Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 71,614 : : Positions : : 26,872 22,016 10,168 6,377 1,733 2,435 19,939 2,922 19,051 9,895 7,369 : : : : Changes from: January 31, 2017 : : 1,516 466 -70 105 5 -2,377 -1,710 319 -115 142 483 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 30.7 14.2 8.9 2.4 3.4 27.8 4.1 26.6 13.8 10.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 12 13 . 4 6 . 4 . 11 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 13,986 : : Positions : : 2,416 7,686 498 1,732 351 520 2,316 240 8,669 305 841 : : : : Changes from: January 31, 2017 : : -66 259 0 55 24 20 -190 60 200 -10 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.3 55.0 3.6 12.4 2.5 3.7 16.6 1.7 62.0 2.2 6.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 5 7 . 4 4 . . . 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465E Open Interest is 747 : : Positions : : 99 261 12 29 27 133 64 167 168 60 140 : : : : Changes from: January 31, 2017 : : -2 -6 -1 15 3 28 13 84 -2 2 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.3 34.9 1.6 3.9 3.6 17.9 8.6 22.3 22.5 8.0 18.8 : : : : Number of Traders in Each Category Total Traders: 23 : : . 5 . . . . . 4 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 153,449 : : Positions : : 89,676 91,076 5,723 14,086 17,820 19,177 1,085 3,302 4,509 13,164 12,744 : : : : Changes from: January 31, 2017 : : -3,846 -6,413 -2,399 -131 68 -1,666 -39 -311 481 -855 1,183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 59.4 3.7 9.2 11.6 12.5 0.7 2.2 2.9 8.6 8.3 : : : : Number of Traders in Each Category Total Traders: 75 : : 40 44 . . 4 6 . 7 7 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 42,132 : : Positions : : 32,167 38,285 5,136 0 2,244 25 108 343 1,552 487 665 : : : : Changes from: January 31, 2017 : : -1,346 -1,331 438 0 -460 -249 108 -42 259 174 -375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 90.9 12.2 0.0 5.3 0.1 0.3 0.8 3.7 1.2 1.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 20 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 381,164 : : Positions : : 329,278 297,697 0 49,013 28,830 10,792 0 0 6,648 8 5,616 : : : : Changes from: January 31, 2017 : : -24,714 -20,762 0 -1,519 622 -304 0 0 3,425 0 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 78.1 0.0 12.9 7.6 2.8 0.0 0.0 1.7 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 21 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 1,359,422 : : Positions : :1,073,449 1,084,757 151,435 51,638 57,011 3,519 41,799 43,226 29,246 79,455 1,536 : : : : Changes from: January 31, 2017 : : -60,592 -91,738 -23,800 -6,401 -1,695 -816 15,232 -16,163 2,245 -56 800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 79.8 11.1 3.8 4.2 0.3 3.1 3.2 2.2 5.8 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 35 37 . . 4 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 59,699 : : Positions : : 46,513 37,514 8,591 12,626 2,280 0 2,773 702 572 2,763 1,041 : : : : Changes from: January 31, 2017 : : -1,732 -2,530 52 1,185 -600 0 264 109 21 -578 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 62.8 14.4 21.1 3.8 0.0 4.6 1.2 1.0 4.6 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 . . . 0 4 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 297,274 : : Positions : : 223,608 199,298 47,505 70,855 19,169 5,712 3,520 0 952 4,104 328 : : : : Changes from: January 31, 2017 : : -12,085 -13,263 -4,536 -3,014 328 0 -344 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 67.0 16.0 23.8 6.4 1.9 1.2 0.0 0.3 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 299,131 : : Positions : : 218,965 250,601 44,972 8,576 25,914 1,056 5,816 8,224 0 0 0 : : : : Changes from: January 31, 2017 : : -21,934 -24,646 4,416 -816 -5,984 -2,856 5,088 -408 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 83.8 15.0 2.9 8.7 0.4 1.9 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 23,532 : : Positions : : 17,705 20,424 2,771 0 2,383 399 0 0 132 220 40 : : : : Changes from: January 31, 2017 : : -925 -1,234 27 0 0 -168 0 0 -36 -124 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 86.8 11.8 0.0 10.1 1.7 0.0 0.0 0.6 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 23 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 52,566 : : Positions : : 32,579 36,376 17,903 14,595 1,455 0 0 0 310 0 0 : : : : Changes from: January 31, 2017 : : -3,244 -5,181 -2,247 -355 -110 0 0 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 69.2 34.1 27.8 2.8 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 26 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 70,466 : : Positions : : 47,415 48,621 21,578 20,605 925 0 50 0 335 150 0 : : : : Changes from: January 31, 2017 : : -4,658 -6,201 -2,007 -670 -90 0 0 0 -40 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 69.0 30.6 29.2 1.3 0.0 0.1 0.0 0.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 26 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 31,595 : : Positions : : 25,121 27,030 3,250 1,855 1,895 0 0 0 700 600 0 : : : : Changes from: January 31, 2017 : : -875 -665 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 85.6 10.3 5.9 6.0 0.0 0.0 0.0 2.2 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 325,088 : : Positions : : 185,408 308,416 102,984 0 15,120 4,696 0 0 13,696 0 736 : : : : Changes from: January 31, 2017 : : 336 1,072 -1,264 0 0 0 0 0 368 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 94.9 31.7 0.0 4.7 1.4 0.0 0.0 4.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 7,792 : : Positions : : 6,239 5,251 201 1,063 103 508 0 0 0 907 82 : : : : Changes from: January 31, 2017 : : 381 382 -20 62 20 0 0 0 0 43 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 67.4 2.6 13.6 1.3 6.5 0.0 0.0 0.0 11.6 1.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 14 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 14,185 : : Positions : : 12,525 7,740 0 5,915 150 275 0 0 440 0 325 : : : : Changes from: January 31, 2017 : : -605 -785 0 60 -150 -25 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 54.6 0.0 41.7 1.1 1.9 0.0 0.0 3.1 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 6 13 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 37,114 : : Positions : : 29,106 32,872 5,620 1,270 2,025 0 0 0 0 760 0 : : : : Changes from: January 31, 2017 : : -493 -150 50 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 88.6 15.1 3.4 5.5 0.0 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 22 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 26,981 : : Positions : : 19,671 21,183 3,805 3,565 1,960 0 0 0 1,175 100 0 : : : : Changes from: January 31, 2017 : : -90 -168 105 300 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 78.5 14.1 13.2 7.3 0.0 0.0 0.0 4.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 20,434 : : Positions : : 13,890 15,412 2,303 1,799 2,190 509 0 0 805 149 208 : : : : Changes from: January 31, 2017 : : -49 -264 -3 0 46 0 0 0 -22 65 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 75.4 11.3 8.8 10.7 2.5 0.0 0.0 3.9 0.7 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 55,964 : : Positions : : 50,983 45,429 2,194 3,548 2,106 0 166 0 375 4,217 297 : : : : Changes from: January 31, 2017 : : -2,822 -2,092 8 -346 -194 0 -6 0 -20 -401 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 81.2 3.9 6.3 3.8 0.0 0.3 0.0 0.7 7.5 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 20 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 74,411 : : Positions : : 65,887 51,787 3,618 3,985 1,893 216 381 726 967 14,539 1,080 : : : : Changes from: January 31, 2017 : : -3,445 -2,812 152 278 -496 94 -522 65 -54 -142 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 69.6 4.9 5.4 2.5 0.3 0.5 1.0 1.3 19.5 1.5 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 28 . . . . . . 5 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 42,225 : : Positions : : 32,005 36,875 8,545 4,545 615 0 0 0 775 0 0 : : : : Changes from: January 31, 2017 : : -4,395 -5,050 -1,045 -505 120 0 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 87.3 20.2 10.8 1.5 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 50,000 : : Positions : : 35,435 38,815 10,715 6,545 2,240 0 0 0 1,385 2,400 0 : : : : Changes from: January 31, 2017 : : -3,650 -3,820 -550 -485 60 0 0 0 -95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 77.6 21.4 13.1 4.5 0.0 0.0 0.0 2.8 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 273,216 : : Positions : : 207,000 247,316 17,212 13,903 10,046 0 0 0 37,407 400 1,551 : : : : Changes from: January 31, 2017 : : -21,098 -29,779 -1,224 2,889 -2,537 0 0 0 -4,568 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 90.5 6.3 5.1 3.7 0.0 0.0 0.0 13.7 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 26 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 24,619 : : Positions : : 14,898 20,642 874 377 953 0 553 622 5,734 458 681 : : : : Changes from: January 31, 2017 : : -1,580 -1,641 -257 42 -44 0 -399 -42 -310 -42 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 83.8 3.6 1.5 3.9 0.0 2.2 2.5 23.3 1.9 2.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 26 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 37,799 : : Positions : : 26,308 37,252 9,864 0 205 380 0 0 967 267 75 : : : : Changes from: January 31, 2017 : : -2,067 -2,653 -220 0 27 -105 0 0 -234 27 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 98.6 26.1 0.0 0.5 1.0 0.0 0.0 2.6 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 15 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 295,853 : : Positions : : 244,145 196,479 8,576 45,230 35,344 4,680 15,692 3,108 0 0 0 : : : : Changes from: January 31, 2017 : : -10,049 -9,857 -816 1,224 1,416 2,232 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 66.4 2.9 15.3 11.9 1.6 5.3 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 18,812 : : Positions : : 13,835 13,742 344 289 1,950 730 40 1,018 0 606 84 : : : : Changes from: January 31, 2017 : : -884 -1,093 -450 -176 219 148 40 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 73.0 1.8 1.5 10.4 3.9 0.2 5.4 0.0 3.2 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 13 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 138,583 : : Positions : : 55,216 116,505 83,015 22,078 0 0 0 0 352 0 0 : : : : Changes from: January 31, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 84.1 59.9 15.9 0.0 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 10,623 : : Positions : : 5,337 7,958 3,705 979 60 466 40 0 0 450 80 : : : : Changes from: January 31, 2017 : : -99 -202 -82 -42 -84 -42 -42 0 0 63 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 74.9 34.9 9.2 0.6 4.4 0.4 0.0 0.0 4.2 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 78,460 : : Positions : : 60,253 69,140 11,415 4,288 5,032 704 0 0 1,056 0 0 : : : : Changes from: January 31, 2017 : : -6,936 -8,160 0 -408 -816 0 0 0 -1,632 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 88.1 14.5 5.5 6.4 0.9 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 13,627 : : Positions : : 10,544 10,732 2,020 963 441 0 425 0 286 664 170 : : : : Changes from: January 31, 2017 : : 36 546 -546 -893 108 0 -107 0 -234 -294 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 78.8 14.8 7.1 3.2 0.0 3.1 0.0 2.1 4.9 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 19 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 150,936 : : Positions : : 117,160 100,243 33,776 41,903 0 0 8,086 0 0 704 0 : : : : Changes from: January 31, 2017 : : -2,975 9,583 -1,290 -12,624 0 0 -408 0 0 -816 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 66.4 22.4 27.8 0.0 0.0 5.4 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 12 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,621 : : Positions : : 15,586 13,203 663 3,030 2,804 74 206 1,969 424 332 77 : : : : Changes from: January 31, 2017 : : -390 -1,246 -77 203 -177 25 25 -25 -525 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 61.1 3.1 14.0 13.0 0.3 1.0 9.1 2.0 1.5 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 14,370 : : Positions : : 10,825 10,710 945 1,930 1,210 220 0 500 300 0 0 : : : : Changes from: January 31, 2017 : : 100 645 -25 -340 265 220 -30 -220 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 74.5 6.6 13.4 8.4 1.5 0.0 3.5 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 14,435 : : Positions : : 11,035 10,580 995 2,235 1,110 445 0 300 40 0 190 : : : : Changes from: January 31, 2017 : : 330 715 -50 -245 250 225 0 -225 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 73.3 6.9 15.5 7.7 3.1 0.0 2.1 0.3 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 456,685 : : Positions : : 278,797 154,415 5,125 72,892 91,873 0 39,760 6,298 0 17,316 73,205 : : : : Changes from: January 31, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 33.8 1.1 16.0 20.1 0.0 8.7 1.4 0.0 3.8 16.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 22,465 : : Positions : : 9,399 15,555 9,640 3,995 2,760 300 125 0 50 5 25 : : : : Changes from: January 31, 2017 : : -1,271 330 1,230 -330 1,625 0 -50 0 -70 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 69.2 42.9 17.8 12.3 1.3 0.6 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 . . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 19,808 : : Positions : : 7,305 12,273 7,295 2,895 4,500 300 125 0 120 0 15 : : : : Changes from: January 31, 2017 : : -740 1,345 1,775 -230 3,490 0 -50 0 20 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 62.0 36.8 14.6 22.7 1.5 0.6 0.0 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 18,940 : : Positions : : 13,875 16,955 3,170 0 1,350 175 575 0 25 0 0 : : : : Changes from: January 31, 2017 : : -1,970 -2,720 -835 0 0 100 -25 -100 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 89.5 16.7 0.0 7.1 0.9 3.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 4 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 13,450 : : Positions : : 8,665 11,495 2,745 0 1,475 225 300 0 50 0 0 : : : : Changes from: January 31, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 85.5 20.4 0.0 11.0 1.7 2.2 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 4 0 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 17,100 : : Positions : : 12,515 10,775 1,060 2,075 3,410 0 500 0 0 250 75 : : : : Changes from: January 31, 2017 : : -875 -680 200 25 -225 0 -50 0 0 10 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 63.0 6.2 12.1 19.9 0.0 2.9 0.0 0.0 1.5 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 18,801 : : Positions : : 13,596 12,201 1,870 2,950 3,110 0 500 0 125 0 25 : : : : Changes from: January 31, 2017 : : -735 -680 95 25 -120 0 -50 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 64.9 9.9 15.7 16.5 0.0 2.7 0.0 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 110,042 : : Positions : : 92,062 84,455 3,365 8,780 13,375 295 937 575 200 1,785 135 : : : : Changes from: January 31, 2017 : : -6,648 -4,663 -1,900 -3,840 3,490 -120 -75 -25 5 -85 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 76.7 3.1 8.0 12.2 0.3 0.9 0.5 0.2 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 27 . . 5 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 126,961 : : Positions : : 104,016 97,056 5,040 6,705 16,500 550 3,965 555 50 1,990 170 : : : : Changes from: January 31, 2017 : : -8,900 -5,092 -1,780 -5,225 3,585 -334 53 -403 -50 -725 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 76.4 4.0 5.3 13.0 0.4 3.1 0.4 0.0 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 35 30 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 188,070 : : Positions : : 144,790 140,172 17,754 1,739 9,749 5,681 10,523 4,330 3,701 19,471 2,030 : : : : Changes from: January 31, 2017 : : 4,433 -4,094 -653 1,243 -830 -611 5,832 -3,511 -656 -482 -207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 74.5 9.4 0.9 5.2 3.0 5.6 2.3 2.0 10.4 1.1 : : : : Number of Traders in Each Category Total Traders: 73 : : 33 44 . . 4 4 . . 6 9 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 124,359 : : Positions : : 113,017 92,183 6,194 19,002 1,649 60 3,063 2,625 515 5,612 225 : : : : Changes from: January 31, 2017 : : 3,697 -3,625 1,488 3,097 -1,031 -3,707 2,363 747 85 -282 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 74.1 5.0 15.3 1.3 0.0 2.5 2.1 0.4 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 27 . . 4 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 41,990 : : Positions : : 36,465 31,820 2,645 8,720 1,225 330 150 0 1,145 25 25 : : : : Changes from: January 31, 2017 : : 7,170 4,775 1,480 3,980 -1,680 -175 -475 0 -250 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 75.8 6.3 20.8 2.9 0.8 0.4 0.0 2.7 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 10 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 37,985 : : Positions : : 33,350 32,135 2,095 3,875 1,725 5 175 25 640 50 0 : : : : Changes from: January 31, 2017 : : 7,425 4,965 1,345 3,875 -1,745 5 -120 -5 -145 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 84.6 5.5 10.2 4.5 0.0 0.5 0.1 1.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 11 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 28,872 : : Positions : : 24,911 20,646 0 5,397 2,479 975 100 250 25 0 0 : : : : Changes from: January 31, 2017 : : 40 -1,135 -5 1,178 -398 -50 -100 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 71.5 0.0 18.7 8.6 3.4 0.3 0.9 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 23 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 22,336 : : Positions : : 15,906 18,561 2,100 1,475 2,005 900 0 0 1,425 0 0 : : : : Changes from: January 31, 2017 : : 395 220 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 83.1 9.4 6.6 9.0 4.0 0.0 0.0 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 212,767 : : Positions : : 127,841 107,913 0 26,828 57,981 9,930 0 16,955 0 3,004 0 : : : : Changes from: January 31, 2017 : : -82 -2,786 -200 1,972 -167 -566 0 103 0 -61 -58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 50.7 0.0 12.6 27.3 4.7 0.0 8.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 14 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 30,317 : : Positions : : 23,172 28,782 5,580 275 0 0 0 0 0 0 0 : : : : Changes from: January 31, 2017 : : -1,225 -1,095 85 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 94.9 18.4 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 25,812 : : Positions : : 15,898 18,362 6,355 3,723 1,492 40 1,100 0 1,637 1,100 12 : : : : Changes from: January 31, 2017 : : -1,631 -1,030 371 -565 -590 -11 -100 0 -358 30 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 71.1 24.6 14.4 5.8 0.2 4.3 0.0 6.3 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 17 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 18,472 : : Positions : : 13,996 14,347 1,732 2,667 925 330 0 0 691 50 168 : : : : Changes from: January 31, 2017 : : -843 -783 -132 -98 -300 -30 0 0 141 25 -166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 77.7 9.4 14.4 5.0 1.8 0.0 0.0 3.7 0.3 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 33,464 : : Positions : : 29,223 14,665 1,156 13,294 227 0 4,398 0 2,048 235 645 : : : : Changes from: January 31, 2017 : : -2,646 -1,029 -337 -1,717 49 -38 -414 -62 -748 -630 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 43.8 3.5 39.7 0.7 0.0 13.1 0.0 6.1 0.7 1.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 22 . . . 0 . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 20,098 : : Positions : : 18,022 13,518 75 5,308 1,242 45 0 5 84 0 10 : : : : Changes from: January 31, 2017 : : -844 -466 -30 -537 -10 -50 0 0 -89 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 67.3 0.4 26.4 6.2 0.2 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 21,421 : : Positions : : 13,247 17,426 6,136 620 1,792 0 275 0 0 1,223 85 : : : : Changes from: January 31, 2017 : : -929 -1,531 -730 62 -62 0 -25 0 0 -186 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 81.4 28.6 2.9 8.4 0.0 1.3 0.0 0.0 5.7 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 14,225 : : Positions : : 10,642 11,506 1,020 434 1,967 0 0 0 0 0 0 : : : : Changes from: January 31, 2017 : : -708 -813 -55 22 -32 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 80.9 7.2 3.1 13.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 32,655 : : Positions : : 28,951 21,813 1,883 8,762 1,450 0 475 0 84 100 0 : : : : Changes from: January 31, 2017 : : -2,201 -1,435 1,435 573 -55 0 -25 0 -16 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 66.8 5.8 26.8 4.4 0.0 1.5 0.0 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 21 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 17,656 : : Positions : : 13,019 13,622 1,895 1,795 1,955 0 0 0 432 0 34 : : : : Changes from: January 31, 2017 : : -35 188 625 415 -45 0 0 0 13 0 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 77.2 10.7 10.2 11.1 0.0 0.0 0.0 2.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 13,057 : : Positions : : 8,122 8,922 730 608 3,450 0 0 0 690 0 0 : : : : Changes from: January 31, 2017 : : -1,002 43 295 -828 535 0 0 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 68.3 5.6 4.7 26.4 0.0 0.0 0.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 37,123 : : Positions : : 22,992 28,987 11,720 4,715 0 0 0 0 0 850 0 : : : : Changes from: January 31, 2017 : : 120 535 210 -195 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 78.1 31.6 12.7 0.0 0.0 0.0 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 18 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 34,573 : : Positions : : 21,178 26,018 10,730 4,880 0 0 0 0 0 850 0 : : : : Changes from: January 31, 2017 : : 600 1,150 350 -190 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 75.3 31.0 14.1 0.0 0.0 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 18 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 35,625 : : Positions : : 33,270 4,465 0 8,020 0 0 13,005 300 0 8,160 105 : : : : Changes from: January 31, 2017 : : 2,170 475 0 1,760 -75 0 -885 0 0 790 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 12.5 0.0 22.5 0.0 0.0 36.5 0.8 0.0 22.9 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 0 . 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 33,380 : : Positions : : 30,955 4,955 0 9,215 0 0 12,555 710 0 4,500 0 : : : : Changes from: January 31, 2017 : : 2,765 280 0 2,025 0 0 -385 0 0 825 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 14.8 0.0 27.6 0.0 0.0 37.6 2.1 0.0 13.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 0 . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 34,723 : : Positions : : 14,797 24,625 10,212 975 4,803 1,695 450 50 1,400 2,135 95 : : : : Changes from: January 31, 2017 : : 49 8,540 8,470 50 -365 -105 50 -50 -275 -500 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 70.9 29.4 2.8 13.8 4.9 1.3 0.1 4.0 6.1 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 30,253 : : Positions : : 12,370 21,668 9,255 550 3,935 1,745 450 50 1,400 2,210 95 : : : : Changes from: January 31, 2017 : : 250 8,440 8,165 0 -860 -55 50 -50 -275 -450 95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 71.6 30.6 1.8 13.0 5.8 1.5 0.2 4.6 7.3 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 39,060 : : Positions : : 23,745 21,800 12,825 400 2,145 0 14,435 0 0 50 0 : : : : Changes from: January 31, 2017 : : -885 -1,760 -3,150 25 0 0 -2,005 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 55.8 32.8 1.0 5.5 0.0 37.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 34,270 : : Positions : : 19,825 17,700 11,870 500 1,995 0 13,560 0 0 50 0 : : : : Changes from: January 31, 2017 : : -1,060 -555 -1,620 75 0 0 -1,855 0 0 -350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 51.6 34.6 1.5 5.8 0.0 39.6 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 28,390 : : Positions : : 25,130 18,845 150 6,170 450 50 1,260 0 1,000 30 280 : : : : Changes from: January 31, 2017 : : -1,775 -850 0 -630 75 -50 -50 0 0 -290 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 66.4 0.5 21.7 1.6 0.2 4.4 0.0 3.5 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 6 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 27,590 : : Positions : : 24,320 18,145 150 6,270 125 50 1,360 0 1,280 0 420 : : : : Changes from: January 31, 2017 : : -2,080 -1,000 0 -875 -130 -50 -150 0 100 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 65.8 0.5 22.7 0.5 0.2 4.9 0.0 4.6 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 5 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 35,229 : : Positions : : 26,875 16,194 0 13,996 1,159 4,470 300 575 300 1,175 0 : : : : Changes from: January 31, 2017 : : 5,655 705 0 4,605 -1,830 -500 -100 0 -150 -200 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 46.0 0.0 39.7 3.3 12.7 0.9 1.6 0.9 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 27,325 : : Positions : : 23,110 13,505 0 9,265 1,030 495 325 260 250 765 0 : : : : Changes from: January 31, 2017 : : 6,335 815 0 5,365 -2,745 -250 -100 10 -100 -100 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 49.4 0.0 33.9 3.8 1.8 1.2 1.0 0.9 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 122,647 : : Positions : : 49,104 110,528 29,369 365 3,249 24,010 0 225 8,650 225 160 : : : : Changes from: January 31, 2017 : : 1,650 495 1,040 -570 -175 -2,480 0 0 -275 0 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.0 90.1 23.9 0.3 2.6 19.6 0.0 0.2 7.1 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 24 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 109,395 : : Positions : : 44,105 100,405 26,625 1,170 1,850 26,585 0 525 4,395 0 50 : : : : Changes from: January 31, 2017 : : 2,110 1,440 900 -840 175 -2,230 0 0 -75 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 91.8 24.3 1.1 1.7 24.3 0.0 0.5 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 23 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 20,015 : : Positions : : 17,385 9,470 0 7,805 105 0 175 0 50 0 0 : : : : Changes from: January 31, 2017 : : 1,985 160 -1,645 245 -250 0 -100 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 47.3 0.0 39.0 0.5 0.0 0.9 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 19,550 : : Positions : : 16,490 8,450 0 8,925 1,355 0 150 0 900 0 0 : : : : Changes from: January 31, 2017 : : 2,540 125 -1,545 965 760 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 43.2 0.0 45.7 6.9 0.0 0.8 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 11 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 36,640 : : Positions : : 30,210 23,985 0 3,525 1,425 0 2,200 0 0 500 0 : : : : Changes from: January 31, 2017 : : -610 -530 0 -5 -170 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 65.5 0.0 9.6 3.9 0.0 6.0 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 18 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 7, 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 28,815 : : Positions : : 20,570 18,190 225 935 4,340 50 1,600 0 0 0 0 : : : : Changes from: January 31, 2017 : : 1,590 1,995 -160 -540 200 -50 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 63.1 0.8 3.2 15.1 0.2 5.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 17 . . . . . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 10, 2017