Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   124,935                :
: Positions                                                                                                    :
:   28,004    31,284     7,862    12,770    11,098     9,451    38,050    11,421    49,832    13,137     5,926 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:     -838     1,424    -1,959       398        48     2,265    -2,439      -401    -1,573    -1,361    -1,264 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.4      25.0       6.3      10.2       8.9       7.6      30.5       9.1      39.9      10.5       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       17        17         .         .         5         .         4         5        16        12        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    25,743                :
: Positions                                                                                                    :
:    5,143    10,531         0     6,074       898       693     2,420     1,392    14,711     1,779     2,529 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:     -147      -499         0    -1,858        82      -190       325      -235    -1,954      -248        51 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.0      40.9       0.0      23.6       3.5       2.7       9.4       5.4      57.1       6.9       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       13        10         0         4         .         .         .         .        15         5         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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 ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 TONS)                              :
CFTC Code #02465E                                                    Open Interest is     7,729                :
: Positions                                                                                                    :
:    1,094       432     1,134       423     2,110       188     1,160     1,559       486       888     1,156 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:       35       -22        -5       -42        63        12        93       -77        67        79      -134 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.1       5.6      14.7       5.5      27.3       2.4      15.0      20.2       6.3      11.5      15.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        8         6         .         .         4         .         .         .         9         6         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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 ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 TONS)                              :
CFTC Code #02465G                                                    Open Interest is    16,702                :
: Positions                                                                                                    :
:       36       267     1,986         5     2,152     5,437     6,422     5,938         0       765     1,152 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      -22        32     1,010       -82      -153       353     1,385      -340       -68       -63       116 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      0.2       1.6      11.9       0.0      12.9      32.6      38.5      35.6       0.0       4.6       6.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        .         4         .         .         .         .         .         .         .         7         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   170,554                :
: Positions                                                                                                    :
:  104,420   131,162    11,769     1,438     9,436    18,447     1,410     4,658     7,808     8,586    13,013 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      845      -527       593       183       417       231       313        95      -859       845       564 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      76.9       6.9       0.8       5.5      10.8       0.8       2.7       4.6       5.0       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    86                     :
:       47        48         .         .         4         6         .         6         9        13        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    43,270                :
: Positions                                                                                                    :
:   40,226    34,663         0     4,558     1,932       127       237        13       536     1,431       436 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:   -5,405    -7,270         0       110      -682      -130       -59         2    -2,228      -544       128 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.0      80.1       0.0      10.5       4.5       0.3       0.5       0.0       1.2       3.3       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       27        24         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   381,604                :
: Positions                                                                                                    :
:  341,879   320,433         0    40,974    20,197     1,336         0         0    18,192         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:  -31,232   -51,552         0    -9,624     2,888       384    -2,432         0   -32,760         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      84.0       0.0      10.7       5.3       0.4       0.0       0.0       4.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       22        23         0         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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 1,603,790                :
: Positions                                                                                                    :
:1,272,371 1,439,078   212,474    52,557     8,111    17,960    27,705    48,934    40,379    23,844     3,561 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:   46,144    42,618    13,264    -1,104         0         0     6,190    -2,278    -6,248     5,456     2,385 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      89.7      13.2       3.3       0.5       1.1       1.7       3.1       2.5       1.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       36        38         .         .         .         .         .         .         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    72,155                :
: Positions                                                                                                    :
:   57,094    58,057     1,121         0     6,140         0     3,431     1,397     5,101     1,828     1,302 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    1,592      -529    -1,806         0       619         0        20        78      -170       126      -207 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      80.5       1.6       0.0       8.5       0.0       4.8       1.9       7.1       2.5       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        24         .         0         .         0         .         .         6         6         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   433,919                :
: Positions                                                                                                    :
:  281,824   364,159    91,711         0    56,480         0     1,216         0     3,904    12,064         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    4,152       920    -5,240         0       688         0      -688         0       976      -344         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      83.9      21.1       0.0      13.0       0.0       0.3       0.0       0.9       2.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        16         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   403,653                :
: Positions                                                                                                    :
:  362,712   347,757     7,269    22,688    32,448         0       760         0     1,224         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    7,274     7,274         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      86.2       1.8       5.6       8.0       0.0       0.2       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       28        27         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    39,515                :
: Positions                                                                                                    :
:   35,424    35,440     1,568     2,512       383       657        63       359       296        82        43 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    1,112     1,557         0         0         0         0         0         0         0        82         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      89.7       4.0       6.4       1.0       1.7       0.2       0.9       0.7       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        25         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    56,442                :
: Positions                                                                                                    :
:   51,225    48,623     2,445     5,535     2,085         0         0         0       125       150         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      475       300       -50       300      -350         0         0         0       125         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.8      86.1       4.3       9.8       3.7       0.0       0.0       0.0       0.2       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       32        32         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    80,403                :
: Positions                                                                                                    :
:   74,053    71,722     2,530     5,995     2,625         0         0         0       445         0         1 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    2,085     1,840       -55       265      -315         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.1      89.2       3.1       7.5       3.3       0.0       0.0       0.0       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       33        29         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    18,378                :
: Positions                                                                                                    :
:   14,938    16,333     1,240         0     1,970         0         0         0       200        75         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:     -660      -660         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      88.9       6.7       0.0      10.7       0.0       0.0       0.0       1.1       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        14         .         0         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   309,776                :
: Positions                                                                                                    :
:  261,880   304,344    40,000         0     4,680         0         0         0     2,464         0       752 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:   -4,688    -7,088    -1,200         0         0         0         0         0    -1,200         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      98.2      12.9       0.0       1.5       0.0       0.0       0.0       0.8       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       25        16         .         0         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    10,381                :
: Positions                                                                                                    :
:    8,293     9,853         0         0         0       590         0         0     1,022        11       326 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      -60      -103         0         0         0         0         0         0       -32        11        32 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      94.9       0.0       0.0       0.0       5.7       0.0       0.0       9.8       0.1       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       22        17         0         0         0         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    13,405                :
: Positions                                                                                                    :
:   10,365    11,960       720       100       600         0         0         0       250         0       700 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:     -150     1,135       -75      -600       600         0         0         0       200      -400       360 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      89.2       5.4       0.7       4.5       0.0       0.0       0.0       1.9       0.0       5.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        12         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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 CONN DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                            :
CFTC Code #0643AU                                                    Open Interest is     9,858                :
: Positions                                                                                                    :
:    9,498     9,655       225         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.3      97.9       2.3       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14        12         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    25,531                :
: Positions                                                                                                    :
:   22,296    22,536     1,145       130     2,090         0         0         0         0       775         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:   -1,015    -1,040         0        25         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      88.3       4.5       0.5       8.2       0.0       0.0       0.0       0.0       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        18         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    24,142                :
: Positions                                                                                                    :
:   20,372    20,967       610       170     2,330        50         0         0         0        75       600 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:        0        50        25       -25         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      86.8       2.5       0.7       9.7       0.2       0.0       0.0       0.0       0.3       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       22        22         .         .         .         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    24,730                :
: Positions                                                                                                    :
:   19,878    18,478     2,292     4,959         0     1,364         0         0        86       211         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:       46       283         0       -42         0        87         0         0        44        85         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      74.7       9.3      20.1       0.0       5.5       0.0       0.0       0.3       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       25        22         .         .         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    58,204                :
: Positions                                                                                                    :
:   53,079    47,695     1,148     2,929     2,686         0       412        46       460     3,706       600 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    1,737       464         0       975      -370         0         0        25       -50       248       180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.2      81.9       2.0       5.0       4.6       0.0       0.7       0.1       0.8       6.4       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       30        30         .         .         .         0         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    73,809                :
: Positions                                                                                                    :
:   63,706    61,741       820     2,682     3,455        50       246       529     2,673     2,520     2,556 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    2,152       996         0       403        42       -70       -22        17      -707       -22       883 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      83.6       1.1       3.6       4.7       0.1       0.3       0.7       3.6       3.4       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       32        31         .         .         .         .         .         .         .         7         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    53,987                :
: Positions                                                                                                    :
:   50,502    50,717     1,800     2,650       620         0         0         0     1,065         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      890       890         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.5      93.9       3.3       4.9       1.1       0.0       0.0       0.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       25        14         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    60,055                :
: Positions                                                                                                    :
:   55,760    56,485     2,185     3,020       550         0         0         0     1,515         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    1,340     1,140      -200         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.8      94.1       3.6       5.0       0.9       0.0       0.0       0.0       2.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       25        16         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   361,157                :
: Positions                                                                                                    :
:  321,598   304,698     9,078     9,815    10,771         0     9,368         0     7,042    13,837    12,668 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    6,651    19,184     6,830    -2,530     2,530         0         0         0      -385    -3,558     3,529 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.0      84.4       2.5       2.7       3.0       0.0       2.6       0.0       1.9       3.8       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       27        30         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    29,109                :
: Positions                                                                                                    :
:   23,260    24,235       721       339       683       256       412       714     1,858     1,213     1,470 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    1,556     1,532       423       -22       109         0        30        11      -462        18       370 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      83.3       2.5       1.2       2.3       0.9       1.4       2.5       6.4       4.2       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       25        33         .         .         .         .         .         .         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    40,159                :
: Positions                                                                                                    :
:   22,737    35,806    16,243         0         0        77     1,748         0       670     2,173       432 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      736       501      -415         0       -77         0       -25         0       154        -1         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.6      89.2      40.4       0.0       0.0       0.2       4.4       0.0       1.7       5.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       12        17         .         0         0         .         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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 OFF-PEAK - ICE FUTURES ENERGY DIV   25MWh                                                          :
CFTC Code #0643BR                                                    Open Interest is   324,175                :
: Positions                                                                                                    :
:  275,042   310,423    37,589         0    11,544         0         0         0         0     2,208         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    2,640       975      -977         0         0         0         0         0         0       688         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      95.8      11.6       0.0       3.6       0.0       0.0       0.0       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        10         .         0         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   330,226                :
: Positions                                                                                                    :
:  264,838   320,482    56,168       140     9,220         0         0         0         0       384         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:   -1,018    -1,018         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      97.0      17.0       0.0       2.8       0.0       0.0       0.0       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        16         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    25,754                :
: Positions                                                                                                    :
:   21,791    24,907     2,969         0       148       676         0         0        86        84         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      439       141      -255         0         0         0         0         0       -86         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      96.7      11.5       0.0       0.6       2.6       0.0       0.0       0.3       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        19         .         0         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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 DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643BX                                                    Open Interest is   132,380                :
: Positions                                                                                                    :
:   65,234   128,067    66,778       768         0         0     3,545         0       368         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:        0         0      -368         0         0         0         0         0       368         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.3      96.7      50.4       0.6       0.0       0.0       2.7       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8         9         .         .         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    14,553                :
: Positions                                                                                                    :
:   10,437    11,450       263       985       596     1,488         0         0     1,179       168       423 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      789       196      -193       255       172         0         0         0       -60        43       -44 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      78.7       1.8       6.8       4.1      10.2       0.0       0.0       8.1       1.2       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        17         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   164,129                :
: Positions                                                                                                    :
:  134,267   139,428     8,682    15,705     5,066    12,945         0         0     3,169     3,930         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    8,224    12,904     4,680         0    -4,680         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      85.0       5.3       9.6       3.1       7.9       0.0       0.0       1.9       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        14         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    20,156                :
: Positions                                                                                                    :
:   17,166    13,016     2,032     3,704       123        68     2,317       104       213       318       278 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    1,572     1,107       -42        87         0      -126        42       104       -44       146       171 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      64.6      10.1      18.4       0.6       0.3      11.5       0.5       1.1       1.6       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        22         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   207,767                :
: Positions                                                                                                    :
:  190,936   128,778    15,654    66,549         0         0    11,279       793       384       368         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    4,696     4,696       368         0         0         0         0         0         0       368         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.9      62.0       7.5      32.0       0.0       0.0       5.4       0.4       0.2       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        20         .         .         0         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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     8,995                :
: Positions                                                                                                    :
:    7,680     8,170     1,170         0         0         0       300         0         0       410        70 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      -60       -60       -15         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      90.8      13.0       0.0       0.0       0.0       3.3       0.0       0.0       4.6       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        13         .         0         0         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    22,450                :
: Positions                                                                                                    :
:   13,155    18,307     5,249         0     3,632         0         0         0       414       511         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:   -1,126       210     1,518         0      -857         0         0         0      -182         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      81.5      23.4       0.0      16.2       0.0       0.0       0.0       1.8       2.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        16         .         0         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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     9,705                :
: Positions                                                                                                    :
:    8,860     9,560       200       100         0         0         0         0       420         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      705       225         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.3      98.5       2.1       1.0       0.0       0.0       0.0       0.0       4.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        11         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    11,225                :
: Positions                                                                                                    :
:   10,175     9,155       250       140         0         0     1,730         0       450       100       100 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      555        75         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      81.6       2.2       1.2       0.0       0.0      15.4       0.0       4.0       0.9       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        16         .         .         0         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   679,930                :
: Positions                                                                                                    :
:  451,957   365,218    11,094    29,021    53,419         0    42,984    33,432    37,176    64,919    90,936 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:   27,725    -3,103       169    -1,014       837         0    35,199       337     8,123     5,011     6,984 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      53.7       1.6       4.3       7.9       0.0       6.3       4.9       5.5       9.5      13.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        14         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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 COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                      :
CFTC Code #0643CN                                                    Open Interest is    19,005                :
: Positions                                                                                                    :
:   10,830    18,885     8,000         0       120         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:     -200         0       200         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      99.4      42.1       0.0       0.6       0.0       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         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    21,605                :
: Positions                                                                                                    :
:   20,200    10,995     1,150    10,430         0         0       150         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.5      50.9       5.3      48.3       0.0       0.0       0.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        13         .         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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 OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643CV                                                    Open Interest is    19,140                :
: Positions                                                                                                    :
:   18,050     8,910       625    10,080         0         0       150         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.3      46.6       3.3      52.7       0.0       0.0       0.8       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        12         .         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    25,329                :
: Positions                                                                                                    :
:   24,104    21,139         0     4,035       155       825         0         0       125         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    2,332     1,857         0       600         0         0         0         0       125         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.2      83.5       0.0      15.9       0.6       3.3       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        13         0         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    19,448                :
: Positions                                                                                                    :
:   18,445    14,808         0     4,485       155       225         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      825       465         0       600         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.8      76.1       0.0      23.1       0.8       1.2       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        12         0         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    26,875                :
: Positions                                                                                                    :
:   25,000    25,810     1,105        30       365         0       400         0         0       250         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    3,490     4,285       780      -115      -105         0       100         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.0      96.0       4.1       0.1       1.4       0.0       1.5       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        14         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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 DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643D5                                                    Open Interest is    18,695                :
: Positions                                                                                                    :
:   16,740    18,325     1,330       180       190         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.5      98.0       7.1       1.0       1.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14        10         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    23,685                :
: Positions                                                                                                    :
:   23,225    23,525        50         0        50         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    1,515     1,515         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.1      99.3       0.2       0.0       0.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       20        10         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    22,912                :
: Positions                                                                                                    :
:   22,217    22,822       100         0         0       200         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    1,060     1,060         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.0      99.6       0.4       0.0       0.0       0.9       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       19        10         .         0         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   117,678                :
: Positions                                                                                                    :
:  103,106   107,938     4,997     3,130     5,290       565       760         0     3,500       430       100 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      504       591       112       315       -30        50        10         0       300        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      91.7       4.2       2.7       4.5       0.5       0.6       0.0       3.0       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       33        33         .         .         .         .         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   136,279                :
: Positions                                                                                                    :
:  121,294   123,998     5,685     2,595     5,240     1,739     3,210       441     1,500       395       380 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      932       759       -55       400        15       109       102        -9       320        45        80 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.0      91.0       4.2       1.9       3.8       1.3       2.4       0.3       1.1       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       38        34         .         .         .         .         .         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   182,213                :
: Positions                                                                                                    :
:  146,472   138,495     8,802    12,789     3,218     5,950     6,714     7,525     3,111     6,402     6,920 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    2,659     6,590      -310        85       285      -205    -5,704     6,845    -1,382      -211     1,137 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      76.0       4.8       7.0       1.8       3.3       3.7       4.1       1.7       3.5       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       41        44         4         .         4         4         4         .         6         8         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   127,557                :
: Positions                                                                                                    :
:  111,220   114,350     9,332     7,043     1,729       695         0     2,450     1,320     1,250       735 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    1,651     2,786       568    -1,102       442        10         0         0       -95       450       210 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      89.6       7.3       5.5       1.4       0.5       0.0       1.9       1.0       1.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       38        30         .         .         .         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    37,325                :
: Positions                                                                                                    :
:   36,135    34,230       300     1,665       250       320       600       280         0       280        10 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      460       410         0       -50         0       -50         0         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.8      91.7       0.8       4.5       0.7       0.9       1.6       0.8       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       22        11         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    33,355                :
: Positions                                                                                                    :
:   32,805    31,165       300     1,575       250         0       125         0         0       240         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      400       350         0         0         0         0        50         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.4      93.4       0.9       4.7       0.7       0.0       0.4       0.0       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       21        12         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    29,412                :
: Positions                                                                                                    :
:   27,059    24,433         0     2,905     1,895       100         0         0       200         0        14 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      300       300         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.0      83.1       0.0       9.9       6.4       0.3       0.0       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       25        25         0         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    16,570                :
: Positions                                                                                                    :
:   14,965    15,890       860         0       520         0         0         0       225         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.3      95.9       5.2       0.0       3.1       0.0       0.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       18        15         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   277,624                :
: Positions                                                                                                    :
:  241,031   236,683         0    22,775    12,791    19,106         0     4,372         0       828       174 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:  -10,405    -6,992         0    -3,612        24        46         0        49         0      -107        -4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      85.3       0.0       8.2       4.6       6.9       0.0       1.6       0.0       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19        16         0         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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 3,829,162                :
: Positions                                                                                                    :
:3,179,756 2,637,934         0   921,852   219,266   395,890         0    34,250         0    15,860         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:  -39,728   -29,712      -455   -10,471    -5,665         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      68.9       0.0      24.1       5.7      10.3       0.0       0.9       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        15         0         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    70,870                :
: Positions                                                                                                    :
:   63,692    60,959         0     3,312     6,599       430         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:   -4,106    -4,400         0       273      -273         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      86.0       0.0       4.7       9.3       0.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        15         0         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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 1,217,729                :
: Positions                                                                                                    :
:  971,905 1,117,343   145,438         0   100,386         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:  -45,288   -57,936   -12,648         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      91.8      11.9       0.0       8.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        11         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    30,876                :
: Positions                                                                                                    :
:   25,794    23,166       624     3,304     1,870       885     1,620         0       870       178       738 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      971      -474       139       144       365         0         0         0    -1,262       178       622 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      75.0       2.0      10.7       6.1       2.9       5.2       0.0       2.8       0.6       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        22         .         .         4         .         .         0         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    21,230                :
: Positions                                                                                                    :
:   19,614    14,958       150     5,152       510       360         0         0       145       400       155 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      673       -27       150       450      -150         0         0         0         0       400        40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      70.5       0.7      24.3       2.4       1.7       0.0       0.0       0.7       1.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        19         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    42,332                :
: Positions                                                                                                    :
:   38,181    24,355     1,877    13,317       229        50     3,925        60     1,754       250       136 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      431       635        23         0        72         0         0         0       191         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.2      57.5       4.4      31.5       0.5       0.1       9.3       0.1       4.1       0.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       28        24         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    23,034                :
: Positions                                                                                                    :
:   21,146    15,598       347     6,307       579       355         0         0       300        50         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:       10       -50         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.8      67.7       1.5      27.4       2.5       1.5       0.0       0.0       1.3       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       22        14         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    23,144                :
: Positions                                                                                                    :
:   19,586    17,146     2,068     1,975     1,475         0       630         0         0     1,913         5 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      205       207         2         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      74.1       8.9       8.5       6.4       0.0       2.7       0.0       0.0       8.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        17         .         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    15,350                :
: Positions                                                                                                    :
:   12,742    12,293     1,781     1,858       445         0       225         0         0       225         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      225       225         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      80.1      11.6      12.1       2.9       0.0       1.5       0.0       0.0       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        12         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    38,126                :
: Positions                                                                                                    :
:   34,543    33,857     1,540     1,910     1,395       250       300         0         0       200         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      565       435       -20       110         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      88.8       4.0       5.0       3.7       0.7       0.8       0.0       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       25        24         .         .         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    15,265                :
: Positions                                                                                                    :
:   13,843    12,642       855     2,550         0         0         0         0       431         0        27 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      -35       -35         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.7      82.8       5.6      16.7       0.0       0.0       0.0       0.0       2.8       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       21        17         .         .         0         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    14,279                :
: Positions                                                                                                    :
:   11,630    11,847       595     2,353        59         0         0         0     1,281         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      610       635         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      83.0       4.2      16.5       0.4       0.0       0.0       0.0       9.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       23        16         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    48,655                :
: Positions                                                                                                    :
:   42,586    40,339         0     1,835     2,600        50         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      705       705         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.5      82.9       0.0       3.8       5.3       0.1       0.0       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        20         0         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    42,072                :
: Positions                                                                                                    :
:   36,887    33,030         0     3,195     1,810        50         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      595       535         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.7      78.5       0.0       7.6       4.3       0.1       0.0       0.0       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        19         0         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    23,475                :
: Positions                                                                                                    :
:   19,960    10,725        90         0         0         0     7,265       700       400     3,420         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      350       350         0         0         0         0       300         0         0      -300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      45.7       0.4       0.0       0.0       0.0      30.9       3.0       1.7      14.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        14         .         0         0         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    22,515                :
: Positions                                                                                                    :
:   19,210    10,070        90         0         0         0     7,030       950         0     3,000         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      350       350         0         0         0         0       300         0         0      -300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      44.7       0.4       0.0       0.0       0.0      31.2       4.2       0.0      13.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        12         .         0         0         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    22,053                :
: Positions                                                                                                    :
:   14,856    20,141         0         0         0     1,610         0       255     3,675         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      837       597         0         0         0      -240         0       140         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      91.3       0.0       0.0       0.0       7.3       0.0       1.2      16.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14         8         0         0         0         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    18,947                :
: Positions                                                                                                    :
:   12,155    17,360         0         0         0     1,695         0       140     3,525         0       100 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      800       560         0         0         0      -240         0       140         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.2      91.6       0.0       0.0       0.0       8.9       0.0       0.7      18.6       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14         9         0         0         0         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    32,349                :
: Positions                                                                                                    :
:   31,530    19,090       100         0         0         0    12,580         0         0       454         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      880       100         0         0         0         0       780         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.5      59.0       0.3       0.0       0.0       0.0      38.9       0.0       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        14         .         0         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    26,820                :
: Positions                                                                                                    :
:   26,050    15,340       100         0         0         0    10,980         0         0       320         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      780         0         0         0         0         0       780         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.1      57.2       0.4       0.0       0.0       0.0      40.9       0.0       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        11         .         0         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    30,035                :
: Positions                                                                                                    :
:   25,465    26,620         0     1,200         0     2,290         0     1,175         0       150         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:        0        50         0         0         0        50         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      88.6       0.0       4.0       0.0       7.6       0.0       3.9       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       15         8         0         .         0         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    29,120                :
: Positions                                                                                                    :
:   27,110    22,630         0     1,200         0         0     3,135        70         0       100         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:     -125      -375         0         0         0         0       250         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.1      77.7       0.0       4.1       0.0       0.0      10.8       0.2       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13         8         0         .         0         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   110,479                :
: Positions                                                                                                    :
:   77,836    98,856         0     1,565     1,815    21,740       100         0     1,870       925       184 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    1,750     1,880         0         0         0     1,030         0         0      -300       600      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      89.5       0.0       1.4       1.6      19.7       0.1       0.0       1.7       0.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        26         0         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   101,974                :
: Positions                                                                                                    :
:   68,777    92,237         0     2,765     1,690    24,655         0         0     2,120       550        50 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:    1,400     1,830         0         0         0     1,330         0         0      -350       550      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      90.5       0.0       2.7       1.7      24.2       0.0       0.0       2.1       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        28         0         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    19,060                :
: Positions                                                                                                    :
:   17,795    17,200         0       930       390       150         0       125         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.4      90.2       0.0       4.9       2.0       0.8       0.0       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       17        12         0         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    16,045                :
: Positions                                                                                                    :
:   15,895    14,055         0     1,470         0         0       300         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.1      87.6       0.0       9.2       0.0       0.0       1.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       15        12         0         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    26,460                :
: Positions                                                                                                    :
:   21,400    20,300       985         0     2,000         0     1,750       125        50       400         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:     -100         0         0         0         0         0         0         0         0      -100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      76.7       3.7       0.0       7.6       0.0       6.6       0.5       0.2       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        18         .         0         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    23,305                :
: Positions                                                                                                    :
:   18,085    17,130       110       450     2,815         0       600       125         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      73.5       0.5       1.9      12.1       0.0       2.6       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        15         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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.ATSI_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064FZA                                                    Open Interest is    17,470                :
: Positions                                                                                                    :
:   15,820    13,600         0     2,575     1,015         0        50         0       250         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2016                                                                             :
:      585       585         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      77.8       0.0      14.7       5.8       0.0       0.3       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14         8         0         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated May 6, 2016