Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 72,101 : : Positions : : 28,128 25,382 9,888 6,318 1,785 1,740 19,778 2,180 19,795 8,229 7,318 : : : : Changes from: March 21, 2017 : : 467 867 408 -251 -33 -185 167 -12 -489 -365 414 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 35.2 13.7 8.8 2.5 2.4 27.4 3.0 27.5 11.4 10.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 14 15 . 4 4 . 4 . 14 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 13,425 : : Positions : : 2,120 7,929 450 1,521 451 320 1,835 300 8,537 315 564 : : : : Changes from: March 21, 2017 : : 35 215 0 80 0 -85 80 0 470 120 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.8 59.1 3.4 11.3 3.4 2.4 13.7 2.2 63.6 2.3 4.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 6 7 . 4 4 . . . 9 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465E Open Interest is 882 : : Positions : : 240 270 25 9 72 120 184 150 156 80 117 : : : : Changes from: March 21, 2017 : : 31 40 -11 1 11 2 4 -25 15 -7 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.3 30.6 2.8 1.0 8.2 13.6 20.9 17.0 17.7 9.1 13.3 : : : : 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 153,248 : : Positions : : 92,197 96,284 5,243 12,935 17,691 15,838 1,383 3,135 7,231 10,001 11,484 : : : : Changes from: March 21, 2017 : : 883 1,088 513 -30 -502 -423 13 133 -10 -84 139 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 62.8 3.4 8.4 11.5 10.3 0.9 2.0 4.7 6.5 7.5 : : : : Number of Traders in Each Category Total Traders: 72 : : 39 43 . . 4 5 . 5 8 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 50,620 : : Positions : : 34,504 47,906 6,914 0 2,072 92 0 260 6,752 357 25 : : : : Changes from: March 21, 2017 : : -448 271 -741 0 742 -33 0 -125 1,493 0 -560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 94.6 13.7 0.0 4.1 0.2 0.0 0.5 13.3 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 27 . 0 . . 0 . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 428,534 : : Positions : : 383,771 301,333 0 93,423 23,394 11,736 0 0 3,641 4,392 5,992 : : : : Changes from: March 21, 2017 : : -192 5,496 0 1,432 -1,032 0 0 0 2,708 -4,412 -1,084 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 70.3 0.0 21.8 5.5 2.7 0.0 0.0 0.8 1.0 1.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 22 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,300,936 : : Positions : :1,059,727 1,031,364 142,066 63,015 53,469 4,269 57,424 16,398 22,771 77,030 2,236 : : : : Changes from: March 21, 2017 : : -107 -9,041 1,544 8,925 2,874 0 1,185 -1,185 0 368 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 79.3 10.9 4.8 4.1 0.3 4.4 1.3 1.8 5.9 0.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 35 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 68,060 : : Positions : : 55,993 42,183 7,005 18,653 1,614 0 2,240 679 1,762 1,685 1,007 : : : : Changes from: March 21, 2017 : : 2,372 1,884 -513 862 139 0 63 261 815 -134 128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 62.0 10.3 27.4 2.4 0.0 3.3 1.0 2.6 2.5 1.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 22 . . . 0 . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 300,947 : : Positions : : 247,290 187,531 46,593 95,494 5,848 0 3,232 0 1,216 8,842 0 : : : : Changes from: March 21, 2017 : : 264 7,024 -8 -5,472 4,208 0 0 0 0 -1,296 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 62.3 15.5 31.7 1.9 0.0 1.1 0.0 0.4 2.9 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 340,521 : : Positions : : 249,332 281,426 46,134 7,872 37,183 0 6,168 7,872 0 0 0 : : : : Changes from: March 21, 2017 : : 22,167 23,399 1,232 0 6,168 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 82.6 13.5 2.3 10.9 0.0 1.8 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 23,380 : : Positions : : 18,231 20,165 2,050 0 2,141 0 91 296 302 69 0 : : : : Changes from: March 21, 2017 : : 898 687 -531 0 558 0 0 0 22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 86.2 8.8 0.0 9.2 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 57,013 : : Positions : : 32,153 30,816 22,179 16,085 2,142 0 0 0 270 7,850 0 : : : : Changes from: March 21, 2017 : : 1,437 -725 1,803 2,160 -53 0 0 0 0 1,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 54.1 38.9 28.2 3.8 0.0 0.0 0.0 0.5 13.8 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 24 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 76,119 : : Positions : : 48,914 41,854 25,146 24,755 1,505 0 0 0 345 7,800 0 : : : : Changes from: March 21, 2017 : : 4,686 -354 1,860 5,160 -60 0 0 0 50 1,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 55.0 33.0 32.5 2.0 0.0 0.0 0.0 0.5 10.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 25 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 34,645 : : Positions : : 25,450 29,470 4,360 0 3,915 0 0 0 700 1,100 0 : : : : Changes from: March 21, 2017 : : 800 225 25 0 -25 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 85.1 12.6 0.0 11.3 0.0 0.0 0.0 2.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 15 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 272,824 : : Positions : : 173,872 257,672 67,984 0 14,416 3,936 0 0 11,880 0 736 : : : : Changes from: March 21, 2017 : : -384 -48 336 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 94.4 24.9 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 18 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 7,410 : : Positions : : 6,639 4,946 217 1,044 0 426 0 0 0 737 40 : : : : Changes from: March 21, 2017 : : 414 216 0 -187 0 0 0 0 0 -60 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 66.7 2.9 14.1 0.0 5.7 0.0 0.0 0.0 9.9 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 18 . . 0 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 42,618 : : Positions : : 32,353 38,043 6,895 0 3,365 0 0 0 0 1,100 0 : : : : Changes from: March 21, 2017 : : 3,345 2,745 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 89.3 16.2 0.0 7.9 0.0 0.0 0.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 21 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 25,831 : : Positions : : 19,291 19,646 2,390 3,215 2,970 0 0 0 1,000 0 0 : : : : Changes from: March 21, 2017 : : 310 270 -120 0 70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 76.1 9.3 12.4 11.5 0.0 0.0 0.0 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 19,352 : : Positions : : 14,752 14,360 1,844 2,945 939 426 86 0 690 0 422 : : : : Changes from: March 21, 2017 : : 513 235 -187 -59 20 0 86 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 74.2 9.5 15.2 4.9 2.2 0.4 0.0 3.6 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 57,474 : : Positions : : 52,991 46,437 1,749 3,592 2,007 0 160 0 330 4,718 370 : : : : Changes from: March 21, 2017 : : 1,309 979 0 -159 62 0 0 0 0 500 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 80.8 3.0 6.2 3.5 0.0 0.3 0.0 0.6 8.2 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 78,070 : : Positions : : 71,005 53,284 2,307 3,888 2,681 410 632 276 451 16,354 884 : : : : Changes from: March 21, 2017 : : 1,010 454 -463 120 344 25 35 0 25 -2 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 68.3 3.0 5.0 3.4 0.5 0.8 0.4 0.6 20.9 1.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 28 . . . . . . 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 39,605 : : Positions : : 30,980 33,030 5,620 5,060 1,275 0 0 0 1,455 0 0 : : : : Changes from: March 21, 2017 : : 1,415 -45 -1,220 240 720 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 83.4 14.2 12.8 3.2 0.0 0.0 0.0 3.7 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 47,415 : : Positions : : 34,675 35,565 8,025 6,980 2,470 0 0 0 2,030 2,400 0 : : : : Changes from: March 21, 2017 : : 1,415 -150 -1,325 240 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 75.0 16.9 14.7 5.2 0.0 0.0 0.0 4.3 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 290,446 : : Positions : : 208,488 262,120 13,404 12,108 13,858 0 0 0 52,786 450 1,910 : : : : Changes from: March 21, 2017 : : 8,729 11,767 0 -3,128 5,480 0 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 90.2 4.6 4.2 4.8 0.0 0.0 0.0 18.2 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 24,713 : : Positions : : 14,455 20,717 529 403 1,294 0 357 624 6,665 684 358 : : : : Changes from: March 21, 2017 : : 223 450 54 -132 86 0 -25 25 16 0 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 83.8 2.1 1.6 5.2 0.0 1.4 2.5 27.0 2.8 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 26 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 38,663 : : Positions : : 28,452 37,781 8,624 0 258 574 0 0 374 243 381 : : : : Changes from: March 21, 2017 : : 330 666 332 0 180 26 0 0 -22 0 202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 97.7 22.3 0.0 0.7 1.5 0.0 0.0 1.0 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 315,741 : : Positions : : 266,753 218,185 7,872 45,428 33,328 4,680 15,692 3,108 0 0 0 : : : : Changes from: March 21, 2017 : : 11,664 11,664 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 69.1 2.5 14.4 10.6 1.5 5.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 19,451 : : Positions : : 14,690 14,389 184 674 1,742 945 0 1,018 0 606 84 : : : : Changes from: March 21, 2017 : : 625 605 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 74.0 0.9 3.5 9.0 4.9 0.0 5.2 0.0 3.1 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 13,593 : : Positions : : 10,653 10,692 2,406 1,253 66 0 443 86 106 306 170 : : : : Changes from: March 21, 2017 : : 639 683 68 23 -23 0 -22 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 78.7 17.7 9.2 0.5 0.0 3.3 0.6 0.8 2.3 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 160,980 : : Positions : : 119,267 109,376 41,713 45,324 0 0 6,280 0 0 0 0 : : : : Changes from: March 21, 2017 : : 5,447 5,159 -288 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 67.9 25.9 28.2 0.0 0.0 3.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 14 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,533 : : Positions : : 15,634 11,720 945 4,226 2,409 0 483 1,359 134 284 52 : : : : Changes from: March 21, 2017 : : 25 205 0 -205 0 0 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 57.1 4.6 20.6 11.7 0.0 2.4 6.6 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA 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 21, 2017 : : 0 0 0 0 0 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 18,515 : : Positions : : 12,595 15,130 1,170 55 2,935 370 0 350 280 0 45 : : : : Changes from: March 21, 2017 : : 90 265 -100 -325 100 -50 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 81.7 6.3 0.3 15.9 2.0 0.0 1.9 1.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 18,765 : : Positions : : 13,480 15,295 1,170 155 2,765 370 0 350 130 0 200 : : : : Changes from: March 21, 2017 : : 190 265 -100 -225 0 -50 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 81.5 6.2 0.8 14.7 2.0 0.0 1.9 0.7 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 553,211 : : Positions : : 345,912 216,274 10,969 64,382 111,367 0 63,761 5,528 0 12,240 78,495 : : : : Changes from: March 21, 2017 : : 4,059 2,948 1,439 664 -534 0 487 300 0 1,369 3,025 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 39.1 2.0 11.6 20.1 0.0 11.5 1.0 0.0 2.2 14.2 : : : : 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 12,110 : : Positions : : 9,990 6,325 1,375 5,520 265 0 0 0 180 0 0 : : : : Changes from: March 21, 2017 : : -25 0 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 52.2 11.4 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 34,475 : : Positions : : 9,732 28,410 20,575 3,425 2,610 1,100 0 0 50 0 0 : : : : Changes from: March 21, 2017 : : 425 1,005 -250 0 35 775 0 -75 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 82.4 59.7 9.9 7.6 3.2 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 32,245 : : Positions : : 8,320 25,775 18,115 2,375 4,080 1,100 0 0 220 0 15 : : : : Changes from: March 21, 2017 : : 275 1,105 -100 0 50 775 0 -75 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 79.9 56.2 7.4 12.7 3.4 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 15,835 : : Positions : : 12,360 13,680 1,730 0 1,545 0 550 0 0 0 0 : : : : Changes from: March 21, 2017 : : 620 0 -340 0 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 86.4 10.9 0.0 9.8 0.0 3.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 20,293 : : Positions : : 19,703 10,718 0 8,370 475 0 150 0 0 500 75 : : : : Changes from: March 21, 2017 : : 430 -165 0 165 0 0 0 0 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.1 52.8 0.0 41.2 2.3 0.0 0.7 0.0 0.0 2.5 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 15 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 22,082 : : Positions : : 21,087 11,992 0 8,780 830 0 150 0 100 300 25 : : : : Changes from: March 21, 2017 : : 450 130 0 -35 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 54.3 0.0 39.8 3.8 0.0 0.7 0.0 0.5 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 106,809 : : Positions : : 93,024 77,577 3,470 16,410 9,060 270 1,557 530 370 1,630 45 : : : : Changes from: March 21, 2017 : : -1,460 -305 505 -830 40 0 325 50 295 -5 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 72.6 3.2 15.4 8.5 0.3 1.5 0.5 0.3 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 32 30 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 127,902 : : Positions : : 110,135 95,425 5,185 13,828 11,257 470 5,042 405 210 1,730 210 : : : : Changes from: March 21, 2017 : : -10 1,585 290 -730 -225 0 -275 -150 210 -100 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 74.6 4.1 10.8 8.8 0.4 3.9 0.3 0.2 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 31 . . 4 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 195,590 : : Positions : : 151,002 144,134 15,219 6,891 7,826 5,210 6,998 8,555 4,297 17,698 3,431 : : : : Changes from: March 21, 2017 : : 1,789 2,496 284 300 -865 30 -51 0 743 95 157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 73.7 7.8 3.5 4.0 2.7 3.6 4.4 2.2 9.0 1.8 : : : : Number of Traders in Each Category Total Traders: 73 : : 37 40 4 . 4 . 5 . 6 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 126,463 : : Positions : : 114,835 94,825 5,273 17,237 2,953 0 3,993 2,105 1,023 5,085 225 : : : : Changes from: March 21, 2017 : : 1,147 2,581 -21 -835 331 0 5 0 608 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 75.0 4.2 13.6 2.3 0.0 3.2 1.7 0.8 4.0 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 30 . . 4 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 49,595 : : Positions : : 41,340 39,745 3,530 5,660 3,560 180 575 0 835 0 30 : : : : Changes from: March 21, 2017 : : 650 -100 -200 450 50 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 80.1 7.1 11.4 7.2 0.4 1.2 0.0 1.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 9 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 46,235 : : Positions : : 38,295 40,175 2,955 1,045 4,295 0 575 0 595 75 0 : : : : Changes from: March 21, 2017 : : 565 -185 -150 450 -220 0 100 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 86.9 6.4 2.3 9.3 0.0 1.2 0.0 1.3 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 29,961 : : Positions : : 26,496 20,008 0 7,533 2,100 950 0 250 0 0 0 : : : : Changes from: March 21, 2017 : : -210 482 0 -702 -6 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 66.8 0.0 25.1 7.0 3.2 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 22 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 20,969 : : Positions : : 15,629 16,859 795 1,445 2,545 750 0 0 1,250 0 0 : : : : Changes from: March 21, 2017 : : -211 -176 95 60 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 80.4 3.8 6.9 12.1 3.6 0.0 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours-5MW per : CFTC Code #064A58 Open Interest is 220,518 : : Positions : : 139,354 112,917 0 31,894 57,193 9,560 0 14,310 0 4,126 0 : : : : Changes from: March 21, 2017 : : 993 1,313 0 -293 297 22 0 28 0 -8 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 51.2 0.0 14.5 25.9 4.3 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 31,337 : : Positions : : 24,282 29,577 5,560 250 50 0 0 0 0 0 0 : : : : Changes from: March 21, 2017 : : 825 525 -255 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 94.4 17.7 0.8 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 28,170 : : Positions : : 21,005 26,605 5,975 250 0 0 0 0 0 0 0 : : : : Changes from: March 21, 2017 : : 600 600 45 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 94.4 21.2 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 28,376 : : Positions : : 17,923 20,850 6,690 3,598 1,577 125 975 0 1,339 1,100 0 : : : : Changes from: March 21, 2017 : : -240 -161 -225 -304 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 73.5 23.6 12.7 5.6 0.4 3.4 0.0 4.7 3.9 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 17,965 : : Positions : : 14,086 14,131 1,370 2,842 690 300 0 0 852 0 7 : : : : Changes from: March 21, 2017 : : 250 265 -225 -240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 78.7 7.6 15.8 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 35,103 : : Positions : : 31,703 16,749 653 13,104 556 0 3,727 0 1,567 475 420 : : : : Changes from: March 21, 2017 : : 1,661 711 -110 750 -300 0 90 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 47.7 1.9 37.3 1.6 0.0 10.6 0.0 4.5 1.4 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 18 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 22,239 : : Positions : : 20,804 15,101 0 5,713 1,305 45 0 5 0 0 0 : : : : Changes from: March 21, 2017 : : 1,733 454 0 1,114 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 67.9 0.0 25.7 5.9 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 15 0 4 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 22,090 : : Positions : : 13,827 18,768 6,941 540 1,092 0 600 0 0 1,005 85 : : : : Changes from: March 21, 2017 : : 676 1,020 600 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 85.0 31.4 2.4 4.9 0.0 2.7 0.0 0.0 4.5 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 35,432 : : Positions : : 32,187 22,200 2,040 11,427 900 0 525 0 50 0 0 : : : : Changes from: March 21, 2017 : : -164 436 -40 -650 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 62.7 5.8 32.3 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 18,450 : : Positions : : 13,062 14,987 3,060 1,370 1,745 0 0 0 505 0 8 : : : : Changes from: March 21, 2017 : : 429 -341 -5 420 -245 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 81.2 16.6 7.4 9.5 0.0 0.0 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 14,265 : : Positions : : 8,260 10,415 1,625 310 3,015 0 0 0 695 0 0 : : : : Changes from: March 21, 2017 : : 455 50 -215 310 -5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 73.0 11.4 2.2 21.1 0.0 0.0 0.0 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 39,320 : : Positions : : 23,497 29,597 11,555 4,580 0 0 0 0 0 725 0 : : : : Changes from: March 21, 2017 : : 0 0 0 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 36,816 : : Positions : : 21,938 27,018 10,705 4,750 0 0 0 0 0 725 0 : : : : Changes from: March 21, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 41,495 : : Positions : : 37,865 8,255 900 6,065 480 0 12,900 300 75 11,970 105 : : : : Changes from: March 21, 2017 : : 1,100 200 0 800 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 19.9 2.2 14.6 1.2 0.0 31.1 0.7 0.2 28.8 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 38,895 : : Positions : : 35,850 8,530 650 7,825 530 0 12,675 510 0 7,720 0 : : : : Changes from: March 21, 2017 : : 1,100 200 0 800 0 0 0 0 -75 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 21.9 1.7 20.1 1.4 0.0 32.6 1.3 0.0 19.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . 0 . . 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 39,098 : : Positions : : 20,540 30,770 9,547 875 3,988 1,590 0 190 1,875 1,955 45 : : : : Changes from: March 21, 2017 : : 170 855 95 0 0 700 0 -150 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 78.7 24.4 2.2 10.2 4.1 0.0 0.5 4.8 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 36,850 : : Positions : : 18,095 29,495 10,380 450 3,390 1,640 0 190 1,875 2,130 45 : : : : Changes from: March 21, 2017 : : 170 855 95 0 -20 700 0 -150 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 80.0 28.2 1.2 9.2 4.5 0.0 0.5 5.1 5.8 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 36,790 : : Positions : : 23,680 19,290 9,860 325 2,765 0 13,405 0 0 750 0 : : : : Changes from: March 21, 2017 : : 0 50 -370 0 0 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 52.4 26.8 0.9 7.5 0.0 36.4 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 33,080 : : Positions : : 19,795 16,760 10,085 475 2,615 0 12,755 0 0 0 0 : : : : Changes from: March 21, 2017 : : 120 50 -70 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 50.7 30.5 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 : : 13 7 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 28,495 : : Positions : : 23,050 17,845 150 6,395 2,010 125 130 50 1,060 0 220 : : : : Changes from: March 21, 2017 : : 25 0 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 62.6 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 27,830 : : Positions : : 22,365 17,400 150 6,525 1,925 125 130 50 1,430 0 370 : : : : Changes from: March 21, 2017 : : 25 0 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 62.5 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 35,452 : : Positions : : 27,320 15,674 0 15,716 275 4,845 575 600 900 1,125 0 : : : : Changes from: March 21, 2017 : : 0 0 0 -100 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 44.2 0.0 44.3 0.8 13.7 1.6 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 26,655 : : Positions : : 22,095 13,410 0 8,620 1,160 1,020 775 110 150 815 0 : : : : Changes from: March 21, 2017 : : 0 0 0 -100 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 50.3 0.0 32.3 4.4 3.8 2.9 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 124,773 : : Positions : : 52,044 112,293 30,364 1,295 2,650 21,860 0 355 9,395 50 25 : : : : Changes from: March 21, 2017 : : 460 115 105 300 -125 -300 0 50 50 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 90.0 24.3 1.0 2.1 17.5 0.0 0.3 7.5 0.0 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 110,065 : : Positions : : 48,585 100,100 23,460 2,195 1,605 24,810 0 425 5,465 0 0 : : : : Changes from: March 21, 2017 : : 230 0 -200 300 -125 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 90.9 21.3 2.0 1.5 22.5 0.0 0.4 5.0 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 21,185 : : Positions : : 18,770 9,380 0 8,795 75 0 625 25 0 0 0 : : : : Changes from: March 21, 2017 : : 600 0 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 44.3 0.0 41.5 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 20,300 : : Positions : : 17,055 9,200 0 9,435 875 0 75 0 1,500 0 0 : : : : Changes from: March 21, 2017 : : 200 200 0 600 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 45.3 0.0 46.5 4.3 0.0 0.4 0.0 7.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 11 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 40,045 : : Positions : : 31,345 24,755 215 2,590 2,310 0 3,715 25 0 500 0 : : : : Changes from: March 21, 2017 : : 300 0 215 -85 135 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 61.8 0.5 6.5 5.8 0.0 9.3 0.1 0.0 1.2 0.0 : : : : 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 28, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 30,370 : : Positions : : 21,335 17,735 665 1,440 4,315 0 2,825 0 0 0 0 : : : : Changes from: March 21, 2017 : : 300 0 600 300 -250 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 58.4 2.2 4.7 14.2 0.0 9.3 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 June 6, 2017