Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 69,650 : : Positions : : 27,680 25,156 9,192 6,012 1,565 2,195 20,369 1,525 19,715 7,361 6,619 : : : : Changes from: March 28, 2017 : : -448 -226 -696 -306 -220 455 591 -655 -80 -868 -699 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 36.1 13.2 8.6 2.2 3.2 29.2 2.2 28.3 10.6 9.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 14 14 . 4 4 . 4 . 13 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 11,414 : : Positions : : 1,943 6,976 532 1,265 316 430 1,509 240 6,918 135 458 : : : : Changes from: March 28, 2017 : : -177 -953 82 -256 -135 110 -326 -60 -1,619 -180 -106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 61.1 4.7 11.1 2.8 3.8 13.2 2.1 60.6 1.2 4.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 7 . . . . . . 9 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 121,351 : : Positions : : 80,762 84,413 7,682 12,506 7,340 15,419 1,493 895 4,871 9,767 3,149 : : : : Changes from: March 28, 2017 : : 2,034 710 628 632 -569 -1,047 44 46 -440 -846 313 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 69.6 6.3 10.3 6.0 12.7 1.2 0.7 4.0 8.0 2.6 : : : : Number of Traders in Each Category Total Traders: 73 : : 40 44 . . 4 5 . . 9 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 46,335 : : Positions : : 30,060 43,889 7,509 0 1,779 0 235 25 6,912 357 50 : : : : Changes from: March 28, 2017 : : -3,556 -3,059 445 0 -143 0 108 -108 160 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 94.7 16.2 0.0 3.8 0.0 0.5 0.1 14.9 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 27 . 0 . 0 . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 407,615 : : Positions : : 354,320 286,110 0 83,226 29,639 11,736 0 0 7,992 4,712 3,928 : : : : Changes from: March 28, 2017 : : -29,451 -15,223 0 -10,197 6,245 0 0 0 4,351 320 -2,064 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 70.2 0.0 20.4 7.3 2.9 0.0 0.0 2.0 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 1,317,403 : : Positions : :1,081,625 1,030,368 139,991 79,030 41,488 2,769 62,228 16,398 21,271 77,030 2,236 : : : : Changes from: March 28, 2017 : : 21,898 -996 -2,075 16,015 -11,981 -1,500 4,804 0 -1,500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 78.2 10.6 6.0 3.1 0.2 4.7 1.2 1.6 5.8 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 35 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 69,146 : : Positions : : 56,632 43,443 7,493 18,615 997 0 2,005 1,109 1,368 1,430 1,547 : : : : Changes from: March 28, 2017 : : 1,392 2,115 488 -245 -322 0 -129 430 -394 -255 540 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 62.8 10.8 26.9 1.4 0.0 2.9 1.6 2.0 2.1 2.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 21 . . . 0 . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 303,219 : : Positions : : 244,065 189,787 46,593 90,317 11,345 0 3,232 0 1,216 8,538 0 : : : : Changes from: March 28, 2017 : : -3,225 2,256 0 -5,177 5,497 0 0 0 0 -304 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 62.6 15.4 29.8 3.7 0.0 1.1 0.0 0.4 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 362,900 : : Positions : : 252,975 294,821 55,494 7,872 46,167 0 6,168 7,872 392 0 0 : : : : Changes from: March 28, 2017 : : 3,643 13,395 9,360 0 8,984 0 0 0 392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 81.2 15.3 2.2 12.7 0.0 1.7 2.2 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 21 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 24,771 : : Positions : : 18,769 20,961 2,518 0 2,545 0 154 233 346 69 0 : : : : Changes from: March 28, 2017 : : 538 796 468 0 404 0 63 -63 44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 84.6 10.2 0.0 10.3 0.0 0.6 0.9 1.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 . 0 . 0 . . 4 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 61,288 : : Positions : : 35,983 31,736 22,749 16,985 1,967 0 0 0 270 10,250 0 : : : : Changes from: March 28, 2017 : : 3,830 920 570 900 -175 0 0 0 0 2,400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 51.8 37.1 27.7 3.2 0.0 0.0 0.0 0.4 16.7 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 27 24 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 79,769 : : Positions : : 52,010 42,257 25,569 25,655 1,377 0 0 0 345 10,200 0 : : : : Changes from: March 28, 2017 : : 3,096 403 423 900 -128 0 0 0 0 2,400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 53.0 32.1 32.2 1.7 0.0 0.0 0.0 0.4 12.8 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 25 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 35,235 : : Positions : : 26,640 28,910 3,685 1,075 3,990 0 0 0 700 1,100 0 : : : : Changes from: March 28, 2017 : : 1,190 -560 -675 1,075 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 82.0 10.5 3.1 11.3 0.0 0.0 0.0 2.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 275,240 : : Positions : : 175,560 260,088 67,912 0 14,416 3,936 0 0 12,680 0 736 : : : : Changes from: March 28, 2017 : : 1,688 2,416 -72 0 0 0 0 0 800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 94.5 24.7 0.0 5.2 1.4 0.0 0.0 4.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 7,753 : : Positions : : 6,768 5,050 235 1,238 22 557 0 0 126 777 0 : : : : Changes from: March 28, 2017 : : 129 104 18 194 22 131 0 0 126 40 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 65.1 3.0 16.0 0.3 7.2 0.0 0.0 1.6 10.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 18 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 7,872 : : Positions : : 6,612 4,240 0 2,210 90 1,000 1,032 0 0 0 0 : : : : Changes from: March 28, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 53.9 0.0 28.1 1.1 12.7 13.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 43,803 : : Positions : : 34,143 38,133 5,195 0 4,460 0 0 0 0 1,100 0 : : : : Changes from: March 28, 2017 : : 1,790 90 -1,700 0 1,095 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 87.1 11.9 0.0 10.2 0.0 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 21 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 26,311 : : Positions : : 19,771 20,126 2,390 3,215 2,970 0 0 0 1,000 0 0 : : : : Changes from: March 28, 2017 : : 480 480 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 76.5 9.1 12.2 11.3 0.0 0.0 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 19 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 19,863 : : Positions : : 15,263 14,729 1,702 2,945 1,061 426 106 0 690 0 422 : : : : Changes from: March 28, 2017 : : 511 477 -34 0 122 0 20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 74.2 8.6 14.8 5.3 2.1 0.5 0.0 3.5 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 59,596 : : Positions : : 54,863 47,262 1,744 4,083 2,282 0 160 0 330 5,272 345 : : : : Changes from: March 28, 2017 : : 1,872 825 -5 491 275 0 0 0 0 554 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 79.3 2.9 6.9 3.8 0.0 0.3 0.0 0.6 8.8 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 22 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 79,317 : : Positions : : 72,101 54,285 2,684 4,238 2,345 485 707 276 476 16,509 884 : : : : Changes from: March 28, 2017 : : 1,096 1,001 377 350 -336 75 75 0 25 155 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 68.4 3.4 5.3 3.0 0.6 0.9 0.3 0.6 20.8 1.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 28 . . . . . . 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 41,285 : : Positions : : 31,710 33,930 5,585 5,840 1,275 0 0 0 1,515 0 0 : : : : Changes from: March 28, 2017 : : 730 900 -35 780 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 82.2 13.5 14.1 3.1 0.0 0.0 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 7 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 49,780 : : Positions : : 35,570 37,200 8,065 7,460 2,720 0 0 0 2,090 2,400 0 : : : : Changes from: March 28, 2017 : : 895 1,635 40 480 250 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 74.7 16.2 15.0 5.5 0.0 0.0 0.0 4.2 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 303,315 : : Positions : : 219,848 275,677 13,404 11,013 14,265 0 0 0 53,888 450 1,910 : : : : Changes from: March 28, 2017 : : 11,360 13,557 0 -1,095 407 0 0 0 1,102 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 90.9 4.4 3.6 4.7 0.0 0.0 0.0 17.8 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 24 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 25,729 : : Positions : : 15,303 21,908 873 403 1,119 0 421 582 6,768 684 316 : : : : Changes from: March 28, 2017 : : 863 1,248 344 0 -175 0 22 0 103 0 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 85.1 3.4 1.6 4.3 0.0 1.6 2.3 26.3 2.7 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 27 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 39,002 : : Positions : : 28,994 37,914 8,289 0 336 678 0 0 324 371 381 : : : : Changes from: March 28, 2017 : : 542 133 -335 0 78 104 0 0 -50 128 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 97.2 21.3 0.0 0.9 1.7 0.0 0.0 0.8 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 327,167 : : Positions : : 276,685 224,148 7,872 50,631 32,821 4,680 15,692 3,108 2,001 392 0 : : : : Changes from: March 28, 2017 : : 9,932 5,963 0 5,203 -507 0 0 0 2,001 392 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 68.5 2.4 15.5 10.0 1.4 4.8 0.9 0.6 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 20,432 : : Positions : : 15,670 15,117 184 800 1,826 819 0 1,018 0 606 84 : : : : Changes from: March 28, 2017 : : 980 728 0 126 84 -126 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 74.0 0.9 3.9 8.9 4.0 0.0 5.0 0.0 3.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 14,049 : : Positions : : 9,806 10,529 2,879 1,508 66 751 429 100 106 306 170 : : : : Changes from: March 28, 2017 : : -847 -163 473 255 0 751 -14 14 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 74.9 20.5 10.7 0.5 5.3 3.1 0.7 0.8 2.2 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 175,484 : : Positions : : 108,071 123,505 51,873 45,324 0 14,040 6,280 0 0 0 0 : : : : Changes from: March 28, 2017 : : -11,196 14,129 10,160 0 0 14,040 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 70.4 29.6 25.8 0.0 8.0 3.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 13 . . 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 19,149 : : Positions : : 14,817 10,388 864 4,498 2,112 0 537 1,305 0 258 51 : : : : Changes from: March 28, 2017 : : -817 -1,332 -81 272 -297 0 54 -54 -134 -26 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 54.2 4.5 23.5 11.0 0.0 2.8 6.8 0.0 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 173,738 : : Positions : : 139,072 84,694 17,027 68,484 17,639 0 0 0 0 2,921 0 : : : : Changes from: March 28, 2017 : : -1,555 -12,743 -3,102 8,397 -8,077 0 0 0 0 -311 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 48.7 9.8 39.4 10.2 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 19,085 : : Positions : : 13,115 15,565 1,120 55 2,935 420 0 300 280 0 45 : : : : Changes from: March 28, 2017 : : 520 435 -50 0 0 50 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 81.6 5.9 0.3 15.4 2.2 0.0 1.6 1.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 19,255 : : Positions : : 13,970 15,650 1,120 155 2,765 420 0 300 130 0 200 : : : : Changes from: March 28, 2017 : : 490 355 -50 0 0 50 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 81.3 5.8 0.8 14.4 2.2 0.0 1.6 0.7 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 13 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 12,235 : : Positions : : 9,980 6,150 1,375 5,820 265 0 0 0 180 0 0 : : : : Changes from: March 28, 2017 : : -10 -175 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 50.3 11.2 47.6 2.2 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 35,788 : : Positions : : 9,639 29,700 21,170 3,450 2,575 1,175 0 0 250 0 0 : : : : Changes from: March 28, 2017 : : -93 1,290 595 25 -35 75 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 83.0 59.2 9.6 7.2 3.3 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 32,934 : : Positions : : 8,257 26,510 18,625 2,425 3,965 1,175 0 0 220 0 15 : : : : Changes from: March 28, 2017 : : -63 735 510 50 -115 75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 80.5 56.6 7.4 12.0 3.6 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 16,025 : : Positions : : 12,050 13,940 1,980 0 1,435 0 550 0 0 0 0 : : : : Changes from: March 28, 2017 : : -310 260 250 0 -110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 87.0 12.4 0.0 9.0 0.0 3.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 20,973 : : Positions : : 20,383 10,593 0 8,920 475 0 150 0 0 500 75 : : : : Changes from: March 28, 2017 : : 680 -125 0 550 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 50.5 0.0 42.5 2.3 0.0 0.7 0.0 0.0 2.4 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 23,707 : : Positions : : 22,712 12,827 0 9,330 830 0 150 0 100 300 25 : : : : Changes from: March 28, 2017 : : 1,625 835 0 550 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 54.1 0.0 39.4 3.5 0.0 0.6 0.0 0.4 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 107,699 : : Positions : : 93,219 78,417 3,710 16,945 8,515 270 1,607 480 370 1,630 45 : : : : Changes from: March 28, 2017 : : 195 840 240 535 -545 0 50 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 72.8 3.4 15.7 7.9 0.3 1.5 0.4 0.3 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 30 . . 5 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 132,517 : : Positions : : 113,325 99,050 5,460 14,175 11,125 470 5,342 405 145 2,280 85 : : : : Changes from: March 28, 2017 : : 3,190 3,625 275 347 -132 0 300 0 -65 550 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 74.7 4.1 10.7 8.4 0.4 4.0 0.3 0.1 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 30 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 200,345 : : Positions : : 156,015 143,986 14,803 8,370 7,214 5,647 6,820 8,505 4,216 19,503 3,298 : : : : Changes from: March 28, 2017 : : 5,013 139 -296 1,479 -612 437 -178 -50 86 1,805 -133 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 71.9 7.4 4.2 3.6 2.8 3.4 4.2 2.1 9.7 1.6 : : : : Number of Traders in Each Category Total Traders: 72 : : 37 39 4 . 4 . 5 . 5 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 127,814 : : Positions : : 116,559 94,286 4,833 18,062 1,878 0 4,083 2,105 1,323 5,085 225 : : : : Changes from: March 28, 2017 : : 1,724 -539 -440 825 -1,075 0 90 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 73.8 3.8 14.1 1.5 0.0 3.2 1.6 1.0 4.0 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 30 . . 4 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 50,085 : : Positions : : 40,865 38,690 3,835 5,870 3,665 180 650 0 835 0 30 : : : : Changes from: March 28, 2017 : : -475 -1,055 305 210 105 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 77.2 7.7 11.7 7.3 0.4 1.3 0.0 1.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 10 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 46,695 : : Positions : : 37,795 39,175 3,260 1,255 4,395 0 650 0 595 75 0 : : : : Changes from: March 28, 2017 : : -500 -1,000 305 210 100 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 83.9 7.0 2.7 9.4 0.0 1.4 0.0 1.3 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 8 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 29,624 : : Positions : : 25,211 19,218 0 7,318 2,678 950 0 250 0 0 0 : : : : Changes from: March 28, 2017 : : -1,285 -790 0 -215 578 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 64.9 0.0 24.7 9.0 3.2 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 22 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 21,414 : : Positions : : 16,074 17,304 795 1,415 2,545 750 0 0 1,250 0 0 : : : : Changes from: March 28, 2017 : : 445 445 0 -30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 80.8 3.7 6.6 11.9 3.5 0.0 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 148,092 : : Positions : : 97,658 83,872 2,281 20,227 30,033 8,030 0 10,090 0 3,870 0 : : : : Changes from: March 28, 2017 : : -3,523 -2,608 -575 -1,080 320 870 0 -870 0 460 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 56.6 1.5 13.7 20.3 5.4 0.0 6.8 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 33,137 : : Positions : : 25,367 30,887 5,785 250 50 0 0 0 0 0 0 : : : : Changes from: March 28, 2017 : : 1,085 1,310 225 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 93.2 17.5 0.8 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 29,365 : : Positions : : 21,925 27,750 6,200 250 0 0 0 0 0 0 0 : : : : Changes from: March 28, 2017 : : 920 1,145 225 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 94.5 21.1 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 15 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 27,936 : : Positions : : 17,284 20,520 6,625 3,273 1,587 125 975 0 1,339 1,100 0 : : : : Changes from: March 28, 2017 : : -639 -330 -65 -325 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 73.5 23.7 11.7 5.7 0.4 3.5 0.0 4.8 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 17,965 : : Positions : : 14,016 14,301 1,365 2,582 690 300 0 0 852 0 7 : : : : Changes from: March 28, 2017 : : -70 170 -5 -260 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 79.6 7.6 14.4 3.8 1.7 0.0 0.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 35,757 : : Positions : : 31,897 16,577 403 12,598 1,066 0 4,207 0 1,542 475 395 : : : : Changes from: March 28, 2017 : : 194 -172 -250 -506 510 0 480 0 -25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 46.4 1.1 35.2 3.0 0.0 11.8 0.0 4.3 1.3 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 18 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 23,409 : : Positions : : 21,894 16,459 0 5,232 1,235 45 0 5 0 0 0 : : : : Changes from: March 28, 2017 : : 1,090 1,358 0 -481 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 70.3 0.0 22.4 5.3 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 16 0 4 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 22,170 : : Positions : : 13,877 18,718 6,700 560 1,092 0 600 0 0 1,005 85 : : : : Changes from: March 28, 2017 : : 50 -50 -241 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 84.4 30.2 2.5 4.9 0.0 2.7 0.0 0.0 4.5 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 35,322 : : Positions : : 31,735 21,546 1,887 11,662 1,050 0 525 0 180 0 5 : : : : Changes from: March 28, 2017 : : -452 -654 -153 235 150 0 0 0 130 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 61.0 5.3 33.0 3.0 0.0 1.5 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 20 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 18,880 : : Positions : : 13,022 15,635 3,075 1,100 1,745 0 0 0 805 0 8 : : : : Changes from: March 28, 2017 : : -40 648 15 -270 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 82.8 16.3 5.8 9.2 0.0 0.0 0.0 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 15,505 : : Positions : : 9,045 11,783 1,430 40 3,095 0 0 0 1,025 0 0 : : : : Changes from: March 28, 2017 : : 785 1,368 -195 -270 80 0 0 0 330 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 76.0 9.2 0.3 20.0 0.0 0.0 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 39,320 : : Positions : : 23,497 29,597 11,555 4,580 0 0 0 0 0 725 0 : : : : Changes from: March 28, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 75.3 29.4 11.6 0.0 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 18 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 36,816 : : Positions : : 21,938 27,018 10,705 4,750 0 0 0 0 0 725 0 : : : : Changes from: March 28, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 73.4 29.1 12.9 0.0 0.0 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 18 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 41,845 : : Positions : : 38,215 7,975 900 6,515 480 0 12,900 300 75 12,150 105 : : : : Changes from: March 28, 2017 : : 350 -280 0 450 0 0 0 0 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 19.1 2.2 15.6 1.1 0.0 30.8 0.7 0.2 29.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 39,425 : : Positions : : 36,380 8,430 650 8,275 530 0 12,675 510 0 7,900 0 : : : : Changes from: March 28, 2017 : : 530 -100 0 450 0 0 0 0 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 21.4 1.6 21.0 1.3 0.0 32.1 1.3 0.0 20.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . . . 0 . . 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 41,573 : : Positions : : 20,915 33,370 10,522 875 4,013 2,590 0 40 1,975 1,805 45 : : : : Changes from: March 28, 2017 : : 375 2,600 975 0 25 1,000 0 -150 100 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 80.3 25.3 2.1 9.7 6.2 0.0 0.1 4.8 4.3 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 39,390 : : Positions : : 18,570 32,095 11,355 450 3,265 2,640 0 40 1,875 1,980 45 : : : : Changes from: March 28, 2017 : : 475 2,600 975 0 -125 1,000 0 -150 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 81.5 28.8 1.1 8.3 6.7 0.0 0.1 4.8 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 37,390 : : Positions : : 24,280 20,490 9,860 325 2,765 0 12,805 0 0 750 0 : : : : Changes from: March 28, 2017 : : 600 1,200 0 0 0 0 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 54.8 26.4 0.9 7.4 0.0 34.2 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 33,680 : : Positions : : 20,395 17,960 10,085 475 2,615 0 12,155 0 0 0 0 : : : : Changes from: March 28, 2017 : : 600 1,200 0 0 0 0 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 53.3 29.9 1.4 7.8 0.0 36.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 28,370 : : Positions : : 22,925 17,120 150 6,995 2,010 125 130 50 1,060 0 220 : : : : Changes from: March 28, 2017 : : -125 -725 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 60.3 0.5 24.7 7.1 0.4 0.5 0.2 3.7 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 8 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 27,755 : : Positions : : 22,290 16,725 150 7,125 1,925 125 130 50 1,430 0 370 : : : : Changes from: March 28, 2017 : : -75 -675 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 60.3 0.5 25.7 6.9 0.5 0.5 0.2 5.2 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 7 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 36,164 : : Positions : : 27,420 16,824 0 14,821 410 5,320 775 500 900 1,125 0 : : : : Changes from: March 28, 2017 : : 100 1,150 0 -895 135 475 200 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 46.5 0.0 41.0 1.1 14.7 2.1 1.4 2.5 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 8 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 27,455 : : Positions : : 22,295 14,660 0 7,650 1,415 1,320 875 110 150 815 0 : : : : Changes from: March 28, 2017 : : 200 1,250 0 -970 255 300 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 53.4 0.0 27.9 5.2 4.8 3.2 0.4 0.5 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 125,693 : : Positions : : 53,819 112,803 30,194 1,295 2,650 20,885 0 275 9,375 150 25 : : : : Changes from: March 28, 2017 : : 1,775 510 -170 0 0 -975 0 -80 -20 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 89.7 24.0 1.0 2.1 16.6 0.0 0.2 7.5 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 110,370 : : Positions : : 49,725 100,075 23,215 2,195 1,605 23,910 0 425 5,445 0 0 : : : : Changes from: March 28, 2017 : : 1,140 -25 -245 0 0 -900 0 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 90.7 21.0 2.0 1.5 21.7 0.0 0.4 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 23 . . . . 0 . 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 21,185 : : Positions : : 18,770 9,380 0 8,795 75 0 625 25 0 0 0 : : : : Changes from: March 28, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 44.3 0.0 41.5 0.4 0.0 3.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 12 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 20,300 : : Positions : : 17,055 9,200 0 9,435 875 0 75 0 1,500 0 0 : : : : Changes from: March 28, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 45.3 0.0 46.5 4.3 0.0 0.4 0.0 7.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 11 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 40,745 : : Positions : : 32,045 24,755 215 2,590 2,310 0 4,415 25 0 500 0 : : : : Changes from: March 28, 2017 : : 700 0 0 0 0 0 700 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 60.8 0.5 6.4 5.7 0.0 10.8 0.1 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 4, 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 30,450 : : Positions : : 21,335 17,585 665 1,590 4,165 0 2,825 0 0 0 0 : : : : Changes from: March 28, 2017 : : 0 -150 0 150 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 57.8 2.2 5.2 13.7 0.0 9.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 7, 2017