Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 69,849 : : Positions : : 26,997 26,224 8,734 6,030 1,901 2,805 18,618 1,645 19,525 7,505 7,026 : : : : Changes from: April 4, 2017 : : -683 1,068 -458 18 336 610 -1,751 120 -190 144 407 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 37.5 12.5 8.6 2.7 4.0 26.7 2.4 28.0 10.7 10.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 14 14 . 4 4 . 4 . 15 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 11,665 : : Positions : : 1,897 6,860 522 1,540 211 470 1,419 260 7,053 195 650 : : : : Changes from: April 4, 2017 : : -46 -116 -10 275 -105 40 -90 20 135 60 192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 58.8 4.5 13.2 1.8 4.0 12.2 2.2 60.5 1.7 5.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 7 . . . . . . 9 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 112,259 : : Positions : : 75,366 79,051 7,861 11,403 7,297 13,966 1,467 876 3,970 9,074 2,518 : : : : Changes from: April 4, 2017 : : -5,396 -5,362 179 -1,103 -43 -1,453 -26 -19 -901 -693 -631 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 70.4 7.0 10.2 6.5 12.4 1.3 0.8 3.5 8.1 2.2 : : : : Number of Traders in Each Category Total Traders: 70 : : 39 40 . . 4 5 . . 8 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 47,343 : : Positions : : 30,630 44,555 7,430 0 2,013 0 235 25 7,087 357 158 : : : : Changes from: April 4, 2017 : : 570 666 -79 0 234 0 0 0 175 0 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 94.1 15.7 0.0 4.3 0.0 0.5 0.1 15.0 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 25 . 0 . 0 . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 412,990 : : Positions : : 358,575 293,165 0 83,610 29,639 11,736 0 0 10,816 4,352 2,224 : : : : Changes from: April 4, 2017 : : 4,255 7,055 0 384 0 0 0 0 2,824 -360 -1,704 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 71.0 0.0 20.2 7.2 2.8 0.0 0.0 2.6 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 1,273,960 : : Positions : :1,055,564 990,195 134,451 83,376 42,362 2,769 62,919 14,898 23,180 79,474 736 : : : : Changes from: April 4, 2017 : : -26,061 -40,173 -5,540 4,346 874 0 691 -1,500 1,909 2,444 -1,500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 77.7 10.6 6.5 3.3 0.2 4.9 1.2 1.8 6.2 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 34 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 66,383 : : Positions : : 54,572 41,600 7,161 17,763 888 0 2,060 921 1,610 1,920 1,231 : : : : Changes from: April 4, 2017 : : -2,060 -1,843 -332 -852 -109 0 55 -188 242 490 -316 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 62.7 10.8 26.8 1.3 0.0 3.1 1.4 2.4 2.9 1.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 21 . . . 0 . . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 295,020 : : Positions : : 236,160 182,699 42,123 86,879 15,521 0 2,921 0 1,216 7,000 0 : : : : Changes from: April 4, 2017 : : -7,905 -7,088 -4,470 -3,438 4,176 0 -311 0 0 -1,538 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 61.9 14.3 29.4 5.3 0.0 1.0 0.0 0.4 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 334,933 : : Positions : : 229,508 266,693 54,786 7,914 43,125 0 6,918 7,122 392 3,161 0 : : : : Changes from: April 4, 2017 : : -23,467 -28,128 -708 42 -3,042 0 750 -750 0 3,161 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 79.6 16.4 2.4 12.9 0.0 2.1 2.1 0.1 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 20 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 22,433 : : Positions : : 16,826 18,675 2,090 0 2,628 0 177 210 256 86 0 : : : : Changes from: April 4, 2017 : : -1,943 -2,286 -428 0 83 0 23 -23 -90 17 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 83.2 9.3 0.0 11.7 0.0 0.8 0.9 1.1 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 60,652 : : Positions : : 36,074 29,585 21,787 17,650 1,967 0 0 0 535 11,400 50 : : : : Changes from: April 4, 2017 : : 91 -2,151 -962 665 0 0 0 0 265 1,150 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 48.8 35.9 29.1 3.2 0.0 0.0 0.0 0.9 18.8 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 24 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 77,713 : : Positions : : 50,949 38,846 24,527 25,925 1,377 0 0 0 640 11,400 50 : : : : Changes from: April 4, 2017 : : -1,061 -3,411 -1,042 270 0 0 0 0 295 1,200 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 50.0 31.6 33.4 1.8 0.0 0.0 0.0 0.8 14.7 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 24 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 33,690 : : Positions : : 25,117 27,805 3,930 940 3,745 0 0 0 700 1,050 0 : : : : Changes from: April 4, 2017 : : -1,523 -1,105 245 -135 -245 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 82.5 11.7 2.8 11.1 0.0 0.0 0.0 2.1 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 266,520 : : Positions : : 168,760 251,744 67,120 0 14,040 3,560 0 0 12,304 0 736 : : : : Changes from: April 4, 2017 : : -6,800 -8,344 -792 0 -376 -376 0 0 -376 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 94.5 25.2 0.0 5.3 1.3 0.0 0.0 4.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 7,395 : : Positions : : 6,391 5,118 213 654 110 533 0 0 126 831 0 : : : : Changes from: April 4, 2017 : : -377 68 -22 -584 88 -24 0 0 0 54 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 69.2 2.9 8.8 1.5 7.2 0.0 0.0 1.7 11.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 7,567 : : Positions : : 6,412 4,035 0 2,110 90 900 1,032 0 0 0 0 : : : : Changes from: April 4, 2017 : : -200 -205 0 -100 0 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 53.3 0.0 27.9 1.2 11.9 13.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 41,612 : : Positions : : 31,957 36,267 5,460 0 4,195 0 0 0 0 1,050 0 : : : : Changes from: April 4, 2017 : : -2,186 -1,866 265 0 -265 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 87.2 13.1 0.0 10.1 0.0 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 21 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 25,556 : : Positions : : 19,431 19,436 2,125 3,125 2,995 0 0 0 825 0 0 : : : : Changes from: April 4, 2017 : : -340 -690 -265 -90 25 0 0 0 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 76.1 8.3 12.2 11.7 0.0 0.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 19 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 19,025 : : Positions : : 14,896 13,789 1,222 2,876 1,301 380 106 0 483 0 422 : : : : Changes from: April 4, 2017 : : -367 -940 -480 -69 240 -46 0 0 -207 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 72.5 6.4 15.1 6.8 2.0 0.6 0.0 2.5 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 56,617 : : Positions : : 52,194 44,782 1,704 3,532 2,077 0 0 0 280 5,677 285 : : : : Changes from: April 4, 2017 : : -2,669 -2,480 -40 -551 -205 0 -160 0 -50 405 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 79.1 3.0 6.2 3.7 0.0 0.0 0.0 0.5 10.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 20 . . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 73,860 : : Positions : : 67,332 52,311 2,364 3,922 2,004 504 502 420 671 14,094 531 : : : : Changes from: April 4, 2017 : : -4,769 -1,974 -320 -316 -341 19 -205 144 195 -2,415 -353 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 70.8 3.2 5.3 2.7 0.7 0.7 0.6 0.9 19.1 0.7 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 26 . . . . . . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 44,575 : : Positions : : 35,885 35,045 6,010 7,960 630 300 0 0 1,005 420 300 : : : : Changes from: April 4, 2017 : : 4,175 1,115 425 2,120 -645 300 0 0 -510 420 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 78.6 13.5 17.9 1.4 0.7 0.0 0.0 2.3 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 7 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 53,750 : : Positions : : 40,420 38,190 8,525 9,820 2,620 300 0 0 1,380 2,820 300 : : : : Changes from: April 4, 2017 : : 4,850 990 460 2,360 -100 300 0 0 -710 420 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 71.1 15.9 18.3 4.9 0.6 0.0 0.0 2.6 5.2 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 285,575 : : Positions : : 209,697 259,062 13,029 9,152 15,001 0 0 0 46,688 1,200 1,160 : : : : Changes from: April 4, 2017 : : -10,151 -16,615 -375 -1,861 736 0 0 0 -7,200 750 -750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 90.7 4.6 3.2 5.3 0.0 0.0 0.0 16.3 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 25 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 23,294 : : Positions : : 14,598 19,473 532 380 1,139 0 644 335 5,513 595 455 : : : : Changes from: April 4, 2017 : : -705 -2,435 -341 -23 20 0 223 -247 -1,255 -89 139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 83.6 2.3 1.6 4.9 0.0 2.8 1.4 23.7 2.6 2.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 26 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 36,689 : : Positions : : 27,175 35,898 7,855 0 336 465 0 0 531 128 327 : : : : Changes from: April 4, 2017 : : -1,819 -2,016 -434 0 0 -213 0 0 207 -243 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 97.8 21.4 0.0 0.9 1.3 0.0 0.0 1.4 0.3 0.9 : : : : 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 11, 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 321,078 : : Positions : : 272,354 220,635 7,122 51,006 29,821 4,680 16,893 2,331 4,770 392 0 : : : : Changes from: April 4, 2017 : : -4,331 -3,513 -750 375 -3,000 0 1,201 -777 2,769 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 68.7 2.2 15.9 9.3 1.5 5.3 0.7 1.5 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 11, 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 19,089 : : Positions : : 14,953 13,897 211 592 1,702 589 0 1,018 87 606 84 : : : : Changes from: April 4, 2017 : : -717 -1,220 27 -208 -124 -230 0 0 87 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 72.8 1.1 3.1 8.9 3.1 0.0 5.3 0.5 3.2 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 13,585 : : Positions : : 9,160 10,282 3,153 1,594 20 751 360 100 129 194 147 : : : : Changes from: April 4, 2017 : : -646 -247 274 86 -46 0 -69 0 23 -112 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 75.7 23.2 11.7 0.1 5.5 2.6 0.7 0.9 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 169,263 : : Positions : : 105,276 120,642 49,163 42,307 784 14,040 5,530 0 0 0 0 : : : : Changes from: April 4, 2017 : : -2,795 -2,863 -2,710 -3,017 784 0 -750 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 71.3 29.0 25.0 0.5 8.3 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 12 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 19,175 : : Positions : : 14,843 10,439 864 4,473 2,112 0 537 1,305 0 258 51 : : : : Changes from: April 4, 2017 : : 26 51 0 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 54.4 4.5 23.3 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 11, 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 : : 139,680 84,694 16,419 68,484 17,639 0 0 0 0 2,921 0 : : : : Changes from: April 4, 2017 : : 608 0 -608 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 48.7 9.5 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 11, 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 17,150 : : Positions : : 11,020 14,240 1,690 0 2,665 520 0 200 280 0 45 : : : : Changes from: April 4, 2017 : : -2,095 -1,325 570 -55 -270 100 0 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 83.0 9.9 0.0 15.5 3.0 0.0 1.2 1.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 11 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 17,295 : : Positions : : 11,930 14,450 1,455 0 2,480 520 0 200 265 0 165 : : : : Changes from: April 4, 2017 : : -2,040 -1,200 335 -155 -285 100 0 -100 135 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 83.6 8.4 0.0 14.3 3.0 0.0 1.2 1.5 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 12 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 11,325 : : Positions : : 9,435 5,810 1,160 5,225 290 0 0 0 180 0 0 : : : : Changes from: April 4, 2017 : : -545 -340 -215 -595 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 51.3 10.2 46.1 2.6 0.0 0.0 0.0 1.6 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 11, 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 31,833 : : Positions : : 8,507 25,860 19,210 3,905 2,040 1,175 0 0 250 0 0 : : : : Changes from: April 4, 2017 : : -1,132 -3,840 -1,960 455 -535 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 81.2 60.3 12.3 6.4 3.7 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 29,214 : : Positions : : 6,982 22,720 16,940 2,905 3,565 1,175 0 0 150 0 0 : : : : Changes from: April 4, 2017 : : -1,275 -3,790 -1,685 480 -400 0 0 0 -70 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 77.8 58.0 9.9 12.2 4.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 14,535 : : Positions : : 11,480 12,515 1,825 385 1,050 0 425 0 0 0 0 : : : : Changes from: April 4, 2017 : : -570 -1,425 -155 385 -385 0 -125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 86.1 12.6 2.6 7.2 0.0 2.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 23,058 : : Positions : : 22,348 10,243 70 10,440 525 0 100 0 0 1,675 75 : : : : Changes from: April 4, 2017 : : 1,965 -350 70 1,520 50 0 -50 0 0 1,175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 44.4 0.3 45.3 2.3 0.0 0.4 0.0 0.0 7.3 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 25,336 : : Positions : : 24,516 12,421 70 10,705 585 0 100 0 100 1,500 25 : : : : Changes from: April 4, 2017 : : 1,804 -406 70 1,375 -245 0 -50 0 0 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 49.0 0.3 42.3 2.3 0.0 0.4 0.0 0.4 5.9 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 104,381 : : Positions : : 89,951 77,289 5,460 15,500 8,120 170 1,557 330 295 1,470 30 : : : : Changes from: April 4, 2017 : : -3,268 -1,128 1,750 -1,445 -395 -100 -50 -150 -75 -160 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 74.0 5.2 14.8 7.8 0.2 1.5 0.3 0.3 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 30 27 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 124,808 : : Positions : : 107,083 94,496 6,890 13,905 10,075 245 3,957 255 170 2,045 25 : : : : Changes from: April 4, 2017 : : -6,242 -4,554 1,430 -270 -1,050 -225 -1,385 -150 25 -235 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 75.7 5.5 11.1 8.1 0.2 3.2 0.2 0.1 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 29 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 194,661 : : Positions : : 152,917 143,437 13,730 9,473 6,885 5,175 4,167 8,490 3,787 18,686 3,409 : : : : Changes from: April 4, 2017 : : -3,098 -549 -1,073 1,103 -329 -472 -2,653 -15 -429 -817 111 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 73.7 7.1 4.9 3.5 2.7 2.1 4.4 1.9 9.6 1.8 : : : : Number of Traders in Each Category Total Traders: 72 : : 37 36 4 . 4 . 5 . 6 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 125,532 : : Positions : : 115,225 93,550 4,690 19,086 1,565 30 4,088 2,090 1,658 4,898 225 : : : : Changes from: April 4, 2017 : : -1,334 -736 -143 1,024 -313 30 5 -15 335 -187 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 74.5 3.7 15.2 1.2 0.0 3.3 1.7 1.3 3.9 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 27 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 48,285 : : Positions : : 39,635 38,450 4,120 5,515 3,515 180 750 0 680 0 30 : : : : Changes from: April 4, 2017 : : -1,230 -240 285 -355 -150 0 100 0 -155 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 79.6 8.5 11.4 7.3 0.4 1.6 0.0 1.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 45,310 : : Positions : : 36,945 39,120 3,495 1,295 4,220 0 650 0 550 0 0 : : : : Changes from: April 4, 2017 : : -850 -55 235 40 -175 0 0 0 -45 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 86.3 7.7 2.9 9.3 0.0 1.4 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 29,044 : : Positions : : 25,041 18,768 0 7,341 2,640 975 0 225 0 0 0 : : : : Changes from: April 4, 2017 : : -170 -450 0 23 -38 25 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 64.6 0.0 25.3 9.1 3.4 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 11, 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 19,796 : : Positions : : 14,901 15,826 575 1,390 2,520 675 0 0 1,125 0 0 : : : : Changes from: April 4, 2017 : : -1,173 -1,478 -220 -25 -25 -75 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 79.9 2.9 7.0 12.7 3.4 0.0 0.0 5.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 144,066 : : Positions : : 91,882 81,436 0 17,756 34,064 11,180 0 6,940 0 3,870 0 : : : : Changes from: April 4, 2017 : : -5,776 -2,436 -2,281 -2,471 4,031 3,150 0 -3,150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 56.5 0.0 12.3 23.6 7.8 0.0 4.8 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 2,173,428 : : Positions : :1,490,829 1,219,834 0 552,405 341,669 340,930 0 0 0 59,520 0 : : : : Changes from: April 4, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 56.1 0.0 25.4 15.7 15.7 0.0 0.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 0 4 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 35,542 : : Positions : : 26,072 33,342 7,495 225 0 0 0 0 0 0 0 : : : : Changes from: April 4, 2017 : : 705 2,455 1,710 -25 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 93.8 21.1 0.6 0.0 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 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 31,775 : : Positions : : 22,785 30,215 7,760 225 0 0 0 0 0 0 0 : : : : Changes from: April 4, 2017 : : 860 2,465 1,560 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 95.1 24.4 0.7 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 11, 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 25,954 : : Positions : : 16,086 19,323 6,072 3,059 1,587 0 875 0 1,290 1,050 0 : : : : Changes from: April 4, 2017 : : -1,198 -1,197 -553 -214 0 -125 -100 0 -49 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 74.5 23.4 11.8 6.1 0.0 3.4 0.0 5.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 17,103 : : Positions : : 13,366 13,474 1,297 2,662 690 270 0 0 848 0 7 : : : : Changes from: April 4, 2017 : : -650 -827 -68 80 0 -30 0 0 -4 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 78.8 7.6 15.6 4.0 1.6 0.0 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 34,053 : : Positions : : 30,499 16,610 445 11,798 980 0 3,857 0 1,540 350 395 : : : : Changes from: April 4, 2017 : : -1,398 33 42 -800 -86 0 -350 0 -2 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 48.8 1.3 34.6 2.9 0.0 11.3 0.0 4.5 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 17 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 22,442 : : Positions : : 21,052 16,334 0 4,719 1,275 50 0 0 0 0 0 : : : : Changes from: April 4, 2017 : : -842 -125 0 -513 40 5 0 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 72.8 0.0 21.0 5.7 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 16 0 4 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 20,831 : : Positions : : 13,241 17,559 6,323 590 1,062 0 575 0 0 960 85 : : : : Changes from: April 4, 2017 : : -636 -1,159 -377 30 -30 0 -25 0 0 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 84.3 30.4 2.8 5.1 0.0 2.8 0.0 0.0 4.6 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 33,778 : : Positions : : 30,568 20,430 1,887 11,428 1,020 0 525 0 180 0 5 : : : : Changes from: April 4, 2017 : : -1,167 -1,116 0 -234 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 60.5 5.6 33.8 3.0 0.0 1.6 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 20 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 18,885 : : Positions : : 12,698 15,720 3,605 1,130 1,745 0 0 0 633 0 0 : : : : Changes from: April 4, 2017 : : -324 85 530 30 0 0 0 0 -172 0 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 83.2 19.1 6.0 9.2 0.0 0.0 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 15,225 : : Positions : : 8,885 11,628 1,510 32 3,015 0 0 0 985 0 0 : : : : Changes from: April 4, 2017 : : -160 -155 80 -8 -80 0 0 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 76.4 9.9 0.2 19.8 0.0 0.0 0.0 6.5 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 11, 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 36,622 : : Positions : : 22,017 27,382 10,770 4,805 0 0 0 0 0 600 0 : : : : Changes from: April 4, 2017 : : -1,480 -2,215 -785 225 0 0 0 0 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 74.8 29.4 13.1 0.0 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 19 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 34,540 : : Positions : : 20,728 24,918 10,010 3,880 0 0 0 0 0 600 0 : : : : Changes from: April 4, 2017 : : -1,210 -2,100 -695 -870 0 0 0 0 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 72.1 29.0 11.2 0.0 0.0 0.0 0.0 0.0 1.7 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 11, 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 39,265 : : Positions : : 36,110 7,915 825 6,665 480 0 12,215 200 75 10,535 70 : : : : Changes from: April 4, 2017 : : -2,105 -60 -75 150 0 0 -685 -100 0 -1,615 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 20.2 2.1 17.0 1.2 0.0 31.1 0.5 0.2 26.8 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 37,450 : : Positions : : 34,765 9,370 600 7,960 530 0 12,065 340 0 6,200 0 : : : : Changes from: April 4, 2017 : : -1,615 940 -50 -315 0 0 -610 -170 0 -1,700 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 25.0 1.6 21.3 1.4 0.0 32.2 0.9 0.0 16.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 . . . 0 . . 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 40,875 : : Positions : : 20,830 32,560 12,560 925 3,800 710 0 590 1,175 1,820 30 : : : : Changes from: April 4, 2017 : : -85 -810 2,038 50 -213 -1,880 0 550 -800 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 79.7 30.7 2.3 9.3 1.7 0.0 1.4 2.9 4.5 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 11, 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 37,295 : : Positions : : 18,140 29,990 12,050 400 2,905 760 0 590 1,375 1,995 30 : : : : Changes from: April 4, 2017 : : -430 -2,105 695 -50 -360 -1,880 0 550 -500 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 80.4 32.3 1.1 7.8 2.0 0.0 1.6 3.7 5.3 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 35,410 : : Positions : : 23,080 20,310 9,170 275 2,790 0 11,025 0 0 750 0 : : : : Changes from: April 4, 2017 : : -1,200 -180 -690 -50 25 0 -1,780 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 57.4 25.9 0.8 7.9 0.0 31.1 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 32,375 : : Positions : : 19,715 18,145 9,395 400 2,665 0 10,425 0 0 250 0 : : : : Changes from: April 4, 2017 : : -680 185 -690 -75 50 0 -1,730 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 56.0 29.0 1.2 8.2 0.0 32.2 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 27,080 : : Positions : : 22,775 15,235 0 8,635 1,190 100 130 50 1,125 0 155 : : : : Changes from: April 4, 2017 : : -150 -1,885 -150 1,640 -820 -25 0 0 65 0 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 56.3 0.0 31.9 4.4 0.4 0.5 0.2 4.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 26,375 : : Positions : : 22,320 15,015 0 8,520 1,100 100 130 50 1,245 0 255 : : : : Changes from: April 4, 2017 : : 30 -1,710 -150 1,395 -825 -25 0 0 -185 0 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 56.9 0.0 32.3 4.2 0.4 0.5 0.2 4.7 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 9 0 . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 33,937 : : Positions : : 26,325 15,834 0 14,276 385 4,935 775 450 600 1,000 0 : : : : Changes from: April 4, 2017 : : -1,095 -990 0 -545 -25 -385 0 -50 -300 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 46.7 0.0 42.1 1.1 14.5 2.3 1.3 1.8 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 26,385 : : Positions : : 21,460 14,145 0 7,295 1,265 1,225 875 110 100 690 0 : : : : Changes from: April 4, 2017 : : -835 -515 0 -355 -150 -95 0 0 -50 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 53.6 0.0 27.6 4.8 4.6 3.3 0.4 0.4 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 121,210 : : Positions : : 53,954 108,190 28,266 880 2,625 18,715 0 200 8,335 175 0 : : : : Changes from: April 4, 2017 : : 135 -4,613 -1,928 -415 -25 -2,170 0 -75 -1,040 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 89.3 23.3 0.7 2.2 15.4 0.0 0.2 6.9 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 22 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 106,005 : : Positions : : 48,725 95,695 22,320 1,830 1,415 21,625 0 300 4,895 0 0 : : : : Changes from: April 4, 2017 : : -1,000 -4,380 -895 -365 -190 -2,285 0 -125 -550 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 90.3 21.1 1.7 1.3 20.4 0.0 0.3 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 22 . . . . 0 . 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 20,330 : : Positions : : 17,450 8,940 0 8,555 40 0 600 25 600 0 0 : : : : Changes from: April 4, 2017 : : -1,320 -440 0 -240 -35 0 -25 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 44.0 0.0 42.1 0.2 0.0 3.0 0.1 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 13 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 19,310 : : Positions : : 15,465 8,775 0 8,915 875 0 50 0 2,100 0 0 : : : : Changes from: April 4, 2017 : : -1,590 -425 0 -520 0 0 -25 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 45.4 0.0 46.2 4.5 0.0 0.3 0.0 10.9 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 11, 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 39,850 : : Positions : : 31,900 24,680 45 2,490 2,310 0 4,365 25 90 500 0 : : : : Changes from: April 4, 2017 : : -145 -75 -170 -100 0 0 -50 0 90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 61.9 0.1 6.2 5.8 0.0 11.0 0.1 0.2 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 11, 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 29,550 : : Positions : : 21,615 16,730 455 2,590 3,465 0 2,750 0 0 0 0 : : : : Changes from: April 4, 2017 : : 280 -855 -210 1,000 -700 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 56.6 1.5 8.8 11.7 0.0 9.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 14, 2017