Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 71,450 : : Positions : : 27,661 24,515 9,480 6,569 1,818 1,925 19,611 2,192 20,284 8,594 6,904 : : : : Changes from: March 14, 2017 : : 587 1,191 -539 -50 481 -300 -120 12 754 -409 59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 34.3 13.3 9.2 2.5 2.7 27.4 3.1 28.4 12.0 9.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 13 14 . 4 4 . 4 . 14 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 13,055 : : Positions : : 2,085 7,714 450 1,441 451 405 1,755 300 8,067 195 589 : : : : Changes from: March 14, 2017 : : -30 250 -25 -30 60 -85 40 0 375 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.0 59.1 3.4 11.0 3.5 3.1 13.4 2.3 61.8 1.5 4.5 : : : : 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465E Open Interest is 862 : : Positions : : 209 230 36 8 61 118 180 175 141 87 122 : : : : Changes from: March 14, 2017 : : 1 -24 5 -1 4 -8 0 20 -17 7 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 26.7 4.2 0.9 7.1 13.7 20.9 20.3 16.3 10.1 14.1 : : : : 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 152,440 : : Positions : : 91,313 95,196 4,730 12,964 18,193 16,261 1,370 3,002 7,240 10,085 11,344 : : : : Changes from: March 14, 2017 : : 1,304 1,327 -702 -92 692 48 178 58 867 135 -201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 62.4 3.1 8.5 11.9 10.7 0.9 2.0 4.7 6.6 7.4 : : : : Number of Traders in Each Category Total Traders: 72 : : 39 43 . . 4 5 . 5 7 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 50,292 : : Positions : : 34,953 47,635 7,655 0 1,330 125 0 385 5,259 357 585 : : : : Changes from: March 14, 2017 : : -453 3,513 1,848 0 326 -81 0 0 2,199 0 -1,519 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 94.7 15.2 0.0 2.6 0.2 0.0 0.8 10.5 0.7 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 27 . 0 . . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 428,134 : : Positions : : 383,963 295,837 0 91,991 24,426 11,736 0 0 933 8,804 7,076 : : : : Changes from: March 14, 2017 : : 30,062 -98 0 27,272 -3,848 0 0 0 0 2,888 2,128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 69.1 0.0 21.5 5.7 2.7 0.0 0.0 0.2 2.1 1.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 22 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,297,810 : : Positions : :1,059,834 1,040,405 140,522 54,090 50,595 4,269 56,239 17,583 22,771 76,662 2,236 : : : : Changes from: March 14, 2017 : : -312 3,335 -4,338 -8,377 128 0 784 0 392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 80.2 10.8 4.2 3.9 0.3 4.3 1.4 1.8 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 64,858 : : Positions : : 53,621 40,299 7,518 17,791 1,475 0 2,177 418 947 1,819 879 : : : : Changes from: March 14, 2017 : : -342 629 78 -1,127 156 0 33 -78 -154 47 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 62.1 11.6 27.4 2.3 0.0 3.4 0.6 1.5 2.8 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 22 . . . 0 . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 296,483 : : Positions : : 247,026 180,507 46,601 100,966 1,640 0 3,232 0 1,216 10,138 0 : : : : Changes from: March 14, 2017 : : 5,448 7,072 -328 -1,960 1,640 0 0 0 -8 0 -320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 60.9 15.7 34.1 0.6 0.0 1.1 0.0 0.4 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 310,954 : : Positions : : 227,165 258,027 44,902 7,872 31,015 0 6,168 7,872 0 0 0 : : : : Changes from: March 14, 2017 : : 3,129 17,569 14,440 0 -4,680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 83.0 14.4 2.5 10.0 0.0 2.0 2.5 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 22,135 : : Positions : : 17,333 19,478 2,581 0 1,583 0 91 296 280 69 0 : : : : Changes from: March 14, 2017 : : 234 740 378 0 -444 0 0 0 108 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 88.0 11.7 0.0 7.2 0.0 0.4 1.3 1.3 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 53,831 : : Positions : : 30,716 31,541 20,376 13,925 2,195 0 0 0 270 6,050 0 : : : : Changes from: March 14, 2017 : : 1,830 -630 -300 -240 840 0 0 0 0 2,400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 58.6 37.9 25.9 4.1 0.0 0.0 0.0 0.5 11.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 69,573 : : Positions : : 44,228 42,208 23,286 19,595 1,565 0 0 0 295 6,000 0 : : : : Changes from: March 14, 2017 : : 2,000 -485 -310 -240 730 0 0 0 0 2,400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 60.7 33.5 28.2 2.2 0.0 0.0 0.0 0.4 8.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 25 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 33,845 : : Positions : : 24,650 29,245 4,335 0 3,940 0 0 0 700 500 0 : : : : Changes from: March 14, 2017 : : 600 2,700 1,060 -1,040 270 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 86.4 12.8 0.0 11.6 0.0 0.0 0.0 2.1 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 15 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 272,872 : : Positions : : 174,256 257,720 67,648 0 14,416 3,936 0 0 11,880 0 736 : : : : Changes from: March 14, 2017 : : 2,328 -5,064 -7,392 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 94.4 24.8 0.0 5.3 1.4 0.0 0.0 4.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 7,466 : : Positions : : 6,225 4,730 217 1,231 0 426 0 0 0 797 20 : : : : Changes from: March 14, 2017 : : -60 -45 20 0 0 0 0 0 0 -20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 63.4 2.9 16.5 0.0 5.7 0.0 0.0 0.0 10.7 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 16 . . 0 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 39,273 : : Positions : : 29,008 35,298 6,895 0 3,365 0 0 0 0 500 0 : : : : Changes from: March 14, 2017 : : 753 2,783 1,365 -665 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 89.9 17.6 0.0 8.6 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 20 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 25,601 : : Positions : : 18,981 19,376 2,510 3,215 2,900 0 0 0 1,000 0 0 : : : : Changes from: March 14, 2017 : : 291 -29 -340 -20 340 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 75.7 9.8 12.6 11.3 0.0 0.0 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 19,048 : : Positions : : 14,239 14,125 2,031 3,004 919 426 0 0 690 0 422 : : : : Changes from: March 14, 2017 : : 212 -435 -194 600 -602 0 0 0 85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 74.2 10.7 15.8 4.8 2.2 0.0 0.0 3.6 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 56,103 : : Positions : : 51,682 45,458 1,749 3,751 1,945 0 160 0 330 4,218 380 : : : : Changes from: March 14, 2017 : : 427 127 0 438 -215 0 0 0 0 -138 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 81.0 3.1 6.7 3.5 0.0 0.3 0.0 0.6 7.5 0.7 : : : : 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 77,144 : : Positions : : 69,995 52,830 2,770 3,768 2,337 385 597 276 426 16,356 909 : : : : Changes from: March 14, 2017 : : 937 1,490 -104 -35 205 75 0 0 20 -504 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 68.5 3.6 4.9 3.0 0.5 0.8 0.4 0.6 21.2 1.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 28 . . . . . . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 38,690 : : Positions : : 29,565 33,075 6,840 4,820 555 0 0 0 1,455 0 0 : : : : Changes from: March 14, 2017 : : 185 725 0 60 60 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 85.5 17.7 12.5 1.4 0.0 0.0 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 47,265 : : Positions : : 33,260 35,715 9,350 6,740 2,410 0 0 0 2,030 2,400 0 : : : : Changes from: March 14, 2017 : : 345 885 60 120 30 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 75.6 19.8 14.3 5.1 0.0 0.0 0.0 4.3 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 276,327 : : Positions : : 199,759 250,353 13,404 15,236 8,378 0 0 0 52,876 450 1,910 : : : : Changes from: March 14, 2017 : : 1,943 4,679 0 400 0 0 0 0 3,136 0 -391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 90.6 4.9 5.5 3.0 0.0 0.0 0.0 19.1 0.2 0.7 : : : : 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 24,394 : : Positions : : 14,232 20,267 475 535 1,208 0 382 599 6,649 684 443 : : : : Changes from: March 14, 2017 : : 90 314 -80 -80 60 0 10 -10 275 42 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 83.1 1.9 2.2 5.0 0.0 1.6 2.5 27.3 2.8 1.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 26 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 37,615 : : Positions : : 28,122 37,115 8,292 0 78 548 0 0 396 243 179 : : : : Changes from: March 14, 2017 : : 384 361 -205 0 -77 0 0 0 105 -77 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 98.7 22.0 0.0 0.2 1.5 0.0 0.0 1.1 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 304,077 : : Positions : : 255,089 206,521 7,872 45,428 33,328 4,680 15,692 3,108 0 0 0 : : : : Changes from: March 14, 2017 : : 9,801 5,121 0 4,680 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 67.9 2.6 14.9 11.0 1.5 5.2 1.0 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 18,826 : : Positions : : 14,065 13,784 184 654 1,742 945 0 1,018 0 606 84 : : : : Changes from: March 14, 2017 : : 296 296 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 73.2 1.0 3.5 9.3 5.0 0.0 5.4 0.0 3.2 0.4 : : : : 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 12,932 : : Positions : : 10,014 10,009 2,338 1,230 89 0 465 86 106 306 170 : : : : Changes from: March 14, 2017 : : -42 -11 429 255 -160 -86 57 86 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 77.4 18.1 9.5 0.7 0.0 3.6 0.7 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 155,821 : : Positions : : 113,820 104,217 42,001 45,324 0 0 6,280 0 0 0 0 : : : : Changes from: March 14, 2017 : : -1,600 400 6,680 4,680 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 66.9 27.0 29.1 0.0 0.0 4.0 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,533 : : Positions : : 15,609 11,515 945 4,431 2,409 0 458 1,384 134 284 52 : : : : Changes from: March 14, 2017 : : 103 155 52 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 56.1 4.6 21.6 11.7 0.0 2.2 6.7 0.7 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 186,472 : : Positions : : 140,627 97,437 20,129 60,087 25,716 0 0 0 0 3,232 0 : : : : Changes from: March 14, 2017 : : 1,944 0 0 1,944 -1,944 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 52.3 10.8 32.2 13.8 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 18,425 : : Positions : : 12,505 14,865 1,270 380 2,835 420 0 300 280 0 45 : : : : Changes from: March 14, 2017 : : -705 -705 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 80.7 6.9 2.1 15.4 2.3 0.0 1.6 1.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 18,675 : : Positions : : 13,290 15,030 1,270 380 2,765 420 0 300 130 0 200 : : : : Changes from: March 14, 2017 : : -705 -705 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 80.5 6.8 2.0 14.8 2.2 0.0 1.6 0.7 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 544,923 : : Positions : : 341,853 213,326 9,530 63,718 111,901 0 63,274 5,228 0 10,871 75,470 : : : : Changes from: March 14, 2017 : : -3,989 -2,787 3,461 -985 -2,050 0 -452 268 -2,990 550 -373 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 39.1 1.7 11.7 20.5 0.0 11.6 1.0 0.0 2.0 13.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 12,110 : : Positions : : 10,015 6,325 1,350 5,520 265 0 0 0 180 0 0 : : : : Changes from: March 14, 2017 : : 0 0 0 0 0 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 33,510 : : Positions : : 9,307 27,405 20,825 3,425 2,575 325 0 75 0 0 0 : : : : Changes from: March 14, 2017 : : 0 820 100 -300 300 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.8 81.8 62.1 10.2 7.7 1.0 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 31,165 : : Positions : : 8,045 24,670 18,215 2,375 4,030 325 0 75 70 0 15 : : : : Changes from: March 14, 2017 : : 0 820 100 -300 300 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 79.2 58.4 7.6 12.9 1.0 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 15,790 : : Positions : : 11,740 13,680 2,070 0 1,500 0 550 0 0 0 0 : : : : Changes from: March 14, 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 19,893 : : Positions : : 19,273 10,883 0 8,205 475 0 150 0 0 100 75 : : : : Changes from: March 14, 2017 : : -275 0 0 -275 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 54.7 0.0 41.2 2.4 0.0 0.8 0.0 0.0 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 21,687 : : Positions : : 20,637 11,862 0 8,815 830 0 150 0 100 0 25 : : : : Changes from: March 14, 2017 : : 600 750 0 -150 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 54.7 0.0 40.6 3.8 0.0 0.7 0.0 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 107,554 : : Positions : : 94,484 77,882 2,965 17,240 9,020 270 1,232 480 75 1,635 65 : : : : Changes from: March 14, 2017 : : -220 -1,675 -600 905 -185 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 72.4 2.8 16.0 8.4 0.3 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 127,772 : : Positions : : 110,145 93,840 4,895 14,558 11,482 470 5,317 555 0 1,830 160 : : : : Changes from: March 14, 2017 : : 1,050 -650 -450 1,200 -500 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 73.4 3.8 11.4 9.0 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 193,459 : : Positions : : 149,213 141,638 14,935 6,591 8,691 5,180 7,049 8,555 3,554 17,603 3,274 : : : : Changes from: March 14, 2017 : : 4,711 1,536 -1,004 751 -153 80 1,794 -1,210 377 92 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 73.2 7.7 3.4 4.5 2.7 3.6 4.4 1.8 9.1 1.7 : : : : Number of Traders in Each Category Total Traders: 73 : : 37 40 4 . 4 . 5 . 6 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 124,406 : : Positions : : 113,688 92,244 5,294 18,072 2,622 0 3,988 2,105 415 5,110 225 : : : : Changes from: March 14, 2017 : : 2,403 1,233 20 1,135 10 0 55 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 74.1 4.3 14.5 2.1 0.0 3.2 1.7 0.3 4.1 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 30 . . 4 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 49,095 : : Positions : : 40,690 39,845 3,730 5,210 3,510 180 475 0 835 0 30 : : : : Changes from: March 14, 2017 : : 350 1,100 200 -800 400 0 300 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 81.2 7.6 10.6 7.1 0.4 1.0 0.0 1.7 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 46,090 : : Positions : : 37,730 40,360 3,105 595 4,515 0 475 0 645 75 0 : : : : Changes from: March 14, 2017 : : 300 700 300 -400 500 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 87.6 6.7 1.3 9.8 0.0 1.0 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 30,177 : : Positions : : 26,706 19,526 0 8,235 2,106 950 0 250 0 0 0 : : : : Changes from: March 14, 2017 : : -290 -10 0 -280 295 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 64.7 0.0 27.3 7.0 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 21,205 : : Positions : : 15,840 17,035 700 1,385 2,665 750 0 0 1,250 0 0 : : : : Changes from: March 14, 2017 : : 345 0 -300 45 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 80.3 3.3 6.5 12.6 3.5 0.0 0.0 5.9 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 219,183 : : Positions : : 138,360 111,604 0 32,187 56,896 9,538 0 14,283 0 4,134 0 : : : : Changes from: March 14, 2017 : : -126 3,284 0 -3,574 1,777 -59 0 192 0 88 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 50.9 0.0 14.7 26.0 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 30,467 : : Positions : : 23,457 29,052 5,815 250 0 0 0 0 0 0 0 : : : : Changes from: March 14, 2017 : : 0 0 0 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_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 14, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 28,841 : : Positions : : 18,163 21,011 6,915 3,902 1,577 125 975 0 1,339 1,100 0 : : : : Changes from: March 14, 2017 : : 525 610 -87 -172 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 72.9 24.0 13.5 5.5 0.4 3.4 0.0 4.6 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 17,940 : : Positions : : 13,836 13,866 1,595 3,082 690 300 0 0 852 0 7 : : : : Changes from: March 14, 2017 : : 330 265 -40 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 77.3 8.9 17.2 3.8 1.7 0.0 0.0 4.7 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 33,852 : : Positions : : 30,042 16,038 763 12,354 856 0 3,637 0 1,567 475 420 : : : : Changes from: March 14, 2017 : : 701 953 155 -17 36 0 -70 0 35 25 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 47.4 2.3 36.5 2.5 0.0 10.7 0.0 4.6 1.4 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 19 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 20,971 : : Positions : : 19,071 14,647 0 4,599 1,605 45 0 5 0 0 0 : : : : Changes from: March 14, 2017 : : 645 860 0 -215 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 69.8 0.0 21.9 7.7 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 14 0 4 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 21,190 : : Positions : : 13,151 17,748 6,341 660 1,092 0 600 0 0 1,005 85 : : : : Changes from: March 14, 2017 : : 100 -75 0 0 0 0 175 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 83.8 29.9 3.1 5.2 0.0 2.8 0.0 0.0 4.7 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 35,641 : : Positions : : 32,351 21,764 2,080 12,077 900 0 525 0 50 0 0 : : : : Changes from: March 14, 2017 : : -325 -5 30 -240 35 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 61.1 5.8 33.9 2.5 0.0 1.5 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 20 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 18,640 : : Positions : : 12,633 15,328 3,065 950 1,990 0 0 0 505 0 8 : : : : Changes from: March 14, 2017 : : -16 -16 -60 -60 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 82.2 16.4 5.1 10.7 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 13,970 : : Positions : : 7,805 10,365 1,840 0 3,020 0 0 0 695 0 0 : : : : Changes from: March 14, 2017 : : 480 -175 5 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 74.2 13.2 0.0 21.6 0.0 0.0 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 13 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 39,320 : : Positions : : 23,497 29,597 11,555 4,580 0 0 0 0 0 725 0 : : : : Changes from: March 14, 2017 : : 0 -300 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 75.3 29.4 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 36,816 : : Positions : : 21,938 27,018 10,705 4,750 0 0 0 0 0 725 0 : : : : Changes from: March 14, 2017 : : 0 -300 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 73.4 29.1 12.9 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 40,540 : : Positions : : 36,765 8,055 900 5,265 480 0 12,900 300 175 11,970 105 : : : : Changes from: March 14, 2017 : : -2,000 750 0 -2,430 0 0 0 0 0 -320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 19.9 2.2 13.0 1.2 0.0 31.8 0.7 0.4 29.5 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 37,870 : : Positions : : 34,750 8,330 650 7,025 530 0 12,675 510 75 7,695 0 : : : : Changes from: March 14, 2017 : : -2,200 550 0 -2,430 0 0 0 0 0 -320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 22.0 1.7 18.6 1.4 0.0 33.5 1.3 0.2 20.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 38,308 : : Positions : : 20,370 29,915 9,452 875 3,988 890 0 340 1,875 1,905 95 : : : : Changes from: March 14, 2017 : : 3,235 1,840 -1,525 0 -25 100 0 0 -150 -180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 78.1 24.7 2.3 10.4 2.3 0.0 0.9 4.9 5.0 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 36,060 : : Positions : : 17,925 28,640 10,285 450 3,410 940 0 340 1,875 2,080 95 : : : : Changes from: March 14, 2017 : : 2,675 1,880 -1,125 0 275 100 0 0 -150 -380 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 79.4 28.5 1.2 9.5 2.6 0.0 0.9 5.2 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 37,040 : : Positions : : 23,680 19,240 10,230 325 2,765 0 13,705 0 0 750 0 : : : : Changes from: March 14, 2017 : : -290 10 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 51.9 27.6 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 33,030 : : Positions : : 19,675 16,710 10,155 475 2,615 0 12,755 0 0 0 0 : : : : Changes from: March 14, 2017 : : -75 225 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 50.6 30.7 1.4 7.9 0.0 38.6 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 28,470 : : Positions : : 23,025 17,845 150 6,370 2,010 125 130 50 1,060 0 220 : : : : Changes from: March 14, 2017 : : 850 0 0 900 -200 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 62.7 0.5 22.4 7.1 0.4 0.5 0.2 3.7 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 27,805 : : Positions : : 22,340 17,400 150 6,500 1,925 125 130 50 1,430 0 370 : : : : Changes from: March 14, 2017 : : 1,400 250 0 1,000 0 50 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 62.6 0.5 23.4 6.9 0.4 0.5 0.2 5.1 0.0 1.3 : : : : 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 35,452 : : Positions : : 27,320 15,674 0 15,816 275 4,845 475 600 900 1,125 0 : : : : Changes from: March 14, 2017 : : 100 50 0 0 0 50 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 44.2 0.0 44.6 0.8 13.7 1.3 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 26,655 : : Positions : : 22,095 13,410 0 8,720 1,160 1,020 675 110 150 815 0 : : : : Changes from: March 14, 2017 : : -800 0 0 -900 200 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 50.3 0.0 32.7 4.4 3.8 2.5 0.4 0.6 3.1 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 124,058 : : Positions : : 51,584 112,178 30,259 995 2,775 22,160 0 305 9,345 150 25 : : : : Changes from: March 14, 2017 : : 2,475 700 -1,830 25 -25 -100 0 50 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 90.4 24.4 0.8 2.2 17.9 0.0 0.2 7.5 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 110,210 : : Positions : : 48,355 100,100 23,660 1,895 1,730 24,810 0 425 5,315 0 0 : : : : Changes from: March 14, 2017 : : 2,050 -875 -3,030 25 -25 -50 0 50 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 90.8 21.5 1.7 1.6 22.5 0.0 0.4 4.8 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 20,585 : : Positions : : 18,170 9,380 0 8,195 75 0 625 25 0 0 0 : : : : Changes from: March 14, 2017 : : 150 200 0 0 0 0 -50 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 45.6 0.0 39.8 0.4 0.0 3.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 12 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 19,500 : : Positions : : 16,855 9,000 0 8,835 875 0 75 0 900 0 0 : : : : Changes from: March 14, 2017 : : 350 500 0 -150 55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 46.2 0.0 45.3 4.5 0.0 0.4 0.0 4.6 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 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 39,395 : : Positions : : 31,045 24,755 0 2,675 2,175 0 3,115 25 0 500 0 : : : : Changes from: March 14, 2017 : : -50 0 0 -50 50 0 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 62.8 0.0 6.8 5.5 0.0 7.9 0.1 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 21, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 29,845 : : Positions : : 21,035 17,735 65 1,140 4,565 0 2,225 0 0 0 0 : : : : Changes from: March 14, 2017 : : -250 -400 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 59.4 0.2 3.8 15.3 0.0 7.5 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 24, 2017