Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 70,577 : : Positions : : 26,447 23,398 9,663 6,299 1,597 2,985 20,316 2,294 19,330 8,061 7,232 : : : : Changes from: February 28, 2017 : : 237 1,661 257 433 -193 80 -709 43 657 -466 326 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 33.2 13.7 8.9 2.3 4.2 28.8 3.3 27.4 11.4 10.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 13 14 . 4 4 . 4 . 12 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 12,706 : : Positions : : 2,206 7,510 475 1,541 311 630 1,750 260 7,512 150 594 : : : : Changes from: February 28, 2017 : : 40 480 30 -60 -10 -30 -140 70 -25 -190 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.4 59.1 3.7 12.1 2.4 5.0 13.8 2.0 59.1 1.2 4.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 5 7 . 4 4 . . . 8 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465E Open Interest is 811 : : Positions : : 187 274 18 26 39 136 120 153 153 74 123 : : : : Changes from: February 28, 2017 : : 83 9 -10 2 13 -9 36 44 -7 10 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.0 33.8 2.2 3.3 4.8 16.8 14.8 18.9 18.9 9.2 15.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 7 6 . . . . . 4 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 150,265 : : Positions : : 89,333 93,231 4,682 12,366 18,261 17,224 1,004 2,990 5,425 10,165 12,045 : : : : Changes from: February 28, 2017 : : -4,428 -1,902 -949 -1,817 167 -1,884 8 214 1,011 -2,347 -783 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 62.0 3.1 8.2 12.2 11.5 0.7 2.0 3.6 6.8 8.0 : : : : Number of Traders in Each Category Total Traders: 72 : : 40 43 . . 4 6 . 6 7 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 45,282 : : Positions : : 33,655 41,582 5,912 0 826 186 0 385 2,186 357 2,132 : : : : Changes from: February 28, 2017 : : -1,156 -88 313 0 -238 -73 0 -26 -211 -1,063 1,542 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 91.8 13.1 0.0 1.8 0.4 0.0 0.9 4.8 0.8 4.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 24 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 386,183 : : Positions : : 341,598 283,726 0 63,641 27,864 11,736 0 0 1,253 7,220 3,732 : : : : Changes from: February 28, 2017 : : -9,896 -19,456 0 -448 344 0 0 0 -1,932 7,212 -5,300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 73.5 0.0 16.5 7.2 3.0 0.0 0.0 0.3 1.9 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 21 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,280,150 : : Positions : :1,029,237 1,027,777 140,515 47,611 55,157 4,269 44,742 25,965 22,771 76,662 2,236 : : : : Changes from: February 28, 2017 : : -67,664 -43,537 -1,527 -18,239 2,711 0 -5,280 -352 -283 -2,418 -750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 80.3 11.0 3.7 4.3 0.3 3.5 2.0 1.8 6.0 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 35 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 63,229 : : Positions : : 51,468 37,975 7,440 17,966 1,649 0 2,647 598 1,298 1,618 776 : : : : Changes from: February 28, 2017 : : -1,309 -427 -242 -646 102 0 -509 55 -423 -391 -256 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 60.1 11.8 28.4 2.6 0.0 4.2 0.9 2.1 2.6 1.2 : : : : 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 March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 291,003 : : Positions : : 243,138 172,507 46,929 104,830 0 0 3,232 0 608 10,106 328 : : : : Changes from: February 28, 2017 : : 1,360 -24,488 -576 16,664 -6,328 -5,712 -288 0 -952 2,232 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 59.3 16.1 36.0 0.0 0.0 1.1 0.0 0.2 3.5 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . . 0 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 285,798 : : Positions : : 211,769 234,072 36,343 7,872 29,814 0 6,168 7,872 0 0 0 : : : : Changes from: February 28, 2017 : : -17,088 -25,512 -7,720 -704 -488 -1,056 352 -352 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 81.9 12.7 2.8 10.4 0.0 2.2 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 21,453 : : Positions : : 16,483 18,011 2,437 0 2,003 0 91 296 172 69 0 : : : : Changes from: February 28, 2017 : : -1,891 -2,765 -86 0 -360 -399 91 296 40 -220 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 84.0 11.4 0.0 9.3 0.0 0.4 1.4 0.8 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 49,621 : : Positions : : 28,491 32,191 19,166 13,985 1,355 0 0 0 270 1,850 0 : : : : Changes from: February 28, 2017 : : -3,944 -5,411 -442 -805 -110 0 0 0 -40 1,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 64.9 38.6 28.2 2.7 0.0 0.0 0.0 0.5 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 22 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 65,178 : : Positions : : 41,748 42,683 22,086 19,655 835 0 0 0 295 1,800 0 : : : : Changes from: February 28, 2017 : : -6,790 -8,326 -1,132 -1,205 -90 0 -50 0 -40 1,650 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 65.5 33.9 30.2 1.3 0.0 0.0 0.0 0.5 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 24 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 33,160 : : Positions : : 24,998 27,610 3,250 1,120 3,695 0 0 0 700 550 0 : : : : Changes from: February 28, 2017 : : -415 1,045 0 -1,200 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 83.3 9.8 3.4 11.1 0.0 0.0 0.0 2.1 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 289,904 : : Positions : : 177,864 273,344 76,496 0 15,120 4,288 0 0 13,288 0 736 : : : : Changes from: February 28, 2017 : : 544 -10,776 -12,728 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 94.3 26.4 0.0 5.2 1.5 0.0 0.0 4.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 8,084 : : Positions : : 6,742 5,253 221 1,311 20 466 0 0 0 777 40 : : : : Changes from: February 28, 2017 : : 247 309 0 -64 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 65.0 2.7 16.2 0.2 5.8 0.0 0.0 0.0 9.6 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 17 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 38,812 : : Positions : : 29,619 33,680 5,325 715 3,605 0 0 0 0 635 0 : : : : Changes from: February 28, 2017 : : 767 1,960 400 -600 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 86.8 13.7 1.8 9.3 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 21 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 26,449 : : Positions : : 19,454 20,396 3,015 3,280 2,560 0 0 0 1,100 50 0 : : : : Changes from: February 28, 2017 : : 190 292 0 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 77.1 11.4 12.4 9.7 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 March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 20,394 : : Positions : : 14,421 15,382 2,409 2,444 1,411 446 0 0 826 40 442 : : : : Changes from: February 28, 2017 : : 172 476 14 -291 -169 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 75.4 11.8 12.0 6.9 2.2 0.0 0.0 4.1 0.2 2.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 54,319 : : Positions : : 49,916 44,421 1,749 3,326 1,928 0 160 0 380 3,975 327 : : : : Changes from: February 28, 2017 : : -3,716 -2,863 -240 -553 -143 0 -6 0 -20 -515 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 81.8 3.2 6.1 3.5 0.0 0.3 0.0 0.7 7.3 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 March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 74,342 : : Positions : : 67,369 50,670 3,054 3,843 1,857 310 612 276 406 15,968 1,047 : : : : Changes from: February 28, 2017 : : -3,582 -3,756 231 86 -566 94 356 -450 -151 -156 -334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 68.2 4.1 5.2 2.5 0.4 0.8 0.4 0.5 21.5 1.4 : : : : Number of Traders in Each Category Total Traders: 51 : : 28 27 . . . . . . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 37,725 : : Positions : : 29,260 32,350 6,840 4,520 615 0 0 0 735 0 0 : : : : Changes from: February 28, 2017 : : -3,490 -4,900 -1,645 -385 0 0 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 85.8 18.1 12.0 1.6 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 46,030 : : Positions : : 32,795 34,770 9,290 6,440 2,420 0 0 0 1,310 2,400 0 : : : : Changes from: February 28, 2017 : : -4,405 -5,220 -1,145 -465 0 0 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 75.5 20.2 14.0 5.3 0.0 0.0 0.0 2.8 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 267,600 : : Positions : : 198,610 241,635 13,404 13,636 9,578 0 0 0 43,707 450 2,301 : : : : Changes from: February 28, 2017 : : -19,241 -22,111 -1,056 1,008 -1,360 0 0 0 -806 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 90.3 5.0 5.1 3.6 0.0 0.0 0.0 16.3 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 24 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 23,860 : : Positions : : 14,090 19,995 692 383 1,141 0 371 610 6,054 599 485 : : : : Changes from: February 28, 2017 : : -1,122 -1,549 -480 -17 144 0 -148 -46 -88 18 -196 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 83.8 2.9 1.6 4.8 0.0 1.6 2.6 25.4 2.5 2.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 26 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 36,045 : : Positions : : 26,764 35,492 8,367 0 155 496 0 0 133 268 130 : : : : Changes from: February 28, 2017 : : -1,247 -1,991 -432 0 -24 -20 0 0 -314 -22 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 98.5 23.2 0.0 0.4 1.4 0.0 0.0 0.4 0.7 0.4 : : : : 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 March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 294,644 : : Positions : : 245,656 201,768 7,872 40,748 33,328 4,680 15,692 3,108 0 0 0 : : : : Changes from: February 28, 2017 : : -12,200 -13,960 -704 1,056 -2,816 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 68.5 2.7 13.8 11.3 1.6 5.3 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 18,383 : : Positions : : 13,515 13,489 184 399 1,849 945 0 1,018 0 606 84 : : : : Changes from: February 28, 2017 : : -666 -631 -160 100 -160 215 -40 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 73.4 1.0 2.2 10.1 5.1 0.0 5.5 0.0 3.3 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 12,584 : : Positions : : 9,720 9,691 1,932 975 269 86 408 0 106 306 170 : : : : Changes from: February 28, 2017 : : -692 -1,221 -312 126 -126 86 -40 0 -180 -470 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 77.0 15.4 7.7 2.1 0.7 3.2 0.0 0.8 2.4 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 17 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 146,780 : : Positions : : 114,220 99,856 32,560 40,644 0 0 6,280 0 0 0 0 : : : : Changes from: February 28, 2017 : : -5,158 -3,046 -2,816 -3,168 0 0 -1,056 0 0 -704 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 68.0 22.2 27.7 0.0 0.0 4.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,047 : : Positions : : 15,198 11,389 742 4,096 2,384 0 332 1,510 161 284 52 : : : : Changes from: February 28, 2017 : : -684 -1,891 56 938 -292 0 -35 -298 -288 -48 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 56.8 3.7 20.4 11.9 0.0 1.7 7.5 0.8 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 11 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 186,472 : : Positions : : 137,387 95,583 20,129 58,701 28,956 0 0 0 0 3,232 0 : : : : Changes from: February 28, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 51.3 10.8 31.5 15.5 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 19,130 : : Positions : : 13,210 15,570 1,270 380 2,835 420 0 300 280 0 45 : : : : Changes from: February 28, 2017 : : -1,325 -805 300 380 -875 200 0 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 81.4 6.6 2.0 14.8 2.2 0.0 1.6 1.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 19,380 : : Positions : : 13,995 15,735 1,270 380 2,765 420 0 300 130 0 200 : : : : Changes from: February 28, 2017 : : -875 -655 560 380 -1,135 -25 0 0 50 -35 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 81.2 6.6 2.0 14.3 2.2 0.0 1.5 0.7 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 526,815 : : Positions : : 331,767 212,341 6,071 63,151 102,206 0 63,087 4,738 8,687 7,914 72,314 : : : : Changes from: February 28, 2017 : : -2,773 -2,564 827 -23,874 13,839 0 25,519 47 -1,014 -2,145 -965 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 40.3 1.2 12.0 19.4 0.0 12.0 0.9 1.6 1.5 13.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 12,360 : : Positions : : 10,015 6,325 1,650 5,820 215 0 0 0 180 0 0 : : : : Changes from: February 28, 2017 : : -580 -40 300 -280 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 51.2 13.3 47.1 1.7 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 32,840 : : Positions : : 9,282 26,585 21,450 4,325 1,825 0 75 0 0 0 0 : : : : Changes from: February 28, 2017 : : 3 -1,405 -790 570 -450 0 -50 0 -50 -5 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 81.0 65.3 13.2 5.6 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 30,680 : : Positions : : 8,020 23,850 18,840 3,275 3,465 0 75 0 70 0 15 : : : : Changes from: February 28, 2017 : : 325 -1,018 -705 620 -350 0 -50 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.1 77.7 61.4 10.7 11.3 0.0 0.2 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 15,790 : : Positions : : 11,740 13,680 2,070 0 1,500 0 550 0 0 0 0 : : : : Changes from: February 28, 2017 : : -2,135 -2,820 -645 0 0 -175 -25 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 86.6 13.1 0.0 9.5 0.0 3.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 19,528 : : Positions : : 19,173 10,583 0 8,430 175 0 150 0 0 100 75 : : : : Changes from: February 28, 2017 : : -582 23 0 -490 -25 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.2 54.2 0.0 43.2 0.9 0.0 0.8 0.0 0.0 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 14 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 20,647 : : Positions : : 19,858 11,012 0 8,915 530 0 150 0 100 0 25 : : : : Changes from: February 28, 2017 : : -568 -239 0 -245 50 0 -50 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 53.3 0.0 43.2 2.6 0.0 0.7 0.0 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 108,184 : : Positions : : 94,514 79,242 4,215 17,160 8,355 270 1,232 480 75 1,585 90 : : : : Changes from: February 28, 2017 : : -6,673 -4,293 -745 -2,850 505 -25 95 -95 -50 -330 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 73.2 3.9 15.9 7.7 0.2 1.1 0.4 0.1 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 29 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 126,997 : : Positions : : 108,720 93,815 6,045 14,558 10,957 470 5,067 555 0 1,880 160 : : : : Changes from: February 28, 2017 : : -8,166 -4,368 -205 -2,900 30 -180 -1,083 0 -50 -235 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 73.9 4.8 11.5 8.6 0.4 4.0 0.4 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 33 30 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 190,830 : : Positions : : 144,480 137,599 16,946 7,943 8,331 5,060 5,270 9,755 3,123 18,856 3,038 : : : : Changes from: February 28, 2017 : : -3,205 -2,097 184 5,418 -1,053 -631 -6,532 5,640 -766 -1,153 131 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 72.1 8.9 4.2 4.4 2.7 2.8 5.1 1.6 9.9 1.6 : : : : Number of Traders in Each Category Total Traders: 71 : : 36 38 . . 4 . 5 . 4 9 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 121,938 : : Positions : : 110,533 90,829 5,554 16,692 3,049 0 3,888 2,105 415 5,110 225 : : : : Changes from: February 28, 2017 : : -4,085 -2,394 -587 -2,226 1,280 -60 350 -250 0 -512 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 74.5 4.6 13.7 2.5 0.0 3.2 1.7 0.3 4.2 0.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 29 . . 4 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 48,255 : : Positions : : 40,325 38,655 3,630 6,385 3,085 180 75 0 885 0 30 : : : : Changes from: February 28, 2017 : : -1,730 -1,280 685 -30 -445 -150 -75 0 -210 -25 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 80.1 7.5 13.2 6.4 0.4 0.2 0.0 1.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 9 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 44,925 : : Positions : : 37,445 39,575 2,905 1,295 3,835 0 75 0 645 75 0 : : : : Changes from: February 28, 2017 : : -1,600 -980 660 90 -475 -5 -100 -25 -95 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 88.1 6.5 2.9 8.5 0.0 0.2 0.0 1.4 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 8 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 30,032 : : Positions : : 26,806 19,826 5 8,040 1,856 950 0 250 0 0 0 : : : : Changes from: February 28, 2017 : : 1,425 -1,160 -95 2,523 -578 -25 -100 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 66.0 0.0 26.8 6.2 3.2 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 22 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 22,053 : : Positions : : 16,118 18,008 1,370 1,470 2,365 825 0 0 1,375 0 0 : : : : Changes from: February 28, 2017 : : 200 0 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 81.7 6.2 6.7 10.7 3.7 0.0 0.0 6.2 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 March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 214,017 : : Positions : : 134,575 107,568 0 34,847 55,665 9,576 0 14,086 0 1,779 0 : : : : Changes from: February 28, 2017 : : -3,803 -755 0 -1,025 -1,894 61 0 77 0 -1,818 -47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 50.3 0.0 16.3 26.0 4.5 0.0 6.6 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 15 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 29,057 : : Positions : : 22,022 27,637 5,540 250 0 0 0 0 0 0 0 : : : : Changes from: February 28, 2017 : : -1,235 -1,690 -500 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 95.1 19.1 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 March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 26,880 : : Positions : : 16,285 19,463 7,142 3,774 1,267 125 1,000 0 1,339 1,100 0 : : : : Changes from: February 28, 2017 : : -238 340 40 -664 209 -50 -100 0 -298 0 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 72.4 26.6 14.0 4.7 0.5 3.7 0.0 5.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 17,765 : : Positions : : 13,646 13,756 1,610 3,017 690 300 0 0 852 0 7 : : : : Changes from: February 28, 2017 : : -588 -876 -567 -50 -31 -30 0 0 161 -50 -161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 77.4 9.1 17.0 3.9 1.7 0.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 32,425 : : Positions : : 28,881 14,549 608 12,542 750 0 3,632 0 1,532 425 455 : : : : Changes from: February 28, 2017 : : -2,830 -1,921 -204 -794 130 0 -956 0 -586 15 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 44.9 1.9 38.7 2.3 0.0 11.2 0.0 4.7 1.3 1.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 19 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 19,776 : : Positions : : 18,271 13,367 0 5,079 1,210 45 0 5 0 0 0 : : : : Changes from: February 28, 2017 : : -723 -701 -75 -231 -12 0 0 0 -84 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 67.6 0.0 25.7 6.1 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 0 4 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 21,090 : : Positions : : 13,051 17,823 6,341 660 1,092 0 425 0 0 1,005 85 : : : : Changes from: February 28, 2017 : : -1,356 -1,554 -736 60 -60 0 -25 0 0 -218 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 84.5 30.1 3.1 5.2 0.0 2.0 0.0 0.0 4.8 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 34,496 : : Positions : : 30,941 21,479 2,040 10,982 1,215 0 450 0 0 0 0 : : : : Changes from: February 28, 2017 : : 488 -1,429 -53 1,613 -290 0 -25 0 -84 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 62.3 5.9 31.8 3.5 0.0 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 24 19 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 18,356 : : Positions : : 12,529 15,044 2,945 1,010 1,930 0 0 0 505 0 8 : : : : Changes from: February 28, 2017 : : -944 -92 45 -785 -35 0 0 0 13 0 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 82.0 16.0 5.5 10.5 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 13,275 : : Positions : : 7,025 9,910 1,535 0 3,320 0 0 0 665 0 0 : : : : Changes from: February 28, 2017 : : -1,437 -144 105 -538 -45 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 74.7 11.6 0.0 25.0 0.0 0.0 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 12 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 39,480 : : Positions : : 23,497 29,897 11,855 4,580 0 0 0 0 0 725 0 : : : : Changes from: February 28, 2017 : : -1,335 -1,590 -525 -135 0 0 0 0 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 75.7 30.0 11.6 0.0 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 18 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 36,976 : : Positions : : 21,938 27,318 11,005 4,750 0 0 0 0 0 725 0 : : : : Changes from: February 28, 2017 : : -1,325 -1,395 -335 -130 0 0 0 0 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 73.9 29.8 12.8 0.0 0.0 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 18 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 42,015 : : Positions : : 37,985 7,305 900 7,095 480 0 12,900 300 175 12,110 105 : : : : Changes from: February 28, 2017 : : -1,155 -225 50 -870 -50 0 -105 0 -100 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 17.4 2.1 16.9 1.1 0.0 30.7 0.7 0.4 28.8 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 39,590 : : Positions : : 36,170 7,780 650 8,855 530 0 12,675 510 75 7,835 0 : : : : Changes from: February 28, 2017 : : -710 -620 50 -280 -50 0 120 -200 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 19.7 1.6 22.4 1.3 0.0 32.0 1.3 0.2 19.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 14 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 35,798 : : Positions : : 16,235 27,075 10,977 875 4,013 690 0 340 2,025 2,085 95 : : : : Changes from: February 28, 2017 : : -602 -550 385 20 -385 -255 0 0 -275 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 75.6 30.7 2.4 11.2 1.9 0.0 0.9 5.7 5.8 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 33,485 : : Positions : : 14,350 25,760 11,410 450 3,135 740 0 340 2,025 2,460 95 : : : : Changes from: February 28, 2017 : : -130 52 475 -30 -425 -255 0 0 -275 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 76.9 34.1 1.3 9.4 2.2 0.0 1.0 6.0 7.3 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 37,020 : : Positions : : 23,970 19,230 9,930 325 2,765 0 13,705 0 0 750 0 : : : : Changes from: February 28, 2017 : : -645 -2,570 -2,775 -75 0 0 -730 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 51.9 26.8 0.9 7.5 0.0 37.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 32,805 : : Positions : : 19,750 16,485 9,855 475 2,615 0 12,755 0 0 0 0 : : : : Changes from: February 28, 2017 : : -795 -1,215 -1,295 -25 0 0 -805 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 50.3 30.0 1.4 8.0 0.0 38.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 27,010 : : Positions : : 20,925 18,020 150 3,995 2,810 75 130 50 1,025 15 255 : : : : Changes from: February 28, 2017 : : -925 -1,550 0 675 -300 -50 -50 0 25 -15 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 66.7 0.6 14.8 10.4 0.3 0.5 0.2 3.8 0.1 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 7 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 25,840 : : Positions : : 19,605 17,240 150 4,025 2,425 75 130 50 1,580 0 420 : : : : Changes from: February 28, 2017 : : -1,360 -1,530 0 280 -240 -50 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 66.7 0.6 15.6 9.4 0.3 0.5 0.2 6.1 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 5 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 35,139 : : Positions : : 27,020 15,474 0 15,916 275 4,795 275 600 900 1,075 0 : : : : Changes from: February 28, 2017 : : -1,730 -545 0 -1,605 100 -150 175 -175 -250 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 44.0 0.0 45.3 0.8 13.6 0.8 1.7 2.6 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 8 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 27,025 : : Positions : : 22,695 13,310 0 9,670 960 1,070 475 60 150 815 0 : : : : Changes from: February 28, 2017 : : -2,085 -565 0 -1,070 0 450 150 -200 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 49.3 0.0 35.8 3.6 4.0 1.8 0.2 0.6 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 120,698 : : Positions : : 48,684 108,598 29,789 945 2,825 22,260 0 255 9,035 200 25 : : : : Changes from: February 28, 2017 : : -4,165 -5,235 -1,035 -175 -45 -400 0 -75 50 -150 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 90.0 24.7 0.8 2.3 18.4 0.0 0.2 7.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 107,810 : : Positions : : 46,355 98,370 24,215 1,870 1,755 24,810 0 375 5,005 0 0 : : : : Changes from: February 28, 2017 : : -2,990 -4,865 -1,335 -145 0 -975 0 -225 175 -125 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 91.2 22.5 1.7 1.6 23.0 0.0 0.3 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 21 . . . . 0 . 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 20,310 : : Positions : : 17,920 9,080 0 8,195 75 0 675 0 0 0 0 : : : : Changes from: February 28, 2017 : : -740 -365 0 -310 -65 0 -100 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 44.7 0.0 40.3 0.4 0.0 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 12 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 19,000 : : Positions : : 16,505 8,500 0 8,985 820 0 75 0 900 0 0 : : : : Changes from: February 28, 2017 : : -660 -925 0 360 -735 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 44.7 0.0 47.3 4.3 0.0 0.4 0.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 10 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 39,470 : : Positions : : 31,195 24,905 0 2,675 2,175 0 3,115 0 0 500 0 : : : : Changes from: February 28, 2017 : : 165 -275 0 405 -400 0 -85 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 63.1 0.0 6.8 5.5 0.0 7.9 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 7, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 30,275 : : Positions : : 21,210 18,560 65 490 4,790 0 2,225 0 0 0 0 : : : : Changes from: February 28, 2017 : : -745 -815 -160 -65 0 -50 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 61.3 0.2 1.6 15.8 0.0 7.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 10, 2017