 37,382 9,180 16,191 2,280 0 3,285 467 578 2,611 1,266 : : : : Changes from: February 7, 2017 : : 3,845 350 589 3,565 0 0 677 -235 6 -152 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 58.9 14.5 25.5 3.6 0.0 5.2 0.7 0.9 4.1 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 . . . 0 4 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 298,843 : : Positions : : 224,225 200,556 47,505 68,970 20,121 5,712 3,520 0 952 5,348 328 : : : : Changes from: February 7, 2017 : : 617 1,258 0 -1,885 952 0 0 0 0 1,244 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 67.1 15.9 23.1 6.7 1.9 1.2 0.0 0.3 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 303,111 : : Positions : : 218,265 254,956 50,027 8,576 25,539 1,056 5,816 8,224 0 0 0 : : : : Changes from: February 7, 2017 : : -700 4,355 5,055 0 -375 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 84.1 16.5 2.8 8.4 0.3 1.9 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 23,537 : : Positions : : 17,473 20,429 3,008 0 2,383 399 0 0 132 220 40 : : : : Changes from: February 7, 2017 : : -232 5 237 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 86.8 12.8 0.0 10.1 1.7 0.0 0.0 0.6 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 23 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 54,831 : : Positions : : 33,109 38,446 19,638 14,670 1,455 0 0 0 310 0 0 : : : : Changes from: February 7, 2017 : : 530 2,070 1,735 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 70.1 35.8 26.8 2.7 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 26 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 72,720 : : Positions : : 47,924 50,680 23,323 20,680 925 0 50 0 335 150 0 : : : : Changes from: February 7, 2017 : : 509 2,059 1,745 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 69.7 32.1 28.4 1.3 0.0 0.1 0.0 0.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 26 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 30,570 : : Positions : : 24,393 26,195 3,250 1,750 1,895 0 0 0 700 550 0 : : : : Changes from: February 7, 2017 : : -728 -835 0 -105 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 85.7 10.6 5.7 6.2 0.0 0.0 0.0 2.3 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 310,096 : : Positions : : 177,696 294,240 98,968 0 15,120 4,288 0 0 13,288 0 736 : : : : Changes from: February 7, 2017 : : -7,712 -14,176 -4,016 0 0 -408 0 0 -408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 94.9 31.9 0.0 4.9 1.4 0.0 0.0 4.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 7,102 : : Positions : : 5,843 4,452 201 1,149 40 466 0 0 0 780 40 : : : : Changes from: February 7, 2017 : : -396 -799 0 86 -63 -42 0 0 0 -127 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 62.7 2.8 16.2 0.6 6.6 0.0 0.0 0.0 11.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 12 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 14,785 : : Positions : : 12,825 8,040 0 5,915 450 275 0 0 440 0 325 : : : : Changes from: February 7, 2017 : : 300 300 0 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 54.4 0.0 40.0 3.0 1.9 0.0 0.0 3.0 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 13 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 35,494 : : Positions : : 27,844 31,607 5,675 1,170 1,970 0 0 0 0 635 0 : : : : Changes from: February 7, 2017 : : -1,262 -1,265 55 -100 -55 0 0 0 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 89.0 16.0 3.3 5.6 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 20 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 25,583 : : Positions : : 18,698 19,938 3,435 3,330 2,140 0 0 0 1,100 50 0 : : : : Changes from: February 7, 2017 : : -973 -1,245 -370 -235 180 0 0 0 -75 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 77.9 13.4 13.0 8.4 0.0 0.0 0.0 4.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 20,150 : : Positions : : 13,757 14,905 2,424 2,225 2,006 446 0 0 866 128 292 : : : : Changes from: February 7, 2017 : : -133 -507 121 426 -184 -63 0 0 61 -21 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 74.0 12.0 11.0 10.0 2.2 0.0 0.0 4.3 0.6 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 56,821 : : Positions : : 51,914 46,229 2,140 3,573 2,086 0 166 0 375 4,269 297 : : : : Changes from: February 7, 2017 : : 931 800 -54 25 -20 0 0 0 0 52 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 81.4 3.8 6.3 3.7 0.0 0.3 0.0 0.7 7.5 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 21 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 75,196 : : Positions : : 67,112 52,210 2,807 4,203 2,310 216 311 726 832 14,249 1,167 : : : : Changes from: February 7, 2017 : : 1,225 423 -811 218 417 0 -70 0 -135 -290 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 69.4 3.7 5.6 3.1 0.3 0.4 1.0 1.1 18.9 1.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 29 . . . . . . 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 42,475 : : Positions : : 32,255 37,125 8,545 4,545 615 0 0 0 775 0 0 : : : : Changes from: February 7, 2017 : : 250 250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 87.4 20.1 10.7 1.4 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 50,190 : : Positions : : 35,605 39,005 10,715 6,545 2,240 0 0 0 1,405 2,400 0 : : : : Changes from: February 7, 2017 : : 170 190 0 0 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 77.7 21.3 13.0 4.5 0.0 0.0 0.0 2.8 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 275,603 : : Positions : : 207,350 252,053 17,212 13,053 8,546 0 0 0 40,944 400 1,551 : : : : Changes from: February 7, 2017 : : 350 4,737 0 -850 -1,500 0 0 0 3,537 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 91.5 6.2 4.7 3.1 0.0 0.0 0.0 14.9 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 26 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 24,720 : : Positions : : 14,869 20,656 833 380 1,017 0 553 622 5,864 498 681 : : : : Changes from: February 7, 2017 : : 63 106 -41 3 64 0 0 0 130 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 83.6 3.4 1.5 4.1 0.0 2.2 2.5 23.7 2.0 2.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 25 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 38,593 : : Positions : : 27,024 38,048 9,891 0 178 433 0 0 967 267 100 : : : : Changes from: February 7, 2017 : : 716 796 27 0 -27 53 0 0 0 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 98.6 25.6 0.0 0.5 1.1 0.0 0.0 2.5 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 296,637 : : Positions : : 244,929 197,263 8,576 45,230 35,344 4,680 15,692 3,108 0 0 0 : : : : Changes from: February 7, 2017 : : 784 784 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 66.5 2.9 15.2 11.9 1.6 5.3 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 19,110 : : Positions : : 14,156 13,971 344 381 1,927 730 40 1,018 0 606 84 : : : : Changes from: February 7, 2017 : : 321 229 0 92 -23 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 73.1 1.8 2.0 10.1 3.8 0.2 5.3 0.0 3.2 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 138,617 : : Positions : : 55,250 117,289 83,015 21,328 0 0 0 0 352 0 0 : : : : Changes from: February 7, 2017 : : 34 784 0 -750 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 84.6 59.9 15.4 0.0 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 10,667 : : Positions : : 5,539 8,002 3,524 979 60 466 40 0 0 450 80 : : : : Changes from: February 7, 2017 : : 202 44 -181 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 75.0 33.0 9.2 0.6 4.4 0.4 0.0 0.0 4.2 0.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 81,561 : : Positions : : 61,403 72,241 13,366 4,288 5,032 704 0 0 1,056 0 0 : : : : Changes from: February 7, 2017 : : 1,150 3,101 1,951 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 88.6 16.4 5.3 6.2 0.9 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 13,483 : : Positions : : 10,162 10,719 2,241 941 309 0 425 0 286 664 170 : : : : Changes from: February 7, 2017 : : -382 -13 221 -22 -132 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 79.5 16.6 7.0 2.3 0.0 3.2 0.0 2.1 4.9 1.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 19 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 151,703 : : Positions : : 117,552 99,851 34,151 43,062 0 0 8,086 0 0 704 0 : : : : Changes from: February 7, 2017 : : 392 -392 375 1,159 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 65.8 22.5 28.4 0.0 0.0 5.3 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 12 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 21,750 : : Positions : : 15,825 13,357 686 3,030 2,804 49 314 1,861 449 332 52 : : : : Changes from: February 7, 2017 : : 239 154 23 0 0 -25 108 -108 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 61.4 3.2 13.9 12.9 0.2 1.4 8.6 2.1 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 16,175 : : Positions : : 12,375 12,115 645 1,825 1,715 220 0 500 350 0 0 : : : : Changes from: February 7, 2017 : : 1,550 1,405 -300 -105 505 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 74.9 4.0 11.3 10.6 1.4 0.0 3.1 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 16,360 : : Positions : : 12,685 12,130 695 2,110 1,595 445 0 300 95 0 225 : : : : Changes from: February 7, 2017 : : 1,650 1,550 -300 -125 485 0 0 0 55 0 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 74.1 4.2 12.9 9.7 2.7 0.0 1.8 0.6 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 12,930 : : Positions : : 10,670 6,190 1,225 6,225 515 0 0 0 180 0 0 : : : : Changes from: February 7, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 47.9 9.5 48.1 4.0 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 22,850 : : Positions : : 9,399 15,830 10,015 4,105 2,760 300 125 0 50 5 25 : : : : Changes from: February 7, 2017 : : 0 275 375 110 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.1 69.3 43.8 18.0 12.1 1.3 0.5 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 20,193 : : Positions : : 7,305 12,548 7,670 3,005 4,500 300 125 0 120 0 15 : : : : Changes from: February 7, 2017 : : 0 275 375 110 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.2 62.1 38.0 14.9 22.3 1.5 0.6 0.0 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 18,985 : : Positions : : 13,875 17,000 3,215 0 1,350 175 575 0 25 0 0 : : : : Changes from: February 7, 2017 : : 0 45 45 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 89.5 16.9 0.0 7.1 0.9 3.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 4 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 13,495 : : Positions : : 8,665 11,540 2,790 0 1,475 225 300 0 50 0 0 : : : : Changes from: February 7, 2017 : : 0 45 45 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 85.5 20.7 0.0 10.9 1.7 2.2 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 4 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 17,100 : : Positions : : 12,515 10,925 1,060 2,075 3,410 0 500 0 0 100 75 : : : : Changes from: February 7, 2017 : : 0 150 0 0 0 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 63.9 6.2 12.1 19.9 0.0 2.9 0.0 0.0 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 18,851 : : Positions : : 13,596 12,201 1,920 3,000 3,110 0 500 0 125 0 25 : : : : Changes from: February 7, 2017 : : 0 0 50 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 64.7 10.2 15.9 16.5 0.0 2.7 0.0 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 111,837 : : Positions : : 96,782 83,875 3,735 14,000 10,080 295 1,137 575 200 2,035 135 : : : : Changes from: February 7, 2017 : : 4,720 -580 370 5,220 -3,295 0 200 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 75.0 3.3 12.5 9.0 0.3 1.0 0.5 0.2 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 28 . . 5 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 130,774 : : Positions : : 110,574 97,894 5,315 11,725 13,480 550 4,715 555 50 2,215 170 : : : : Changes from: February 7, 2017 : : 6,558 838 275 5,020 -3,020 0 750 0 0 225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 74.9 4.1 9.0 10.3 0.4 3.6 0.4 0.0 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 31 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 189,844 : : Positions : : 146,335 141,272 17,971 2,091 9,710 5,771 10,910 4,310 3,689 19,477 2,017 : : : : Changes from: February 7, 2017 : : 1,545 1,100 217 352 -39 90 387 -20 -12 6 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 74.4 9.5 1.1 5.1 3.0 5.7 2.3 1.9 10.3 1.1 : : : : Number of Traders in Each Category Total Traders: 72 : : 35 44 . . 4 4 . . 4 9 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 125,278 : : Positions : : 113,876 92,866 6,009 18,422 2,260 60 3,538 2,355 415 5,612 225 : : : : Changes from: February 7, 2017 : : 859 683 -185 -580 611 0 475 -270 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 74.1 4.8 14.7 1.8 0.0 2.8 1.9 0.3 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 27 . . 4 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 45,025 : : Positions : : 37,685 37,640 2,695 4,125 3,035 330 150 0 1,145 25 25 : : : : Changes from: February 7, 2017 : : 1,220 5,820 50 -4,595 1,810 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 83.6 6.0 9.2 6.7 0.7 0.3 0.0 2.5 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 10 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 41,575 : : Positions : : 34,545 37,955 2,890 0 3,220 5 175 25 790 200 0 : : : : Changes from: February 7, 2017 : : 1,195 5,820 795 -3,875 1,495 0 0 0 150 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 91.3 7.0 0.0 7.7 0.0 0.4 0.1 1.9 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 11 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 28,672 : : Positions : : 24,711 20,941 0 4,902 2,479 975 100 250 25 0 0 : : : : Changes from: February 7, 2017 : : -200 295 0 -495 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 73.0 0.0 17.1 8.6 3.4 0.3 0.9 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 23 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 21,718 : : Positions : : 15,783 17,873 1,430 1,420 2,305 825 0 0 1,375 0 0 : : : : Changes from: February 7, 2017 : : -123 -688 -670 -55 300 -75 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 82.3 6.6 6.5 10.6 3.8 0.0 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 151,108 : : Positions : : 98,892 81,253 4,195 24,188 29,901 4,594 0 13,526 0 2,240 0 : : : : Changes from: February 7, 2017 : : 2,760 -4,864 -504 3,920 -3,060 -3,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 53.8 2.8 16.0 19.8 3.0 0.0 9.0 0.0 1.5 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 February 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 30,377 : : Positions : : 23,172 28,842 5,640 275 0 0 0 0 0 0 0 : : : : Changes from: February 7, 2017 : : 0 60 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 94.9 18.6 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 26,018 : : Positions : : 15,889 18,590 6,884 4,033 1,178 40 1,100 0 1,637 1,100 12 : : : : Changes from: February 7, 2017 : : -9 228 529 310 -314 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 71.5 26.5 15.5 4.5 0.2 4.2 0.0 6.3 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 18 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 18,763 : : Positions : : 14,046 14,544 2,177 2,967 721 330 0 0 691 50 168 : : : : Changes from: February 7, 2017 : : 50 197 445 300 -204 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 77.5 11.6 15.8 3.8 1.8 0.0 0.0 3.7 0.3 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 33,954 : : Positions : : 29,507 15,787 1,126 12,404 495 0 4,463 0 2,093 235 570 : : : : Changes from: February 7, 2017 : : 284 1,122 -30 -890 268 0 65 0 45 0 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 46.5 3.3 36.5 1.5 0.0 13.1 0.0 6.2 0.7 1.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 22 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 19,818 : : Positions : : 17,732 13,365 192 5,298 1,125 45 0 5 84 0 10 : : : : Changes from: February 7, 2017 : : -290 -153 117 -10 -117 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 67.4 1.0 26.7 5.7 0.2 0.0 0.0 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 21,447 : : Positions : : 13,247 17,452 6,137 600 1,812 0 275 0 0 1,223 85 : : : : Changes from: February 7, 2017 : : 0 26 1 -20 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 81.4 28.6 2.8 8.4 0.0 1.3 0.0 0.0 5.7 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 14,255 : : Positions : : 10,662 11,536 1,020 424 1,977 0 0 0 0 0 0 : : : : Changes from: February 7, 2017 : : 20 30 0 -10 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 80.9 7.2 3.0 13.9 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 February 14, 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 33,695 : : Positions : : 29,876 22,873 1,883 8,612 1,565 0 475 0 84 100 0 : : : : Changes from: February 7, 2017 : : 925 1,060 0 -150 115 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 67.9 5.6 25.6 4.6 0.0 1.4 0.0 0.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 21 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 17,640 : : Positions : : 13,013 13,611 1,895 1,795 1,955 0 0 0 432 0 34 : : : : Changes from: February 7, 2017 : : -6 -11 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 77.2 10.7 10.2 11.1 0.0 0.0 0.0 2.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 13,017 : : Positions : : 8,042 8,932 730 538 3,450 0 0 0 670 0 0 : : : : Changes from: February 7, 2017 : : -80 10 0 -70 0 0 0 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 68.6 5.6 4.1 26.5 0.0 0.0 0.0 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 41,648 : : Positions : : 24,832 31,487 12,380 4,715 0 0 0 0 0 850 0 : : : : Changes from: February 7, 2017 : : 1,840 2,500 660 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 75.6 29.7 11.3 0.0 0.0 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 19 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 39,008 : : Positions : : 23,163 28,663 11,390 4,880 0 0 0 0 0 850 0 : : : : Changes from: February 7, 2017 : : 1,985 2,645 660 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 73.5 29.2 12.5 0.0 0.0 0.0 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 19 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 40,885 : : Positions : : 37,860 7,325 0 9,950 480 0 13,005 300 200 8,160 105 : : : : Changes from: February 7, 2017 : : 4,590 2,860 0 1,930 480 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 17.9 0.0 24.3 1.2 0.0 31.8 0.7 0.5 20.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 38,795 : : Positions : : 35,865 8,160 0 11,020 480 0 12,555 710 100 4,500 0 : : : : Changes from: February 7, 2017 : : 4,910 3,205 0 1,805 480 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 21.0 0.0 28.4 1.2 0.0 32.4 1.8 0.3 11.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 17 0 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 34,453 : : Positions : : 14,527 24,405 10,262 975 4,753 1,695 450 50 1,400 2,135 95 : : : : Changes from: February 7, 2017 : : -270 -220 50 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 70.8 29.8 2.8 13.8 4.9 1.3 0.1 4.1 6.2 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 30,008 : : Positions : : 12,125 21,473 9,305 550 4,085 1,745 450 50 1,400 2,210 95 : : : : Changes from: February 7, 2017 : : -245 -195 50 0 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 71.6 31.0 1.8 13.6 5.8 1.5 0.2 4.7 7.4 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 39,060 : : Positions : : 23,745 21,800 12,825 400 2,145 0 14,435 0 0 50 0 : : : : Changes from: February 7, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 55.8 32.8 1.0 5.5 0.0 37.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 34,270 : : Positions : : 19,825 17,700 11,870 500 1,995 0 13,560 0 0 50 0 : : : : Changes from: February 7, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 51.6 34.6 1.5 5.8 0.0 39.6 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 28,390 : : Positions : : 25,130 18,845 150 6,170 450 50 1,260 0 1,000 30 280 : : : : Changes from: February 7, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 66.4 0.5 21.7 1.6 0.2 4.4 0.0 3.5 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 6 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 27,590 : : Positions : : 24,320 18,145 150 6,270 125 50 1,360 0 1,280 0 420 : : : : Changes from: February 7, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 65.8 0.5 22.7 0.5 0.2 4.9 0.0 4.6 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 5 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 35,179 : : Positions : : 26,825 16,069 0 14,246 1,059 4,595 300 575 350 1,175 0 : : : : Changes from: February 7, 2017 : : -50 -125 0 250 -100 125 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 45.7 0.0 40.5 3.0 13.1 0.9 1.6 1.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 27,430 : : Positions : : 23,140 13,435 0 9,540 1,030 620 325 260 300 765 0 : : : : Changes from: February 7, 2017 : : 30 -70 0 275 0 125 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 49.0 0.0 34.8 3.8 2.3 1.2 0.9 1.1 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 124,628 : : Positions : : 49,789 112,718 30,854 70 3,325 23,885 0 225 8,600 325 160 : : : : Changes from: February 7, 2017 : : 685 2,190 1,485 -295 76 -125 0 0 -50 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 90.4 24.8 0.1 2.7 19.2 0.0 0.2 6.9 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 24 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 112,565 : : Positions : : 45,665 103,620 28,255 870 1,975 26,460 0 525 4,345 100 50 : : : : Changes from: February 7, 2017 : : 1,560 3,215 1,630 -300 125 -125 0 0 -50 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 92.1 25.1 0.8 1.8 23.5 0.0 0.5 3.9 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 19,835 : : Positions : : 17,385 9,470 0 7,805 105 0 175 0 50 0 0 : : : : Changes from: February 7, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 47.7 0.0 39.3 0.5 0.0 0.9 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 19,370 : : Positions : : 16,490 8,450 0 8,925 1,355 0 150 0 900 0 0 : : : : Changes from: February 7, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 43.6 0.0 46.1 7.0 0.0 0.8 0.0 4.6 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 February 14, 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 38,490 : : Positions : : 31,255 25,030 0 3,645 1,425 0 2,200 0 0 500 0 : : : : Changes from: February 7, 2017 : : 1,045 1,045 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 65.0 0.0 9.5 3.7 0.0 5.7 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 18 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 30,685 : : Positions : : 21,320 19,040 225 955 4,390 50 1,600 0 0 0 0 : : : : Changes from: February 7, 2017 : : 750 850 0 20 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 62.0 0.7 3.1 14.3 0.2 5.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 18 . . . . . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 17, 2017