Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 69,216 : : Positions : : 26,210 21,737 9,406 5,866 1,790 2,905 21,025 2,251 18,673 8,527 6,906 : : : : Changes from: February 21, 2017 : : -1,449 -409 -599 -526 -168 275 81 -265 -751 -1,330 -1,149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.9 31.4 13.6 8.5 2.6 4.2 30.4 3.3 27.0 12.3 10.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 15 14 . 4 5 . 5 . 11 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 12,429 : : Positions : : 2,166 7,030 445 1,601 321 660 1,890 190 7,537 340 547 : : : : Changes from: February 21, 2017 : : -168 -1,169 -83 -391 -20 80 -296 -40 -1,647 65 -280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.4 56.6 3.6 12.9 2.6 5.3 15.2 1.5 60.6 2.7 4.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 5 7 . 4 4 . . . 8 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 678 : : Positions : : 104 265 28 24 26 145 85 109 160 65 104 : : : : Changes from: February 21, 2017 : : 9 -4 -3 -1 2 8 14 -22 -1 5 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.3 39.0 4.1 3.6 3.8 21.4 12.5 16.1 23.6 9.6 15.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 4 6 . . . . . 4 . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 156,700 : : Positions : : 93,761 95,134 5,631 14,183 18,094 19,108 996 2,776 4,414 12,512 12,829 : : : : Changes from: February 21, 2017 : : -1,232 -186 -271 -314 -664 -31 -126 -451 -21 -992 -1,028 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 60.7 3.6 9.1 11.5 12.2 0.6 1.8 2.8 8.0 8.2 : : : : Number of Traders in Each Category Total Traders: 75 : : 41 44 . . 4 4 4 6 7 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 45,155 : : Positions : : 34,810 41,670 5,599 0 1,064 259 0 411 2,397 1,420 590 : : : : Changes from: February 21, 2017 : : 1,671 768 -540 0 130 167 0 -86 115 669 -188 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 92.3 12.4 0.0 2.4 0.6 0.0 0.9 5.3 3.1 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 23 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 403,831 : : Positions : : 351,494 303,182 0 64,089 27,520 11,736 0 0 3,185 8 9,032 : : : : Changes from: February 21, 2017 : : 6,290 5,219 0 10,817 -344 944 0 0 2,266 -5,672 2,088 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 75.1 0.0 15.9 6.8 2.9 0.0 0.0 0.8 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 1,348,015 : : Positions : :1,096,901 1,071,314 142,042 65,850 52,446 4,269 50,022 26,317 23,054 79,080 2,986 : : : : Changes from: February 21, 2017 : : 13,998 10,349 4,812 5,743 995 0 1,593 -424 -1,125 0 1,875 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 79.5 10.5 4.9 3.9 0.3 3.7 2.0 1.7 5.9 0.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 37 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 65,301 : : Positions : : 52,776 38,402 7,682 18,612 1,547 0 3,157 543 1,721 2,009 1,032 : : : : Changes from: February 21, 2017 : : 683 -240 -745 1,733 -201 0 -480 50 748 -327 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 58.8 11.8 28.5 2.4 0.0 4.8 0.8 2.6 3.1 1.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 21 . . . 0 4 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 303,211 : : Positions : : 241,778 196,995 47,505 88,166 6,328 5,712 3,520 0 1,560 7,874 328 : : : : Changes from: February 21, 2017 : : 5,353 -102 0 4,470 0 0 0 0 608 1,593 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 65.0 15.7 29.1 2.1 1.9 1.2 0.0 0.5 2.6 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 312,502 : : Positions : : 228,857 259,584 44,063 8,576 30,302 1,056 5,816 8,224 0 0 0 : : : : Changes from: February 21, 2017 : : 10,565 4,951 -5,614 0 5,538 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 83.1 14.1 2.7 9.7 0.3 1.9 2.6 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 28, 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 23,933 : : Positions : : 18,374 20,776 2,523 0 2,363 399 0 0 132 289 40 : : : : Changes from: February 21, 2017 : : 908 445 -463 0 22 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 86.8 10.5 0.0 9.9 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 28, 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 54,167 : : Positions : : 32,435 37,602 19,608 14,790 1,465 0 0 0 310 50 0 : : : : Changes from: February 21, 2017 : : -859 -909 -30 0 10 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 69.4 36.2 27.3 2.7 0.0 0.0 0.0 0.6 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 26 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 73,229 : : Positions : : 48,538 51,009 23,218 20,860 925 0 50 0 335 150 0 : : : : Changes from: February 21, 2017 : : 425 295 -70 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 69.7 31.7 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 32,700 : : Positions : : 25,413 26,565 3,250 2,320 3,095 0 0 0 700 550 0 : : : : Changes from: February 21, 2017 : : 350 -45 0 395 1,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 81.2 9.9 7.1 9.5 0.0 0.0 0.0 2.1 1.7 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 28, 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 299,976 : : Positions : : 177,320 284,120 89,224 0 15,120 4,288 0 0 13,288 0 736 : : : : Changes from: February 21, 2017 : : 0 -9,744 -9,744 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 94.7 29.7 0.0 5.0 1.4 0.0 0.0 4.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 7,777 : : Positions : : 6,495 4,944 221 1,375 20 466 0 0 0 777 40 : : : : Changes from: February 21, 2017 : : 496 382 0 137 0 0 0 0 0 -3 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 63.6 2.8 17.7 0.3 6.0 0.0 0.0 0.0 10.0 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 16 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 14,860 : : Positions : : 12,875 8,540 0 5,465 475 275 0 0 440 0 325 : : : : Changes from: February 21, 2017 : : 50 500 0 -450 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 57.5 0.0 36.8 3.2 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 37,187 : : Positions : : 28,852 31,720 4,925 1,315 3,405 0 0 0 0 635 0 : : : : Changes from: February 21, 2017 : : 248 -172 -325 95 1,405 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 85.3 13.2 3.5 9.2 0.0 0.0 0.0 0.0 1.7 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 28, 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 26,149 : : Positions : : 19,264 20,104 3,015 3,305 2,560 0 0 0 1,100 50 0 : : : : Changes from: February 21, 2017 : : 23 68 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 76.9 11.5 12.6 9.8 0.0 0.0 0.0 4.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 20,340 : : Positions : : 14,249 14,906 2,395 2,735 1,580 446 0 0 826 40 442 : : : : Changes from: February 21, 2017 : : 103 -75 294 510 -449 0 0 0 61 -23 -39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 73.3 11.8 13.4 7.8 2.2 0.0 0.0 4.1 0.2 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 58,431 : : Positions : : 53,632 47,284 1,989 3,879 2,071 0 166 0 400 4,490 327 : : : : Changes from: February 21, 2017 : : 551 -247 -2 513 56 0 0 0 25 298 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 80.9 3.4 6.6 3.5 0.0 0.3 0.0 0.7 7.7 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 21 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 79,113 : : Positions : : 70,951 54,426 2,823 3,757 2,423 216 256 726 557 16,124 1,381 : : : : Changes from: February 21, 2017 : : 1,423 162 -594 99 222 0 -70 0 -305 343 265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 68.8 3.6 4.7 3.1 0.3 0.3 0.9 0.7 20.4 1.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 28 . . . . . . 5 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 42,960 : : Positions : : 32,750 37,250 8,485 4,905 615 0 0 0 825 0 0 : : : : Changes from: February 21, 2017 : : 645 220 -60 360 0 0 0 0 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 86.7 19.8 11.4 1.4 0.0 0.0 0.0 1.9 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 28, 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 51,715 : : Positions : : 37,200 39,990 10,435 6,905 2,420 0 0 0 1,435 2,400 0 : : : : Changes from: February 21, 2017 : : 1,350 720 -280 360 180 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 77.3 20.2 13.4 4.7 0.0 0.0 0.0 2.8 4.6 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 28, 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 290,063 : : Positions : : 217,851 263,746 14,460 12,628 10,938 0 0 0 44,513 450 2,301 : : : : Changes from: February 21, 2017 : : 10,143 6,206 -2,752 -1,175 2,392 0 0 0 -1,935 425 375 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 90.9 5.0 4.4 3.8 0.0 0.0 0.0 15.3 0.2 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 26 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 25,693 : : Positions : : 15,211 21,544 1,172 400 997 0 519 656 6,142 581 681 : : : : Changes from: February 21, 2017 : : 191 201 187 20 0 0 -14 14 -86 83 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 83.8 4.6 1.6 3.9 0.0 2.0 2.6 23.9 2.3 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 28, 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 38,133 : : Positions : : 28,011 37,483 8,799 0 179 516 0 0 447 290 181 : : : : Changes from: February 21, 2017 : : 1,091 -771 -1,816 0 1 108 0 0 -154 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 98.3 23.1 0.0 0.5 1.4 0.0 0.0 1.2 0.8 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 28, 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 310,364 : : Positions : : 257,856 215,728 8,576 39,692 36,144 4,680 15,692 3,108 0 0 0 : : : : Changes from: February 21, 2017 : : 12,552 18,090 0 -5,538 800 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 69.5 2.8 12.8 11.6 1.5 5.1 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 19,194 : : Positions : : 14,181 14,120 344 299 2,009 730 40 1,018 0 606 84 : : : : Changes from: February 21, 2017 : : 46 172 0 -126 126 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 73.6 1.8 1.6 10.5 3.8 0.2 5.3 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 28, 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 21, 2017 : : 0 0 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 11,535 : : Positions : : 6,729 8,847 3,182 979 60 466 40 0 0 450 80 : : : : Changes from: February 21, 2017 : : 1,038 693 -342 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 76.7 27.6 8.5 0.5 4.0 0.3 0.0 0.0 3.9 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 83,436 : : Positions : : 62,153 74,116 14,491 4,288 5,032 704 0 0 1,056 0 0 : : : : Changes from: February 21, 2017 : : 1,875 1,875 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 88.8 17.4 5.1 6.0 0.8 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 28, 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 13,845 : : Positions : : 10,412 10,912 2,244 849 395 0 448 0 286 776 170 : : : : Changes from: February 21, 2017 : : 71 103 3 -69 86 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 78.8 16.2 6.1 2.9 0.0 3.2 0.0 2.1 5.6 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 28, 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 154,754 : : Positions : : 119,378 102,902 35,376 43,812 0 0 7,336 0 0 704 0 : : : : Changes from: February 21, 2017 : : -106 694 800 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 66.5 22.9 28.3 0.0 0.0 4.7 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 28, 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 21,673 : : Positions : : 15,882 13,280 686 3,158 2,676 0 367 1,808 449 332 52 : : : : Changes from: February 21, 2017 : : -70 -101 0 102 -102 0 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 61.3 3.2 14.6 12.3 0.0 1.7 8.3 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 28, 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 20,630 : : Positions : : 14,535 16,375 970 0 3,710 220 0 500 280 0 45 : : : : Changes from: February 21, 2017 : : 300 950 595 -55 -295 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 79.4 4.7 0.0 18.0 1.1 0.0 2.4 1.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 20,875 : : Positions : : 14,870 16,390 710 0 3,900 445 0 300 80 35 250 : : : : Changes from: February 21, 2017 : : 300 950 610 -40 -310 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 78.5 3.4 0.0 18.7 2.1 0.0 1.4 0.4 0.2 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 13 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 516,945 : : Positions : : 334,539 214,905 5,243 87,025 88,367 0 37,568 4,691 9,701 10,059 73,280 : : : : Changes from: February 21, 2017 : : 34,421 31,297 11 3,830 1,544 0 -158 -167 292 -643 6,054 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 41.6 1.0 16.8 17.1 0.0 7.3 0.9 1.9 1.9 14.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 12,880 : : Positions : : 10,595 6,365 1,350 6,100 415 0 0 0 180 0 0 : : : : Changes from: February 21, 2017 : : -75 25 -25 -125 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 49.4 10.5 47.4 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 28, 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 34,175 : : Positions : : 9,279 27,990 22,240 3,755 2,275 0 125 0 50 5 25 : : : : Changes from: February 21, 2017 : : 35 7,490 7,775 25 -670 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 81.9 65.1 11.0 6.7 0.0 0.4 0.0 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 31,478 : : Positions : : 7,695 24,868 19,545 2,655 3,815 0 125 0 120 0 15 : : : : Changes from: February 21, 2017 : : 465 7,670 7,525 25 -810 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 79.0 62.1 8.4 12.1 0.0 0.4 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . . 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 18,635 : : Positions : : 13,875 16,500 2,715 0 1,500 175 575 0 25 0 0 : : : : Changes from: February 21, 2017 : : 0 0 0 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 88.5 14.6 0.0 8.0 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 28, 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 12,945 : : Positions : : 8,665 10,940 2,205 15 1,510 225 300 0 50 0 0 : : : : Changes from: February 21, 2017 : : 0 0 15 15 -140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 84.5 17.0 0.1 11.7 1.7 2.3 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 20,070 : : Positions : : 19,755 10,560 0 8,920 200 0 200 0 0 100 75 : : : : Changes from: February 21, 2017 : : 3,365 -310 0 3,975 -2,315 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.4 52.6 0.0 44.4 1.0 0.0 1.0 0.0 0.0 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 21,131 : : Positions : : 20,426 11,251 0 9,160 480 0 200 0 125 0 25 : : : : Changes from: February 21, 2017 : : 3,150 -700 0 4,150 -2,335 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 53.2 0.0 43.3 2.3 0.0 0.9 0.0 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 115,177 : : Positions : : 101,187 83,535 4,960 20,010 7,850 295 1,137 575 125 1,915 155 : : : : Changes from: February 21, 2017 : : 3,045 -125 -250 2,910 -1,170 0 0 0 -75 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 72.5 4.3 17.4 6.8 0.3 1.0 0.5 0.1 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 33 30 . . 5 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 135,583 : : Positions : : 116,886 98,183 6,250 17,458 10,927 650 6,150 555 50 2,115 170 : : : : Changes from: February 21, 2017 : : 4,222 662 -490 3,015 -1,500 100 195 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 72.4 4.6 12.9 8.1 0.5 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 28, 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 190,490 : : Positions : : 147,685 139,696 16,762 2,525 9,384 5,691 11,802 4,115 3,889 20,009 2,907 : : : : Changes from: February 21, 2017 : : 1,048 1,214 1,071 594 13 -15 694 -135 221 -176 474 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 73.3 8.8 1.3 4.9 3.0 6.2 2.2 2.0 10.5 1.5 : : : : Number of Traders in Each Category Total Traders: 71 : : 36 43 . . 4 . 4 . 4 9 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 125,650 : : Positions : : 114,618 93,223 6,141 18,918 1,769 60 3,538 2,355 415 5,622 225 : : : : Changes from: February 21, 2017 : : 671 511 145 284 -397 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 74.2 4.9 15.1 1.4 0.0 2.8 1.9 0.3 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 28 . . 4 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 50,105 : : Positions : : 42,055 39,935 2,945 6,415 3,530 330 150 0 1,095 25 25 : : : : Changes from: February 21, 2017 : : 3,750 1,900 175 2,015 445 0 0 0 -50 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 79.7 5.9 12.8 7.0 0.7 0.3 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 10 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 46,440 : : Positions : : 39,045 40,555 2,245 1,205 4,310 5 175 25 740 125 0 : : : : Changes from: February 21, 2017 : : 4,275 2,225 -870 1,130 1,115 0 0 0 -50 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 87.3 4.8 2.6 9.3 0.0 0.4 0.1 1.6 0.3 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 29,347 : : Positions : : 25,381 20,986 100 5,517 2,434 975 100 250 25 0 0 : : : : Changes from: February 21, 2017 : : 870 160 70 720 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 71.5 0.3 18.8 8.3 3.3 0.3 0.9 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 24 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 21,853 : : Positions : : 15,918 18,008 1,370 1,420 2,365 825 0 0 1,375 0 0 : : : : Changes from: February 21, 2017 : : 135 135 -60 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 82.4 6.3 6.5 10.8 3.8 0.0 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 219,848 : : Positions : : 138,377 108,324 0 35,872 57,558 9,515 0 14,009 0 3,597 47 : : : : Changes from: February 21, 2017 : : 3,591 6,465 0 -477 2,096 2,518 0 -2,471 -399 -378 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 49.3 0.0 16.3 26.2 4.3 0.0 6.4 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 15 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 30,862 : : Positions : : 23,257 29,327 6,040 275 0 0 0 0 0 0 0 : : : : Changes from: February 21, 2017 : : 185 485 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 95.0 19.6 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 28, 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 26,836 : : Positions : : 16,523 19,123 7,102 4,438 1,058 175 1,100 0 1,637 1,100 12 : : : : Changes from: February 21, 2017 : : 618 451 157 385 -120 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 71.3 26.5 16.5 3.9 0.7 4.1 0.0 6.1 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 17 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 18,966 : : Positions : : 14,234 14,632 2,177 3,067 721 330 0 0 691 50 168 : : : : Changes from: February 21, 2017 : : 340 240 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 77.1 11.5 16.2 3.8 1.7 0.0 0.0 3.6 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 35,944 : : Positions : : 31,711 16,470 812 13,336 620 0 4,588 0 2,118 410 520 : : : : Changes from: February 21, 2017 : : 1,231 39 -265 746 35 0 40 0 0 141 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 45.8 2.3 37.1 1.7 0.0 12.8 0.0 5.9 1.1 1.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 23 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 20,615 : : Positions : : 18,994 14,068 75 5,310 1,222 45 0 5 84 0 10 : : : : Changes from: February 21, 2017 : : 732 478 -147 -23 127 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 68.2 0.4 25.8 5.9 0.2 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 18 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 22,887 : : Positions : : 14,407 19,377 7,077 600 1,152 0 450 0 0 1,223 85 : : : : Changes from: February 21, 2017 : : -5 780 785 0 -660 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 84.7 30.9 2.6 5.0 0.0 2.0 0.0 0.0 5.3 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 28, 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 21, 2017 : : 0 0 0 0 0 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 34,427 : : Positions : : 30,453 22,908 2,093 9,369 1,505 0 475 0 84 100 0 : : : : Changes from: February 21, 2017 : : 722 70 90 747 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 66.5 6.1 27.2 4.4 0.0 1.4 0.0 0.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 22 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 19,162 : : Positions : : 13,473 15,136 2,900 1,795 1,965 0 0 0 492 0 21 : : : : Changes from: February 21, 2017 : : 115 1,260 1,080 0 0 0 0 0 65 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 79.0 15.1 9.4 10.3 0.0 0.0 0.0 2.6 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 28, 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 13,957 : : Positions : : 8,462 10,054 1,430 538 3,365 0 0 0 640 0 0 : : : : Changes from: February 21, 2017 : : 420 1,142 700 0 -100 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 72.0 10.2 3.9 24.1 0.0 0.0 0.0 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 21, 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 28, 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 28,713 11,340 4,880 0 0 0 0 0 850 0 : : : : Changes from: February 21, 2017 : : 0 50 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 73.6 29.1 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 43,275 : : Positions : : 39,140 7,530 850 7,965 530 0 13,005 300 275 12,145 105 : : : : Changes from: February 21, 2017 : : 2,605 -520 850 375 50 0 0 0 0 3,600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 17.4 2.0 18.4 1.2 0.0 30.1 0.7 0.6 28.1 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 40,595 : : Positions : : 36,880 8,400 600 9,135 580 0 12,555 710 175 7,835 0 : : : : Changes from: February 21, 2017 : : 2,340 -485 600 475 100 0 0 0 0 2,950 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 20.7 1.5 22.5 1.4 0.0 30.9 1.7 0.4 19.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 37,088 : : Positions : : 16,837 27,625 10,592 855 4,398 945 0 340 2,300 2,335 95 : : : : Changes from: February 21, 2017 : : 915 2,200 1,230 -120 -955 -900 0 40 900 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 74.5 28.6 2.3 11.9 2.5 0.0 0.9 6.2 6.3 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 34,213 : : Positions : : 14,480 25,708 10,935 480 3,560 995 0 340 2,300 2,710 95 : : : : Changes from: February 21, 2017 : : 640 2,895 2,530 -70 -1,125 -900 0 40 900 500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 75.1 32.0 1.4 10.4 2.9 0.0 1.0 6.7 7.9 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 40,430 : : Positions : : 24,615 21,800 12,705 400 2,765 0 14,435 0 0 800 0 : : : : Changes from: February 21, 2017 : : 720 0 -720 0 620 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 53.9 31.4 1.0 6.8 0.0 35.7 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 28, 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 34,890 : : Positions : : 20,545 17,700 11,150 500 2,615 0 13,560 0 0 50 0 : : : : Changes from: February 21, 2017 : : 720 0 -720 0 620 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 50.7 32.0 1.4 7.5 0.0 38.9 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 28,215 : : Positions : : 21,850 19,570 150 3,320 3,110 125 180 50 1,000 30 280 : : : : Changes from: February 21, 2017 : : -320 2,005 0 -1,425 1,875 0 -900 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 69.4 0.5 11.8 11.0 0.4 0.6 0.2 3.5 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 27,445 : : Positions : : 20,965 18,770 150 3,745 2,665 125 280 50 1,580 0 420 : : : : Changes from: February 21, 2017 : : -325 1,975 0 -1,100 1,535 0 -900 50 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 68.4 0.5 13.6 9.7 0.5 1.0 0.2 5.8 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 7 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 37,399 : : Positions : : 28,750 16,019 0 17,521 175 4,945 100 775 1,150 1,225 0 : : : : Changes from: February 21, 2017 : : 1,750 400 0 1,750 -434 125 -200 200 50 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 42.8 0.0 46.8 0.5 13.2 0.3 2.1 3.1 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 8 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 28,730 : : Positions : : 24,780 13,875 0 10,740 960 620 325 260 350 815 0 : : : : Changes from: February 21, 2017 : : 1,300 500 0 850 -70 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 48.3 0.0 37.4 3.3 2.2 1.1 0.9 1.2 2.8 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 28, 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 127,103 : : Positions : : 52,849 113,833 30,824 1,120 2,870 22,660 0 330 8,985 350 160 : : : : Changes from: February 21, 2017 : : 1,785 2,690 2,400 1,120 -575 -325 0 30 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 89.6 24.3 0.9 2.3 17.8 0.0 0.3 7.1 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 25 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 113,820 : : Positions : : 49,345 103,235 25,550 2,015 1,755 25,785 0 600 4,830 125 50 : : : : Changes from: February 21, 2017 : : 2,805 1,865 205 1,125 -350 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 90.7 22.4 1.8 1.5 22.7 0.0 0.5 4.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 21,210 : : Positions : : 18,660 9,445 0 8,505 140 0 775 0 50 0 0 : : : : Changes from: February 21, 2017 : : 675 -25 0 700 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 44.5 0.0 40.1 0.7 0.0 3.7 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 28, 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 20,395 : : Positions : : 17,165 9,425 0 8,625 1,555 0 150 0 900 0 0 : : : : Changes from: February 21, 2017 : : 150 500 0 -350 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 46.2 0.0 42.3 7.6 0.0 0.7 0.0 4.4 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 28, 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 40,215 : : Positions : : 31,030 25,180 0 2,270 2,575 0 3,200 0 0 500 0 : : : : Changes from: February 21, 2017 : : -250 150 0 -1,400 1,150 0 1,000 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 62.6 0.0 5.6 6.4 0.0 8.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 18 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 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 31,820 : : Positions : : 21,955 19,375 225 555 4,790 50 2,300 0 0 0 0 : : : : Changes from: February 21, 2017 : : 70 420 0 -350 350 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 60.9 0.7 1.7 15.1 0.2 7.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 . . . . . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 3, 2017