Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 81,488 : : Positions : : 25,201 26,190 9,371 9,598 4,319 0 17,055 4,514 29,086 11,150 7,966 : : : : Changes from: November 1, 2016 : : 1,083 -156 -60 543 -90 0 269 628 -680 -253 409 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 32.1 11.5 11.8 5.3 0.0 20.9 5.5 35.7 13.7 9.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 17 14 . 4 4 0 6 4 14 14 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 17,581 : : Positions : : 1,463 8,035 0 2,897 733 314 961 2,017 11,299 1,694 1,085 : : : : Changes from: November 1, 2016 : : -35 -205 0 50 55 -4 21 104 -150 -65 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.3 45.7 0.0 16.5 4.2 1.8 5.5 11.5 64.3 9.6 6.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 7 8 0 4 . . . . 12 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 121,909 : : Positions : : 68,961 83,986 13,388 14,159 6,162 19,552 2,397 1,589 6,432 7,490 5,153 : : : : Changes from: November 1, 2016 : : -4,074 -3,485 636 201 -781 -1,251 -231 316 -254 -1,539 -705 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 68.9 11.0 11.6 5.1 16.0 2.0 1.3 5.3 6.1 4.2 : : : : Number of Traders in Each Category Total Traders: 77 : : 41 41 . . 4 4 5 6 6 10 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 49,058 : : Positions : : 37,658 43,173 2,204 254 4,786 0 183 202 3,904 156 304 : : : : Changes from: November 1, 2016 : : 2,591 5,180 690 -2,488 135 0 -77 0 -510 156 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 88.0 4.5 0.5 9.8 0.0 0.4 0.4 8.0 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 22 . . . 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 381,887 : : Positions : : 341,407 311,776 1,361 39,076 19,969 10,162 0 0 331 2,409 8,657 : : : : Changes from: November 1, 2016 : : 55,393 38,976 -9,903 10,963 -7,015 0 0 0 0 -4,449 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 81.6 0.4 10.2 5.2 2.7 0.0 0.0 0.1 0.6 2.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 19 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 1,477,404 : : Positions : :1,172,499 1,173,110 152,102 143,627 29,667 50,345 11,647 41,923 29,690 76,252 1,178 : : : : Changes from: November 1, 2016 : : -45,045 -26,553 -7,510 -26,788 3,368 -5,234 2,744 1,608 1,504 -5,688 -816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 79.4 10.3 9.7 2.0 3.4 0.8 2.8 2.0 5.2 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 34 35 . . . 4 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 66,618 : : Positions : : 46,039 43,150 8,887 5,990 8,376 1,447 2,099 100 0 5,134 1,769 : : : : Changes from: November 1, 2016 : : 2,432 -241 2,046 4,536 -1,167 0 -131 -76 0 314 -676 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 64.8 13.3 9.0 12.6 2.2 3.2 0.2 0.0 7.7 2.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 21 . . . . . . 0 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 336,032 : : Positions : : 246,229 228,665 49,748 62,164 40,055 0 4,506 0 0 642 0 : : : : Changes from: November 1, 2016 : : -25,384 -18,575 7,400 919 -9,902 0 0 0 0 -328 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 68.0 14.8 18.5 11.9 0.0 1.3 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 427,729 : : Positions : : 297,060 371,552 77,219 9,392 37,425 5,840 728 8,632 1,553 0 0 : : : : Changes from: November 1, 2016 : : -19,575 -38,327 -19,568 0 4,999 1,224 0 0 -408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 86.9 18.1 2.2 8.7 1.4 0.2 2.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 29,026 : : Positions : : 21,383 26,522 3,623 0 2,001 584 0 84 273 42 0 : : : : Changes from: November 1, 2016 : : -2,337 -2,835 -902 0 172 42 0 -42 -105 -62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 91.4 12.5 0.0 6.9 2.0 0.0 0.3 0.9 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 21 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 58,567 : : Positions : : 32,447 42,082 24,134 14,920 1,555 0 0 0 140 0 0 : : : : Changes from: November 1, 2016 : : -2,535 3,362 4,948 -960 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 71.9 41.2 25.5 2.7 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 28 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 77,254 : : Positions : : 49,681 55,357 26,284 20,795 985 0 0 0 0 0 0 : : : : Changes from: November 1, 2016 : : -4,356 1,277 5,173 -485 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 71.7 34.0 26.9 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 27 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 25,909 : : Positions : : 18,857 22,039 3,760 295 2,580 0 0 0 100 875 0 : : : : Changes from: November 1, 2016 : : -1,505 -1,274 185 0 -185 0 0 0 -50 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 85.1 14.5 1.1 10.0 0.0 0.0 0.0 0.4 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 296,416 : : Positions : : 176,560 291,736 106,112 0 4,680 6,280 0 0 2,784 0 0 : : : : Changes from: November 1, 2016 : : 176 -5,536 -2,856 0 0 -816 0 0 -2,040 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 98.4 35.8 0.0 1.6 2.1 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 6,071 : : Positions : : 4,032 3,913 174 634 85 589 0 87 168 1,204 0 : : : : Changes from: November 1, 2016 : : -1,416 -1,051 42 42 -63 -84 0 0 -84 63 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 64.5 2.9 10.4 1.4 9.7 0.0 1.4 2.8 19.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 6,395 : : Positions : : 4,255 4,295 0 1,740 60 1,600 0 0 300 0 0 : : : : Changes from: November 1, 2016 : : -650 -850 0 -150 0 -200 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 67.2 0.0 27.2 0.9 25.0 0.0 0.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 9,675 : : Positions : : 6,460 5,545 0 2,205 1,025 200 0 100 905 225 475 : : : : Changes from: November 1, 2016 : : -715 -625 0 -180 -225 -25 0 25 -75 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 57.3 0.0 22.8 10.6 2.1 0.0 1.0 9.4 2.3 4.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 37,137 : : Positions : : 27,300 33,167 7,520 1,195 1,555 0 50 0 200 1,050 0 : : : : Changes from: November 1, 2016 : : -1,546 -1,395 -365 -330 -235 0 0 0 -50 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 89.3 20.2 3.2 4.2 0.0 0.1 0.0 0.5 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 27,515 : : Positions : : 21,290 21,125 2,935 4,580 1,550 0 0 0 1,560 250 0 : : : : Changes from: November 1, 2016 : : -610 -490 15 -100 -65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 76.8 10.7 16.6 5.6 0.0 0.0 0.0 5.7 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 20,275 : : Positions : : 14,693 14,961 2,697 2,229 1,664 610 0 21 0 1,065 84 : : : : Changes from: November 1, 2016 : : -228 -480 -189 147 -126 42 -42 -42 0 84 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 73.8 13.3 11.0 8.2 3.0 0.0 0.1 0.0 5.3 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 21 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 53,904 : : Positions : : 48,970 43,978 1,040 4,361 1,376 0 222 0 690 1,979 1,805 : : : : Changes from: November 1, 2016 : : -1,163 -2,213 -30 597 -604 0 0 0 -480 -96 158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 81.6 1.9 8.1 2.6 0.0 0.4 0.0 1.3 3.7 3.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 25 . . 4 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 72,999 : : Positions : : 66,620 47,704 2,418 3,307 1,355 422 1,761 0 365 17,078 1,746 : : : : Changes from: November 1, 2016 : : -666 -3,572 -2,172 353 38 0 454 0 -791 -856 566 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 65.3 3.3 4.5 1.9 0.6 2.4 0.0 0.5 23.4 2.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 29 . . . . . 0 . 7 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 43,165 : : Positions : : 33,505 38,025 7,445 3,660 1,470 0 0 0 720 0 0 : : : : Changes from: November 1, 2016 : : -1,440 -2,165 -630 80 -80 0 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 88.1 17.2 8.5 3.4 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 23 8 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 48,435 : : Positions : : 36,505 40,615 9,800 6,020 1,000 0 0 0 1,120 800 0 : : : : Changes from: November 1, 2016 : : -2,425 -3,125 -655 -50 0 0 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 83.9 20.2 12.4 2.1 0.0 0.0 0.0 2.3 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 303,149 : : Positions : : 208,998 263,258 21,252 11,400 16,631 0 1,201 0 54,668 9,059 1,600 : : : : Changes from: November 1, 2016 : : -15,032 -6,016 -7,544 -2,464 4,672 0 -816 0 10,424 -2,856 -1,608 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 86.8 7.0 3.8 5.5 0.0 0.4 0.0 18.0 3.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 24 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 25,817 : : Positions : : 17,373 20,389 465 421 1,529 157 1,187 765 4,177 831 483 : : : : Changes from: November 1, 2016 : : -799 -1,008 -529 252 376 0 60 0 -236 -126 -146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 79.0 1.8 1.6 5.9 0.6 4.6 3.0 16.2 3.2 1.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 24 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 36,918 : : Positions : : 24,235 36,332 10,965 0 0 282 0 0 850 0 586 : : : : Changes from: November 1, 2016 : : 1,386 492 1,542 0 0 -26 0 0 -2,438 -28 332 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 98.4 29.7 0.0 0.0 0.8 0.0 0.0 2.3 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . 0 0 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 283,869 : : Positions : : 228,768 197,645 19,337 34,019 32,612 3,152 18,800 0 0 793 0 : : : : Changes from: November 1, 2016 : : -16,728 -23,056 -3,264 3,472 -408 0 0 0 0 -408 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 69.6 6.8 12.0 11.5 1.1 6.6 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 20,250 : : Positions : : 14,553 16,111 1,480 0 2,010 661 0 1,018 0 732 0 : : : : Changes from: November 1, 2016 : : -339 -1,424 -787 0 555 23 0 0 -125 258 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 79.6 7.3 0.0 9.9 3.3 0.0 5.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 9,687 : : Positions : : 4,922 7,460 3,712 1,785 0 122 0 42 65 0 42 : : : : Changes from: November 1, 2016 : : -84 -210 -105 -21 0 21 0 -21 21 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 77.0 38.3 18.4 0.0 1.3 0.0 0.4 0.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 9,516 : : Positions : : 5,122 6,730 1,854 1,105 433 550 82 0 107 55 457 : : : : Changes from: November 1, 2016 : : -483 -861 -252 -42 0 -125 0 0 -29 55 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 70.7 19.5 11.6 4.6 5.8 0.9 0.0 1.1 0.6 4.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 101,813 : : Positions : : 74,104 83,484 16,105 17,146 775 1,948 0 0 8,473 0 408 : : : : Changes from: November 1, 2016 : : -9,384 -8,976 -1,224 -3,264 0 -2,040 0 0 408 0 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 82.0 15.8 16.8 0.8 1.9 0.0 0.0 8.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 15,196 : : Positions : : 11,510 10,378 2,164 2,053 497 106 866 41 373 917 256 : : : : Changes from: November 1, 2016 : : -877 -45 515 -64 -265 0 -292 0 -22 252 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 68.3 14.2 13.5 3.3 0.7 5.7 0.3 2.5 6.0 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 172,071 : : Positions : : 131,384 96,176 26,042 48,063 13,421 0 7,767 408 0 5,420 816 : : : : Changes from: November 1, 2016 : : -1,625 -2,573 836 -2,096 -540 0 -408 0 -398 3,890 431 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 55.9 15.1 27.9 7.8 0.0 4.5 0.2 0.0 3.1 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 8,850 : : Positions : : 6,860 8,290 1,855 0 25 0 250 50 0 225 0 : : : : Changes from: November 1, 2016 : : -680 -640 -15 0 0 0 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 93.7 21.0 0.0 0.3 0.0 2.8 0.6 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 26,688 : : Positions : : 14,903 18,913 1,512 0 5,525 0 6 1,836 2,912 408 0 : : : : Changes from: November 1, 2016 : : 1,485 68 -1,416 0 690 0 1 306 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 70.9 5.7 0.0 20.7 0.0 0.0 6.9 10.9 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 229,501 : : Positions : : 141,523 137,980 30,073 29,752 57,905 0 0 0 0 3,864 0 : : : : Changes from: November 1, 2016 : : 0 -622 0 622 -622 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 60.1 13.1 13.0 25.2 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 10,535 : : Positions : : 9,255 6,245 150 2,380 220 0 1,680 0 400 0 0 : : : : Changes from: November 1, 2016 : : -725 -330 0 -315 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 59.3 1.4 22.6 2.1 0.0 15.9 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 10,705 : : Positions : : 9,365 6,350 150 2,180 355 0 1,680 0 180 0 130 : : : : Changes from: November 1, 2016 : : -965 -320 0 -540 0 0 -100 0 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 59.3 1.4 20.4 3.3 0.0 15.7 0.0 1.7 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 2,814 : : Positions : : 1,512 2,100 252 630 0 84 84 0 966 0 0 : : : : Changes from: November 1, 2016 : : -777 -1,071 -126 -315 0 -42 -42 0 -483 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 74.6 9.0 22.4 0.0 3.0 3.0 0.0 34.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 5 . . 0 . . 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 14,980 : : Positions : : 12,220 6,470 1,780 7,890 620 0 0 0 80 0 0 : : : : Changes from: November 1, 2016 : : -915 -75 240 -655 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 43.2 11.9 52.7 4.1 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 18,768 : : Positions : : 12,548 11,683 3,100 4,450 2,585 350 0 50 0 0 0 : : : : Changes from: November 1, 2016 : : -865 -1,410 -425 90 -465 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 62.2 16.5 23.7 13.8 1.9 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 12,651 : : Positions : : 9,417 7,066 50 2,965 2,570 375 0 0 0 50 0 : : : : Changes from: November 1, 2016 : : -610 -1,060 50 460 -510 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 55.9 0.4 23.4 20.3 3.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 22,565 : : Positions : : 13,665 21,395 7,980 65 475 0 400 0 0 50 0 : : : : Changes from: November 1, 2016 : : -795 -725 55 5 -40 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 94.8 35.4 0.3 2.1 0.0 1.8 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 16,345 : : Positions : : 10,770 13,680 3,790 625 1,450 0 370 0 0 110 85 : : : : Changes from: November 1, 2016 : : -860 -1,015 -220 -75 100 0 15 -25 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 83.7 23.2 3.8 8.9 0.0 2.3 0.0 0.0 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 17,337 : : Positions : : 11,172 14,782 3,845 575 1,565 0 370 0 465 0 20 : : : : Changes from: November 1, 2016 : : -920 -715 245 -75 -225 -50 40 -50 35 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 85.3 22.2 3.3 9.0 0.0 2.1 0.0 2.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 98,353 : : Positions : : 84,397 79,628 1,360 6,709 9,596 1,945 200 30 850 1,925 160 : : : : Changes from: November 1, 2016 : : -1,728 -5,241 -525 2,283 -2,130 -160 -25 0 -500 85 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 81.0 1.4 6.8 9.8 2.0 0.2 0.0 0.9 2.0 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 33 28 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 121,721 : : Positions : : 102,065 98,961 2,160 2,614 13,426 2,865 3,655 310 550 2,305 345 : : : : Changes from: November 1, 2016 : : -3,317 -8,588 -3,249 1,599 -349 -140 120 -150 -100 78 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 81.3 1.8 2.1 11.0 2.4 3.0 0.3 0.5 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 38 30 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 186,114 : : Positions : : 127,884 134,439 27,379 8,380 12,161 5,805 6,987 6,190 2,607 13,856 4,054 : : : : Changes from: November 1, 2016 : : -6,541 -4,106 2,057 -624 610 -195 -1,585 655 -367 1,264 -870 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 72.2 14.7 4.5 6.5 3.1 3.8 3.3 1.4 7.4 2.2 : : : : Number of Traders in Each Category Total Traders: 79 : : 39 45 4 . 5 4 4 . 5 10 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 125,812 : : Positions : : 105,810 104,056 5,129 9,239 5,590 5,897 769 1,819 1,220 4,057 282 : : : : Changes from: November 1, 2016 : : -4,535 -4,943 -616 -850 291 -50 -4 -133 -165 450 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 82.7 4.1 7.3 4.4 4.7 0.6 1.4 1.0 3.2 0.2 : : : : Number of Traders in Each Category Total Traders: 53 : : 36 31 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 36,520 : : Positions : : 30,350 27,330 2,915 6,735 1,345 575 1,000 0 1,170 0 110 : : : : Changes from: November 1, 2016 : : -1,070 -180 550 -255 -550 -60 -25 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 74.8 8.0 18.4 3.7 1.6 2.7 0.0 3.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 13 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 32,755 : : Positions : : 25,990 28,620 2,490 935 2,950 0 220 30 1,185 0 0 : : : : Changes from: November 1, 2016 : : -650 -285 675 335 -1,010 0 0 0 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 87.4 7.6 2.9 9.0 0.0 0.7 0.1 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 33,665 : : Positions : : 29,031 24,626 0 5,594 2,985 1,100 200 250 150 0 0 : : : : Changes from: November 1, 2016 : : -965 -1,190 0 165 -331 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 73.2 0.0 16.6 8.9 3.3 0.6 0.7 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 26 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 19,036 : : Positions : : 14,156 14,526 2,010 2,570 1,820 900 0 0 150 0 0 : : : : Changes from: November 1, 2016 : : -1,300 -1,260 40 -75 -40 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 76.3 10.6 13.5 9.6 4.7 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 159,858 : : Positions : : 102,753 110,473 2,111 20,867 27,333 26,560 0 1,080 0 105 0 : : : : Changes from: November 1, 2016 : : -4,370 -8,960 -7,384 -2,794 3,287 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 69.1 1.3 13.1 17.1 16.6 0.0 0.7 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 13 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 2,565,396 : : Positions : :1,761,812 1,329,027 0 797,615 404,344 372,990 0 26,250 0 8,160 0 : : : : Changes from: November 1, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 51.8 0.0 31.1 15.8 14.5 0.0 1.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 13 0 4 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 44,946 : : Positions : : 27,748 29,722 2,985 4,857 10,367 3,825 0 0 0 0 0 : : : : Changes from: November 1, 2016 : : 215 -1,060 0 1,275 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 66.1 6.6 10.8 23.1 8.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 879,807 : : Positions : : 619,524 680,902 134,823 73,445 125,460 0 0 0 0 0 0 : : : : Changes from: November 1, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 77.4 15.3 8.3 14.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C52 Open Interest is 146,224 : : Positions : : 135,568 66,124 4,440 74,000 0 5,920 0 0 0 6,100 0 : : : : Changes from: November 1, 2016 : : -41,147 -20,116 -1,335 -22,250 0 -1,780 0 0 0 -1,600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 45.2 3.0 50.6 0.0 4.0 0.0 0.0 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 5 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 25,871 : : Positions : : 16,030 16,997 3,643 3,828 2,472 110 1,300 0 2,718 732 509 : : : : Changes from: November 1, 2016 : : -687 302 810 -270 -511 -25 -35 0 -53 104 -104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 65.7 14.1 14.8 9.6 0.4 5.0 0.0 10.5 2.8 2.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 21 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 20,163 : : Positions : : 15,144 15,643 1,823 3,222 949 460 0 0 1,576 0 59 : : : : Changes from: November 1, 2016 : : -642 -827 -141 -320 -30 -50 0 0 -335 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 77.6 9.0 16.0 4.7 2.3 0.0 0.0 7.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 19 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 39,020 : : Positions : : 33,593 16,909 1,148 15,014 957 0 3,827 50 2,270 1,482 769 : : : : Changes from: November 1, 2016 : : -1,296 117 389 -730 211 0 160 -300 115 -376 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 43.3 2.9 38.5 2.5 0.0 9.8 0.1 5.8 3.8 2.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 21 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 22,841 : : Positions : : 20,097 13,481 0 6,721 2,086 30 0 70 148 358 125 : : : : Changes from: November 1, 2016 : : 377 357 0 21 -429 -45 0 0 148 -170 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 59.0 0.0 29.4 9.1 0.1 0.0 0.3 0.6 1.6 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 16 0 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 23,851 : : Positions : : 15,131 19,240 5,829 725 2,175 100 440 0 0 892 359 : : : : Changes from: November 1, 2016 : : -777 -585 -245 -35 160 0 -370 0 0 -65 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 80.7 24.4 3.0 9.1 0.4 1.8 0.0 0.0 3.7 1.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 13,733 : : Positions : : 11,433 11,578 1,361 1,390 455 0 50 0 184 50 0 : : : : Changes from: November 1, 2016 : : -847 -700 -333 -372 190 0 -25 0 60 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 84.3 9.9 10.1 3.3 0.0 0.4 0.0 1.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 36,384 : : Positions : : 33,230 27,625 770 6,249 1,830 135 450 0 100 200 0 : : : : Changes from: November 1, 2016 : : -1,360 -1,450 -125 5 0 35 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 75.9 2.1 17.2 5.0 0.4 1.2 0.0 0.3 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 23 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 15,873 : : Positions : : 12,819 12,383 1,010 1,825 1,505 0 0 0 465 100 54 : : : : Changes from: November 1, 2016 : : -800 -460 0 -290 0 0 0 0 2 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 78.0 6.4 11.5 9.5 0.0 0.0 0.0 2.9 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 19 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 13,963 : : Positions : : 10,300 9,161 625 2,757 2,025 0 0 0 1,003 0 0 : : : : Changes from: November 1, 2016 : : -635 -401 -50 -253 0 0 0 0 36 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 65.6 4.5 19.7 14.5 0.0 0.0 0.0 7.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 42,737 : : Positions : : 28,674 34,959 10,330 3,370 350 0 0 0 0 100 0 : : : : Changes from: November 1, 2016 : : -1,880 -1,240 955 -245 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 81.8 24.2 7.9 0.8 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 18 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 38,601 : : Positions : : 25,558 30,623 9,230 4,130 50 0 0 0 0 100 0 : : : : Changes from: November 1, 2016 : : -2,215 -1,245 705 -245 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 79.3 23.9 10.7 0.1 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 18 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 33,670 : : Positions : : 30,530 6,240 0 1,155 1,370 0 14,180 50 0 9,625 0 : : : : Changes from: November 1, 2016 : : -880 -635 0 -455 380 0 225 -100 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 18.5 0.0 3.4 4.1 0.0 42.1 0.1 0.0 28.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 0 . . 0 . . 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 30,810 : : Positions : : 28,135 6,360 0 4,980 285 0 12,955 490 0 4,330 0 : : : : Changes from: November 1, 2016 : : -445 -610 0 90 -120 0 130 -130 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 20.6 0.0 16.2 0.9 0.0 42.0 1.6 0.0 14.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 25,783 : : Positions : : 17,249 15,290 95 3,839 3,490 1,815 0 105 2,225 2,255 100 : : : : Changes from: November 1, 2016 : : -445 -1,050 0 650 -250 320 0 -320 -275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 59.3 0.4 14.9 13.5 7.0 0.0 0.4 8.6 8.7 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 22,263 : : Positions : : 14,507 12,888 95 3,533 2,630 1,845 0 90 2,225 2,355 100 : : : : Changes from: November 1, 2016 : : -135 -500 -25 195 -170 40 0 -40 -275 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 57.9 0.4 15.9 11.8 8.3 0.0 0.4 10.0 10.6 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 8 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 43,905 : : Positions : : 23,865 24,625 16,795 165 2,220 0 16,260 0 400 400 0 : : : : Changes from: November 1, 2016 : : -630 -385 200 50 -50 0 -255 0 -200 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 56.1 38.3 0.4 5.1 0.0 37.0 0.0 0.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 38,900 : : Positions : : 19,890 20,605 16,185 140 1,845 0 15,310 0 0 400 0 : : : : Changes from: November 1, 2016 : : -755 -410 -30 0 -50 0 -385 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 53.0 41.6 0.4 4.7 0.0 39.4 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 29,570 : : Positions : : 26,415 16,325 25 8,130 830 0 1,910 150 1,200 1,565 100 : : : : Changes from: November 1, 2016 : : -660 -810 0 650 -635 0 -175 0 0 -350 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 55.2 0.1 27.5 2.8 0.0 6.5 0.5 4.1 5.3 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 29,665 : : Positions : : 27,050 16,040 75 9,450 305 0 2,130 130 1,200 995 170 : : : : Changes from: November 1, 2016 : : -615 -700 0 470 -255 0 -10 -15 0 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 54.1 0.3 31.9 1.0 0.0 7.2 0.4 4.0 3.4 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 33,579 : : Positions : : 23,305 16,854 25 9,996 2,894 4,780 275 425 380 1,370 555 : : : : Changes from: November 1, 2016 : : -870 -860 0 -595 -60 -230 0 0 -165 200 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 50.2 0.1 29.8 8.6 14.2 0.8 1.3 1.1 4.1 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 25,475 : : Positions : : 19,290 14,830 25 3,915 3,995 455 300 390 255 1,000 275 : : : : Changes from: November 1, 2016 : : -550 -735 0 340 -390 170 0 -170 10 25 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 58.2 0.1 15.4 15.7 1.8 1.2 1.5 1.0 3.9 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 121,986 : : Positions : : 55,574 109,919 17,700 1,610 3,959 27,060 0 215 11,135 0 930 : : : : Changes from: November 1, 2016 : : -2,425 -3,210 -260 485 -450 -575 0 0 390 -85 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 90.1 14.5 1.3 3.2 22.2 0.0 0.2 9.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 18 26 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 110,201 : : Positions : : 49,585 99,370 17,558 3,165 3,180 29,425 0 275 5,925 0 500 : : : : Changes from: November 1, 2016 : : -2,865 -3,305 1,030 240 -960 -605 0 0 -685 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 90.2 15.9 2.9 2.9 26.7 0.0 0.2 5.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 26 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 21,860 : : Positions : : 16,860 19,165 3,020 820 670 0 225 50 200 0 0 : : : : Changes from: November 1, 2016 : : -1,025 -1,000 50 160 -210 0 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 87.7 13.8 3.8 3.1 0.0 1.0 0.2 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 18,205 : : Positions : : 13,915 16,045 2,615 990 510 0 175 0 700 0 0 : : : : Changes from: November 1, 2016 : : -915 -915 15 0 -15 0 -25 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 88.1 14.4 5.4 2.8 0.0 1.0 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 36,010 : : Positions : : 29,580 24,330 1,185 2,840 1,600 50 2,850 0 0 800 0 : : : : Changes from: November 1, 2016 : : -785 -365 40 -110 -160 0 -225 0 0 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 67.6 3.3 7.9 4.4 0.1 7.9 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 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 27,330 : : Positions : : 19,715 15,380 615 3,725 2,860 0 1,225 0 0 0 0 : : : : Changes from: November 1, 2016 : : -1,985 200 615 -1,495 585 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 56.3 2.3 13.6 10.5 0.0 4.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 11, 2016