Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 70,336 : : Positions : : 26,974 27,765 8,341 6,325 2,033 3,250 17,544 1,640 19,720 7,070 7,077 : : : : Changes from: April 18, 2017 : : -150 1,524 -428 -240 132 380 -1,014 55 170 -195 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 39.5 11.9 9.0 2.9 4.6 24.9 2.3 28.0 10.1 10.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 13 14 . 4 4 . 4 . 14 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 12,351 : : Positions : : 1,918 7,476 527 1,610 351 455 1,189 265 7,398 70 875 : : : : Changes from: April 18, 2017 : : 9 364 -30 115 95 -15 -260 5 155 -125 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.5 60.5 4.3 13.0 2.8 3.7 9.6 2.1 59.9 0.6 7.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 7 . . . . . . 9 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 884 : : Positions : : 217 243 69 26 63 74 150 171 158 100 131 : : : : Changes from: April 18, 2017 : : -23 -21 9 10 4 -44 -29 33 28 10 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 27.5 7.8 2.9 7.2 8.4 17.0 19.3 17.9 11.3 14.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 6 . . . . . 4 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 150,381 : : Positions : : 91,554 90,845 4,981 13,907 17,934 13,808 1,742 3,770 6,180 9,977 11,735 : : : : Changes from: April 18, 2017 : : 1,448 -1,613 -30 1,583 47 326 337 272 -56 1,440 453 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 60.4 3.3 9.2 11.9 9.2 1.2 2.5 4.1 6.6 7.8 : : : : Number of Traders in Each Category Total Traders: 75 : : 39 44 . . 4 6 . 7 9 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 49,068 : : Positions : : 32,441 45,762 6,270 0 2,688 100 0 130 7,282 331 157 : : : : Changes from: April 18, 2017 : : 304 -136 -672 0 468 9 0 -130 198 -26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 93.3 12.8 0.0 5.5 0.2 0.0 0.3 14.8 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 26 . 0 . . 0 . 6 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 422,509 : : Positions : : 365,702 304,692 0 82,362 29,639 10,096 0 0 14,864 3,608 2,208 : : : : Changes from: April 18, 2017 : : -489 -745 0 2,312 0 -1,640 0 0 1,680 -2,016 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 72.1 0.0 19.5 7.0 2.4 0.0 0.0 3.5 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 21 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 1,278,350 : : Positions : :1,061,716 979,403 130,434 84,638 42,234 2,769 78,135 14,898 23,571 76,314 2,728 : : : : Changes from: April 18, 2017 : : 5,400 -14,992 -3,953 5,166 -864 0 14,432 0 391 -2,768 1,600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 76.6 10.2 6.6 3.3 0.2 6.1 1.2 1.8 6.0 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 32 34 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 69,539 : : Positions : : 57,700 44,560 7,168 15,565 1,406 0 3,574 994 1,325 2,495 946 : : : : Changes from: April 18, 2017 : : 1,563 20 -347 -843 67 0 1,336 -126 -389 315 79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 64.1 10.3 22.4 2.0 0.0 5.1 1.4 1.9 3.6 1.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 22 . . . 0 4 . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 305,448 : : Positions : : 245,992 186,867 41,795 92,217 10,824 330 2,921 4,635 1,872 7,984 0 : : : : Changes from: April 18, 2017 : : 6,480 512 -328 6,756 -5,320 132 0 1,854 656 -328 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 61.2 13.7 30.2 3.5 0.1 1.0 1.5 0.6 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 354,811 : : Positions : : 237,380 269,950 73,571 7,914 36,346 0 30,318 7,122 392 3,161 0 : : : : Changes from: April 18, 2017 : : 11,344 7,587 19,643 0 -6,779 0 23,400 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 76.1 20.7 2.2 10.2 0.0 8.5 2.0 0.1 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 21 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 22,869 : : Positions : : 17,368 19,217 2,134 0 2,500 0 177 210 234 86 0 : : : : Changes from: April 18, 2017 : : 121 526 449 0 -194 0 0 0 -22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 84.0 9.3 0.0 10.9 0.0 0.8 0.9 1.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 62,892 : : Positions : : 39,359 29,210 20,742 19,065 1,967 0 0 0 535 12,600 50 : : : : Changes from: April 18, 2017 : : 2,695 -725 -2,185 1,235 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 46.4 33.0 30.3 3.1 0.0 0.0 0.0 0.9 20.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 24 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 81,563 : : Positions : : 56,059 41,241 23,267 26,140 1,377 0 0 0 640 12,600 50 : : : : Changes from: April 18, 2017 : : 4,650 2,115 -2,460 35 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 50.6 28.5 32.0 1.7 0.0 0.0 0.0 0.8 15.4 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 24 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 35,470 : : Positions : : 26,117 28,905 4,130 1,045 4,320 0 0 0 700 1,050 0 : : : : Changes from: April 18, 2017 : : 1,300 1,400 200 105 575 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 81.5 11.6 2.9 12.2 0.0 0.0 0.0 2.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 272,864 : : Positions : : 178,952 256,488 64,072 0 14,040 3,560 0 0 9,904 0 2,336 : : : : Changes from: April 18, 2017 : : 5,120 64 -2,656 0 0 0 0 0 -2,400 0 1,600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 94.0 23.5 0.0 5.1 1.3 0.0 0.0 3.6 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439N Open Interest is 5,209 : : Positions : : 4,104 4,866 580 110 84 0 0 0 80 66 0 : : : : Changes from: April 18, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 93.4 11.1 2.1 1.6 0.0 0.0 0.0 1.5 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 7,769 : : Positions : : 6,290 5,795 169 111 520 576 0 0 126 573 66 : : : : Changes from: April 18, 2017 : : -63 151 -44 0 66 0 0 0 0 -258 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 74.6 2.2 1.4 6.7 7.4 0.0 0.0 1.6 7.4 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 8,017 : : Positions : : 6,862 4,185 0 2,110 90 900 1,032 0 0 0 0 : : : : Changes from: April 18, 2017 : : 450 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 52.2 0.0 26.3 1.1 11.2 12.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 14,025 : : Positions : : 12,475 8,520 0 4,760 300 225 0 0 305 100 300 : : : : Changes from: April 18, 2017 : : 100 90 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 60.7 0.0 33.9 2.1 1.6 0.0 0.0 2.2 0.7 2.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 43,147 : : Positions : : 32,537 37,142 5,750 0 4,855 0 0 0 0 1,050 0 : : : : Changes from: April 18, 2017 : : 700 1,025 320 0 630 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 86.1 13.3 0.0 11.3 0.0 0.0 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 23 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 26,221 : : Positions : : 20,206 19,636 1,875 3,450 3,135 0 0 0 825 0 0 : : : : Changes from: April 18, 2017 : : 120 95 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 74.9 7.2 13.2 12.0 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 20 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 18,548 : : Positions : : 14,082 13,714 1,524 2,562 1,147 380 194 0 439 0 422 : : : : Changes from: April 18, 2017 : : -248 -128 229 21 -83 0 88 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 73.9 8.2 13.8 6.2 2.0 1.0 0.0 2.4 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 16 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 59,567 : : Positions : : 54,719 46,249 2,214 3,767 2,117 0 0 0 280 7,020 150 : : : : Changes from: April 18, 2017 : : 1,246 737 -30 -125 270 0 0 0 0 604 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 77.6 3.7 6.3 3.6 0.0 0.0 0.0 0.5 11.8 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 20 . . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 77,492 : : Positions : : 70,644 55,192 2,624 3,813 1,989 354 472 564 731 14,855 531 : : : : Changes from: April 18, 2017 : : 991 653 -40 -15 -15 -150 -30 144 -15 194 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 71.2 3.4 4.9 2.6 0.5 0.6 0.7 0.9 19.2 0.7 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 27 . . . . . . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 50,330 : : Positions : : 37,780 40,225 9,875 8,560 600 300 0 0 1,025 445 300 : : : : Changes from: April 18, 2017 : : 410 3,435 3,625 600 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 79.9 19.6 17.0 1.2 0.6 0.0 0.0 2.0 0.9 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 7 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 60,920 : : Positions : : 43,515 44,380 12,245 10,720 2,800 300 0 0 1,380 2,545 475 : : : : Changes from: April 18, 2017 : : 1,260 4,260 3,600 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 72.8 20.1 17.6 4.6 0.5 0.0 0.0 2.3 4.2 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 305,685 : : Positions : : 232,233 277,212 13,421 11,504 14,609 0 0 0 44,262 1,200 1,160 : : : : Changes from: April 18, 2017 : : 22,233 17,455 392 2,352 -392 0 0 0 -2,818 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 90.7 4.4 3.8 4.8 0.0 0.0 0.0 14.5 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 25 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 24,620 : : Positions : : 15,977 20,745 477 523 1,106 0 599 345 5,538 595 455 : : : : Changes from: April 18, 2017 : : 1,482 1,304 -55 143 -33 0 -85 0 -107 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 84.3 1.9 2.1 4.5 0.0 2.4 1.4 22.5 2.4 1.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 27 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 37,735 : : Positions : : 28,404 36,741 7,212 0 564 515 0 0 713 103 327 : : : : Changes from: April 18, 2017 : : 538 538 104 0 0 0 0 0 -104 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 97.4 19.1 0.0 1.5 1.4 0.0 0.0 1.9 0.3 0.9 : : : : 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 April 25, 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 311,205 : : Positions : : 262,481 210,762 7,122 51,006 29,821 4,680 16,893 2,331 4,770 392 0 : : : : Changes from: April 18, 2017 : : -16 -16 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 67.7 2.3 16.4 9.6 1.5 5.4 0.7 1.5 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 18,994 : : Positions : : 14,304 13,906 466 614 1,491 1,099 0 1,018 87 606 84 : : : : Changes from: April 18, 2017 : : -493 165 255 22 -211 510 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 73.2 2.5 3.2 7.8 5.8 0.0 5.4 0.5 3.2 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 153,663 : : Positions : : 65,985 110,619 82,606 24,324 4,680 0 14,040 0 392 0 0 : : : : Changes from: April 18, 2017 : : 0 392 0 0 0 0 0 0 392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 72.0 53.8 15.8 3.0 0.0 9.1 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 14,330 : : Positions : : 9,629 11,212 3,327 1,593 64 751 371 178 129 194 147 : : : : Changes from: April 18, 2017 : : 277 709 108 -22 22 0 -3 2 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 78.2 23.2 11.1 0.4 5.2 2.6 1.2 0.9 1.4 1.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 174,527 : : Positions : : 108,564 126,298 51,923 42,307 0 14,040 5,530 0 0 392 0 : : : : Changes from: April 18, 2017 : : 2,472 5,232 3,152 0 -1,176 0 0 0 0 392 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 72.4 29.8 24.2 0.0 8.0 3.2 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 15 . . 0 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 19,560 : : Positions : : 14,973 10,771 941 4,348 2,290 0 537 1,305 0 258 51 : : : : Changes from: April 18, 2017 : : 26 103 0 -77 77 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 55.1 4.8 22.2 11.7 0.0 2.7 6.7 0.0 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 178,299 : : Positions : : 142,904 91,109 16,763 65,637 18,632 0 0 0 0 2,921 0 : : : : Changes from: April 18, 2017 : : 2,280 1,952 -328 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 51.1 9.4 36.8 10.4 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 16,255 : : Positions : : 10,705 13,205 1,030 0 2,805 340 0 200 280 0 45 : : : : Changes from: April 18, 2017 : : -315 -1,035 -660 0 140 -180 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 81.2 6.3 0.0 17.3 2.1 0.0 1.2 1.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 11 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 17,080 : : Positions : : 12,275 13,705 955 260 2,635 140 0 265 315 0 215 : : : : Changes from: April 18, 2017 : : -120 -885 -375 260 -95 -180 0 35 50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 80.2 5.6 1.5 15.4 0.8 0.0 1.6 1.8 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 541,955 : : Positions : : 341,582 222,091 6,819 57,015 117,144 0 57,587 3,724 0 10,985 72,307 : : : : Changes from: April 18, 2017 : : -8,390 -3,948 741 -3,375 642 0 -1,007 -277 0 673 -2,387 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 41.0 1.3 10.5 21.6 0.0 10.6 0.7 0.0 2.0 13.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 11,250 : : Positions : : 9,165 5,840 1,340 5,225 185 0 0 0 180 0 0 : : : : Changes from: April 18, 2017 : : 0 0 -120 0 70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 51.9 11.9 46.4 1.6 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 32,318 : : Positions : : 8,582 26,260 19,835 4,205 1,825 1,175 0 0 250 0 0 : : : : Changes from: April 18, 2017 : : 75 400 625 300 -215 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 81.3 61.4 13.0 5.6 3.6 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 29,664 : : Positions : : 7,057 22,995 17,440 3,205 3,440 1,175 0 0 150 0 0 : : : : Changes from: April 18, 2017 : : -25 175 500 300 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 77.5 58.8 10.8 11.6 4.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 14,585 : : Positions : : 11,505 12,565 1,800 335 1,100 0 425 0 0 0 0 : : : : Changes from: April 18, 2017 : : 25 50 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 86.2 12.3 2.3 7.5 0.0 2.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D5 Open Interest is 10,255 : : Positions : : 7,860 8,600 1,120 415 980 0 200 0 0 0 0 : : : : Changes from: April 18, 2017 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 83.9 10.9 4.0 9.6 0.0 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 23,633 : : Positions : : 22,748 10,343 70 10,140 700 0 100 0 0 2,275 75 : : : : Changes from: April 18, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 43.8 0.3 42.9 3.0 0.0 0.4 0.0 0.0 9.6 0.3 : : : : 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 April 25, 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 25,961 : : Positions : : 24,966 12,521 70 10,405 760 0 100 0 100 2,100 25 : : : : Changes from: April 18, 2017 : : 50 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 48.2 0.3 40.1 2.9 0.0 0.4 0.0 0.4 8.1 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 110,894 : : Positions : : 95,789 81,537 6,355 17,990 7,900 0 1,382 500 295 1,470 30 : : : : Changes from: April 18, 2017 : : 4,113 3,173 1,345 2,290 -345 -170 -175 170 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 73.5 5.7 16.2 7.1 0.0 1.2 0.5 0.3 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 30 29 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 133,415 : : Positions : : 114,330 99,938 7,245 16,120 10,580 270 3,277 595 310 2,845 60 : : : : Changes from: April 18, 2017 : : 4,732 3,277 855 2,465 60 25 -780 210 140 800 35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 74.9 5.4 12.1 7.9 0.2 2.5 0.4 0.2 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 33 29 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 198,257 : : Positions : : 155,446 144,683 13,787 9,276 7,307 5,760 4,828 8,490 3,551 19,853 3,638 : : : : Changes from: April 18, 2017 : : 2,579 77 -762 190 891 585 683 0 -333 1,071 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 73.0 7.0 4.7 3.7 2.9 2.4 4.3 1.8 10.0 1.8 : : : : Number of Traders in Each Category Total Traders: 74 : : 37 36 4 . 4 . 6 . 6 9 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 125,716 : : Positions : : 114,805 93,801 4,517 18,847 1,562 200 3,678 2,700 1,613 4,848 250 : : : : Changes from: April 18, 2017 : : 1,410 1,451 -23 456 157 110 -385 610 -45 -50 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 74.6 3.6 15.0 1.2 0.2 2.9 2.1 1.3 3.9 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 32 29 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 49,610 : : Positions : : 41,205 39,200 3,680 6,125 3,505 355 750 0 730 0 5 : : : : Changes from: April 18, 2017 : : 1,320 850 -190 510 -60 175 0 0 50 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 79.0 7.4 12.3 7.1 0.7 1.5 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 10 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 46,565 : : Positions : : 38,540 39,870 3,005 1,830 4,190 205 650 0 550 0 0 : : : : Changes from: April 18, 2017 : : 1,245 750 -190 485 -80 205 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 85.6 6.5 3.9 9.0 0.4 1.4 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 8 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 28,909 : : Positions : : 25,206 19,258 0 6,416 2,940 375 0 225 0 0 0 : : : : Changes from: April 18, 2017 : : 345 490 0 -745 0 -600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 66.6 0.0 22.2 10.2 1.3 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 24 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 21,261 : : Positions : : 16,416 16,901 455 1,660 2,640 675 0 0 1,075 0 0 : : : : Changes from: April 18, 2017 : : 110 -210 0 270 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 79.5 2.1 7.8 12.4 3.2 0.0 0.0 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 220,652 : : Positions : : 135,243 113,774 0 33,209 60,040 18,080 0 7,111 0 6,337 0 : : : : Changes from: April 18, 2017 : : 645 53 0 655 -199 1,882 0 -1,227 0 1,839 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 51.6 0.0 15.1 27.2 8.2 0.0 3.2 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 17 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 2,392,900 : : Positions : :1,686,281 1,209,296 0 782,415 341,669 364,950 0 0 0 59,520 0 : : : : Changes from: April 18, 2017 : : -26,538 1,472 0 -3,990 0 24,020 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 50.5 0.0 32.7 14.3 15.3 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 0 4 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 35,692 : : Positions : : 26,287 33,557 7,495 225 0 0 0 0 0 0 0 : : : : Changes from: April 18, 2017 : : -150 -150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 94.0 21.0 0.6 0.0 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 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 32,005 : : Positions : : 23,055 30,485 7,760 225 0 0 0 0 0 0 0 : : : : Changes from: April 18, 2017 : : -150 -150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 95.3 24.2 0.7 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 April 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 26,872 : : Positions : : 16,639 20,159 6,640 3,369 1,359 70 875 0 1,290 1,050 0 : : : : Changes from: April 18, 2017 : : 541 676 180 70 0 70 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 75.0 24.7 12.5 5.1 0.3 3.3 0.0 4.8 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 17,128 : : Positions : : 13,366 13,619 1,322 2,542 690 270 0 0 848 0 7 : : : : Changes from: April 18, 2017 : : -25 105 10 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 79.5 7.7 14.8 4.0 1.6 0.0 0.0 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 34,842 : : Positions : : 30,804 16,605 550 11,403 1,369 0 4,607 0 1,540 350 395 : : : : Changes from: April 18, 2017 : : 454 294 105 -410 409 0 650 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 47.7 1.6 32.7 3.9 0.0 13.2 0.0 4.4 1.0 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 17 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 22,918 : : Positions : : 21,268 16,820 0 4,509 1,475 110 0 0 0 0 0 : : : : Changes from: April 18, 2017 : : 66 426 0 -300 200 60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 73.4 0.0 19.7 6.4 0.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 17 0 4 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 20,850 : : Positions : : 13,260 17,572 6,383 640 1,002 0 575 0 0 960 85 : : : : Changes from: April 18, 2017 : : -2 -8 60 50 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 84.3 30.6 3.1 4.8 0.0 2.8 0.0 0.0 4.6 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 33,124 : : Positions : : 29,874 20,501 1,887 10,588 1,055 0 525 0 180 0 5 : : : : Changes from: April 18, 2017 : : -655 170 0 -840 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 61.9 5.7 32.0 3.2 0.0 1.6 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 20 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 18,606 : : Positions : : 12,164 15,336 3,820 1,130 1,805 0 0 0 613 0 0 : : : : Changes from: April 18, 2017 : : 170 145 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 82.4 20.5 6.1 9.7 0.0 0.0 0.0 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 16,080 : : Positions : : 9,750 12,413 1,450 32 3,075 0 0 0 985 0 0 : : : : Changes from: April 18, 2017 : : 900 880 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 77.2 9.0 0.2 19.1 0.0 0.0 0.0 6.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 37,197 : : Positions : : 22,592 27,057 10,770 5,105 0 0 0 0 0 1,200 0 : : : : Changes from: April 18, 2017 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 72.7 29.0 13.7 0.0 0.0 0.0 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 19 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 34,990 : : Positions : : 21,228 24,468 9,960 5,380 0 0 0 0 0 1,200 0 : : : : Changes from: April 18, 2017 : : 0 -50 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 69.9 28.5 15.4 0.0 0.0 0.0 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 18 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 41,720 : : Positions : : 35,785 11,390 1,425 5,945 2,605 0 11,015 200 75 9,165 460 : : : : Changes from: April 18, 2017 : : -580 1,760 0 -140 2,100 0 -1,250 0 0 -950 215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 27.3 3.4 14.2 6.2 0.0 26.4 0.5 0.2 22.0 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 39,830 : : Positions : : 34,325 12,670 1,200 7,065 2,655 0 10,565 340 0 5,455 325 : : : : Changes from: April 18, 2017 : : -740 1,750 0 -490 2,100 0 -1,500 0 0 -500 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 31.8 3.0 17.7 6.7 0.0 26.5 0.9 0.0 13.7 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 43,005 : : Positions : : 19,665 35,145 16,460 925 3,000 710 0 590 1,175 1,970 30 : : : : Changes from: April 18, 2017 : : -480 1,945 2,500 0 -75 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 81.7 38.3 2.2 7.0 1.7 0.0 1.4 2.7 4.6 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 38,615 : : Positions : : 17,055 32,355 15,750 400 2,105 760 0 590 1,075 1,945 30 : : : : Changes from: April 18, 2017 : : -750 1,675 2,500 0 -75 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 83.8 40.8 1.0 5.5 2.0 0.0 1.5 2.8 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 36,335 : : Positions : : 23,415 20,720 9,495 275 2,790 0 10,925 0 100 1,300 0 : : : : Changes from: April 18, 2017 : : 160 310 200 0 0 0 0 0 100 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 57.0 26.1 0.8 7.7 0.0 30.1 0.0 0.3 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 33,330 : : Positions : : 20,520 18,875 9,545 400 2,665 0 10,325 0 0 575 0 : : : : Changes from: April 18, 2017 : : 680 630 150 0 0 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 56.6 28.6 1.2 8.0 0.0 31.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 26,930 : : Positions : : 23,225 15,835 0 7,885 1,190 100 130 50 525 0 155 : : : : Changes from: April 18, 2017 : : 150 0 0 -150 0 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 58.8 0.0 29.3 4.4 0.4 0.5 0.2 1.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 26,225 : : Positions : : 22,470 15,615 0 7,770 1,100 100 130 50 945 0 255 : : : : Changes from: April 18, 2017 : : 150 0 0 -150 0 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 59.5 0.0 29.6 4.2 0.4 0.5 0.2 3.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 9 0 . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 36,295 : : Positions : : 28,290 16,304 0 16,521 250 5,335 775 400 900 950 0 : : : : Changes from: April 18, 2017 : : 1,115 640 0 1,225 0 400 0 -50 300 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 44.9 0.0 45.5 0.7 14.7 2.1 1.1 2.5 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 27,975 : : Positions : : 23,395 14,435 0 8,890 860 825 875 210 400 640 0 : : : : Changes from: April 18, 2017 : : 1,170 545 0 575 -150 -400 0 100 300 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 51.6 0.0 31.8 3.1 2.9 3.1 0.8 1.4 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 9 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 120,595 : : Positions : : 58,794 106,360 23,666 1,480 2,375 17,015 0 200 8,565 175 10 : : : : Changes from: April 18, 2017 : : 2,745 -2,445 -3,215 0 0 -1,650 0 0 -325 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 88.2 19.6 1.2 2.0 14.1 0.0 0.2 7.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 102,370 : : Positions : : 51,130 91,545 17,470 2,430 1,720 20,425 0 300 4,975 0 0 : : : : Changes from: April 18, 2017 : : 1,130 -3,910 -3,665 0 550 -1,100 0 0 -275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 89.4 17.1 2.4 1.7 20.0 0.0 0.3 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 24 . . . . 0 . 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 21,220 : : Positions : : 18,240 8,890 0 9,295 40 0 700 25 600 0 0 : : : : Changes from: April 18, 2017 : : 550 550 0 -100 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 41.9 0.0 43.8 0.2 0.0 3.3 0.1 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 13 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 20,160 : : Positions : : 16,265 9,925 0 8,565 575 0 50 0 2,100 0 0 : : : : Changes from: April 18, 2017 : : 800 1,150 0 -350 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 49.2 0.0 42.5 2.9 0.0 0.2 0.0 10.4 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 April 25, 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 45,710 : : Positions : : 36,445 29,810 45 2,375 2,960 0 4,265 25 210 250 0 : : : : Changes from: April 18, 2017 : : 2,625 3,300 0 -295 650 0 -100 0 30 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 65.2 0.1 5.2 6.5 0.0 9.3 0.1 0.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 25, 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 29,455 : : Positions : : 21,895 16,850 455 2,870 3,290 0 2,750 0 0 0 0 : : : : Changes from: April 18, 2017 : : 280 120 0 280 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 57.2 1.5 9.7 11.2 0.0 9.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 28, 2017