Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 73,289 : : Positions : : 27,659 22,146 10,005 6,392 1,958 2,630 20,944 2,516 19,424 9,857 8,055 : : : : Changes from: February 14, 2017 : : -20 -165 286 -79 116 90 100 120 184 475 412 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.7 30.2 13.7 8.7 2.7 3.6 28.6 3.4 26.5 13.4 11.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 14 15 . 4 5 . 4 . 12 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 14,540 : : Positions : : 2,334 8,199 528 1,992 341 580 2,186 230 9,184 275 827 : : : : Changes from: February 14, 2017 : : -122 198 0 60 0 0 30 -15 330 -35 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.1 56.4 3.6 13.7 2.3 4.0 15.0 1.6 63.2 1.9 5.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 7 . 4 4 . . . 9 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 703 : : Positions : : 95 269 31 25 24 137 71 131 162 60 123 : : : : Changes from: February 14, 2017 : : 2 6 0 -3 -5 8 12 -47 2 -1 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 13.5 38.3 4.4 3.6 3.4 19.5 10.0 18.7 23.0 8.5 17.5 : : : : Number of Traders in Each Category Total Traders: 24 : : . 6 . . . . . 4 . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 160,353 : : Positions : : 94,993 95,320 5,902 14,498 18,758 19,139 1,123 3,227 4,435 13,504 13,856 : : : : Changes from: February 14, 2017 : : 2,311 3,890 206 -562 559 331 -126 -21 147 -239 1,124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 59.4 3.7 9.0 11.7 11.9 0.7 2.0 2.8 8.4 8.6 : : : : Number of Traders in Each Category Total Traders: 77 : : 41 46 . . 4 6 . 7 6 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 43,862 : : Positions : : 33,139 40,902 6,139 0 934 93 0 497 2,282 751 778 : : : : Changes from: February 14, 2017 : : 879 2,161 660 0 -1,125 68 -70 107 681 197 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 93.3 14.0 0.0 2.1 0.2 0.0 1.1 5.2 1.7 1.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 23 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 391,723 : : Positions : : 345,204 297,963 0 53,272 27,864 10,792 0 0 919 5,680 6,944 : : : : Changes from: February 14, 2017 : : 7,846 -2,765 0 6,156 -655 0 0 0 -311 4,144 -1,280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 76.1 0.0 13.6 7.1 2.8 0.0 0.0 0.2 1.5 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 21 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 1,327,884 : : Positions : :1,082,903 1,060,965 137,230 60,107 51,451 4,269 48,429 26,741 24,179 79,080 1,111 : : : : Changes from: February 14, 2017 : : -9,917 -9,990 -4,149 -4,483 2,672 -750 -1,125 1,125 -782 0 375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 79.9 10.3 4.5 3.9 0.3 3.6 2.0 1.8 6.0 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 37 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 64,841 : : Positions : : 52,094 38,642 8,427 16,879 1,748 0 3,637 493 973 2,336 1,106 : : : : Changes from: February 14, 2017 : : 1,732 775 -753 688 -532 0 186 26 395 -275 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 59.6 13.0 26.0 2.7 0.0 5.6 0.8 1.5 3.6 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 21 . . . 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 297,250 : : Positions : : 236,425 197,097 47,505 83,696 6,328 5,712 3,520 0 952 6,281 328 : : : : Changes from: February 14, 2017 : : 12,200 -3,459 0 14,726 -13,793 0 0 0 0 933 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 66.3 16.0 28.2 2.1 1.9 1.2 0.0 0.3 2.1 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 302,013 : : Positions : : 218,292 254,633 49,677 8,576 24,764 1,056 5,816 8,224 0 0 0 : : : : Changes from: February 14, 2017 : : 27 -323 -350 0 -775 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 84.3 16.4 2.8 8.2 0.3 1.9 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 23,466 : : Positions : : 17,466 20,331 2,986 0 2,341 399 0 0 132 289 40 : : : : Changes from: February 14, 2017 : : -7 -98 -22 0 -42 0 0 0 0 69 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 86.6 12.7 0.0 10.0 1.7 0.0 0.0 0.6 1.2 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 21, 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 55,016 : : Positions : : 33,294 38,511 19,638 14,790 1,455 0 0 0 310 0 0 : : : : Changes from: February 14, 2017 : : 185 65 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 70.0 35.7 26.9 2.6 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 21, 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 72,874 : : Positions : : 48,113 50,714 23,288 20,800 925 0 50 0 335 150 0 : : : : Changes from: February 14, 2017 : : 189 34 -35 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 69.6 32.0 28.5 1.3 0.0 0.1 0.0 0.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 26 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 31,150 : : Positions : : 25,063 26,610 3,250 1,925 1,895 0 0 0 700 550 0 : : : : Changes from: February 14, 2017 : : 670 415 0 175 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 85.4 10.4 6.2 6.1 0.0 0.0 0.0 2.2 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 309,720 : : Positions : : 177,320 293,864 98,968 0 15,120 4,288 0 0 13,288 0 736 : : : : Changes from: February 14, 2017 : : -376 -376 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 94.9 32.0 0.0 4.9 1.4 0.0 0.0 4.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 7,281 : : Positions : : 5,999 4,562 221 1,238 20 466 0 0 0 780 40 : : : : Changes from: February 14, 2017 : : 156 110 20 89 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 62.7 3.0 17.0 0.3 6.4 0.0 0.0 0.0 10.7 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 13 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 14,785 : : Positions : : 12,825 8,040 0 5,915 450 275 0 0 440 0 325 : : : : Changes from: February 14, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 54.4 0.0 40.0 3.0 1.9 0.0 0.0 3.0 0.0 2.2 : : : : 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 21, 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 35,859 : : Positions : : 28,604 31,892 5,250 1,220 2,000 0 0 0 0 635 0 : : : : Changes from: February 14, 2017 : : 760 285 -425 50 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 88.9 14.6 3.4 5.6 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 20 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 26,126 : : Positions : : 19,241 20,036 3,015 3,355 2,560 0 0 0 1,100 50 0 : : : : Changes from: February 14, 2017 : : 543 98 -420 25 420 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 76.7 11.5 12.8 9.8 0.0 0.0 0.0 4.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 20,350 : : Positions : : 14,146 14,981 2,101 2,225 2,029 446 0 0 765 63 481 : : : : Changes from: February 14, 2017 : : 389 76 -323 0 23 0 0 0 -101 -65 189 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 73.6 10.3 10.9 10.0 2.2 0.0 0.0 3.8 0.3 2.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 57,798 : : Positions : : 53,081 47,531 1,991 3,366 2,015 0 166 0 375 4,192 327 : : : : Changes from: February 14, 2017 : : 1,167 1,302 -149 -207 -71 0 0 0 0 -77 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 82.2 3.4 5.8 3.5 0.0 0.3 0.0 0.6 7.3 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 20 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 78,092 : : Positions : : 69,528 54,264 3,417 3,658 2,201 216 326 726 862 15,781 1,116 : : : : Changes from: February 14, 2017 : : 2,416 2,054 610 -545 -109 0 15 0 30 1,532 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 69.5 4.4 4.7 2.8 0.3 0.4 0.9 1.1 20.2 1.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 29 . . . . . . 5 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 42,380 : : Positions : : 32,105 37,030 8,545 4,545 615 0 0 0 830 0 0 : : : : Changes from: February 14, 2017 : : -150 -95 0 0 0 0 0 0 55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 87.4 20.2 10.7 1.5 0.0 0.0 0.0 2.0 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 21, 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 50,455 : : Positions : : 35,850 39,270 10,715 6,545 2,240 0 0 0 1,425 2,400 0 : : : : Changes from: February 14, 2017 : : 245 265 0 0 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 77.8 21.2 13.0 4.4 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 21, 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 281,840 : : Positions : : 207,708 257,540 17,212 13,803 8,546 0 0 0 46,448 25 1,926 : : : : Changes from: February 14, 2017 : : 358 5,487 0 750 0 0 0 0 5,504 -375 375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 91.4 6.1 4.9 3.0 0.0 0.0 0.0 16.5 0.0 0.7 : : : : 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 25,387 : : Positions : : 15,020 21,343 985 380 997 0 533 642 6,228 498 681 : : : : Changes from: February 14, 2017 : : 59 553 152 0 -20 0 22 -22 364 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 84.1 3.9 1.5 3.9 0.0 2.1 2.5 24.5 2.0 2.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 26 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 38,903 : : Positions : : 26,920 38,254 10,615 0 178 408 0 0 601 290 181 : : : : Changes from: February 14, 2017 : : -104 206 724 0 0 -25 0 0 -366 23 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 98.3 27.3 0.0 0.5 1.0 0.0 0.0 1.5 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 297,012 : : Positions : : 245,304 197,638 8,576 45,230 35,344 4,680 15,692 3,108 0 0 0 : : : : Changes from: February 14, 2017 : : 375 375 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 66.5 2.9 15.2 11.9 1.6 5.3 1.0 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 19,022 : : Positions : : 14,135 13,948 344 425 1,883 730 40 1,018 0 606 84 : : : : Changes from: February 14, 2017 : : -21 -23 0 44 -44 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 73.3 1.8 2.2 9.9 3.8 0.2 5.4 0.0 3.2 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 140,585 : : Positions : : 57,218 119,257 83,015 21,328 0 0 0 0 352 0 0 : : : : Changes from: February 14, 2017 : : 1,968 1,968 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 84.8 59.0 15.2 0.0 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 10,819 : : Positions : : 5,691 8,154 3,524 979 60 466 40 0 0 450 80 : : : : Changes from: February 14, 2017 : : 152 152 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 75.4 32.6 9.0 0.6 4.3 0.4 0.0 0.0 4.2 0.7 : : : : 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 21, 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 81,561 : : Positions : : 60,278 72,241 14,491 4,288 5,032 704 0 0 1,056 0 0 : : : : Changes from: February 14, 2017 : : -1,125 0 1,125 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 88.6 17.8 5.3 6.2 0.9 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 13,685 : : Positions : : 10,341 10,809 2,241 918 309 0 448 0 286 756 170 : : : : Changes from: February 14, 2017 : : 179 90 0 -23 0 0 23 0 0 92 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 79.0 16.4 6.7 2.3 0.0 3.3 0.0 2.1 5.5 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 154,060 : : Positions : : 119,484 102,208 34,576 43,812 0 0 7,336 0 0 704 0 : : : : Changes from: February 14, 2017 : : 1,932 2,357 425 750 0 0 -750 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 66.3 22.4 28.4 0.0 0.0 4.8 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 21,774 : : Positions : : 15,952 13,381 686 3,056 2,778 0 342 1,833 449 332 52 : : : : Changes from: February 14, 2017 : : 127 24 0 26 -26 -49 28 -28 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 61.5 3.2 14.0 12.8 0.0 1.6 8.4 2.1 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 12 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 20,030 : : Positions : : 14,235 15,425 375 55 4,005 220 0 500 280 0 45 : : : : Changes from: February 14, 2017 : : 1,860 3,310 -270 -1,770 2,290 0 0 0 -70 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 77.0 1.9 0.3 20.0 1.1 0.0 2.5 1.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 20,275 : : Positions : : 14,570 15,440 100 40 4,210 445 0 300 80 35 250 : : : : Changes from: February 14, 2017 : : 1,885 3,310 -595 -2,070 2,615 0 0 0 -15 35 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 76.2 0.5 0.2 20.8 2.2 0.0 1.5 0.4 0.2 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 13 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 475,446 : : Positions : : 300,119 183,608 5,232 83,195 86,823 0 37,727 4,858 9,409 10,702 67,226 : : : : Changes from: February 14, 2017 : : 16,078 25,576 25 7,433 -4,338 0 -2,491 -1,230 9,409 -4,135 -7,565 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 38.6 1.1 17.5 18.3 0.0 7.9 1.0 2.0 2.3 14.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 12,980 : : Positions : : 10,670 6,340 1,375 6,225 415 0 0 0 180 0 0 : : : : Changes from: February 14, 2017 : : 0 150 150 0 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 48.8 10.6 48.0 3.2 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 27,330 : : Positions : : 9,244 20,500 14,465 3,730 2,945 300 125 0 50 5 25 : : : : Changes from: February 14, 2017 : : -155 4,670 4,450 -375 185 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 75.0 52.9 13.6 10.8 1.1 0.5 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 21, 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 24,593 : : Positions : : 7,230 17,198 12,020 2,630 4,625 300 125 0 120 0 15 : : : : Changes from: February 14, 2017 : : -75 4,650 4,350 -375 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 69.9 48.9 10.7 18.8 1.2 0.5 0.0 0.5 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 21, 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 18,710 : : Positions : : 13,875 16,500 2,715 0 1,575 175 575 0 25 0 0 : : : : Changes from: February 14, 2017 : : 0 -500 -500 0 225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 88.2 14.5 0.0 8.4 0.9 3.1 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 21, 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 13,070 : : Positions : : 8,665 10,940 2,190 0 1,650 225 300 0 50 0 0 : : : : Changes from: February 14, 2017 : : 0 -600 -600 0 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 83.7 16.8 0.0 12.6 1.7 2.3 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 21, 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 19,020 : : Positions : : 16,390 10,870 0 4,945 2,515 0 500 0 0 100 75 : : : : Changes from: February 14, 2017 : : 3,875 -55 -1,060 2,870 -895 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 57.2 0.0 26.0 13.2 0.0 2.6 0.0 0.0 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 20,316 : : Positions : : 17,276 11,951 0 5,010 2,815 0 500 0 125 0 25 : : : : Changes from: February 14, 2017 : : 3,680 -250 -1,920 2,010 -295 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 58.8 0.0 24.7 13.9 0.0 2.5 0.0 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 113,612 : : Positions : : 98,142 83,660 5,210 17,100 9,020 295 1,137 575 200 1,965 155 : : : : Changes from: February 14, 2017 : : 1,360 -215 1,475 3,100 -1,060 0 0 0 0 -70 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 73.6 4.6 15.1 7.9 0.3 1.0 0.5 0.2 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 31 29 . . 5 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 133,236 : : Positions : : 112,664 97,521 6,740 14,443 12,427 550 5,955 555 50 2,140 170 : : : : Changes from: February 14, 2017 : : 2,090 -373 1,425 2,718 -1,053 0 1,240 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 73.2 5.1 10.8 9.3 0.4 4.5 0.4 0.0 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 31 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 187,811 : : Positions : : 146,637 138,482 15,691 1,931 9,371 5,706 11,108 4,250 3,668 20,185 2,433 : : : : Changes from: February 14, 2017 : : 302 -2,790 -2,280 -160 -339 -65 198 -60 -21 708 416 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 73.7 8.4 1.0 5.0 3.0 5.9 2.3 2.0 10.7 1.3 : : : : Number of Traders in Each Category Total Traders: 71 : : 37 44 . . 4 . 4 4 5 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 125,242 : : Positions : : 113,947 92,712 5,996 18,634 2,166 60 3,538 2,355 415 5,612 225 : : : : Changes from: February 14, 2017 : : 71 -154 -13 212 -94 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 74.0 4.8 14.9 1.7 0.0 2.8 1.9 0.3 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 27 . . 4 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 45,770 : : Positions : : 38,305 38,035 2,770 4,400 3,085 330 150 0 1,145 50 25 : : : : Changes from: February 14, 2017 : : 620 395 75 275 50 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 83.1 6.1 9.6 6.7 0.7 0.3 0.0 2.5 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 10 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 42,000 : : Positions : : 34,770 38,330 3,115 75 3,195 5 175 25 790 200 0 : : : : Changes from: February 14, 2017 : : 225 375 225 75 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 91.3 7.4 0.2 7.6 0.0 0.4 0.1 1.9 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 11 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 28,467 : : Positions : : 24,511 20,826 30 4,797 2,494 975 100 250 25 0 0 : : : : Changes from: February 14, 2017 : : -200 -115 30 -105 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 73.2 0.1 16.9 8.8 3.4 0.4 0.9 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 21,718 : : Positions : : 15,783 17,873 1,430 1,420 2,305 825 0 0 1,375 0 0 : : : : Changes from: February 14, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 82.3 6.6 6.5 10.6 3.8 0.0 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 214,196 : : Positions : : 134,787 101,859 0 36,349 55,463 6,997 0 16,480 399 3,976 71 : : : : Changes from: February 14, 2017 : : 3,939 -1,398 0 4,589 498 -29 0 -75 167 887 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 47.6 0.0 17.0 25.9 3.3 0.0 7.7 0.2 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 14 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 30,377 : : Positions : : 23,072 28,842 5,740 275 0 0 0 0 0 0 0 : : : : Changes from: February 14, 2017 : : -100 0 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 94.9 18.9 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 26,120 : : Positions : : 15,905 18,672 6,945 4,053 1,178 125 1,100 0 1,637 1,100 12 : : : : Changes from: February 14, 2017 : : 16 82 61 20 0 85 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 71.5 26.6 15.5 4.5 0.5 4.2 0.0 6.3 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 18 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 18,611 : : Positions : : 13,894 14,392 2,177 2,967 721 330 0 0 691 50 168 : : : : Changes from: February 14, 2017 : : -152 -152 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 77.3 11.7 15.9 3.9 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 34,959 : : Positions : : 30,480 16,431 1,077 12,590 585 0 4,548 0 2,118 269 536 : : : : Changes from: February 14, 2017 : : 973 644 -49 186 90 0 85 0 25 34 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 47.0 3.1 36.0 1.7 0.0 13.0 0.0 6.1 0.8 1.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 23 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 20,108 : : Positions : : 18,262 13,590 222 5,333 1,095 45 0 5 84 0 10 : : : : Changes from: February 14, 2017 : : 530 225 30 35 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 67.6 1.1 26.5 5.4 0.2 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 22,767 : : Positions : : 14,412 18,597 6,292 600 1,812 0 450 0 0 1,223 85 : : : : Changes from: February 14, 2017 : : 1,165 1,145 155 0 0 0 175 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 81.7 27.6 2.6 8.0 0.0 2.0 0.0 0.0 5.4 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 14,626 : : Positions : : 11,422 11,881 1,000 529 1,898 0 0 0 0 0 0 : : : : Changes from: February 14, 2017 : : 760 345 -20 105 -79 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 81.2 6.8 3.6 13.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 33,610 : : Positions : : 29,731 22,838 2,003 8,622 1,505 0 475 0 84 100 0 : : : : Changes from: February 14, 2017 : : -145 -35 120 10 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 68.0 6.0 25.7 4.5 0.0 1.4 0.0 0.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 21 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 17,905 : : Positions : : 13,358 13,876 1,820 1,795 1,965 0 0 0 427 0 24 : : : : Changes from: February 14, 2017 : : 345 265 -75 0 10 0 0 0 -5 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 77.5 10.2 10.0 11.0 0.0 0.0 0.0 2.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 13,012 : : Positions : : 8,042 8,912 730 538 3,465 0 0 0 650 0 0 : : : : Changes from: February 14, 2017 : : 0 -20 0 0 15 0 0 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 68.5 5.6 4.1 26.6 0.0 0.0 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 41,648 : : Positions : : 24,832 31,487 12,380 4,715 0 0 0 0 0 850 0 : : : : Changes from: February 14, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 75.6 29.7 11.3 0.0 0.0 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 19 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 39,008 : : Positions : : 23,263 28,663 11,290 4,880 0 0 0 0 0 850 0 : : : : Changes from: February 14, 2017 : : 100 0 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 73.5 28.9 12.5 0.0 0.0 0.0 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 19 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 39,610 : : Positions : : 36,535 8,050 0 7,590 480 0 13,005 300 275 8,545 105 : : : : Changes from: February 14, 2017 : : -1,325 725 0 -2,360 0 0 0 0 75 385 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 20.3 0.0 19.2 1.2 0.0 32.8 0.8 0.7 21.6 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 37,520 : : Positions : : 34,540 8,885 0 8,660 480 0 12,555 710 175 4,885 0 : : : : Changes from: February 14, 2017 : : -1,325 725 0 -2,360 0 0 0 0 75 385 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 23.7 0.0 23.1 1.3 0.0 33.5 1.9 0.5 13.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 0 . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 35,823 : : Positions : : 15,922 25,425 9,362 975 5,353 1,845 0 300 1,400 2,135 95 : : : : Changes from: February 14, 2017 : : 1,395 1,020 -900 0 600 150 -450 250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 71.0 26.1 2.7 14.9 5.2 0.0 0.8 3.9 6.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 31,673 : : Positions : : 13,840 22,813 8,405 550 4,685 1,895 0 300 1,400 2,210 95 : : : : Changes from: February 14, 2017 : : 1,715 1,340 -900 0 600 150 -450 250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 72.0 26.5 1.7 14.8 6.0 0.0 0.9 4.4 7.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 39,810 : : Positions : : 23,895 21,800 13,425 400 2,145 0 14,435 0 0 800 0 : : : : Changes from: February 14, 2017 : : 150 0 600 0 0 0 0 0 0 750 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 54.8 33.7 1.0 5.4 0.0 36.3 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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: February 14, 2017 : : 0 0 0 0 0 0 0 0 0 0 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 21, 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 26,540 : : Positions : : 22,170 17,565 150 4,745 1,235 125 1,080 0 1,000 30 280 : : : : Changes from: February 14, 2017 : : -2,960 -1,280 0 -1,425 785 75 -180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 66.2 0.6 17.9 4.7 0.5 4.1 0.0 3.8 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 7 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 25,525 : : Positions : : 21,290 16,795 150 4,845 1,130 125 1,180 0 1,280 0 420 : : : : Changes from: February 14, 2017 : : -3,030 -1,350 0 -1,425 1,005 75 -180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 65.8 0.6 19.0 4.4 0.5 4.6 0.0 5.0 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 6 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 35,959 : : Positions : : 27,000 15,619 0 15,771 609 4,820 300 575 1,100 1,250 0 : : : : Changes from: February 14, 2017 : : 175 -450 0 1,525 -450 225 0 0 750 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 43.4 0.0 43.9 1.7 13.4 0.8 1.6 3.1 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 27,770 : : Positions : : 23,480 13,375 0 9,890 1,030 620 325 260 300 815 0 : : : : Changes from: February 14, 2017 : : 340 -60 0 350 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 48.2 0.0 35.6 3.7 2.2 1.2 0.9 1.1 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 10 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 123,388 : : Positions : : 51,064 111,143 28,424 0 3,445 22,985 0 300 8,985 325 160 : : : : Changes from: February 14, 2017 : : 1,275 -1,575 -2,430 -70 120 -900 0 75 385 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 90.1 23.0 0.0 2.8 18.6 0.0 0.2 7.3 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 24 . 0 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 110,445 : : Positions : : 46,540 101,370 25,345 890 2,105 25,785 0 600 4,730 125 50 : : : : Changes from: February 14, 2017 : : 875 -2,250 -2,910 20 130 -675 0 75 385 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 91.8 22.9 0.8 1.9 23.3 0.0 0.5 4.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 20,435 : : Positions : : 17,985 9,470 0 7,805 105 0 775 0 50 0 0 : : : : Changes from: February 14, 2017 : : 600 0 0 0 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 46.3 0.0 38.2 0.5 0.0 3.8 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 21, 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 19,895 : : Positions : : 17,015 8,925 0 8,975 1,355 0 150 0 900 0 0 : : : : Changes from: February 14, 2017 : : 525 475 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 44.9 0.0 45.1 6.8 0.0 0.8 0.0 4.5 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 21, 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 38,815 : : Positions : : 31,280 25,030 0 3,670 1,425 0 2,200 0 0 500 0 : : : : Changes from: February 14, 2017 : : 25 0 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 64.5 0.0 9.5 3.7 0.0 5.7 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 18 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 21, 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 31,075 : : Positions : : 21,885 18,955 225 905 4,440 50 2,300 0 0 0 0 : : : : Changes from: February 14, 2017 : : 565 -85 0 -50 50 0 700 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 61.0 0.7 2.9 14.3 0.2 7.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 . . . . . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 24, 2017