Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 92,078 : : Positions : : 27,017 28,499 7,892 9,552 6,442 428 24,335 4,708 35,029 8,242 9,354 : : : : Changes from: August 30, 2016 : : 763 -1,498 -530 2,262 -230 -300 -2,200 -4,064 -170 1,530 973 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 31.0 8.6 10.4 7.0 0.5 26.4 5.1 38.0 9.0 10.2 : : : : Number of Traders in Each Category Total Traders: 58 : : 16 15 . . 5 . 6 4 16 12 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 18,459 : : Positions : : 2,044 8,264 0 3,032 716 403 2,305 1,807 11,667 1,039 1,196 : : : : Changes from: August 30, 2016 : : -30 380 0 20 65 -60 340 470 610 -75 209 : : : : Percent of Open Interest Represented by Each Category of Trader : : 11.1 44.8 0.0 16.4 3.9 2.2 12.5 9.8 63.2 5.6 6.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 11 8 0 4 . . . . 11 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 127,480 : : Positions : : 73,591 91,478 11,470 12,194 7,570 19,129 1,724 1,588 8,104 6,770 5,439 : : : : Changes from: August 30, 2016 : : -4,466 -3,668 -1,337 -1,771 -104 -638 -90 -231 689 -93 -750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 71.8 9.0 9.6 5.9 15.0 1.4 1.2 6.4 5.3 4.3 : : : : Number of Traders in Each Category Total Traders: 77 : : 42 43 . . 4 5 . 5 8 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 41,475 : : Positions : : 31,547 32,593 3,423 3,459 4,086 0 537 0 1,619 0 800 : : : : Changes from: August 30, 2016 : : -3,660 -3,725 371 469 -532 0 -189 0 -156 0 -247 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 78.6 8.3 8.3 9.9 0.0 1.3 0.0 3.9 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 332,978 : : Positions : : 281,656 290,331 25,331 13,200 24,055 1,616 0 0 0 5,072 320 : : : : Changes from: August 30, 2016 : : -33,408 -26,528 -3,377 -3,393 -1,599 -624 0 0 0 -7,488 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 87.2 7.6 4.0 7.2 0.5 0.0 0.0 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 19 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 1,524,857 : : Positions : :1,235,176 1,199,331 173,004 154,853 21,120 1,942 13,991 62,788 27,681 69,628 3,146 : : : : Changes from: August 30, 2016 : : -58,473 -52,459 -5,274 2,189 1,536 -376 -11,549 4,822 1,552 -752 -1,920 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 78.7 11.3 10.2 1.4 0.1 0.9 4.1 1.8 4.6 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 34 . 4 4 . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 70,548 : : Positions : : 47,804 52,717 7,451 1,592 7,557 1,943 3,205 356 2,164 1,686 3,273 : : : : Changes from: August 30, 2016 : : 23 334 198 -561 508 0 8 200 -381 -103 282 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 74.7 10.6 2.3 10.7 2.8 4.5 0.5 3.1 2.4 4.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 24 . . . . . . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 315,897 : : Positions : : 192,348 259,750 67,378 0 53,323 0 0 0 2,528 8 320 : : : : Changes from: August 30, 2016 : : 321 -3,429 -1,254 0 1,254 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 82.2 21.3 0.0 16.9 0.0 0.0 0.0 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 428,653 : : Positions : : 322,705 368,637 53,331 9,392 39,744 3,040 728 8,632 1,201 1,520 0 : : : : Changes from: August 30, 2016 : : -12,680 -17,192 -2,624 0 -376 -1,504 0 0 0 384 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 86.0 12.4 2.2 9.3 0.7 0.2 2.0 0.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 22 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 31,471 : : Positions : : 24,586 28,568 3,169 0 1,618 413 0 678 316 42 41 : : : : Changes from: August 30, 2016 : : -2,704 -2,924 -114 0 -105 -279 -207 -41 -178 42 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 90.8 10.1 0.0 5.1 1.3 0.0 2.2 1.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 . 0 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 51,285 : : Positions : : 35,074 33,305 14,028 16,300 1,660 0 0 0 140 0 0 : : : : Changes from: August 30, 2016 : : -2,827 -4,320 -1,722 -305 -80 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 64.9 27.4 31.8 3.2 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 27 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 4,300 : : Positions : : 2,800 4,000 100 0 0 50 150 150 1,050 0 0 : : : : Changes from: August 30, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 93.0 2.3 0.0 0.0 1.2 3.5 3.5 24.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . 0 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 72,824 : : Positions : : 54,980 49,965 16,123 21,435 1,280 0 0 0 40 25 0 : : : : Changes from: August 30, 2016 : : -5,753 -8,280 -2,072 -245 0 -500 0 0 -382 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 68.6 22.1 29.4 1.8 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 28 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 27,401 : : Positions : : 22,347 22,706 1,140 595 2,805 0 0 0 525 1,175 0 : : : : Changes from: August 30, 2016 : : 983 1,123 -500 -600 1,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 82.9 4.2 2.2 10.2 0.0 0.0 0.0 1.9 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 300,312 : : Positions : : 207,624 289,800 70,232 0 10,128 7,096 0 0 4,848 0 384 : : : : Changes from: August 30, 2016 : : 768 5,440 4,672 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 96.5 23.4 0.0 3.4 2.4 0.0 0.0 1.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 17 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 9,623 : : Positions : : 7,602 6,086 90 1,293 127 1,112 0 156 428 1,856 84 : : : : Changes from: August 30, 2016 : : 128 170 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 63.2 0.9 13.4 1.3 11.6 0.0 1.6 4.4 19.3 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 . . . 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 10,340 : : Positions : : 6,410 6,860 0 3,240 60 1,800 0 0 1,950 0 0 : : : : Changes from: August 30, 2016 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 66.3 0.0 31.3 0.6 17.4 0.0 0.0 18.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 13 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 10,085 : : Positions : : 6,775 6,795 0 1,355 975 250 0 50 1,025 300 430 : : : : Changes from: August 30, 2016 : : -1,070 -855 0 -730 415 -375 0 0 -140 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 67.4 0.0 13.4 9.7 2.5 0.0 0.5 10.2 3.0 4.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 37,670 : : Positions : : 31,295 32,585 2,570 55 3,285 0 75 0 450 1,550 0 : : : : Changes from: August 30, 2016 : : 968 1,233 195 0 520 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 86.5 6.8 0.1 8.7 0.0 0.2 0.0 1.2 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 23 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 25,509 : : Positions : : 20,279 19,839 2,435 3,650 1,845 50 0 0 660 75 0 : : : : Changes from: August 30, 2016 : : 1,080 480 0 600 -600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 77.8 9.5 14.3 7.2 0.2 0.0 0.0 2.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 21,939 : : Positions : : 16,656 15,497 2,541 2,669 1,855 115 419 0 0 707 214 : : : : Changes from: August 30, 2016 : : -271 -334 0 63 -42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 70.6 11.6 12.2 8.5 0.5 1.9 0.0 0.0 3.2 1.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 55,141 : : Positions : : 48,155 45,661 761 2,948 2,570 0 222 0 1,331 1,838 1,777 : : : : Changes from: August 30, 2016 : : -83 303 -181 -115 24 0 0 0 0 100 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 82.8 1.4 5.3 4.7 0.0 0.4 0.0 2.4 3.3 3.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 23 . . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 71,418 : : Positions : : 61,488 53,279 4,121 3,028 2,500 122 265 175 1,667 11,127 924 : : : : Changes from: August 30, 2016 : : 223 200 214 36 -266 0 0 0 5 482 -149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 74.6 5.8 4.2 3.5 0.2 0.4 0.2 2.3 15.6 1.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 29 . . 4 . . . 5 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 46,960 : : Positions : : 37,795 42,070 7,090 3,500 1,390 0 0 0 665 0 0 : : : : Changes from: August 30, 2016 : : -4,085 -5,190 -925 80 -80 0 0 0 -95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 89.6 15.1 7.5 3.0 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 24 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 52,875 : : Positions : : 42,785 45,860 8,285 6,395 620 0 0 0 1,165 0 0 : : : : Changes from: August 30, 2016 : : -4,510 -6,000 -1,395 -90 -50 -50 0 0 -130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 86.7 15.7 12.1 1.2 0.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 340,842 : : Positions : : 228,996 288,840 34,409 13,478 13,463 0 816 0 54,018 16,545 5,820 : : : : Changes from: August 30, 2016 : : -4,520 -1,480 770 -376 0 0 0 0 -362 0 770 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 84.7 10.1 4.0 3.9 0.0 0.2 0.0 15.8 4.9 1.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 26 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 27,124 : : Positions : : 20,091 21,167 501 451 1,261 86 778 765 2,908 1,448 969 : : : : Changes from: August 30, 2016 : : -541 290 0 -8 -63 0 -124 0 395 0 -81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 78.0 1.8 1.7 4.6 0.3 2.9 2.8 10.7 5.3 3.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 28 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 33,249 : : Positions : : 21,192 32,885 10,043 0 0 77 104 0 1,911 234 26 : : : : Changes from: August 30, 2016 : : 26 52 0 0 0 0 0 0 52 26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 98.9 30.2 0.0 0.0 0.2 0.3 0.0 5.7 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 13 . 0 0 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 276,022 : : Positions : : 217,721 220,068 43,641 21,669 13,900 760 19,184 0 0 1,201 0 : : : : Changes from: August 30, 2016 : : -6,689 -12,489 -2,256 3,544 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 79.7 15.8 7.9 5.0 0.3 7.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 19,444 : : Positions : : 15,556 17,118 3,088 360 444 252 1,018 0 0 0 0 : : : : Changes from: August 30, 2016 : : -1,172 -1,347 -97 -65 19 -46 -46 0 -92 -69 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 88.0 15.9 1.9 2.3 1.3 5.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 10,962 : : Positions : : 6,935 7,770 1,614 1,147 331 759 0 0 434 0 617 : : : : Changes from: August 30, 2016 : : -615 -392 70 -23 141 -184 -138 0 -133 -69 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 70.9 14.7 10.5 3.0 6.9 0.0 0.0 4.0 0.0 5.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 129,655 : : Positions : : 101,058 95,396 21,580 29,865 408 3,553 0 0 728 1,658 1,944 : : : : Changes from: August 30, 2016 : : -13,536 -14,656 -3,384 -3,008 -376 -744 0 0 0 0 -376 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 73.6 16.6 23.0 0.3 2.7 0.0 0.0 0.6 1.3 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 17,048 : : Positions : : 14,091 10,411 1,265 3,025 892 0 1,391 0 230 504 319 : : : : Changes from: August 30, 2016 : : -616 -197 -332 -166 67 0 -443 0 94 -69 -161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 61.1 7.4 17.7 5.2 0.0 8.2 0.0 1.3 3.0 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 23 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 182,249 : : Positions : : 148,988 107,485 17,564 50,517 14,521 0 8,558 408 768 760 0 : : : : Changes from: August 30, 2016 : : -15,864 -13,984 -2,256 -4,536 0 0 -368 0 -768 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 59.0 9.6 27.7 8.0 0.0 4.7 0.2 0.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 10,640 : : Positions : : 8,470 10,020 1,835 0 75 0 100 200 0 225 0 : : : : Changes from: August 30, 2016 : : -630 -640 -215 0 0 0 -150 150 -50 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 94.2 17.2 0.0 0.7 0.0 0.9 1.9 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 27,634 : : Positions : : 13,633 20,878 6,305 0 4,837 300 0 1,228 1,250 610 81 : : : : Changes from: August 30, 2016 : : -524 -1,207 -1,256 0 231 -4 -270 1,228 328 21 -178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 75.6 22.8 0.0 17.5 1.1 0.0 4.4 4.5 2.2 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 235,418 : : Positions : : 137,402 149,033 32,360 16,545 65,656 0 0 0 0 4,184 0 : : : : Changes from: August 30, 2016 : : -5,616 -12,272 -1,560 5,096 -1,248 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 63.3 13.7 7.0 27.9 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 10,650 : : Positions : : 9,540 6,400 150 2,650 0 0 1,580 0 400 0 0 : : : : Changes from: August 30, 2016 : : -1,245 -420 0 -320 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 60.1 1.4 24.9 0.0 0.0 14.8 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 11,030 : : Positions : : 9,940 6,660 220 2,555 50 0 1,580 0 205 0 155 : : : : Changes from: August 30, 2016 : : -1,875 -675 0 130 -130 0 -1,015 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 60.4 2.0 23.2 0.5 0.0 14.3 0.0 1.9 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 5,712 : : Positions : : 3,108 4,284 504 1,260 0 168 168 0 1,932 0 0 : : : : Changes from: August 30, 2016 : : -828 -1,173 -138 -345 0 -46 -46 0 -529 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 75.0 8.8 22.1 0.0 2.9 2.9 0.0 33.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 6 . . 0 . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 16,115 : : Positions : : 13,935 6,555 1,165 8,800 740 0 0 0 0 0 0 : : : : Changes from: August 30, 2016 : : -1,300 -865 -280 -630 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 40.7 7.2 54.6 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 19,046 : : Positions : : 10,961 14,551 5,550 2,280 2,165 200 0 50 0 0 0 : : : : Changes from: August 30, 2016 : : -1,355 -1,860 -115 -35 -15 -425 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 76.4 29.1 12.0 11.4 1.1 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 13,279 : : Positions : : 8,542 8,939 2,585 2,555 1,735 150 50 0 0 0 0 : : : : Changes from: August 30, 2016 : : -1,080 -933 -65 -135 -15 -25 0 0 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 67.3 19.5 19.2 13.1 1.1 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 19,670 : : Positions : : 13,080 18,565 5,715 60 475 0 400 0 0 0 0 : : : : Changes from: August 30, 2016 : : -2,175 -1,405 210 0 -295 0 -100 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 94.4 29.1 0.3 2.4 0.0 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 17,140 : : Positions : : 12,185 15,480 3,260 50 1,355 0 0 0 0 140 75 : : : : Changes from: August 30, 2016 : : -1,425 -1,385 65 0 -65 0 0 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 90.3 19.0 0.3 7.9 0.0 0.0 0.0 0.0 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 9 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 18,587 : : Positions : : 12,957 15,982 2,405 50 2,475 0 0 0 435 0 40 : : : : Changes from: August 30, 2016 : : -1,465 -1,375 255 0 -255 -100 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 86.0 12.9 0.3 13.3 0.0 0.0 0.0 2.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 8 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 97,358 : : Positions : : 79,101 81,928 3,252 2,410 11,270 1,840 100 30 1,725 1,345 140 : : : : Changes from: August 30, 2016 : : -6,796 -9,404 -2,223 -165 -225 -160 -25 -40 -300 135 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 84.2 3.3 2.5 11.6 1.9 0.1 0.0 1.8 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 32 30 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 111,949 : : Positions : : 87,667 94,524 8,577 2,300 11,095 2,530 1,010 1,145 700 1,510 220 : : : : Changes from: August 30, 2016 : : -8,726 -9,273 -1,938 -140 -150 -120 -886 0 -175 -655 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 84.4 7.7 2.1 9.9 2.3 0.9 1.0 0.6 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 39 34 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 174,173 : : Positions : : 118,050 130,385 26,932 7,987 8,387 5,307 7,619 6,868 4,497 8,811 4,064 : : : : Changes from: August 30, 2016 : : -4,295 -5,335 -1,908 728 186 -805 -581 188 1,155 -674 -1,199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 74.9 15.5 4.6 4.8 3.0 4.4 3.9 2.6 5.1 2.3 : : : : Number of Traders in Each Category Total Traders: 72 : : 39 41 4 . 5 . 4 . 6 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 120,919 : : Positions : : 101,513 102,035 5,689 7,240 5,430 4,532 70 1,852 1,535 3,987 305 : : : : Changes from: August 30, 2016 : : -4,156 -4,176 -653 1,479 -807 2,134 50 542 -10 -35 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 84.4 4.7 6.0 4.5 3.7 0.1 1.5 1.3 3.3 0.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 30 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 34,995 : : Positions : : 30,085 23,855 925 7,900 2,125 770 950 0 915 0 165 : : : : Changes from: August 30, 2016 : : -2,015 -965 50 -925 -75 -60 0 0 135 0 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 68.2 2.6 22.6 6.1 2.2 2.7 0.0 2.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 11 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 30,940 : : Positions : : 25,620 25,570 725 1,640 3,380 0 220 30 1,085 0 100 : : : : Changes from: August 30, 2016 : : -1,480 -540 75 -875 -100 -30 20 -20 50 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 82.6 2.3 5.3 10.9 0.0 0.7 0.1 3.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 10 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 33,860 : : Positions : : 28,745 26,250 110 3,814 3,381 1,000 0 250 200 0 0 : : : : Changes from: August 30, 2016 : : -1,345 -1,280 -70 -140 -70 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 77.5 0.3 11.3 10.0 3.0 0.0 0.7 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 25 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 15,801 : : Positions : : 11,896 12,871 2,195 1,615 1,185 300 0 0 225 0 0 : : : : Changes from: August 30, 2016 : : 820 520 300 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 81.5 13.9 10.2 7.5 1.9 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 176,192 : : Positions : : 129,186 127,972 15,456 31,778 15,047 15,360 0 1,080 0 315 0 : : : : Changes from: August 30, 2016 : : -9,322 -10,995 -525 812 -564 -420 0 0 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 72.6 8.8 18.0 8.5 8.7 0.0 0.6 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 2,880,197 : : Positions : :2,172,298 1,380,430 0 1,164,858 292,799 388,850 0 26,250 0 15,860 0 : : : : Changes from: August 30, 2016 : : -101,210 -59,690 0 -49,200 -5,760 -7,680 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 47.9 0.0 40.4 10.2 13.5 0.0 0.9 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 0 4 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 48,085 : : Positions : : 30,164 35,460 1,673 265 12,360 3,825 0 0 0 0 0 : : : : Changes from: August 30, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 73.7 3.5 0.6 25.7 8.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 999,658 : : Positions : : 688,649 808,802 184,875 64,722 126,134 0 0 0 0 0 0 : : : : Changes from: August 30, 2016 : : 232 -30,248 -5,376 25,104 -2,304 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 80.9 18.5 6.5 12.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 16,884 : : Positions : : 7,445 14,474 6,097 0 880 700 0 0 225 0 100 : : : : Changes from: August 30, 2016 : : 0 -40 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 85.7 36.1 0.0 5.2 4.1 0.0 0.0 1.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C52 Open Interest is 104,784 : : Positions : : 94,128 26,344 4,440 78,440 0 5,920 0 0 0 0 0 : : : : Changes from: August 30, 2016 : : 86,256 21,192 3,656 75,080 0 5,920 -160 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 25.1 4.2 74.9 0.0 5.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 26,423 : : Positions : : 19,176 16,413 2,133 4,971 2,314 160 1,395 0 2,174 874 421 : : : : Changes from: August 30, 2016 : : -986 -1,107 -152 -188 30 125 -135 -125 -349 -22 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 62.1 8.1 18.8 8.8 0.6 5.3 0.0 8.2 3.3 1.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 19 . . 4 . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 19,724 : : Positions : : 16,040 15,224 1,648 3,825 302 360 0 0 1,106 0 53 : : : : Changes from: August 30, 2016 : : -820 -744 116 -495 -116 0 0 0 -100 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 77.2 8.4 19.4 1.5 1.8 0.0 0.0 5.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . . 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 34,643 : : Positions : : 30,401 16,907 1,262 13,125 48 0 2,952 640 1,312 293 666 : : : : Changes from: August 30, 2016 : : -2,448 -1,872 97 -229 -127 -25 -85 0 65 -142 -380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 48.8 3.6 37.9 0.1 0.0 8.5 1.8 3.8 0.8 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 24 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 21,041 : : Positions : : 19,139 13,399 10 6,313 1,264 160 0 30 0 35 0 : : : : Changes from: August 30, 2016 : : -1,154 -953 10 -274 205 -45 0 0 0 25 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 63.7 0.0 30.0 6.0 0.8 0.0 0.1 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 17 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 24,325 : : Positions : : 17,081 18,566 4,633 905 2,295 0 1,180 0 0 1,183 196 : : : : Changes from: August 30, 2016 : : 116 622 305 -261 -115 0 -70 0 0 109 -174 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 76.3 19.0 3.7 9.4 0.0 4.9 0.0 0.0 4.9 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 15,324 : : Positions : : 12,755 11,997 1,344 2,495 540 0 100 0 129 100 0 : : : : Changes from: August 30, 2016 : : -298 -76 45 -98 -252 0 -25 0 -35 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 78.3 8.8 16.3 3.5 0.0 0.7 0.0 0.8 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 36,518 : : Positions : : 33,809 28,949 1,125 5,864 850 100 300 300 0 200 0 : : : : Changes from: August 30, 2016 : : -1,755 -1,175 -275 -865 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 79.3 3.1 16.1 2.3 0.3 0.8 0.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 23 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 15,344 : : Positions : : 12,790 12,149 1,005 2,485 395 0 0 0 436 150 18 : : : : Changes from: August 30, 2016 : : -860 -455 105 -335 0 0 0 0 -13 0 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 79.2 6.5 16.2 2.6 0.0 0.0 0.0 2.8 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 14 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 12,674 : : Positions : : 10,240 8,799 620 2,998 835 0 0 0 941 0 18 : : : : Changes from: August 30, 2016 : : -997 -712 50 -348 0 0 0 0 -84 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 69.4 4.9 23.7 6.6 0.0 0.0 0.0 7.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 17 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 45,750 : : Positions : : 34,734 37,769 6,160 2,905 1,140 0 0 0 0 150 0 : : : : Changes from: August 30, 2016 : : -25 0 -300 -300 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 82.6 13.5 6.3 2.5 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 40,242 : : Positions : : 30,998 32,198 4,860 3,665 765 0 0 0 0 0 0 : : : : Changes from: August 30, 2016 : : 0 0 -300 -300 35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 80.0 12.1 9.1 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 18 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 28,300 : : Positions : : 22,295 7,165 2,565 0 340 0 10,050 50 0 8,600 275 : : : : Changes from: August 30, 2016 : : -50 0 -300 0 0 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 25.3 9.1 0.0 1.2 0.0 35.5 0.2 0.0 30.4 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . 0 . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 24,110 : : Positions : : 19,980 7,030 0 365 735 0 9,340 370 0 4,055 25 : : : : Changes from: August 30, 2016 : : -250 -200 0 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 29.2 0.0 1.5 3.0 0.0 38.7 1.5 0.0 16.8 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 25,518 : : Positions : : 13,474 20,460 3,481 0 2,026 1,385 0 640 2,750 680 400 : : : : Changes from: August 30, 2016 : : 315 -440 -210 0 0 -115 0 115 0 480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 80.2 13.6 0.0 7.9 5.4 0.0 2.5 10.8 2.7 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 21,751 : : Positions : : 10,704 16,836 2,142 0 2,513 1,675 0 250 2,850 680 325 : : : : Changes from: August 30, 2016 : : 130 -450 -100 0 100 0 0 0 0 480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 77.4 9.8 0.0 11.6 7.7 0.0 1.1 13.1 3.1 1.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 10 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 35,245 : : Positions : : 23,810 17,320 6,490 100 3,125 0 13,315 0 900 1,050 50 : : : : Changes from: August 30, 2016 : : 3,600 1,200 -1,860 0 1,795 0 360 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 49.1 18.4 0.3 8.9 0.0 37.8 0.0 2.6 3.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 30,060 : : Positions : : 19,475 13,865 7,075 100 2,315 0 12,520 0 0 650 0 : : : : Changes from: August 30, 2016 : : 3,700 1,200 -1,760 0 1,795 0 560 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 46.1 23.5 0.3 7.7 0.0 41.7 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 28,480 : : Positions : : 23,465 17,945 0 2,930 2,470 0 2,290 75 1,225 1,620 150 : : : : Changes from: August 30, 2016 : : -505 0 0 0 0 0 0 0 0 -480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 63.0 0.0 10.3 8.7 0.0 8.0 0.3 4.3 5.7 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 26,195 : : Positions : : 21,320 16,590 0 2,760 2,360 0 2,440 60 1,325 950 370 : : : : Changes from: August 30, 2016 : : -505 0 0 0 0 0 0 0 0 -480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 63.3 0.0 10.5 9.0 0.0 9.3 0.2 5.1 3.6 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 31,584 : : Positions : : 23,100 18,984 0 7,216 1,584 5,030 375 135 250 1,735 405 : : : : Changes from: August 30, 2016 : : -1,850 -1,800 0 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 60.1 0.0 22.8 5.0 15.9 1.2 0.4 0.8 5.5 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 25,615 : : Positions : : 18,895 16,350 1,850 1,525 2,275 0 1,020 695 0 1,850 150 : : : : Changes from: August 30, 2016 : : -1,800 -1,500 325 25 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 63.8 7.2 6.0 8.9 0.0 4.0 2.7 0.0 7.2 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 10 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 122,429 : : Positions : : 69,370 106,195 8,180 1,415 7,064 21,905 0 90 9,160 1,070 580 : : : : Changes from: August 30, 2016 : : -1,215 1,500 2,370 0 70 375 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 86.7 6.7 1.2 5.8 17.9 0.0 0.1 7.5 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 109,670 : : Positions : : 61,629 91,470 1,798 2,615 8,545 25,495 0 0 5,260 0 225 : : : : Changes from: August 30, 2016 : : -850 1,490 1,560 0 540 560 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 83.4 1.6 2.4 7.8 23.2 0.0 0.0 4.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 27 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 21,875 : : Positions : : 18,815 19,765 970 190 850 50 0 125 150 0 0 : : : : Changes from: August 30, 2016 : : -10 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 90.4 4.4 0.9 3.9 0.2 0.0 0.6 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 13 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 17,765 : : Positions : : 15,605 15,630 45 640 710 0 250 0 900 0 0 : : : : Changes from: August 30, 2016 : : -10 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 88.0 0.3 3.6 4.0 0.0 1.4 0.0 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 38,295 : : Positions : : 30,615 24,370 1,015 4,510 1,945 0 2,425 300 160 430 70 : : : : Changes from: August 30, 2016 : : 6,000 5,640 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 63.6 2.7 11.8 5.1 0.0 6.3 0.8 0.4 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 26,230 : : Positions : : 21,370 15,755 0 5,155 1,900 0 450 25 0 0 0 : : : : Changes from: August 30, 2016 : : 2,225 1,615 0 600 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 60.1 0.0 19.7 7.2 0.0 1.7 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2016 : 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 REAL-TIME PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064IAN Open Interest is 2,909 : : Positions : : 2,544 2,587 190 0 0 0 30 0 0 50 0 : : : : Changes from: August 30, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 88.9 6.5 0.0 0.0 0.0 1.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 . 0 0 0 . 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 9, 2016