Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 68,017 : : Positions : : 24,741 28,054 7,899 5,486 2,254 2,810 17,209 1,248 22,130 7,558 5,455 : : : : Changes from: May 2, 2017 : : -93 975 115 -10 -75 -650 155 -45 2,582 1,145 -492 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 41.2 11.6 8.1 3.3 4.1 25.3 1.8 32.5 11.1 8.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 14 14 4 . 5 . 4 . 15 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 10,650 : : Positions : : 1,785 6,331 544 1,379 341 220 993 265 6,193 45 840 : : : : Changes from: May 2, 2017 : : -125 245 30 -15 50 -215 -135 0 440 15 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.8 59.4 5.1 12.9 3.2 2.1 9.3 2.5 58.2 0.4 7.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 7 . . . . . . 10 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 108,854 : : Positions : : 72,023 74,476 6,932 10,942 7,131 14,823 1,500 1,176 3,782 10,452 2,602 : : : : Changes from: May 2, 2017 : : -5,332 -4,194 -739 -1,327 -116 -271 -490 -41 357 466 94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 68.4 6.4 10.1 6.6 13.6 1.4 1.1 3.5 9.6 2.4 : : : : Number of Traders in Each Category Total Traders: 68 : : 36 39 . . 4 5 . 4 6 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 43,975 : : Positions : : 28,350 42,075 7,200 0 1,650 0 50 75 6,675 100 25 : : : : Changes from: May 2, 2017 : : -789 -673 -187 0 -31 0 -3 -2 295 -5 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 95.7 16.4 0.0 3.8 0.0 0.1 0.2 15.2 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 24 . 0 . 0 . . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 30,750 : : Positions : : 25,775 21,825 0 6,175 2,275 425 0 0 2,075 275 200 : : : : Changes from: May 2, 2017 : : -311,016 -257,762 0 -71,877 -27,364 -5,239 0 0 -17,061 -3,677 -1,352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 71.0 0.0 20.1 7.4 1.4 0.0 0.0 6.7 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 22 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 159,400 : : Positions : : 133,350 121,250 14,200 9,550 5,900 950 11,100 1,500 2,900 9,500 600 : : : : Changes from: May 2, 2017 : : -948,951 -864,357 -108,500 -76,095 -40,158 -6,523 -75,267 -10,262 -20,207 -64,862 -3,712 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 76.1 8.9 6.0 3.7 0.6 7.0 0.9 1.8 6.0 0.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 34 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 64,000 : : Positions : : 53,400 41,525 7,325 14,175 1,375 0 2,350 800 425 3,100 675 : : : : Changes from: May 2, 2017 : : -3,655 -3,612 -190 -220 -523 0 -971 -39 -930 28 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 64.9 11.4 22.1 2.1 0.0 3.7 1.3 0.7 4.8 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 21 . . . 0 . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 22,650 : : Positions : : 18,125 13,225 3,300 7,650 700 0 200 375 150 500 0 : : : : Changes from: May 2, 2017 : : -226,931 -170,915 -38,495 -86,030 -10,636 -330 -2,721 -4,260 -1,722 -7,812 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 58.4 14.6 33.8 3.1 0.0 0.9 1.7 0.7 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . . 0 . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 44,700 : : Positions : : 29,600 33,700 9,200 850 4,950 0 4,000 800 150 400 0 : : : : Changes from: May 2, 2017 : : -216,127 -242,424 -61,014 -6,664 -36,607 0 -26,318 -6,322 -1,026 -2,761 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 75.4 20.6 1.9 11.1 0.0 8.9 1.8 0.3 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 20 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 50,350 : : Positions : : 38,300 42,950 5,300 0 5,400 0 1,100 450 750 300 150 : : : : Changes from: May 2, 2017 : : 20,982 23,842 3,087 0 3,033 0 923 240 389 214 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 85.3 10.5 0.0 10.7 0.0 2.2 0.9 1.5 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 20 . 0 . 0 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 64,525 : : Positions : : 39,979 27,510 19,342 16,330 4,365 0 0 0 620 16,200 0 : : : : Changes from: May 2, 2017 : : 32 -1,005 -2,752 -2,785 2,575 0 0 0 -25 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 42.6 30.0 25.3 6.8 0.0 0.0 0.0 1.0 25.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 82,611 : : Positions : : 56,593 39,186 21,382 23,115 3,845 0 0 0 640 16,200 0 : : : : Changes from: May 2, 2017 : : -746 -1,974 -2,867 -3,075 2,575 0 0 0 -110 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 47.4 25.9 28.0 4.7 0.0 0.0 0.0 0.8 19.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 32,675 : : Positions : : 23,289 26,830 4,255 535 4,170 0 0 0 700 1,000 0 : : : : Changes from: May 2, 2017 : : -1,613 -1,340 25 -210 -175 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 82.1 13.0 1.6 12.8 0.0 0.0 0.0 2.1 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 34,450 : : Positions : : 23,400 31,850 6,950 0 2,300 400 0 0 1,150 50 250 : : : : Changes from: May 2, 2017 : : -161,024 -228,598 -55,610 0 -11,740 -3,160 0 0 -8,754 50 -2,086 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 92.5 20.2 0.0 6.7 1.2 0.0 0.0 3.3 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 14,650 : : Positions : : 14,050 11,200 0 3,200 0 0 50 0 600 200 0 : : : : Changes from: May 2, 2017 : : 7,985 5,969 0 2,118 -300 0 50 0 520 134 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 76.5 0.0 21.8 0.0 0.0 0.3 0.0 4.1 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 0 . 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 16,750 : : Positions : : 13,750 13,200 700 600 750 1,300 100 0 200 2,050 50 : : : : Changes from: May 2, 2017 : : 7,334 7,301 531 489 208 702 100 0 74 1,433 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 78.8 4.2 3.6 4.5 7.8 0.6 0.0 1.2 12.2 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 12,735 : : Positions : : 10,975 9,325 0 2,370 600 200 0 0 260 100 300 : : : : Changes from: May 2, 2017 : : -790 30 0 -1,000 0 -25 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 73.2 0.0 18.6 4.7 1.6 0.0 0.0 2.0 0.8 2.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 11 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 40,860 : : Positions : : 30,105 35,305 6,485 0 4,175 0 0 0 0 1,300 0 : : : : Changes from: May 2, 2017 : : -2,312 -1,682 560 0 -760 0 0 0 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 86.4 15.9 0.0 10.2 0.0 0.0 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 23 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 26,690 : : Positions : : 21,230 18,920 1,915 5,130 2,640 0 0 0 725 0 0 : : : : Changes from: May 2, 2017 : : 529 -1,201 -380 1,250 -50 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 70.9 7.2 19.2 9.9 0.0 0.0 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 19 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 43,300 : : Positions : : 35,400 32,800 2,500 6,050 2,950 650 400 0 950 250 850 : : : : Changes from: May 2, 2017 : : 21,105 18,919 1,022 3,488 1,846 270 206 0 511 250 428 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 75.8 5.8 14.0 6.8 1.5 0.9 0.0 2.2 0.6 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 21 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 57,528 : : Positions : : 52,287 44,523 3,161 4,034 1,639 0 0 0 260 6,770 100 : : : : Changes from: May 2, 2017 : : -3,076 -2,446 407 244 -589 0 0 0 -20 -698 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 77.4 5.5 7.0 2.8 0.0 0.0 0.0 0.5 11.8 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 22 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 74,488 : : Positions : : 66,974 54,945 4,409 3,074 1,272 323 432 420 561 13,573 499 : : : : Changes from: May 2, 2017 : : -5,026 -1,780 1,152 -554 -817 -31 -30 -144 -55 -1,819 -232 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 73.8 5.9 4.1 1.7 0.4 0.6 0.6 0.8 18.2 0.7 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 25 . . . . . . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 48,615 : : Positions : : 36,835 38,930 9,125 8,160 600 300 0 0 1,015 445 300 : : : : Changes from: May 2, 2017 : : -1,340 -2,355 -495 -460 0 0 0 0 -70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 80.1 18.8 16.8 1.2 0.6 0.0 0.0 2.1 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 7 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 58,475 : : Positions : : 42,045 42,740 11,340 9,915 2,800 300 0 0 1,320 2,545 475 : : : : Changes from: May 2, 2017 : : -1,705 -2,820 -525 -640 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 73.1 19.4 17.0 4.8 0.5 0.0 0.0 2.3 4.4 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 35,800 : : Positions : : 27,150 32,850 1,700 1,200 1,650 0 0 0 5,200 0 100 : : : : Changes from: May 2, 2017 : : -205,827 -245,186 -11,721 -10,640 -12,223 0 0 0 -39,478 -1,200 -1,060 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 91.8 4.7 3.4 4.6 0.0 0.0 0.0 14.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 25 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 53,700 : : Positions : : 35,700 46,300 1,250 1,500 2,100 300 1,400 600 12,700 750 1,050 : : : : Changes from: May 2, 2017 : : 19,649 25,393 773 957 992 300 844 265 7,097 155 572 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 86.2 2.3 2.8 3.9 0.6 2.6 1.1 23.6 1.4 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 21 26 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 34,075 : : Positions : : 25,625 33,500 6,725 0 400 350 0 0 900 100 75 : : : : Changes from: May 2, 2017 : : -2,320 -2,678 -435 0 -164 -165 0 0 188 -54 -201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 98.3 19.7 0.0 1.2 1.0 0.0 0.0 2.6 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 38,300 : : Positions : : 31,850 23,900 800 5,850 4,150 600 3,950 300 600 150 0 : : : : Changes from: May 2, 2017 : : -227,839 -178,086 -6,322 -40,476 -30,351 -4,080 -17,623 -2,031 -4,170 -1,026 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 62.4 2.1 15.3 10.8 1.6 10.3 0.8 1.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 41,050 : : Positions : : 30,150 31,750 1,100 1,850 3,550 3,950 0 1,800 300 1,900 200 : : : : Changes from: May 2, 2017 : : 15,678 18,214 656 704 2,270 2,574 0 1,037 170 1,250 116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 77.3 2.7 4.5 8.6 9.6 0.0 4.4 0.7 4.6 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 19,400 : : Positions : : 8,700 14,000 8,650 2,350 1,250 250 1,800 0 550 0 0 : : : : Changes from: May 2, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 72.2 44.6 12.1 6.4 1.3 9.3 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 18,700 : : Positions : : 7,850 13,350 10,200 2,950 600 0 1,800 0 50 0 0 : : : : Changes from: May 2, 2017 : : -56,134 -94,868 -71,206 -22,174 -4,080 0 -12,240 0 -342 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 71.4 54.5 15.8 3.2 0.0 9.6 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 23,950 : : Positions : : 17,600 19,800 3,500 2,850 250 850 100 0 1,750 950 0 : : : : Changes from: May 2, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 82.7 14.6 11.9 1.0 3.5 0.4 0.0 7.3 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 31,800 : : Positions : : 20,950 26,050 7,200 2,300 950 2,000 1,000 0 400 1,200 300 : : : : Changes from: May 2, 2017 : : 11,274 14,433 3,719 1,069 609 1,249 530 -100 271 920 153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 81.9 22.6 7.2 3.0 6.3 3.1 0.0 1.3 3.8 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 . . . . . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 20,750 : : Positions : : 13,050 14,900 5,900 5,150 0 1,800 650 0 0 50 0 : : : : Changes from: May 2, 2017 : : -90,321 -107,805 -46,023 -37,157 0 -12,240 -4,880 0 0 -342 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 71.8 28.4 24.8 0.0 8.7 3.1 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 . . 0 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 17,975 : : Positions : : 13,975 9,700 575 4,350 2,200 0 300 1,200 25 225 0 : : : : Changes from: May 2, 2017 : : -342 -98 -16 -196 31 0 -6 -29 25 -33 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 54.0 3.2 24.2 12.2 0.0 1.7 6.7 0.1 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 13,425 : : Positions : : 10,875 6,925 1,325 5,075 1,225 0 0 0 0 200 0 : : : : Changes from: May 2, 2017 : : -127,229 -78,104 -15,758 -62,482 -15,167 0 0 0 0 -2,401 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 51.6 9.9 37.8 9.1 0.0 0.0 0.0 0.0 1.5 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 May 9, 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 14,960 : : Positions : : 9,725 12,805 1,425 0 2,035 440 0 100 300 0 0 : : : : Changes from: May 2, 2017 : : -790 -275 395 0 -470 100 0 -100 20 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 85.6 9.5 0.0 13.6 2.9 0.0 0.7 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 10 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 16,345 : : Positions : : 11,860 13,385 1,150 0 2,255 0 160 405 295 0 120 : : : : Changes from: May 2, 2017 : : -525 -270 305 0 -390 0 0 0 -20 0 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 81.9 7.0 0.0 13.8 0.0 1.0 2.5 1.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 14 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 10,645 : : Positions : : 7,985 5,400 1,350 4,430 815 0 0 0 130 0 0 : : : : Changes from: May 2, 2017 : : -585 -465 -170 -495 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 50.7 12.7 41.6 7.7 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 31,079 : : Positions : : 7,033 25,195 20,170 3,835 2,040 1,050 0 0 150 0 0 : : : : Changes from: May 2, 2017 : : -954 -1,490 -615 -470 215 -125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.6 81.1 64.9 12.3 6.6 3.4 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 28,576 : : Positions : : 6,439 22,130 16,945 2,785 3,655 1,050 0 0 100 0 0 : : : : Changes from: May 2, 2017 : : -413 -1,075 -695 -420 215 -125 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 77.4 59.3 9.7 12.8 3.7 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 13,800 : : Positions : : 10,905 11,585 1,825 475 910 0 550 0 0 0 0 : : : : Changes from: May 2, 2017 : : 35 -515 25 40 -90 0 175 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 83.9 13.2 3.4 6.6 0.0 4.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 9,710 : : Positions : : 7,605 7,775 1,080 540 745 0 350 0 0 0 0 : : : : Changes from: May 2, 2017 : : 380 -400 -40 25 -135 0 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 80.1 11.1 5.6 7.7 0.0 3.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 24,789 : : Positions : : 23,389 9,263 145 9,800 1,125 0 50 0 0 4,450 75 : : : : Changes from: May 2, 2017 : : 105 -750 75 -940 425 0 -50 0 0 2,175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 37.4 0.6 39.5 4.5 0.0 0.2 0.0 0.0 18.0 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 May 9, 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 26,768 : : Positions : : 25,363 10,859 145 10,310 1,075 0 50 0 100 4,350 25 : : : : Changes from: May 2, 2017 : : 13 -1,002 75 -870 400 0 -50 0 0 2,250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 40.6 0.5 38.5 4.0 0.0 0.2 0.0 0.4 16.3 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 May 9, 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 107,761 : : Positions : : 94,146 80,569 5,605 16,000 7,410 0 2,052 200 310 1,455 55 : : : : Changes from: May 2, 2017 : : -2,823 -1,438 -775 -2,185 -490 0 -50 -250 15 -15 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 74.8 5.2 14.8 6.9 0.0 1.9 0.2 0.3 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 30 . . 4 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 126,198 : : Positions : : 109,083 94,341 6,875 15,975 8,570 480 4,062 685 435 2,530 35 : : : : Changes from: May 2, 2017 : : -3,880 -3,465 -620 -1,245 -1,360 260 385 -210 75 -165 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 74.8 5.4 12.7 6.8 0.4 3.2 0.5 0.3 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 35 29 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 193,930 : : Positions : : 153,316 135,093 9,794 11,384 8,132 6,075 3,624 9,106 3,870 22,883 3,627 : : : : Changes from: May 2, 2017 : : -2,514 -3,939 -1,596 695 52 -490 -484 0 240 1,400 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 69.7 5.1 5.9 4.2 3.1 1.9 4.7 2.0 11.8 1.9 : : : : Number of Traders in Each Category Total Traders: 76 : : 37 37 . . 4 . 6 . 6 10 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 124,901 : : Positions : : 113,990 90,796 4,519 20,822 1,374 260 4,478 2,520 1,964 4,666 225 : : : : Changes from: May 2, 2017 : : -2,485 -537 -63 -90 307 -35 -150 85 25 -172 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 72.7 3.6 16.7 1.1 0.2 3.6 2.0 1.6 3.7 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 28 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 49,745 : : Positions : : 42,440 39,495 4,120 7,555 2,040 355 625 0 645 0 5 : : : : Changes from: May 2, 2017 : : 600 -325 490 2,030 -1,565 0 -125 0 -35 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 79.4 8.3 15.2 4.1 0.7 1.3 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 9 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 47,070 : : Positions : : 40,185 40,305 3,395 3,515 2,700 205 525 0 520 0 0 : : : : Changes from: May 2, 2017 : : 980 20 440 2,185 -1,640 0 -125 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 85.6 7.2 7.5 5.7 0.4 1.1 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 8 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 28,337 : : Positions : : 24,471 18,106 0 7,066 2,905 400 0 200 300 0 0 : : : : Changes from: May 2, 2017 : : -515 -425 0 -72 -13 25 0 -25 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 63.9 0.0 24.9 10.3 1.4 0.0 0.7 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 23 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 21,794 : : Positions : : 17,469 16,509 160 2,610 2,615 600 0 0 950 0 0 : : : : Changes from: May 2, 2017 : : -147 -1,062 -195 520 0 -75 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 75.8 0.7 12.0 12.0 2.8 0.0 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 150,967 : : Positions : : 101,955 89,733 127 18,433 29,127 16,894 0 2,864 0 10,810 0 : : : : Changes from: May 2, 2017 : : 14,978 5,743 -1,275 3,570 -2,976 1,260 0 -840 0 5,650 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 59.4 0.1 12.2 19.3 11.2 0.0 1.9 0.0 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 37,692 : : Positions : : 27,137 35,827 8,870 200 0 0 0 0 0 0 0 : : : : Changes from: May 2, 2017 : : -855 -625 185 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 95.1 23.5 0.5 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 May 9, 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 34,150 : : Positions : : 23,975 32,710 9,015 200 0 0 0 0 0 0 0 : : : : Changes from: May 2, 2017 : : -690 -550 90 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 95.8 26.4 0.6 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 May 9, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 26,299 : : Positions : : 16,557 21,129 6,523 2,293 1,032 65 775 0 1,256 1,000 0 : : : : Changes from: May 2, 2017 : : -1,117 -991 -530 -396 -3 -5 -100 0 -59 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 80.3 24.8 8.7 3.9 0.2 2.9 0.0 4.8 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 14 . . 4 . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 16,448 : : Positions : : 12,529 13,145 1,549 2,352 690 240 0 0 854 0 1 : : : : Changes from: May 2, 2017 : : -793 -735 -73 -45 0 -30 0 0 6 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 79.9 9.4 14.3 4.2 1.5 0.0 0.0 5.2 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 May 9, 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 35,329 : : Positions : : 29,377 17,421 586 8,888 3,234 0 4,830 0 1,515 581 320 : : : : Changes from: May 2, 2017 : : -897 387 231 -557 -12 0 -517 0 25 72 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 49.3 1.7 25.2 9.2 0.0 13.7 0.0 4.3 1.6 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 18 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 23,055 : : Positions : : 19,915 17,707 122 2,092 2,858 0 240 60 0 0 0 : : : : Changes from: May 2, 2017 : : -468 481 122 -653 -267 0 50 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 76.8 0.5 9.1 12.4 0.0 1.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 21,187 : : Positions : : 13,357 18,159 7,188 845 402 0 525 0 0 975 70 : : : : Changes from: May 2, 2017 : : 117 117 410 230 0 0 -50 0 0 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 85.7 33.9 4.0 1.9 0.0 2.5 0.0 0.0 4.6 0.3 : : : : 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 May 9, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 14,208 : : Positions : : 11,035 12,711 1,610 0 1,332 0 0 0 0 0 0 : : : : Changes from: May 2, 2017 : : -230 -99 225 -18 -232 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 89.5 11.3 0.0 9.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 32,921 : : Positions : : 29,545 20,360 1,795 10,826 1,070 0 525 0 315 0 0 : : : : Changes from: May 2, 2017 : : -68 -16 0 168 -20 0 0 0 130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 61.8 5.5 32.9 3.3 0.0 1.6 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 21 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 18,569 : : Positions : : 11,875 15,284 4,105 915 1,805 0 300 0 581 0 0 : : : : Changes from: May 2, 2017 : : -364 -385 0 -215 0 0 300 0 -2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 82.3 22.1 4.9 9.7 0.0 1.6 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 16,760 : : Positions : : 9,405 13,141 2,011 0 2,939 300 0 0 935 0 0 : : : : Changes from: May 2, 2017 : : -685 140 321 -32 -196 300 0 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 78.4 12.0 0.0 17.5 1.8 0.0 0.0 5.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 12 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 36,166 : : Positions : : 22,082 25,967 9,815 4,730 0 0 0 0 0 1,200 0 : : : : Changes from: May 2, 2017 : : -795 -1,375 -1,255 -675 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 71.8 27.1 13.1 0.0 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 18 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 33,301 : : Positions : : 20,053 23,558 9,945 5,110 0 0 0 0 0 1,200 0 : : : : Changes from: May 2, 2017 : : -1,435 -1,170 -315 -570 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 70.7 29.9 15.3 0.0 0.0 0.0 0.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 18 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 43,420 : : Positions : : 36,605 13,690 1,425 6,435 3,805 0 10,925 75 0 7,270 475 : : : : Changes from: May 2, 2017 : : 355 970 0 515 0 0 135 -100 -75 -1,370 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 31.5 3.3 14.8 8.8 0.0 25.2 0.2 0.0 16.7 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 41,675 : : Positions : : 35,195 14,980 1,225 7,490 3,830 0 10,285 170 0 3,875 375 : : : : Changes from: May 2, 2017 : : 500 1,040 25 425 -25 0 20 -170 0 -980 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 35.9 2.9 18.0 9.2 0.0 24.7 0.4 0.0 9.3 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 42,990 : : Positions : : 18,735 36,935 19,915 975 990 730 0 570 575 2,060 15 : : : : Changes from: May 2, 2017 : : -905 640 2,205 50 -1,480 20 0 -20 -600 15 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 85.9 46.3 2.3 2.3 1.7 0.0 1.3 1.3 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 38,605 : : Positions : : 16,220 33,600 18,370 400 880 780 0 570 575 1,985 15 : : : : Changes from: May 2, 2017 : : -535 495 1,495 0 -1,020 20 0 -20 -500 -35 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 87.0 47.6 1.0 2.3 2.0 0.0 1.5 1.5 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 34,990 : : Positions : : 22,165 20,090 9,415 275 2,765 0 10,270 0 100 1,250 0 : : : : Changes from: May 2, 2017 : : -1,250 -630 -80 0 -25 0 -655 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 57.4 26.9 0.8 7.9 0.0 29.4 0.0 0.3 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 8 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 32,545 : : Positions : : 19,760 18,520 9,465 375 2,665 0 9,720 0 0 775 0 : : : : Changes from: May 2, 2017 : : -760 -355 -80 -25 0 0 -605 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 56.9 29.1 1.2 8.2 0.0 29.9 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 7 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 25,920 : : Positions : : 23,005 14,060 0 9,430 645 50 130 50 565 0 115 : : : : Changes from: May 2, 2017 : : -660 -1,765 0 1,095 -595 -50 0 0 40 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 54.2 0.0 36.4 2.5 0.2 0.5 0.2 2.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 25,205 : : Positions : : 22,430 13,915 0 9,420 550 50 130 50 985 0 165 : : : : Changes from: May 2, 2017 : : -480 -1,640 0 1,150 -550 -50 0 0 40 0 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 55.2 0.0 37.4 2.2 0.2 0.5 0.2 3.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 8 0 . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 35,965 : : Positions : : 28,170 16,119 0 16,651 200 5,425 775 350 650 725 0 : : : : Changes from: May 2, 2017 : : -670 -735 0 -70 -25 -110 0 -50 -250 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 44.8 0.0 46.3 0.6 15.1 2.2 1.0 1.8 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 27,445 : : Positions : : 23,035 14,490 0 8,835 785 905 875 130 400 465 0 : : : : Changes from: May 2, 2017 : : -870 -455 0 -55 -50 80 0 -80 0 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 52.8 0.0 32.2 2.9 3.3 3.2 0.5 1.5 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 119,535 : : Positions : : 59,544 106,550 23,361 215 3,045 16,015 0 75 7,945 75 10 : : : : Changes from: May 2, 2017 : : -970 -1,530 -1,105 -1,190 670 -575 0 -100 -170 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 89.1 19.5 0.2 2.5 13.4 0.0 0.1 6.6 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 102,085 : : Positions : : 51,530 91,470 17,590 1,265 1,940 19,345 0 150 4,295 0 0 : : : : Changes from: May 2, 2017 : : -1,250 -1,415 -345 -1,115 320 -780 0 -150 -155 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 89.6 17.2 1.2 1.9 18.9 0.0 0.1 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 24 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 21,290 : : Positions : : 17,445 9,375 0 8,055 815 0 675 25 600 0 0 : : : : Changes from: May 2, 2017 : : -795 485 0 -1,240 775 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 44.0 0.0 37.8 3.8 0.0 3.2 0.1 2.8 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 May 9, 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 19,345 : : Positions : : 15,600 9,575 0 8,295 520 0 25 0 2,100 0 0 : : : : Changes from: May 2, 2017 : : -665 -350 0 -270 -55 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 49.5 0.0 42.9 2.7 0.0 0.1 0.0 10.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 10 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 46,360 : : Positions : : 37,190 30,330 0 2,850 2,810 0 4,240 25 230 0 0 : : : : Changes from: May 2, 2017 : : 575 100 -45 475 -150 0 -25 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 65.4 0.0 6.1 6.1 0.0 9.1 0.1 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 9, 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 30,170 : : Positions : : 22,220 17,190 245 2,730 3,630 0 2,675 0 0 0 0 : : : : Changes from: May 2, 2017 : : -220 -205 -210 -150 350 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 57.0 0.8 9.0 12.0 0.0 8.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 12, 2017