Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 131,290 : : Positions : : 32,414 30,363 7,169 11,648 12,583 11,100 49,229 8,753 52,041 11,713 5,651 : : : : Changes from: May 17, 2016 : : 1,007 -1,254 470 -515 -336 -1,469 1,671 -408 698 815 -437 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 23.1 5.5 8.9 9.6 8.5 37.5 6.7 39.6 8.9 4.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 18 17 . . 5 . 4 5 17 10 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 26,786 : : Positions : : 5,335 11,063 0 6,119 1,129 753 2,655 1,262 15,266 1,889 2,474 : : : : Changes from: May 17, 2016 : : 33 48 0 0 109 -75 -60 110 15 90 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 41.3 0.0 22.8 4.2 2.8 9.9 4.7 57.0 7.1 9.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 11 9 0 4 . . . . 14 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 139,453 : : Positions : : 86,636 110,949 11,054 1,067 6,149 19,574 2,111 1,942 6,301 9,499 7,010 : : : : Changes from: May 17, 2016 : : -251 -244 272 89 -22 87 -384 -2 681 1,323 274 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 79.6 7.9 0.8 4.4 14.0 1.5 1.4 4.5 6.8 5.0 : : : : Number of Traders in Each Category Total Traders: 86 : : 48 45 . . 4 6 . 5 7 14 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 49,354 : : Positions : : 45,191 40,323 0 5,022 1,962 205 0 0 1,739 1,790 257 : : : : Changes from: May 17, 2016 : : 2,361 2,790 0 -273 189 26 -390 0 127 387 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 81.7 0.0 10.2 4.0 0.4 0.0 0.0 3.5 3.6 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 27 25 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 405,823 : : Positions : : 366,739 338,270 0 45,805 20,836 2,248 0 0 15,088 0 912 : : : : Changes from: May 17, 2016 : : 3,065 6,947 0 -1,450 656 0 0 0 2,432 0 -2,432 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 83.4 0.0 11.3 5.1 0.6 0.0 0.0 3.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 21 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 1,567,642 : : Positions : :1,284,595 1,374,861 163,180 51,092 7,336 12,968 48,989 56,791 37,708 23,509 5,064 : : : : Changes from: May 17, 2016 : : 3,229 16,295 -4,012 -16 0 0 -17,862 9,608 0 800 368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 87.7 10.4 3.3 0.5 0.8 3.1 3.6 2.4 1.5 0.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 37 39 . . . . . . . 8 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 68,563 : : Positions : : 55,924 52,590 0 2,276 6,284 0 4,165 475 5,295 2,214 559 : : : : Changes from: May 17, 2016 : : 3,508 2,242 0 1,358 159 0 186 -208 461 209 -153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 76.7 0.0 3.3 9.2 0.0 6.1 0.7 7.7 3.2 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 25 0 . . 0 . . 6 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 423,681 : : Positions : : 269,546 361,257 94,727 0 56,480 0 0 0 2,928 5,944 0 : : : : Changes from: May 17, 2016 : : -104 -432 -976 0 0 0 0 0 976 328 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 85.3 22.4 0.0 13.3 0.0 0.0 0.0 0.7 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 410,651 : : Positions : : 361,846 341,491 7,269 28,120 31,680 0 728 8,632 1,224 0 0 : : : : Changes from: May 17, 2016 : : 9,791 9,791 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 83.2 1.8 6.8 7.7 0.0 0.2 2.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 25 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 40,371 : : Positions : : 36,083 35,298 1,568 3,225 300 549 0 764 471 107 104 : : : : Changes from: May 17, 2016 : : 262 73 0 20 -22 -127 0 0 175 25 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 87.4 3.9 8.0 0.7 1.4 0.0 1.9 1.2 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 57,149 : : Positions : : 52,651 48,842 2,695 7,175 945 0 0 0 290 150 0 : : : : Changes from: May 17, 2016 : : 1,985 950 0 1,200 -700 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 85.5 4.7 12.6 1.7 0.0 0.0 0.0 0.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 31 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 82,451 : : Positions : : 77,361 72,763 2,640 8,450 1,185 0 0 0 609 0 0 : : : : Changes from: May 17, 2016 : : 4,820 3,280 60 1,700 -1,000 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 88.2 3.2 10.2 1.4 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 30 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 19,080 : : Positions : : 15,004 16,435 990 0 1,970 0 0 0 550 675 0 : : : : Changes from: May 17, 2016 : : 500 500 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 86.1 5.2 0.0 10.3 0.0 0.0 0.0 2.9 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 323,576 : : Positions : : 251,464 322,824 68,896 0 0 0 0 0 2,464 0 752 : : : : Changes from: May 17, 2016 : : 3,944 -736 -4,680 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 99.8 21.3 0.0 0.0 0.0 0.0 0.0 0.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 18 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 10,125 : : Positions : : 7,836 8,685 0 40 130 1,137 48 64 722 989 84 : : : : Changes from: May 17, 2016 : : 66 293 0 -44 44 612 44 22 -88 215 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 85.8 0.0 0.4 1.3 11.2 0.5 0.6 7.1 9.8 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 14,245 : : Positions : : 6,985 13,635 0 400 0 1,500 0 0 5,550 0 150 : : : : Changes from: May 17, 2016 : : 175 1,675 0 0 0 1,500 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 95.7 0.0 2.8 0.0 10.5 0.0 0.0 39.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 0 . 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 12,630 : : Positions : : 9,000 10,970 720 100 500 0 150 0 1,150 250 600 : : : : Changes from: May 17, 2016 : : 350 50 0 0 0 0 0 0 -250 50 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 86.9 5.7 0.8 4.0 0.0 1.2 0.0 9.1 2.0 4.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 16 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 9,153 : : Positions : : 8,833 8,960 200 0 0 0 0 0 0 0 0 : : : : Changes from: May 17, 2016 : : 40 40 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 97.9 2.2 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 11 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 26,721 : : Positions : : 22,686 23,171 1,570 130 2,115 0 0 0 350 1,300 0 : : : : Changes from: May 17, 2016 : : 1,000 925 -50 25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 86.7 5.9 0.5 7.9 0.0 0.0 0.0 1.3 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 23,145 : : Positions : : 19,425 20,020 685 170 2,205 50 0 0 0 75 600 : : : : Changes from: May 17, 2016 : : -270 -245 0 -25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 86.5 3.0 0.7 9.5 0.2 0.0 0.0 0.0 0.3 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 20 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 24,931 : : Positions : : 20,638 19,064 2,166 3,928 1,028 690 0 0 238 274 21 : : : : Changes from: May 17, 2016 : : -190 -41 0 20 0 -1 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 76.5 8.7 15.8 4.1 2.8 0.0 0.0 1.0 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 59,644 : : Positions : : 53,044 49,777 1,260 1,909 2,860 0 384 21 1,421 3,695 878 : : : : Changes from: May 17, 2016 : : 2,188 3,056 -20 -380 -80 0 -1 1 385 -122 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 83.5 2.1 3.2 4.8 0.0 0.6 0.0 2.4 6.2 1.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 27 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 77,165 : : Positions : : 64,980 65,170 964 2,661 3,054 0 485 332 4,088 1,696 3,712 : : : : Changes from: May 17, 2016 : : 1,296 2,625 -20 -348 -65 0 -59 15 840 -107 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 84.5 1.2 3.4 4.0 0.0 0.6 0.4 5.3 2.2 4.8 : : : : Number of Traders in Each Category Total Traders: 53 : : 30 29 . . . 0 . . . 6 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 51,122 : : Positions : : 47,477 47,992 1,760 2,505 620 0 0 0 945 0 0 : : : : Changes from: May 17, 2016 : : 1,155 1,155 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 93.9 3.4 4.9 1.2 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 58,507 : : Positions : : 54,067 55,112 2,220 2,845 550 0 0 0 1,630 0 0 : : : : Changes from: May 17, 2016 : : 410 570 100 0 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 94.2 3.8 4.9 0.9 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 20 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 367,274 : : Positions : : 313,888 301,173 2,078 13,423 15,083 0 7,064 0 29,535 23,841 6,690 : : : : Changes from: May 17, 2016 : : 800 6,840 0 0 0 0 0 0 5,272 -768 475 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 82.0 0.6 3.7 4.1 0.0 1.9 0.0 8.0 6.5 1.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 29 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 28,893 : : Positions : : 23,162 22,763 551 336 619 276 505 937 1,354 1,822 1,868 : : : : Changes from: May 17, 2016 : : 842 633 -21 175 -173 0 103 0 48 -42 441 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 78.8 1.9 1.2 2.1 1.0 1.7 3.2 4.7 6.3 6.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 33 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 41,535 : : Positions : : 25,582 38,271 14,462 0 0 77 1,098 0 1,112 1,864 302 : : : : Changes from: May 17, 2016 : : 1,926 972 -1,368 0 0 0 0 0 260 283 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 92.1 34.8 0.0 0.0 0.2 2.6 0.0 2.7 4.5 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 15 . 0 0 . . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 316,569 : : Positions : : 252,668 306,825 54,681 140 9,220 0 384 0 0 0 0 : : : : Changes from: May 17, 2016 : : -3,872 -3,872 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 96.9 17.3 0.0 2.9 0.0 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 24,345 : : Positions : : 20,298 23,622 3,072 0 127 445 0 0 215 129 0 : : : : Changes from: May 17, 2016 : : -384 -298 45 0 0 0 0 0 129 129 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 97.0 12.6 0.0 0.5 1.8 0.0 0.0 0.9 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 20 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 15,175 : : Positions : : 11,598 12,195 351 1,132 215 1,364 0 0 902 0 596 : : : : Changes from: May 17, 2016 : : 360 275 20 0 -43 0 0 0 426 0 127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 80.4 2.3 7.5 1.4 9.0 0.0 0.0 5.9 0.0 3.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 155,737 : : Positions : : 130,996 132,972 7,914 13,769 4,698 10,225 0 0 1,152 3,546 752 : : : : Changes from: May 17, 2016 : : -1,840 -368 0 0 0 736 0 0 736 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 85.4 5.1 8.8 3.0 6.6 0.0 0.0 0.7 2.3 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 19,446 : : Positions : : 16,838 11,698 1,758 3,450 123 24 2,152 148 0 961 319 : : : : Changes from: May 17, 2016 : : 216 -220 0 -67 0 -44 44 44 0 222 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 60.2 9.0 17.7 0.6 0.1 11.1 0.8 0.0 4.9 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 24 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 191,223 : : Positions : : 176,296 117,634 14,134 63,477 0 0 7,823 793 0 1,496 0 : : : : Changes from: May 17, 2016 : : -384 416 800 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 61.5 7.4 33.2 0.0 0.0 4.1 0.4 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 OFF-PK - ICE FUTURES ENERGY DIV MW : CFTC Code #0643C7 Open Interest is 7,460 : : Positions : : 6,020 6,560 900 0 0 0 200 0 0 700 0 : : : : Changes from: May 17, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 87.9 12.1 0.0 0.0 0.0 2.7 0.0 0.0 9.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 13 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 8,120 : : Positions : : 6,770 7,300 1,170 0 0 0 300 0 100 460 20 : : : : Changes from: May 17, 2016 : : -25 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 89.9 14.4 0.0 0.0 0.0 3.7 0.0 1.2 5.7 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . 0 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 24,447 : : Positions : : 13,411 20,558 7,294 0 3,378 0 0 0 364 511 0 : : : : Changes from: May 17, 2016 : : -333 565 1,104 0 -306 0 0 0 -206 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 84.1 29.8 0.0 13.8 0.0 0.0 0.0 1.5 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 16 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 9,965 : : Positions : : 9,165 9,075 175 50 0 0 800 0 420 0 0 : : : : Changes from: May 17, 2016 : : 750 -50 0 0 0 0 800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 91.1 1.8 0.5 0.0 0.0 8.0 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 11,440 : : Positions : : 10,460 8,730 200 90 0 0 2,430 0 500 100 50 : : : : Changes from: May 17, 2016 : : 525 -175 0 0 0 0 700 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 76.3 1.7 0.8 0.0 0.0 21.2 0.0 4.4 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . . 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 11,560 : : Positions : : 6,290 11,220 1,020 0 0 340 340 0 3,910 0 0 : : : : Changes from: May 17, 2016 : : 0 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 May 24, 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 17,105 : : Positions : : 9,475 16,985 7,475 0 120 0 0 0 0 0 0 : : : : Changes from: May 17, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 99.3 43.7 0.0 0.7 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-All Futures Combined Positions as of May 24, 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 21,085 : : Positions : : 19,750 10,330 1,050 10,595 25 0 75 0 0 45 0 : : : : Changes from: May 17, 2016 : : -25 25 0 -50 0 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 49.0 5.0 50.2 0.1 0.0 0.4 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 18,675 : : Positions : : 17,635 8,480 600 10,120 0 0 75 0 0 0 0 : : : : Changes from: May 17, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 45.4 3.2 54.2 0.0 0.0 0.4 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-All Futures Combined Positions as of May 24, 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 24,681 : : Positions : : 23,231 20,666 0 3,535 280 900 0 0 150 200 0 : : : : Changes from: May 17, 2016 : : 500 250 -100 25 100 100 0 0 -25 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 83.7 0.0 14.3 1.1 3.6 0.0 0.0 0.6 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 17,115 : : Positions : : 16,467 12,975 0 3,935 130 200 0 0 0 75 0 : : : : Changes from: May 17, 2016 : : 325 -55 0 25 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 75.8 0.0 23.0 0.8 1.2 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 26,455 : : Positions : : 24,620 25,415 1,200 0 270 0 400 0 0 350 0 : : : : Changes from: May 17, 2016 : : 495 495 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 96.1 4.5 0.0 1.0 0.0 1.5 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 18,260 : : Positions : : 16,395 17,915 1,280 155 190 0 0 0 0 0 0 : : : : Changes from: May 17, 2016 : : 495 495 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 98.1 7.0 0.8 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 22,760 : : Positions : : 21,940 22,550 50 0 50 0 0 0 230 0 70 : : : : Changes from: May 17, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 99.1 0.2 0.0 0.2 0.0 0.0 0.0 1.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 11 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 23,617 : : Positions : : 22,267 23,467 100 0 0 200 0 0 530 0 70 : : : : Changes from: May 17, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 99.4 0.4 0.0 0.0 0.8 0.0 0.0 2.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 11 . 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 113,575 : : Positions : : 98,393 106,110 4,572 895 5,790 1,230 200 0 3,250 330 220 : : : : Changes from: May 17, 2016 : : 765 1,705 65 0 0 800 0 0 0 -75 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 93.4 4.0 0.8 5.1 1.1 0.2 0.0 2.9 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 31 33 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 133,938 : : Positions : : 118,358 122,372 4,950 590 5,890 1,139 2,785 1,641 1,400 85 560 : : : : Changes from: May 17, 2016 : : 3,192 2,932 -100 0 0 -400 95 1,000 0 -340 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 91.4 3.7 0.4 4.4 0.9 2.1 1.2 1.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 58 : : 39 36 . . . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 176,721 : : Positions : : 145,038 137,594 8,019 10,933 3,554 6,175 7,517 5,575 2,836 6,099 5,415 : : : : Changes from: May 17, 2016 : : 1,941 1,582 -92 -1,535 264 196 654 -485 -1,010 112 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 77.9 4.5 6.2 2.0 3.5 4.3 3.2 1.6 3.5 3.1 : : : : Number of Traders in Each Category Total Traders: 78 : : 41 46 4 . 4 5 . . 9 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 126,876 : : Positions : : 110,139 113,089 8,967 5,923 1,774 160 25 3,350 1,730 1,970 680 : : : : Changes from: May 17, 2016 : : 1,430 835 145 -300 -30 -300 25 0 -110 545 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 89.1 7.1 4.7 1.4 0.1 0.0 2.6 1.4 1.6 0.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 37 32 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 41,080 : : Positions : : 37,625 37,635 515 0 1,735 685 700 265 200 700 40 : : : : Changes from: May 17, 2016 : : 340 445 140 0 10 50 0 -40 200 295 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 91.6 1.3 0.0 4.2 1.7 1.7 0.6 0.5 1.7 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 35,040 : : Positions : : 32,940 32,645 375 0 1,725 0 275 0 0 395 0 : : : : Changes from: May 17, 2016 : : -140 -140 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 93.2 1.1 0.0 4.9 0.0 0.8 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 11 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 31,532 : : Positions : : 27,654 25,878 0 2,925 2,260 1,000 0 300 190 0 9 : : : : Changes from: May 17, 2016 : : 170 155 0 0 15 0 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 82.1 0.0 9.3 7.2 3.2 0.0 1.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 26 25 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 15,430 : : Positions : : 14,245 14,590 270 0 690 0 0 0 225 0 0 : : : : Changes from: May 17, 2016 : : 0 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 94.6 1.7 0.0 4.5 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 20 14 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 207,053 : : Positions : : 174,882 177,442 0 15,104 12,682 18,260 0 1,080 0 745 0 : : : : Changes from: May 17, 2016 : : 126 126 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 85.7 0.0 7.3 6.1 8.8 0.0 0.5 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 14 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 3,530,901 : : Positions : :2,881,535 2,245,913 0 1,015,652 219,226 395,890 0 34,250 0 15,860 0 : : : : Changes from: May 17, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 63.6 0.0 28.8 6.2 11.2 0.0 1.0 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-All Futures Combined Positions as of May 24, 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 1,180,043 : : Positions : : 940,455 1,090,733 150,278 0 89,310 0 0 0 0 0 0 : : : : Changes from: May 17, 2016 : : -1,840 -43,960 -42,120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 92.4 12.7 0.0 7.6 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-All Futures Combined Positions as of May 24, 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 31,447 : : Positions : : 25,393 22,373 630 3,995 2,074 810 1,585 0 1,816 856 504 : : : : Changes from: May 17, 2016 : : 782 1,039 85 25 -5 0 0 0 255 68 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 71.1 2.0 12.7 6.6 2.6 5.0 0.0 5.8 2.7 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 22 . . 4 . . 0 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 21,242 : : Positions : : 18,751 14,746 180 5,655 440 360 0 0 665 120 251 : : : : Changes from: May 17, 2016 : : 543 1,346 60 -329 -130 0 0 0 410 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 69.4 0.8 26.6 2.1 1.7 0.0 0.0 3.1 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 41,548 : : Positions : : 37,121 22,926 1,587 13,427 335 50 3,965 45 1,915 365 450 : : : : Changes from: May 17, 2016 : : 118 145 20 190 53 0 0 -15 152 -55 73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 55.2 3.8 32.3 0.8 0.1 9.5 0.1 4.6 0.9 1.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 22,957 : : Positions : : 21,189 15,943 177 5,802 659 310 0 0 0 175 0 : : : : Changes from: May 17, 2016 : : 562 532 -10 -40 50 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 69.4 0.8 25.3 2.9 1.4 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 15 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 24,356 : : Positions : : 20,233 18,201 2,343 2,156 1,420 0 560 0 0 1,671 343 : : : : Changes from: May 17, 2016 : : 987 987 -20 10 0 0 0 0 0 -28 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 74.7 9.6 8.9 5.8 0.0 2.3 0.0 0.0 6.9 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 15,780 : : Positions : : 13,222 12,676 1,676 2,028 380 0 200 0 10 200 120 : : : : Changes from: May 17, 2016 : : 930 935 -15 25 0 0 0 0 10 -20 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 80.3 10.6 12.9 2.4 0.0 1.3 0.0 0.1 1.3 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 38,407 : : Positions : : 34,279 33,608 1,550 2,625 1,185 700 50 300 0 200 0 : : : : Changes from: May 17, 2016 : : -261 -426 5 180 -145 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 87.5 4.0 6.8 3.1 1.8 0.1 0.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 25 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 16,405 : : Positions : : 14,965 13,949 910 2,400 0 0 0 0 418 0 25 : : : : Changes from: May 17, 2016 : : 1,280 1,280 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 85.0 5.5 14.6 0.0 0.0 0.0 0.0 2.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 17 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 14,587 : : Positions : : 12,765 12,184 605 2,255 59 0 0 0 1,057 0 34 : : : : Changes from: May 17, 2016 : : 480 270 0 170 0 0 0 0 -40 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 83.5 4.1 15.5 0.4 0.0 0.0 0.0 7.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 24 19 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 45,963 : : Positions : : 40,046 38,409 0 1,265 2,600 25 0 0 0 100 0 : : : : Changes from: May 17, 2016 : : 180 180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 83.6 0.0 2.8 5.7 0.1 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 20 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 39,757 : : Positions : : 34,782 31,540 0 2,625 1,810 25 0 0 0 100 0 : : : : Changes from: May 17, 2016 : : 240 240 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 79.3 0.0 6.6 4.6 0.1 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 19 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 23,395 : : Positions : : 20,410 10,030 45 0 0 0 7,565 350 25 3,820 325 : : : : Changes from: May 17, 2016 : : 50 -100 0 0 0 0 100 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 42.9 0.2 0.0 0.0 0.0 32.3 1.5 0.1 16.3 1.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . 0 0 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 22,075 : : Positions : : 19,360 9,465 45 0 0 0 7,355 475 0 3,375 0 : : : : Changes from: May 17, 2016 : : 175 175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 42.9 0.2 0.0 0.0 0.0 33.3 2.2 0.0 15.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 23,273 : : Positions : : 16,314 21,594 0 0 0 1,230 0 495 4,050 0 0 : : : : Changes from: May 17, 2016 : : 1,280 1,280 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 92.8 0.0 0.0 0.0 5.3 0.0 2.1 17.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 8 0 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 20,376 : : Positions : : 14,074 19,084 0 0 0 1,400 0 280 3,625 0 50 : : : : Changes from: May 17, 2016 : : 1,175 1,175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 93.7 0.0 0.0 0.0 6.9 0.0 1.4 17.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 9 0 0 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 32,142 : : Positions : : 31,245 18,860 50 0 0 0 12,680 0 150 427 0 : : : : Changes from: May 17, 2016 : : 0 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 58.7 0.2 0.0 0.0 0.0 39.4 0.0 0.5 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 0 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 26,265 : : Positions : : 25,550 15,095 50 0 0 0 10,855 0 0 160 0 : : : : Changes from: May 17, 2016 : : 0 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 57.5 0.2 0.0 0.0 0.0 41.3 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 29,810 : : Positions : : 25,140 25,755 0 1,200 0 2,920 0 795 50 1,135 0 : : : : Changes from: May 17, 2016 : : 300 -50 0 0 0 0 0 0 50 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 86.4 0.0 4.0 0.0 9.8 0.0 2.7 0.2 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 11 0 . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 28,755 : : Positions : : 26,405 21,920 0 1,200 0 0 2,205 420 0 1,035 0 : : : : Changes from: May 17, 2016 : : 250 -50 0 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 76.2 0.0 4.2 0.0 0.0 7.7 1.5 0.0 3.6 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 May 24, 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 115,042 : : Positions : : 82,956 103,111 0 1,675 1,635 21,225 0 100 2,570 1,965 392 : : : : Changes from: May 17, 2016 : : 1,200 550 0 0 0 0 -100 100 250 1,000 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 89.6 0.0 1.5 1.4 18.4 0.0 0.1 2.2 1.7 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 27 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 106,011 : : Positions : : 72,826 95,916 0 2,875 1,510 23,795 0 0 2,335 165 150 : : : : Changes from: May 17, 2016 : : 395 695 0 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 90.5 0.0 2.7 1.4 22.4 0.0 0.0 2.2 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 28 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 15,615 : : Positions : : 14,835 13,905 0 1,170 0 0 300 0 600 0 0 : : : : Changes from: May 17, 2016 : : -430 170 0 0 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 89.0 0.0 7.5 0.0 0.0 1.9 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 12 0 . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 27,925 : : Positions : : 23,255 22,715 1,000 0 1,685 0 1,200 125 50 400 0 : : : : Changes from: May 17, 2016 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 81.3 3.6 0.0 6.0 0.0 4.3 0.4 0.2 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 21,875 : : Positions : : 18,195 17,325 0 455 2,625 0 400 125 0 0 0 : : : : Changes from: May 17, 2016 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 79.2 0.0 2.1 12.0 0.0 1.8 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 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 16,160 : : Positions : : 14,295 12,035 0 2,545 1,015 0 25 0 150 0 0 : : : : Changes from: May 17, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 74.5 0.0 15.7 6.3 0.0 0.2 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 9 0 . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 27, 2016