Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 131,061 : : Positions : : 46,493 24,044 12,229 6,923 7,297 2,412 31,711 11,054 41,542 39,786 9,104 : : : : Changes from: January 12, 2016 : : 2,961 876 336 353 -741 0 -1,758 2,545 3,198 6,989 -513 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 18.3 9.3 5.3 5.6 1.8 24.2 8.4 31.7 30.4 6.9 : : : : Number of Traders in Each Category Total Traders: 58 : : 17 18 . . 4 . 6 5 13 15 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 31,861 : : Positions : : 8,714 13,891 133 6,874 273 684 5,051 1,252 18,051 2,169 2,016 : : : : Changes from: January 12, 2016 : : 120 755 133 -552 75 0 615 125 145 -275 302 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.4 43.6 0.4 21.6 0.9 2.1 15.9 3.9 56.7 6.8 6.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 11 7 . . . . 4 . 12 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 137,438 : : Positions : : 93,326 109,713 7,640 1,587 5,696 18,131 1,987 3,693 3,302 9,213 4,974 : : : : Changes from: January 12, 2016 : : 1,190 356 -463 0 189 1,190 24 -480 -175 1,329 231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 79.8 5.6 1.2 4.1 13.2 1.4 2.7 2.4 6.7 3.6 : : : : Number of Traders in Each Category Total Traders: 78 : : 41 45 . . 4 . . 4 6 14 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 51,187 : : Positions : : 44,945 46,083 302 0 4,518 111 0 100 726 1 460 : : : : Changes from: January 12, 2016 : : 1,860 917 -1,196 0 780 78 0 -52 -57 -232 155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 90.0 0.6 0.0 8.8 0.2 0.0 0.2 1.4 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 28 26 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 432,060 : : Positions : : 407,532 379,669 0 32,955 15,257 0 179 1,376 5,271 0 1,936 : : : : Changes from: January 12, 2016 : : 5,913 5,368 0 3,320 0 0 -688 0 191 -1,896 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 87.9 0.0 7.6 3.5 0.0 0.0 0.3 1.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 19 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 1,527,350 : : Positions : :1,229,330 1,356,465 204,931 78,751 7,367 9,392 41,762 18,344 54,066 20,741 3,920 : : : : Changes from: January 12, 2016 : : 261 -938 0 2,399 0 -360 -3,405 360 -375 1,470 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 88.8 13.4 5.2 0.5 0.6 2.7 1.2 3.5 1.4 0.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 34 37 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 65,924 : : Positions : : 57,481 53,495 0 2,958 3,338 0 1,686 1,111 3,842 3,184 127 : : : : Changes from: January 12, 2016 : : 737 39 0 563 432 0 -134 212 86 355 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 81.1 0.0 4.5 5.1 0.0 2.6 1.7 5.8 4.8 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 0 . . 0 . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 488,541 : : Positions : : 310,557 446,869 147,806 0 23,088 0 0 0 0 11,494 7,090 : : : : Changes from: January 12, 2016 : : 3,128 256 -2,872 0 3,848 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 91.5 30.3 0.0 4.7 0.0 0.0 0.0 0.0 2.4 1.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 439,257 : : Positions : : 412,355 401,394 2,729 8,234 23,389 0 5,456 0 784 784 0 : : : : Changes from: January 12, 2016 : : 8,501 4,525 0 -360 360 0 4,696 0 360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 91.4 0.6 1.9 5.3 0.0 1.2 0.0 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 25 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 39,581 : : Positions : : 35,059 35,405 1,718 1,547 683 86 65 508 230 0 20 : : : : Changes from: January 12, 2016 : : 2 256 0 -42 42 0 -254 254 21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 89.4 4.3 3.9 1.7 0.2 0.2 1.3 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 20 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 48,966 : : Positions : : 41,324 45,542 2,775 0 3,285 0 0 0 1,035 6 92 : : : : Changes from: January 12, 2016 : : 350 440 50 0 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 93.0 5.7 0.0 6.7 0.0 0.0 0.0 2.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 31 29 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 66,444 : : Positions : : 57,680 62,716 3,200 0 3,605 50 0 0 1,295 6 92 : : : : Changes from: January 12, 2016 : : 660 200 -550 0 440 50 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 94.4 4.8 0.0 5.4 0.1 0.0 0.0 1.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 29 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 18,055 : : Positions : : 15,825 15,965 140 0 1,970 0 0 0 0 0 0 : : : : Changes from: January 12, 2016 : : 950 950 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 88.4 0.8 0.0 10.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 281,144 : : Positions : : 220,080 279,960 60,304 0 760 0 424 0 0 0 0 : : : : Changes from: January 12, 2016 : : 7,872 7,872 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 99.6 21.4 0.0 0.3 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 16 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 7,851 : : Positions : : 6,721 7,388 0 378 0 0 0 0 1,020 0 0 : : : : Changes from: January 12, 2016 : : -63 -63 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 94.1 0.0 4.8 0.0 0.0 0.0 0.0 13.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 16 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 20,720 : : Positions : : 17,835 17,890 840 300 2,045 0 0 0 0 350 0 : : : : Changes from: January 12, 2016 : : 400 400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 86.3 4.1 1.4 9.9 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 21,335 : : Positions : : 17,990 18,835 950 150 2,215 0 0 0 0 75 0 : : : : Changes from: January 12, 2016 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 88.3 4.5 0.7 10.4 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 17 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 18,892 : : Positions : : 15,609 13,257 2,678 4,554 124 163 0 0 0 126 0 : : : : Changes from: January 12, 2016 : : 193 0 21 234 -21 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 70.2 14.2 24.1 0.7 0.9 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 21 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 59,682 : : Positions : : 55,953 49,635 1,010 3,078 1,783 0 0 0 300 4,612 338 : : : : Changes from: January 12, 2016 : : 883 1,610 -29 11 19 0 0 0 0 -727 308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 83.2 1.7 5.2 3.0 0.0 0.0 0.0 0.5 7.7 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 27 . . . 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 73,089 : : Positions : : 68,119 55,143 870 1,883 3,120 64 1,561 271 0 10,301 645 : : : : Changes from: January 12, 2016 : : 1,074 1,194 -160 10 60 64 -592 176 0 343 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 75.4 1.2 2.6 4.3 0.1 2.1 0.4 0.0 14.1 0.9 : : : : Number of Traders in Each Category Total Traders: 51 : : 30 32 . . . . . . 0 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 47,520 : : Positions : : 44,130 43,920 1,190 2,905 385 0 0 0 1,385 0 310 : : : : Changes from: January 12, 2016 : : 1,655 1,755 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 92.4 2.5 6.1 0.8 0.0 0.0 0.0 2.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 12 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 52,700 : : Positions : : 47,525 49,045 1,860 2,965 525 0 0 0 2,375 0 165 : : : : Changes from: January 12, 2016 : : 530 630 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 93.1 3.5 5.6 1.0 0.0 0.0 0.0 4.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 379,517 : : Positions : : 337,853 320,413 3,373 22,329 3,943 0 8,120 0 26,059 16,423 8,289 : : : : Changes from: January 12, 2016 : : 28,688 21,328 0 4,320 0 0 0 0 -3,040 0 2,280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 84.4 0.9 5.9 1.0 0.0 2.1 0.0 6.9 4.3 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 27 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 27,031 : : Positions : : 20,068 22,555 195 881 949 128 836 108 5,268 1,382 233 : : : : Changes from: January 12, 2016 : : 977 767 -223 303 223 19 0 2 255 -63 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 83.4 0.7 3.3 3.5 0.5 3.1 0.4 19.5 5.1 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 29 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 34,036 : : Positions : : 21,721 28,713 10,665 0 158 77 873 0 133 3,010 1,282 : : : : Changes from: January 12, 2016 : : 617 999 613 0 0 0 26 0 81 286 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 84.4 31.3 0.0 0.5 0.2 2.6 0.0 0.4 8.8 3.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 13 . 0 . . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 340,800 : : Positions : : 265,625 340,041 75,175 0 0 0 0 0 0 759 0 : : : : Changes from: January 12, 2016 : : 13,625 14,792 1,926 0 0 0 0 0 0 759 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 99.8 22.1 0.0 0.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 28,568 : : Positions : : 23,626 28,018 3,948 0 0 615 0 0 124 0 0 : : : : Changes from: January 12, 2016 : : 721 405 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 98.1 13.8 0.0 0.0 2.2 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 17 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 138,426 : : Positions : : 70,574 130,636 67,852 1,518 0 0 6,272 0 0 0 0 : : : : Changes from: January 12, 2016 : : 0 18,720 18,720 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 94.4 49.0 1.1 0.0 0.0 4.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 14,185 : : Positions : : 10,460 11,636 785 1,326 523 1,086 0 0 839 0 260 : : : : Changes from: January 12, 2016 : : -673 -651 -20 0 0 21 0 0 -63 0 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 82.0 5.5 9.3 3.7 7.7 0.0 0.0 5.9 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 176,231 : : Positions : : 141,790 154,325 9,793 10,160 10,160 9,300 0 0 3,602 0 1,586 : : : : Changes from: January 12, 2016 : : 2,997 -720 0 1,518 -375 360 0 0 -2,559 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 87.6 5.6 5.8 5.8 5.3 0.0 0.0 2.0 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 15,335 : : Positions : : 12,103 8,419 2,847 5,169 84 0 1,026 0 172 216 63 : : : : Changes from: January 12, 2016 : : 1,248 -251 -84 1,228 -21 0 147 0 -86 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 54.9 18.6 33.7 0.5 0.0 6.7 0.0 1.1 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 19 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 181,466 : : Positions : : 155,480 105,653 19,697 72,696 360 2,884 0 1,125 288 0 1,632 : : : : Changes from: January 12, 2016 : : 18,720 0 0 18,720 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 58.2 10.9 40.1 0.2 1.6 0.0 0.6 0.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 9,515 : : Positions : : 8,375 8,755 900 0 0 0 300 0 0 400 0 : : : : Changes from: January 12, 2016 : : 100 900 600 0 0 0 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 92.0 9.5 0.0 0.0 0.0 3.2 0.0 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 18,709 : : Positions : : 11,421 14,488 3,042 0 4,221 0 0 0 25 0 0 : : : : Changes from: January 12, 2016 : : 538 513 -25 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 77.4 16.3 0.0 22.6 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 18 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 12,750 : : Positions : : 11,980 10,980 650 290 0 0 1,480 0 0 0 0 : : : : Changes from: January 12, 2016 : : 1,355 1,315 0 40 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 86.1 5.1 2.3 0.0 0.0 11.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 15 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 17,340 : : Positions : : 9,435 16,830 1,530 0 0 510 510 0 5,865 0 0 : : : : Changes from: January 12, 2016 : : 510 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 97.1 8.8 0.0 0.0 2.9 2.9 0.0 33.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 7 . 0 0 . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 22,125 : : Positions : : 20,525 10,280 1,300 11,395 0 0 375 0 0 0 0 : : : : Changes from: January 12, 2016 : : -90 -90 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 46.5 5.9 51.5 0.0 0.0 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 18,860 : : Positions : : 17,665 7,065 675 11,370 0 0 375 0 0 0 0 : : : : Changes from: January 12, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 37.5 3.6 60.3 0.0 0.0 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 20,149 : : Positions : : 19,049 16,489 0 3,380 280 700 0 0 0 0 0 : : : : Changes from: January 12, 2016 : : 180 180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 81.8 0.0 16.8 1.4 3.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 13 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 18,709 : : Positions : : 17,900 14,384 0 4,085 230 250 0 0 0 0 0 : : : : Changes from: January 12, 2016 : : 180 180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 76.9 0.0 21.8 1.2 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 11 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 22,240 : : Positions : : 20,360 21,820 925 120 200 0 100 0 0 0 0 : : : : Changes from: January 12, 2016 : : 635 985 0 -350 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 98.1 4.2 0.5 0.9 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 18,955 : : Positions : : 18,125 18,785 160 0 0 0 0 0 0 50 0 : : : : Changes from: January 12, 2016 : : 2,650 2,650 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 99.1 0.8 0.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 12 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 19,602 : : Positions : : 18,677 19,132 295 100 0 0 0 200 0 50 0 : : : : Changes from: January 12, 2016 : : 1,982 1,982 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 97.6 1.5 0.5 0.0 0.0 0.0 1.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 13 . . 0 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 114,720 : : Positions : : 100,840 105,205 6,980 5,085 3,735 1,010 345 0 2,035 300 0 : : : : Changes from: January 12, 2016 : : 88 -37 -30 0 200 0 95 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 91.7 6.1 4.4 3.3 0.9 0.3 0.0 1.8 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 31 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 129,008 : : Positions : : 113,740 117,758 7,218 4,960 3,610 1,613 1,635 152 2,585 695 50 : : : : Changes from: January 12, 2016 : : 2,588 1,653 -310 150 100 100 397 0 -25 150 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 91.3 5.6 3.8 2.8 1.3 1.3 0.1 2.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 33 32 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 148,714 : : Positions : : 124,754 115,112 4,537 6,348 4,823 2,548 3,242 7,419 3,106 10,468 1,272 : : : : Changes from: January 12, 2016 : : -638 -1,133 1,091 1,089 -502 -360 269 597 0 -76 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 77.4 3.1 4.3 3.2 1.7 2.2 5.0 2.1 7.0 0.9 : : : : Number of Traders in Each Category Total Traders: 74 : : 42 38 . . 4 . 5 . 4 9 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 107,428 : : Positions : : 91,427 94,419 10,151 7,035 1,699 95 1,775 1,900 1,510 100 500 : : : : Changes from: January 12, 2016 : : 1,405 1,185 175 660 -370 95 -200 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 87.9 9.4 6.5 1.6 0.1 1.7 1.8 1.4 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 37 32 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 22,520 : : Positions : : 21,805 19,585 350 1,975 50 195 665 45 0 150 0 : : : : Changes from: January 12, 2016 : : 1,235 1,135 0 0 0 100 200 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 87.0 1.6 8.8 0.2 0.9 3.0 0.2 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 13 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 18,190 : : Positions : : 17,880 15,915 225 1,975 50 0 175 25 0 0 0 : : : : Changes from: January 12, 2016 : : 1,160 1,160 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.3 87.5 1.2 10.9 0.3 0.0 1.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 29,624 : : Positions : : 26,540 24,084 155 2,350 2,645 0 500 0 239 0 0 : : : : Changes from: January 12, 2016 : : 326 -74 155 -45 100 -100 500 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 81.3 0.5 7.9 8.9 0.0 1.7 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 26 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 14,400 : : Positions : : 13,485 13,565 0 100 735 0 0 0 0 0 0 : : : : Changes from: January 12, 2016 : : 300 0 -245 55 245 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 94.2 0.0 0.7 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 14 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 166,896 : : Positions : : 144,014 113,059 0 41,755 8,632 11,970 0 2,045 0 1,405 0 : : : : Changes from: January 12, 2016 : : 1,264 -7,231 0 9,770 -1,480 1,275 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 67.7 0.0 25.0 5.2 7.2 0.0 1.2 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 16 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 3,287,627 : : Positions : :2,823,716 2,052,793 17,240 975,363 259,471 187,200 0 0 0 0 0 : : : : Changes from: January 12, 2016 : : -1,505 -1,505 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 62.4 0.5 29.7 7.9 5.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 74,369 : : Positions : : 63,621 69,474 5,534 0 4,895 0 0 0 319 0 0 : : : : Changes from: January 12, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 93.4 7.4 0.0 6.6 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 15 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 1,568,123 : : Positions : :1,262,536 1,272,035 131,162 125,020 171,068 0 0 0 3,357 0 0 : : : : Changes from: January 12, 2016 : : -7,590 -7,590 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 81.1 8.4 8.0 10.9 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C52 Open Interest is 65,352 : : Positions : : 62,664 29,736 2,520 35,616 0 0 0 0 0 0 0 : : : : Changes from: January 12, 2016 : : -32,824 -15,576 -1,320 -18,656 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 45.5 3.9 54.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 5 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 27,127 : : Positions : : 23,215 19,640 825 5,040 142 1,095 1,770 0 1,549 145 50 : : : : Changes from: January 12, 2016 : : -5 -160 0 120 0 0 0 0 -26 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 72.4 3.0 18.6 0.5 4.0 6.5 0.0 5.7 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 21 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 22,426 : : Positions : : 21,170 15,471 0 5,895 600 495 0 0 0 185 40 : : : : Changes from: January 12, 2016 : : -355 -390 0 5 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 69.0 0.0 26.3 2.7 2.2 0.0 0.0 0.0 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 0 4 . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 34,422 : : Positions : : 31,719 19,398 1,810 13,974 18 0 355 90 614 446 126 : : : : Changes from: January 12, 2016 : : 62 44 -5 145 0 0 25 0 149 -10 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 56.4 5.3 40.6 0.1 0.0 1.0 0.3 1.8 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 26 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 22,900 : : Positions : : 21,045 16,174 177 5,858 708 510 0 0 0 120 0 : : : : Changes from: January 12, 2016 : : 120 0 0 120 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 70.6 0.8 25.6 3.1 2.2 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 17 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 21,137 : : Positions : : 17,411 18,087 2,890 1,010 795 0 815 0 0 410 0 : : : : Changes from: January 12, 2016 : : 20 -150 0 0 0 0 0 0 0 170 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 85.6 13.7 4.8 3.8 0.0 3.9 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 15,161 : : Positions : : 12,214 13,260 2,261 530 600 0 275 0 0 300 0 : : : : Changes from: January 12, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 87.5 14.9 3.5 4.0 0.0 1.8 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 36,051 : : Positions : : 31,567 32,606 2,350 1,610 1,450 0 0 0 499 0 0 : : : : Changes from: January 12, 2016 : : 635 665 -90 300 -300 0 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 90.4 6.5 4.5 4.0 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 25 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 15,275 : : Positions : : 13,429 12,249 810 3,000 20 0 0 0 890 0 6 : : : : Changes from: January 12, 2016 : : -10 70 0 0 0 0 0 0 80 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 80.2 5.3 19.6 0.1 0.0 0.0 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 14,934 : : Positions : : 12,146 11,472 610 3,362 0 0 0 0 1,508 100 0 : : : : Changes from: January 12, 2016 : : 430 495 0 0 0 0 0 0 80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 76.8 4.1 22.5 0.0 0.0 0.0 0.0 10.1 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 15 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 48,461 : : Positions : : 45,236 42,332 0 2,345 2,850 0 275 125 0 0 0 : : : : Changes from: January 12, 2016 : : 555 1,035 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 87.4 0.0 4.8 5.9 0.0 0.6 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 21 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 40,687 : : Positions : : 38,512 34,442 0 3,705 1,810 125 0 0 0 0 0 : : : : Changes from: January 12, 2016 : : -290 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 84.7 0.0 9.1 4.4 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 19 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 17,220 : : Positions : : 15,610 11,850 225 0 0 0 3,820 600 0 900 0 : : : : Changes from: January 12, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 68.8 1.3 0.0 0.0 0.0 22.2 3.5 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 24,641 : : Positions : : 24,040 18,015 250 0 0 0 6,150 0 0 395 6 : : : : Changes from: January 12, 2016 : : 575 575 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 73.1 1.0 0.0 0.0 0.0 25.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 22,660 : : Positions : : 22,425 18,625 0 1,200 0 0 2,370 165 0 0 0 : : : : Changes from: January 12, 2016 : : 850 550 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.0 82.2 0.0 5.3 0.0 0.0 10.5 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 14 0 . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 21,675 : : Positions : : 21,625 16,455 0 1,200 0 0 3,720 0 0 0 0 : : : : Changes from: January 12, 2016 : : 900 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.8 75.9 0.0 5.5 0.0 0.0 17.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 88,779 : : Positions : : 62,903 82,889 2,715 350 350 15,570 0 0 1,801 0 4 : : : : Changes from: January 12, 2016 : : 1,830 2,080 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 93.4 3.1 0.4 0.4 17.5 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 25 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 82,330 : : Positions : : 59,430 78,895 1,515 350 1,090 15,650 0 0 2,350 0 0 : : : : Changes from: January 12, 2016 : : 1,865 2,165 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 95.8 1.8 0.4 1.3 19.0 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 22 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 21,265 : : Positions : : 19,820 19,540 0 780 420 300 0 125 0 0 0 : : : : Changes from: January 12, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 91.9 0.0 3.7 2.0 1.4 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 17,970 : : Positions : : 17,870 15,670 0 1,800 0 0 300 0 0 0 0 : : : : Changes from: January 12, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.4 87.2 0.0 10.0 0.0 0.0 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 23,565 : : Positions : : 19,725 18,470 315 175 2,970 0 1,500 125 180 0 0 : : : : Changes from: January 12, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 78.4 1.3 0.7 12.6 0.0 6.4 0.5 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 19, 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 22,930 : : Positions : : 19,385 17,700 0 1,295 2,325 0 900 125 180 0 0 : : : : Changes from: January 12, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 77.2 0.0 5.6 10.1 0.0 3.9 0.5 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 0 . . 0 . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 22, 2016