Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 77,706 : : Positions : : 28,862 21,097 11,927 8,541 1,930 100 26,645 2,577 24,088 8,372 7,426 : : : : Changes from: December 27, 2016 : : 527 -3,433 -265 -70 60 0 4,450 -52 642 -238 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 27.1 15.3 11.0 2.5 0.1 34.3 3.3 31.0 10.8 9.6 : : : : Number of Traders in Each Category Total Traders: 55 : : 17 16 . 4 5 . 5 4 13 11 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 18,832 : : Positions : : 4,821 10,589 544 1,972 798 82 3,684 170 10,974 409 960 : : : : Changes from: December 27, 2016 : : 429 -331 0 -5 -15 0 945 -195 35 -130 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 56.2 2.9 10.5 4.2 0.4 19.6 0.9 58.3 2.2 5.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 9 9 . 4 5 . . . 9 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 161,793 : : Positions : : 90,225 101,478 6,735 14,602 18,744 21,689 1,061 4,851 7,318 8,935 11,791 : : : : Changes from: December 27, 2016 : : -622 -386 1,171 -197 -817 1,008 -269 -393 -141 2,242 -1,510 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 62.7 4.2 9.0 11.6 13.4 0.7 3.0 4.5 5.5 7.3 : : : : Number of Traders in Each Category Total Traders: 77 : : 42 42 . . 4 . 5 7 8 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 43,069 : : Positions : : 32,279 39,592 4,424 0 3,065 203 0 385 2,686 0 27 : : : : Changes from: December 27, 2016 : : -3,269 -2,157 1,237 0 -469 -1 0 -52 -280 -156 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 91.9 10.3 0.0 7.1 0.5 0.0 0.9 6.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 20 . 0 . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 406,307 : : Positions : : 360,021 307,419 0 66,912 29,167 10,472 0 0 4,470 632 2,177 : : : : Changes from: December 27, 2016 : : -25,672 -27,270 0 3,304 -4,248 0 0 0 -290 -1,996 -351 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 75.7 0.0 16.5 7.2 2.6 0.0 0.0 1.1 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 19 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,496,394 : : Positions : :1,186,391 1,189,579 152,765 87,366 63,194 7,895 17,643 58,388 26,945 79,408 816 : : : : Changes from: December 27, 2016 : : -5,469 -2,446 832 -6,648 0 0 -3,800 0 -3,561 4,696 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 79.5 10.2 5.8 4.2 0.5 1.2 3.9 1.8 5.3 0.1 : : : : Number of Traders in Each Category Total Traders: 61 : : 37 36 . . . . . . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 63,242 : : Positions : : 46,670 43,706 8,954 6,672 6,000 460 1,918 52 208 3,996 898 : : : : Changes from: December 27, 2016 : : 1,132 1,364 0 -356 51 0 0 0 0 124 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 69.1 14.2 10.5 9.5 0.7 3.0 0.1 0.3 6.3 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 24 . . . . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 310,295 : : Positions : : 229,173 210,929 51,353 65,733 29,769 0 3,864 0 0 0 0 : : : : Changes from: December 27, 2016 : : 5,587 1,986 0 3,601 -2,979 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 68.0 16.5 21.2 9.6 0.0 1.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 15 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 382,725 : : Positions : : 290,828 327,679 39,611 9,392 35,886 7,360 728 8,632 408 0 0 : : : : Changes from: December 27, 2016 : : 376 -1,576 -1,544 0 784 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 85.6 10.3 2.5 9.4 1.9 0.2 2.3 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 22 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 27,463 : : Positions : : 20,758 24,195 2,047 0 2,787 647 0 42 252 166 0 : : : : Changes from: December 27, 2016 : : 114 306 212 0 0 -20 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 88.1 7.5 0.0 10.1 2.4 0.0 0.2 0.9 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 62,625 : : Positions : : 37,034 46,657 23,323 14,390 1,565 0 0 0 400 0 0 : : : : Changes from: December 27, 2016 : : 475 750 275 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 74.5 37.2 23.0 2.5 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 27 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 81,241 : : Positions : : 54,516 59,882 25,097 20,220 1,015 0 0 0 350 0 0 : : : : Changes from: December 27, 2016 : : 565 740 25 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 73.7 30.9 24.9 1.2 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 27 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 32,294 : : Positions : : 25,836 26,709 3,250 2,685 2,020 0 0 0 750 700 0 : : : : Changes from: December 27, 2016 : : 1,180 880 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 82.7 10.1 8.3 6.3 0.0 0.0 0.0 2.3 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 327,760 : : Positions : : 196,912 323,080 108,048 0 4,680 5,512 0 0 12,608 0 0 : : : : Changes from: December 27, 2016 : : 4,712 14,488 4,680 0 0 0 0 0 5,096 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 98.6 33.0 0.0 1.4 1.7 0.0 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 6,988 : : Positions : : 5,296 5,017 131 604 229 546 0 87 166 774 0 : : : : Changes from: December 27, 2016 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 71.8 1.9 8.6 3.3 7.8 0.0 1.2 2.4 11.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 7,304 : : Positions : : 4,980 3,870 0 2,510 90 1,400 0 0 150 0 0 : : : : Changes from: December 27, 2016 : : 100 50 0 20 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 53.0 0.0 34.4 1.2 19.2 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 14,780 : : Positions : : 12,705 8,030 0 5,895 375 275 0 25 480 0 375 : : : : Changes from: December 27, 2016 : : -50 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 54.3 0.0 39.9 2.5 1.9 0.0 0.2 3.2 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 39,821 : : Positions : : 32,391 35,831 5,410 1,325 1,690 0 0 0 0 925 50 : : : : Changes from: December 27, 2016 : : 1,465 1,165 -300 0 145 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 90.0 13.6 3.3 4.2 0.0 0.0 0.0 0.0 2.3 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 23 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 26,111 : : Positions : : 19,896 20,686 3,160 3,180 2,050 0 0 0 750 100 75 : : : : Changes from: December 27, 2016 : : -275 50 60 35 0 0 0 0 150 -150 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 79.2 12.1 12.2 7.9 0.0 0.0 0.0 2.9 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 20 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 20,888 : : Positions : : 15,298 16,254 2,663 1,442 1,622 549 0 0 166 1,000 147 : : : : Changes from: December 27, 2016 : : -238 294 1 -489 0 0 0 0 -21 -63 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 77.8 12.7 6.9 7.8 2.6 0.0 0.0 0.8 4.8 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 59,687 : : Positions : : 53,975 48,000 2,256 4,504 2,101 0 222 0 770 4,112 570 : : : : Changes from: December 27, 2016 : : 47 -1 0 4 0 0 0 0 0 44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 80.4 3.8 7.5 3.5 0.0 0.4 0.0 1.3 6.9 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 23 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 77,536 : : Positions : : 68,782 52,882 2,603 3,319 2,595 122 2,779 374 1,331 13,784 1,715 : : : : Changes from: December 27, 2016 : : 523 -151 -783 411 427 100 -293 0 200 49 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 68.2 3.4 4.3 3.3 0.2 3.6 0.5 1.7 17.8 2.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 29 30 . . . . . . 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 48,455 : : Positions : : 37,115 43,695 9,120 3,570 1,190 0 0 0 925 0 0 : : : : Changes from: December 27, 2016 : : 795 1,255 0 -300 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 90.2 18.8 7.4 2.5 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 24 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 52,985 : : Positions : : 39,495 43,210 9,845 5,740 1,935 0 0 0 1,580 2,100 0 : : : : Changes from: December 27, 2016 : : 535 1,430 0 -700 0 0 0 0 70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 81.6 18.6 10.8 3.7 0.0 0.0 0.0 3.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 300,117 : : Positions : : 224,228 267,181 21,553 9,487 17,418 0 816 0 35,367 3,664 1,551 : : : : Changes from: December 27, 2016 : : -1,485 -702 1,158 375 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 89.0 7.2 3.2 5.8 0.0 0.3 0.0 11.8 1.2 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 25 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 26,299 : : Positions : : 17,251 21,234 869 423 1,155 78 1,178 939 4,496 600 664 : : : : Changes from: December 27, 2016 : : -262 -299 -234 -23 108 0 -79 13 94 0 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 80.7 3.3 1.6 4.4 0.3 4.5 3.6 17.1 2.3 2.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 30 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 42,939 : : Positions : : 30,768 42,577 11,328 0 0 257 0 0 586 362 0 : : : : Changes from: December 27, 2016 : : 844 1,252 408 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 99.2 26.4 0.0 0.0 0.6 0.0 0.0 1.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 311,522 : : Positions : : 254,791 216,685 13,595 43,017 32,612 7,008 15,692 3,108 0 408 0 : : : : Changes from: December 27, 2016 : : -729 3,564 1,554 777 0 0 -3,108 3,108 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 69.6 4.4 13.8 10.5 2.2 5.0 1.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 16 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 20,641 : : Positions : : 15,533 15,337 879 404 1,984 783 0 1,039 0 732 0 : : : : Changes from: December 27, 2016 : : 19 -831 -42 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 74.3 4.3 2.0 9.6 3.8 0.0 5.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 9,298 : : Positions : : 4,404 7,170 3,649 1,645 0 143 0 21 256 0 0 : : : : Changes from: December 27, 2016 : : -58 66 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 77.1 39.2 17.7 0.0 1.5 0.0 0.2 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 11,259 : : Positions : : 5,646 8,467 3,656 1,084 145 529 82 0 0 282 290 : : : : Changes from: December 27, 2016 : : 233 234 -21 0 21 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 75.2 32.5 9.6 1.3 4.7 0.7 0.0 0.0 2.5 2.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 17 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 83,908 : : Positions : : 67,453 70,564 11,024 11,361 1,575 408 0 0 2,632 0 408 : : : : Changes from: December 27, 2016 : : -408 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 84.1 13.1 13.5 1.9 0.5 0.0 0.0 3.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 14,566 : : Positions : : 10,260 10,153 3,088 1,871 192 0 761 0 481 1,042 191 : : : : Changes from: December 27, 2016 : : 173 198 149 0 -46 0 0 0 -103 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 69.7 21.2 12.8 1.3 0.0 5.2 0.0 3.3 7.2 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 20 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 153,072 : : Positions : : 114,160 84,832 24,557 45,799 11,907 0 7,382 408 2,040 1,520 0 : : : : Changes from: December 27, 2016 : : -434 768 -1,135 0 1,135 0 0 0 2,040 -1,521 -2,040 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 55.4 16.0 29.9 7.8 0.0 4.8 0.3 1.3 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 OFF-PK - ICE FUTURES ENERGY DIV MW : CFTC Code #0643C7 Open Interest is 5,770 : : Positions : : 5,020 4,385 50 850 75 0 50 0 0 120 190 : : : : Changes from: December 27, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 76.0 0.9 14.7 1.3 0.0 0.9 0.0 0.0 2.1 3.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 8,200 : : Positions : : 6,175 7,615 1,915 0 0 0 250 50 0 280 0 : : : : Changes from: December 27, 2016 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 92.9 23.4 0.0 0.0 0.0 3.0 0.6 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 23,688 : : Positions : : 16,105 15,348 666 2,646 3,239 0 157 1,992 1,686 306 0 : : : : Changes from: December 27, 2016 : : -344 -735 -21 577 -600 0 0 0 -27 -234 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 64.8 2.8 11.2 13.7 0.0 0.7 8.4 7.1 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 12 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 15,180 : : Positions : : 13,960 7,595 470 5,850 50 0 1,680 0 300 0 0 : : : : Changes from: December 27, 2016 : : 720 0 0 725 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 50.0 3.1 38.5 0.3 0.0 11.1 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 15,170 : : Positions : : 13,935 7,535 520 5,895 0 0 1,630 0 155 0 105 : : : : Changes from: December 27, 2016 : : 720 0 0 720 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 49.7 3.4 38.9 0.0 0.0 10.7 0.0 1.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 373,865 : : Positions : : 248,933 129,184 5,163 75,952 58,104 0 35,372 5,428 168 13,014 55,794 : : : : Changes from: December 27, 2016 : : 8,173 -1,833 -5,832 18,585 -1,277 0 -2,036 -1,552 0 -12,375 -397 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 34.6 1.4 20.3 15.5 0.0 9.5 1.5 0.0 3.5 14.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 14,310 : : Positions : : 11,785 6,300 1,210 7,310 700 0 0 0 180 0 0 : : : : Changes from: December 27, 2016 : : -25 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 44.0 8.5 51.1 4.9 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 21,115 : : Positions : : 11,570 14,390 6,565 4,115 2,335 325 225 0 100 0 50 : : : : Changes from: December 27, 2016 : : 375 1,025 1,045 400 325 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 68.2 31.1 19.5 11.1 1.5 1.1 0.0 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 14,441 : : Positions : : 8,605 8,996 3,000 3,065 2,155 325 175 0 50 0 50 : : : : Changes from: December 27, 2016 : : 75 525 850 400 325 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 62.3 20.8 21.2 14.9 2.3 1.2 0.0 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 11 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 24,515 : : Positions : : 15,240 23,515 8,475 0 360 0 580 0 50 0 0 : : : : Changes from: December 27, 2016 : : 535 475 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 95.9 34.6 0.0 1.5 0.0 2.4 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 17,890 : : Positions : : 13,085 11,525 95 1,075 4,470 0 435 0 0 310 10 : : : : Changes from: December 27, 2016 : : 385 -635 -1,350 -300 1,575 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 64.4 0.5 6.0 25.0 0.0 2.4 0.0 0.0 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 19,225 : : Positions : : 14,125 12,400 340 2,100 4,255 0 435 0 310 0 20 : : : : Changes from: December 27, 2016 : : 960 -235 -1,425 -225 1,500 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 64.5 1.8 10.9 22.1 0.0 2.3 0.0 1.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 116,758 : : Positions : : 97,258 92,005 4,805 9,352 12,485 1,625 575 30 400 1,690 75 : : : : Changes from: December 27, 2016 : : -1,937 -237 1,050 -1,385 840 -670 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 78.8 4.1 8.0 10.7 1.4 0.5 0.0 0.3 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 27 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 137,996 : : Positions : : 111,829 105,700 7,115 8,677 15,393 2,834 3,975 280 200 3,160 260 : : : : Changes from: December 27, 2016 : : -340 -56 350 -110 1,620 -581 -355 105 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 76.6 5.2 6.3 11.2 2.1 2.9 0.2 0.1 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 39 33 4 . 4 . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 186,973 : : Positions : : 138,010 140,426 15,821 2,331 12,132 6,056 4,405 6,320 6,251 19,210 2,109 : : : : Changes from: December 27, 2016 : : -1,985 -1,058 -688 -2,265 -141 -53 -463 98 -933 368 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 75.1 8.5 1.2 6.5 3.2 2.4 3.4 3.3 10.3 1.1 : : : : Number of Traders in Each Category Total Traders: 77 : : 41 44 4 . 4 . 4 . 7 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 122,578 : : Positions : : 105,648 98,708 5,477 12,567 3,046 5,057 689 1,799 1,106 5,512 252 : : : : Changes from: December 27, 2016 : : 615 -505 5 55 -122 120 -100 0 0 1,425 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 80.5 4.5 10.3 2.5 4.1 0.6 1.5 0.9 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 37 30 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 37,580 : : Positions : : 31,550 28,965 1,390 4,615 2,685 565 1,150 0 1,280 50 80 : : : : Changes from: December 27, 2016 : : -105 50 -450 -640 350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 77.1 3.7 12.3 7.1 1.5 3.1 0.0 3.4 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 12 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 32,415 : : Positions : : 27,190 28,655 990 160 3,265 0 295 30 875 0 0 : : : : Changes from: December 27, 2016 : : 0 -1,010 -940 160 530 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 88.4 3.1 0.5 10.1 0.0 0.9 0.1 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 31,376 : : Positions : : 26,662 23,561 0 4,235 3,125 1,050 200 250 100 0 0 : : : : Changes from: December 27, 2016 : : 100 360 0 -210 160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 75.1 0.0 13.5 10.0 3.3 0.6 0.8 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 26 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 21,726 : : Positions : : 15,221 18,186 2,265 1,580 1,840 900 0 0 1,500 0 0 : : : : Changes from: December 27, 2016 : : -890 835 300 0 0 0 0 0 1,425 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 83.7 10.4 7.3 8.5 4.1 0.0 0.0 6.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 231,900 : : Positions : : 139,836 122,696 0 32,014 64,486 15,811 0 11,707 0 938 60 : : : : Changes from: December 27, 2016 : : -19,335 3,207 0 -29,060 9,519 -5,488 0 4,163 -91 938 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 52.9 0.0 13.8 27.8 6.8 0.0 5.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 27,112 : : Positions : : 20,542 25,647 5,000 300 0 0 0 0 0 0 0 : : : : Changes from: December 27, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 94.6 18.4 1.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 14 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 28,241 : : Positions : : 18,117 19,367 4,692 4,515 2,294 95 1,325 0 2,361 216 331 : : : : Changes from: December 27, 2016 : : 133 -119 -212 -40 52 0 -65 0 -25 0 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 68.6 16.6 16.0 8.1 0.3 4.7 0.0 8.4 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 18 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 20,315 : : Positions : : 14,667 15,495 3,108 3,310 690 410 0 0 931 0 309 : : : : Changes from: December 27, 2016 : : 75 75 120 0 -204 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 76.3 15.3 16.3 3.4 2.0 0.0 0.0 4.6 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 38,196 : : Positions : : 31,306 16,537 1,968 14,493 868 30 4,353 75 2,868 1,215 655 : : : : Changes from: December 27, 2016 : : -255 8 -73 -287 -2 30 -25 25 10 246 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 43.3 5.2 37.9 2.3 0.1 11.4 0.2 7.5 3.2 1.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 21 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 20,993 : : Positions : : 17,969 12,987 105 5,368 2,221 25 0 75 91 250 92 : : : : Changes from: December 27, 2016 : : 40 200 0 45 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 61.9 0.5 25.6 10.6 0.1 0.0 0.4 0.4 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 19 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 23,775 : : Positions : : 15,136 18,771 5,948 683 2,219 100 370 0 60 1,502 85 : : : : Changes from: December 27, 2016 : : 0 -170 -22 8 2 0 0 0 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 79.0 25.0 2.9 9.3 0.4 1.6 0.0 0.3 6.3 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 13,713 : : Positions : : 11,647 11,483 1,302 1,458 327 0 25 0 0 25 0 : : : : Changes from: December 27, 2016 : : 16 -210 -96 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 83.7 9.5 10.6 2.4 0.0 0.2 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 10 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 34,565 : : Positions : : 31,986 25,104 620 7,239 1,505 0 465 35 100 200 0 : : : : Changes from: December 27, 2016 : : -120 270 0 -390 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 72.6 1.8 20.9 4.4 0.0 1.3 0.1 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 24 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 17,325 : : Positions : : 14,374 13,191 1,020 2,520 1,460 0 0 0 407 50 54 : : : : Changes from: December 27, 2016 : : -40 235 10 -290 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 76.1 5.9 14.5 8.4 0.0 0.0 0.0 2.3 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 19 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 13,064 : : Positions : : 9,839 8,284 485 2,734 2,025 0 0 0 689 0 21 : : : : Changes from: December 27, 2016 : : 120 410 0 -300 0 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 63.4 3.7 20.9 15.5 0.0 0.0 0.0 5.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 18 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 13,246 : : Positions : : 4,151 8,946 0 1,060 300 6,260 0 1,225 0 225 0 : : : : Changes from: December 27, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 67.5 0.0 8.0 2.3 47.3 0.0 9.2 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 40,844 : : Positions : : 27,207 32,707 10,530 4,215 40 0 0 0 0 700 0 : : : : Changes from: December 27, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 80.1 25.8 10.3 0.1 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 17 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 37,010 : : Positions : : 24,193 28,463 9,440 4,375 0 0 0 0 0 700 0 : : : : Changes from: December 27, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 76.9 25.5 11.8 0.0 0.0 0.0 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 17 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 36,325 : : Positions : : 33,850 5,155 0 6,485 580 0 14,510 0 0 8,120 105 : : : : Changes from: December 27, 2016 : : 120 -180 0 300 -145 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 14.2 0.0 17.9 1.6 0.0 39.9 0.0 0.0 22.4 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 0 . . 0 . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 33,125 : : Positions : : 30,790 5,915 0 8,115 50 0 13,435 360 0 3,625 0 : : : : Changes from: December 27, 2016 : : 120 -180 0 300 -145 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 17.9 0.0 24.5 0.2 0.0 40.6 1.1 0.0 10.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 28,913 : : Positions : : 18,046 16,580 70 1,451 6,030 1,095 225 105 1,750 2,785 150 : : : : Changes from: December 27, 2016 : : 225 0 0 225 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 57.3 0.2 5.0 20.9 3.8 0.8 0.4 6.1 9.6 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 25,153 : : Positions : : 15,225 13,503 70 1,988 5,045 1,210 225 100 1,950 2,910 0 : : : : Changes from: December 27, 2016 : : 225 0 0 225 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 53.7 0.3 7.9 20.1 4.8 0.9 0.4 7.8 11.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 8 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 46,790 : : Positions : : 23,900 27,675 20,195 90 1,950 0 16,225 0 200 425 0 : : : : Changes from: December 27, 2016 : : -75 -75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 59.1 43.2 0.2 4.2 0.0 34.7 0.0 0.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 40,440 : : Positions : : 20,825 22,165 17,085 0 1,795 0 15,450 0 0 400 0 : : : : Changes from: December 27, 2016 : : -75 25 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 54.8 42.2 0.0 4.4 0.0 38.2 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 31,630 : : Positions : : 27,865 20,830 125 6,430 365 0 1,335 125 1,200 595 280 : : : : Changes from: December 27, 2016 : : -390 10 0 -100 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 65.9 0.4 20.3 1.2 0.0 4.2 0.4 3.8 1.9 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 8 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 31,320 : : Positions : : 27,660 20,305 150 7,215 315 0 1,545 115 1,255 0 645 : : : : Changes from: December 27, 2016 : : -390 10 0 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 64.8 0.5 23.0 1.0 0.0 4.9 0.4 4.0 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 34,539 : : Positions : : 22,460 16,289 25 10,021 3,649 5,050 650 425 690 1,270 355 : : : : Changes from: December 27, 2016 : : 0 -50 0 350 75 200 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 47.2 0.1 29.0 10.6 14.6 1.9 1.2 2.0 3.7 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 25,585 : : Positions : : 18,130 14,145 0 3,435 4,400 650 675 195 390 925 150 : : : : Changes from: December 27, 2016 : : -25 0 0 75 75 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 55.3 0.0 13.4 17.2 2.5 2.6 0.8 1.5 3.6 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 122,614 : : Positions : : 54,114 106,251 16,477 1,555 7,974 27,875 0 140 9,340 0 400 : : : : Changes from: December 27, 2016 : : -1,315 -540 1,175 250 -700 -50 0 0 200 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 86.7 13.4 1.3 6.5 22.7 0.0 0.1 7.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 26 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 110,739 : : Positions : : 49,265 96,557 14,998 2,630 6,250 30,395 0 150 4,565 0 100 : : : : Changes from: December 27, 2016 : : -700 -100 1,250 250 -870 0 0 0 -100 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 87.2 13.5 2.4 5.6 27.4 0.0 0.1 4.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 26 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 20,045 : : Positions : : 15,885 11,540 3,095 7,280 10 0 250 25 100 0 0 : : : : Changes from: December 27, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 57.6 15.4 36.3 0.0 0.0 1.2 0.1 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 18,810 : : Positions : : 13,890 10,170 3,180 7,590 45 0 250 0 950 0 0 : : : : Changes from: December 27, 2016 : : 300 -150 -450 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 54.1 16.9 40.4 0.2 0.0 1.3 0.0 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 38,585 : : Positions : : 31,805 25,870 1,475 4,255 1,340 0 2,625 0 0 530 0 : : : : Changes from: December 27, 2016 : : 1,470 1,120 -350 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 67.0 3.8 11.0 3.5 0.0 6.8 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 3, 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 28,025 : : Positions : : 20,150 17,775 1,650 2,975 2,125 100 1,150 0 0 0 0 : : : : Changes from: December 27, 2016 : : 1,120 1,120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 63.4 5.9 10.6 7.6 0.4 4.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . . . . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 6, 2017