Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 70,477 : : Positions : : 27,074 23,324 10,019 6,619 1,337 2,225 19,731 2,180 19,530 9,003 6,845 : : : : Changes from: March 7, 2017 : : 627 -74 356 320 -260 -760 -585 -114 200 942 -387 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 33.1 14.2 9.4 1.9 3.2 28.0 3.1 27.7 12.8 9.7 : : : : Number of Traders in Each Category Total Traders: 51 : : 12 13 . 4 4 . 4 . 14 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 12,745 : : Positions : : 2,115 7,464 475 1,471 391 490 1,715 300 7,692 205 589 : : : : Changes from: March 7, 2017 : : -91 -46 0 -70 80 -140 -35 40 180 55 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 58.6 3.7 11.5 3.1 3.8 13.5 2.4 60.4 1.6 4.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 5 7 . 4 4 . . . 9 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 846 : : Positions : : 208 255 31 9 57 126 180 154 158 80 111 : : : : Changes from: March 7, 2017 : : 21 -19 14 -18 18 -11 60 1 4 6 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 30.1 3.7 1.0 6.7 14.9 21.3 18.2 18.6 9.5 13.2 : : : : 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 14, 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 150,383 : : Positions : : 90,009 93,869 5,432 13,056 17,501 16,213 1,192 2,944 6,373 9,950 11,545 : : : : Changes from: March 7, 2017 : : 676 638 750 690 -760 -1,010 188 -47 948 -215 -500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 62.4 3.6 8.7 11.6 10.8 0.8 2.0 4.2 6.6 7.7 : : : : Number of Traders in Each Category Total Traders: 72 : : 40 43 . . 4 6 . 5 7 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 47,972 : : Positions : : 35,405 44,122 5,807 0 1,004 206 0 385 3,060 357 2,104 : : : : Changes from: March 7, 2017 : : 1,751 2,540 -105 0 178 20 0 0 874 0 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 92.0 12.1 0.0 2.1 0.4 0.0 0.8 6.4 0.7 4.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 25 . 0 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 399,792 : : Positions : : 353,901 295,935 0 64,719 28,274 11,736 0 0 933 5,916 4,948 : : : : Changes from: March 7, 2017 : : 12,303 12,209 0 1,078 410 0 0 0 -320 -1,304 1,216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 74.0 0.0 16.2 7.1 2.9 0.0 0.0 0.2 1.5 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 1,301,940 : : Positions : :1,060,146 1,037,070 144,860 62,467 50,467 4,269 55,455 17,583 22,379 76,662 2,236 : : : : Changes from: March 7, 2017 : : 30,909 9,293 4,345 14,856 -4,690 0 10,713 -8,382 -392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 79.7 11.1 4.8 3.9 0.3 4.3 1.4 1.7 5.9 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 14, 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 65,171 : : Positions : : 53,963 39,670 7,440 18,918 1,319 0 2,144 496 1,101 1,772 852 : : : : Changes from: March 7, 2017 : : 2,495 1,695 0 952 -330 0 -503 -102 -197 154 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 60.9 11.4 29.0 2.0 0.0 3.3 0.8 1.7 2.7 1.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 20 . . . 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 290,051 : : Positions : : 241,578 173,435 46,929 102,926 0 0 3,232 0 1,224 10,138 320 : : : : Changes from: March 7, 2017 : : -1,560 928 0 -1,904 0 0 0 0 616 32 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 59.8 16.2 35.5 0.0 0.0 1.1 0.0 0.4 3.5 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . . 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 298,065 : : Positions : : 224,036 240,458 30,462 7,872 35,695 0 6,168 7,872 0 0 0 : : : : Changes from: March 7, 2017 : : 12,267 6,386 -5,881 0 5,881 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 80.7 10.2 2.6 12.0 0.0 2.1 2.6 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 14, 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 21,839 : : Positions : : 17,099 18,738 2,203 0 2,027 0 91 296 172 69 0 : : : : Changes from: March 7, 2017 : : 616 727 -234 0 24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 85.8 10.1 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 14, 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 51,461 : : Positions : : 28,886 32,171 20,676 14,165 1,355 0 0 0 270 3,650 0 : : : : Changes from: March 7, 2017 : : 395 -20 1,510 180 0 0 0 0 0 1,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 62.5 40.2 27.5 2.6 0.0 0.0 0.0 0.5 7.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 7,250 : : Positions : : 5,600 6,950 0 50 0 250 200 50 1,300 0 0 : : : : Changes from: March 7, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 95.9 0.0 0.7 0.0 3.4 2.8 0.7 17.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 0 . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 67,168 : : Positions : : 42,228 42,693 23,596 19,835 835 0 0 0 295 3,600 0 : : : : Changes from: March 7, 2017 : : 480 10 1,510 180 0 0 0 0 0 1,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 63.6 35.1 29.5 1.2 0.0 0.0 0.0 0.4 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 24 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 31,915 : : Positions : : 24,050 26,545 3,275 1,040 3,670 0 0 0 700 500 0 : : : : Changes from: March 7, 2017 : : -948 -1,065 25 -80 -25 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 83.2 10.3 3.3 11.5 0.0 0.0 0.0 2.2 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 277,936 : : Positions : : 171,928 262,784 75,040 0 14,416 3,936 0 0 11,880 0 736 : : : : Changes from: March 7, 2017 : : -5,936 -10,560 -1,456 0 -704 -352 0 0 -1,408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 94.5 27.0 0.0 5.2 1.4 0.0 0.0 4.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 7,466 : : Positions : : 6,285 4,775 197 1,231 0 426 0 0 0 817 0 : : : : Changes from: March 7, 2017 : : -457 -478 -24 -80 -20 -40 0 0 0 40 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 64.0 2.6 16.5 0.0 5.7 0.0 0.0 0.0 10.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 37,190 : : Positions : : 28,255 32,515 5,530 665 3,400 0 0 0 0 500 0 : : : : Changes from: March 7, 2017 : : -1,364 -1,165 205 -50 -205 0 0 0 0 -135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 87.4 14.9 1.8 9.1 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 19 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 25,310 : : Positions : : 18,690 19,405 2,850 3,235 2,560 0 0 0 1,000 0 0 : : : : Changes from: March 7, 2017 : : -764 -991 -165 -45 0 0 0 0 -100 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 76.7 11.3 12.8 10.1 0.0 0.0 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 19,525 : : Positions : : 14,027 14,560 2,225 2,404 1,521 426 0 0 605 0 422 : : : : Changes from: March 7, 2017 : : -394 -822 -184 -40 110 -20 0 0 -221 -40 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 74.6 11.4 12.3 7.8 2.2 0.0 0.0 3.1 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 55,856 : : Positions : : 51,255 45,331 1,749 3,313 2,160 0 160 0 330 4,356 345 : : : : Changes from: March 7, 2017 : : 1,339 910 0 -13 232 0 0 0 -50 381 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 81.2 3.1 5.9 3.9 0.0 0.3 0.0 0.6 7.8 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 21 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 76,028 : : Positions : : 69,058 51,340 2,874 3,803 2,132 310 597 276 406 16,860 949 : : : : Changes from: March 7, 2017 : : 1,689 670 -180 -40 275 0 -15 0 0 892 -98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 67.5 3.8 5.0 2.8 0.4 0.8 0.4 0.5 22.2 1.2 : : : : 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 14, 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 37,845 : : Positions : : 29,380 32,350 6,840 4,760 495 0 0 0 855 0 0 : : : : Changes from: March 7, 2017 : : 120 0 0 240 -120 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 85.5 18.1 12.6 1.3 0.0 0.0 0.0 2.3 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 14, 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 46,230 : : Positions : : 32,915 34,830 9,290 6,620 2,380 0 0 0 1,430 2,400 0 : : : : Changes from: March 7, 2017 : : 120 60 0 180 -40 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 75.3 20.1 14.3 5.1 0.0 0.0 0.0 3.1 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 14, 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 271,639 : : Positions : : 197,816 245,674 13,404 14,836 8,378 0 0 0 49,740 450 2,301 : : : : Changes from: March 7, 2017 : : -794 4,039 0 1,200 -1,200 0 0 0 6,033 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 90.4 4.9 5.5 3.1 0.0 0.0 0.0 18.3 0.2 0.8 : : : : 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 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 24,100 : : Positions : : 14,142 19,953 555 615 1,148 0 372 609 6,374 642 485 : : : : Changes from: March 7, 2017 : : 52 -42 -137 232 7 0 1 -1 320 43 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 82.8 2.3 2.6 4.8 0.0 1.5 2.5 26.4 2.7 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 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 37,408 : : Positions : : 27,738 36,754 8,497 0 155 548 0 0 291 320 179 : : : : Changes from: March 7, 2017 : : 974 1,262 130 0 0 52 0 0 158 52 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 98.3 22.7 0.0 0.4 1.5 0.0 0.0 0.8 0.9 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 March 14, 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 294,276 : : Positions : : 245,288 201,400 7,872 40,748 33,328 4,680 15,692 3,108 0 0 0 : : : : Changes from: March 7, 2017 : : -368 -368 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 68.4 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 14, 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 18,530 : : Positions : : 13,769 13,488 184 654 1,742 945 0 1,018 0 606 84 : : : : Changes from: March 7, 2017 : : 254 -1 0 255 -107 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 72.8 1.0 3.5 9.4 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 14, 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 12,705 : : Positions : : 10,056 10,020 1,909 975 249 86 408 0 106 306 170 : : : : Changes from: March 7, 2017 : : 336 329 -23 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 78.9 15.0 7.7 2.0 0.7 3.2 0.0 0.8 2.4 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 150,741 : : Positions : : 115,420 103,817 35,321 40,644 0 0 6,280 0 0 0 0 : : : : Changes from: March 7, 2017 : : 1,200 3,961 2,761 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 68.9 23.4 27.0 0.0 0.0 4.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 14 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 20,378 : : Positions : : 15,506 11,360 893 4,431 2,409 0 458 1,384 134 284 52 : : : : Changes from: March 7, 2017 : : 308 -29 151 335 25 0 126 -126 -27 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 55.7 4.4 21.7 11.8 0.0 2.2 6.8 0.7 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 12 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 : : 138,683 97,437 20,129 58,143 27,660 0 0 0 0 3,232 0 : : : : Changes from: March 7, 2017 : : 1,296 1,854 0 -558 -1,296 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 52.3 10.8 31.2 14.8 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 14, 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: March 7, 2017 : : 0 0 0 0 0 0 0 0 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 14, 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: March 7, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 14, 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 550,684 : : Positions : : 345,841 216,113 6,070 64,703 113,951 0 63,726 4,960 2,990 10,321 75,843 : : : : Changes from: March 7, 2017 : : 14,075 3,772 -1 1,552 11,745 0 639 222 -5,697 2,406 3,528 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 39.2 1.1 11.7 20.7 0.0 11.6 0.9 0.5 1.9 13.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 12,110 : : Positions : : 10,015 6,325 1,350 5,520 265 0 0 0 180 0 0 : : : : Changes from: March 7, 2017 : : 0 0 -300 -300 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 52.2 11.1 45.6 2.2 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 14, 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 32,690 : : Positions : : 9,307 26,585 20,725 3,725 2,275 25 0 75 0 0 0 : : : : Changes from: March 7, 2017 : : 25 0 -725 -600 450 25 -75 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.5 81.3 63.4 11.4 7.0 0.1 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 30,345 : : Positions : : 8,045 23,850 18,115 2,675 3,730 25 0 75 70 0 15 : : : : Changes from: March 7, 2017 : : 25 0 -725 -600 265 25 -75 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 78.6 59.7 8.8 12.3 0.1 0.0 0.2 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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: March 7, 2017 : : 0 0 0 0 0 0 0 0 0 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 14, 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 19,968 : : Positions : : 19,548 10,883 0 8,480 275 0 150 0 0 100 75 : : : : Changes from: March 7, 2017 : : 375 300 0 50 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 54.5 0.0 42.5 1.4 0.0 0.8 0.0 0.0 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 20,887 : : Positions : : 20,037 11,112 0 8,965 630 0 150 0 100 0 25 : : : : Changes from: March 7, 2017 : : 179 100 0 50 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 53.2 0.0 42.9 3.0 0.0 0.7 0.0 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 108,549 : : Positions : : 94,704 79,557 3,565 16,335 9,205 270 1,232 480 75 1,635 65 : : : : Changes from: March 7, 2017 : : 190 315 -650 -825 850 0 0 0 0 50 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 73.3 3.3 15.0 8.5 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 14, 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 127,672 : : Positions : : 109,095 94,490 5,345 13,358 11,982 470 5,317 555 0 1,780 160 : : : : Changes from: March 7, 2017 : : 375 675 -700 -1,200 1,025 0 250 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 74.0 4.2 10.5 9.4 0.4 4.2 0.4 0.0 1.4 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 14, 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 190,692 : : Positions : : 144,502 140,102 15,939 5,840 8,844 5,100 5,255 9,765 3,177 17,511 3,303 : : : : Changes from: March 7, 2017 : : 22 2,503 -1,007 -2,103 513 40 -15 10 54 -1,345 265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 73.5 8.4 3.1 4.6 2.7 2.8 5.1 1.7 9.2 1.7 : : : : Number of Traders in Each Category Total Traders: 72 : : 36 40 4 . 4 . 5 . 5 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 121,973 : : Positions : : 111,285 91,011 5,274 16,937 2,612 0 3,933 2,105 415 5,110 225 : : : : Changes from: March 7, 2017 : : 752 182 -280 245 -437 0 45 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 74.6 4.3 13.9 2.1 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 14, 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 48,095 : : Positions : : 40,340 38,745 3,530 6,010 3,110 180 175 0 785 0 30 : : : : Changes from: March 7, 2017 : : 15 90 -100 -375 25 0 100 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 80.6 7.3 12.5 6.5 0.4 0.4 0.0 1.6 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 14, 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 44,990 : : Positions : : 37,430 39,660 2,805 995 4,015 0 175 0 645 75 0 : : : : Changes from: March 7, 2017 : : -15 85 -100 -300 180 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 88.2 6.2 2.2 8.9 0.0 0.4 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 14, 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 30,172 : : Positions : : 26,996 19,536 0 8,515 1,811 950 0 250 0 0 0 : : : : Changes from: March 7, 2017 : : 190 -290 -5 475 -45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 64.7 0.0 28.2 6.0 3.1 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 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 20,860 : : Positions : : 15,495 17,035 1,000 1,340 2,365 750 0 0 1,250 0 0 : : : : Changes from: March 7, 2017 : : -623 -973 -370 -130 0 -75 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 81.7 4.8 6.4 11.3 3.6 0.0 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 217,409 : : Positions : : 138,486 108,320 0 35,762 55,119 9,597 0 14,090 0 4,046 0 : : : : Changes from: March 7, 2017 : : 3,911 752 0 915 -545 21 0 4 0 2,268 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 49.8 0.0 16.4 25.4 4.4 0.0 6.5 0.0 1.9 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 14, 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 30,467 : : Positions : : 23,457 29,052 5,815 250 0 0 0 0 0 0 0 : : : : Changes from: March 7, 2017 : : 1,435 1,415 275 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 95.4 19.1 0.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 14 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 27,525 : : Positions : : 20,405 26,005 5,930 250 0 0 0 0 0 0 0 : : : : Changes from: March 7, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 94.5 21.5 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 15 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 28,393 : : Positions : : 17,638 20,401 7,002 4,074 1,567 125 975 0 1,339 1,100 0 : : : : Changes from: March 7, 2017 : : 1,353 938 -140 300 300 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 71.9 24.7 14.3 5.5 0.4 3.4 0.0 4.7 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 17,650 : : Positions : : 13,506 13,601 1,635 3,057 690 300 0 0 852 0 7 : : : : Changes from: March 7, 2017 : : -140 -155 25 40 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 77.1 9.3 17.3 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 14, 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 32,960 : : Positions : : 29,341 15,085 608 12,371 820 0 3,707 0 1,532 450 455 : : : : Changes from: March 7, 2017 : : 460 536 0 -171 70 0 75 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 45.8 1.8 37.5 2.5 0.0 11.2 0.0 4.6 1.4 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 19 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 20,266 : : Positions : : 18,426 13,787 0 4,814 1,545 45 0 5 0 0 0 : : : : Changes from: March 7, 2017 : : 155 420 0 -265 335 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 68.0 0.0 23.8 7.6 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 14, 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: March 7, 2017 : : 0 0 0 0 0 0 0 0 0 0 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 14, 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 35,851 : : Positions : : 32,676 21,769 2,050 12,317 865 0 525 0 0 0 0 : : : : Changes from: March 7, 2017 : : 1,735 290 10 1,335 -350 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 60.7 5.7 34.4 2.4 0.0 1.5 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 14, 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 18,656 : : Positions : : 12,649 15,344 3,125 1,010 1,930 0 0 0 505 0 8 : : : : Changes from: March 7, 2017 : : 120 300 180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 82.2 16.8 5.4 10.3 0.0 0.0 0.0 2.7 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 14, 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 13,605 : : Positions : : 7,325 10,540 1,835 0 3,020 0 0 0 695 0 0 : : : : Changes from: March 7, 2017 : : 300 630 300 0 -300 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 77.5 13.5 0.0 22.2 0.0 0.0 0.0 5.1 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 14, 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: March 7, 2017 : : 0 0 0 0 0 0 0 0 0 0 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 14, 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: March 7, 2017 : : 0 0 0 0 0 0 0 0 0 0 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 14, 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 42,495 : : Positions : : 38,765 7,305 900 7,695 480 0 12,900 300 175 12,290 105 : : : : Changes from: March 7, 2017 : : 780 0 0 600 0 0 0 0 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 17.2 2.1 18.1 1.1 0.0 30.4 0.7 0.4 28.9 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 14, 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 40,070 : : Positions : : 36,950 7,780 650 9,455 530 0 12,675 510 75 8,015 0 : : : : Changes from: March 7, 2017 : : 780 0 0 600 0 0 0 0 0 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 19.4 1.6 23.6 1.3 0.0 31.6 1.3 0.2 20.0 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 14, 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 36,798 : : Positions : : 17,135 28,075 10,977 875 4,013 790 0 340 2,025 2,085 95 : : : : Changes from: March 7, 2017 : : 900 1,000 0 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 76.3 29.8 2.4 10.9 2.1 0.0 0.9 5.5 5.7 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 34,485 : : Positions : : 15,250 26,760 11,410 450 3,135 840 0 340 2,025 2,460 95 : : : : Changes from: March 7, 2017 : : 900 1,000 0 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 77.6 33.1 1.3 9.1 2.4 0.0 1.0 5.9 7.1 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 14, 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: March 7, 2017 : : 0 0 0 0 0 0 0 0 0 0 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 14, 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: March 7, 2017 : : 0 0 0 0 0 0 0 0 0 0 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 14, 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 27,770 : : Positions : : 22,175 17,845 150 5,470 2,210 75 130 50 1,060 0 220 : : : : Changes from: March 7, 2017 : : 1,250 -175 0 1,475 -600 0 0 0 35 -15 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 64.3 0.5 19.7 8.0 0.3 0.5 0.2 3.8 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 6 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 26,705 : : Positions : : 20,940 17,150 150 5,500 1,925 75 130 50 1,630 0 370 : : : : Changes from: March 7, 2017 : : 1,335 -90 0 1,475 -500 0 0 0 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 64.2 0.6 20.6 7.2 0.3 0.5 0.2 6.1 0.0 1.4 : : : : 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 14, 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 35,339 : : Positions : : 27,220 15,624 0 15,816 275 4,795 375 600 900 1,125 0 : : : : Changes from: March 7, 2017 : : 200 150 0 -100 0 0 100 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 44.2 0.0 44.8 0.8 13.6 1.1 1.7 2.5 3.2 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 14, 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 27,225 : : Positions : : 22,895 13,410 0 9,620 960 1,020 575 110 150 815 0 : : : : Changes from: March 7, 2017 : : 200 100 0 -50 0 -50 100 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 49.3 0.0 35.3 3.5 3.7 2.1 0.4 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 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 123,378 : : Positions : : 49,109 111,478 32,089 970 2,800 22,260 0 255 9,165 150 25 : : : : Changes from: March 7, 2017 : : 425 2,880 2,300 25 -25 0 0 0 130 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 90.4 26.0 0.8 2.3 18.0 0.0 0.2 7.4 0.1 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 14, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 110,675 : : Positions : : 46,305 100,975 26,690 1,870 1,755 24,860 0 375 5,135 0 0 : : : : Changes from: March 7, 2017 : : -50 2,605 2,475 0 0 50 0 0 130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 91.2 24.1 1.7 1.6 22.5 0.0 0.3 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 22 . . . . 0 . 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 14, 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 20,410 : : Positions : : 18,020 9,180 0 8,195 75 0 675 0 0 0 0 : : : : Changes from: March 7, 2017 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 45.0 0.0 40.2 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 14, 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: March 7, 2017 : : 0 0 0 0 0 0 0 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 14, 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 39,370 : : Positions : : 31,095 24,755 0 2,725 2,125 0 3,115 0 0 500 0 : : : : Changes from: March 7, 2017 : : -100 -150 0 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 62.9 0.0 6.9 5.4 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 14, 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 30,345 : : Positions : : 21,285 18,135 65 990 4,565 0 2,225 0 0 0 0 : : : : Changes from: March 7, 2017 : : 75 -425 0 500 -225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 59.8 0.2 3.3 15.0 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 17, 2017