Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 77,188 : : Positions : : 28,624 24,860 12,147 8,581 1,890 100 22,165 2,644 23,362 8,450 7,776 : : : : Changes from: December 13, 2016 : : -43 -248 10 804 172 50 -795 456 -977 -1,038 197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.1 32.2 15.7 11.1 2.4 0.1 28.7 3.4 30.3 10.9 10.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 17 16 . 4 5 . 5 4 12 13 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 18,350 : : Positions : : 4,442 10,800 544 1,972 813 82 2,739 365 10,769 554 857 : : : : Changes from: December 13, 2016 : : -60 140 537 25 34 0 70 -50 -242 40 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 58.9 3.0 10.7 4.4 0.4 14.9 2.0 58.7 3.0 4.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 8 9 . 4 5 . . . 9 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 127,879 : : Positions : : 75,036 88,156 11,500 15,653 7,982 20,263 1,670 2,113 7,092 8,622 3,390 : : : : Changes from: December 13, 2016 : : 1,927 1,937 1,097 1,234 -127 -298 -426 237 -103 284 360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 68.9 9.0 12.2 6.2 15.8 1.3 1.7 5.5 6.7 2.7 : : : : Number of Traders in Each Category Total Traders: 76 : : 40 40 . . 4 . 5 5 9 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 44,732 : : Positions : : 34,579 40,097 2,883 0 4,015 39 0 437 2,752 156 27 : : : : Changes from: December 13, 2016 : : -466 -907 486 0 -463 39 -236 236 -1,202 0 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 89.6 6.4 0.0 9.0 0.1 0.0 1.0 6.2 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 22 . 0 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 425,065 : : Positions : : 373,259 329,305 0 55,929 33,742 10,472 0 0 3,808 2,305 3,784 : : : : Changes from: December 13, 2016 : : 16,458 8,744 0 2,626 1,986 0 0 0 -3,415 1,673 -1,673 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 77.5 0.0 13.2 7.9 2.5 0.0 0.0 0.9 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 18 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 1,500,808 : : Positions : :1,189,691 1,191,746 150,318 91,774 63,194 8,132 20,415 58,151 30,506 74,712 816 : : : : Changes from: December 13, 2016 : : 16,173 -2,034 29,968 2,799 3,560 -43,096 2,280 15,848 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 79.4 10.0 6.1 4.2 0.5 1.4 3.9 2.0 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 35 35 . . . 4 . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 60,815 : : Positions : : 43,895 41,811 8,930 5,912 6,299 460 1,918 52 208 3,852 971 : : : : Changes from: December 13, 2016 : : 1,481 603 -77 577 -175 -78 0 0 0 146 -249 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 68.8 14.7 9.7 10.4 0.8 3.2 0.1 0.3 6.3 1.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 23 . . . . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 307,687 : : Positions : : 223,586 208,943 51,353 62,132 32,748 0 3,864 0 0 0 0 : : : : Changes from: December 13, 2016 : : 688 688 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 67.9 16.7 20.2 10.6 0.0 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 15 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 386,904 : : Positions : : 292,742 331,482 41,092 9,392 36,670 7,360 728 8,632 408 0 0 : : : : Changes from: December 13, 2016 : : 2,315 -20,062 -21,617 0 6,663 -760 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 85.7 10.6 2.4 9.5 1.9 0.2 2.2 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 26,905 : : Positions : : 20,898 23,616 1,354 48 2,739 667 0 42 252 166 0 : : : : Changes from: December 13, 2016 : : -190 -838 -824 -133 -123 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 87.8 5.0 0.2 10.2 2.5 0.0 0.2 0.9 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 21 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 61,335 : : Positions : : 36,019 45,367 23,048 14,390 1,565 0 0 0 400 0 0 : : : : Changes from: December 13, 2016 : : 1,060 1,150 -60 60 0 0 0 0 210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 74.0 37.6 23.5 2.6 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 27 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 79,426 : : Positions : : 52,726 57,917 25,072 20,370 1,015 0 0 0 350 0 0 : : : : Changes from: December 13, 2016 : : 575 790 40 60 0 0 0 0 235 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 72.9 31.6 25.6 1.3 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 27 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 30,964 : : Positions : : 24,506 25,779 3,250 2,285 2,020 0 0 0 750 700 0 : : : : Changes from: December 13, 2016 : : 315 -575 0 900 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 83.3 10.5 7.4 6.5 0.0 0.0 0.0 2.4 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 309,752 : : Positions : : 189,120 305,072 104,128 0 4,680 5,512 0 0 6,312 0 0 : : : : Changes from: December 13, 2016 : : -6,232 -4,712 1,520 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 98.5 33.6 0.0 1.5 1.8 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 21 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 6,879 : : Positions : : 5,060 4,803 131 522 311 546 0 87 84 774 0 : : : : Changes from: December 13, 2016 : : -40 82 -43 -41 41 0 0 0 0 -123 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 69.8 1.9 7.6 4.5 7.9 0.0 1.3 1.2 11.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 16 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 7,174 : : Positions : : 4,880 3,820 0 2,490 60 1,400 0 0 150 0 0 : : : : Changes from: December 13, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 53.2 0.0 34.7 0.8 19.5 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 15,040 : : Positions : : 13,015 8,340 0 5,845 375 275 0 25 480 0 375 : : : : Changes from: December 13, 2016 : : 0 25 0 0 0 0 0 0 0 -25 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 55.5 0.0 38.9 2.5 1.8 0.0 0.2 3.2 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 38,641 : : Positions : : 31,056 34,746 5,610 1,325 1,545 0 0 0 100 975 50 : : : : Changes from: December 13, 2016 : : 675 -15 -900 -100 210 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 89.9 14.5 3.4 4.0 0.0 0.0 0.0 0.3 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 22 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 25,956 : : Positions : : 19,951 20,691 3,075 2,845 2,150 0 0 0 600 250 0 : : : : Changes from: December 13, 2016 : : 445 445 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 79.7 11.8 11.0 8.3 0.0 0.0 0.0 2.3 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 19 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 21,154 : : Positions : : 15,587 15,967 2,641 1,972 1,622 549 0 0 228 1,086 84 : : : : Changes from: December 13, 2016 : : 565 649 -41 0 0 0 0 0 41 -63 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 75.5 12.5 9.3 7.7 2.6 0.0 0.0 1.1 5.1 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 59,000 : : Positions : : 53,018 47,243 2,256 4,500 2,101 0 222 0 745 3,891 865 : : : : Changes from: December 13, 2016 : : 289 -492 0 -22 -60 0 0 0 10 813 -391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 80.1 3.8 7.6 3.6 0.0 0.4 0.0 1.3 6.6 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 22 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 75,925 : : Positions : : 67,298 52,427 3,359 2,993 2,049 122 2,967 232 1,116 13,453 1,736 : : : : Changes from: December 13, 2016 : : -461 -607 734 175 -176 0 80 0 316 971 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 69.1 4.4 3.9 2.7 0.2 3.9 0.3 1.5 17.7 2.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 28 30 . . . . . . 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 46,990 : : Positions : : 35,810 41,930 9,120 3,870 1,190 0 0 0 865 0 0 : : : : Changes from: December 13, 2016 : : 1,950 3,640 1,640 0 -200 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 89.2 19.4 8.2 2.5 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 24 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 52,035 : : Positions : : 38,860 41,560 9,785 6,440 1,935 0 0 0 1,450 2,100 0 : : : : Changes from: December 13, 2016 : : 1,030 1,720 640 0 -105 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 79.9 18.8 12.4 3.7 0.0 0.0 0.0 2.8 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 300,772 : : Positions : : 227,217 268,211 20,803 9,112 17,418 0 816 0 33,783 3,664 1,551 : : : : Changes from: December 13, 2016 : : -11,991 39 760 -1,520 760 0 0 0 9,750 0 -2,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 89.2 6.9 3.0 5.8 0.0 0.3 0.0 11.2 1.2 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 25 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 25,653 : : Positions : : 17,245 20,881 1,123 446 1,027 78 1,014 912 3,753 600 668 : : : : Changes from: December 13, 2016 : : 409 635 159 -82 0 0 41 0 26 0 171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 81.4 4.4 1.7 4.0 0.3 4.0 3.6 14.6 2.3 2.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 29 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 41,052 : : Positions : : 29,314 40,690 11,123 0 0 257 0 0 358 362 0 : : : : Changes from: December 13, 2016 : : 2,218 2,113 -407 0 0 0 0 0 175 -127 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 99.1 27.1 0.0 0.0 0.6 0.0 0.0 0.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 308,701 : : Positions : : 257,040 214,641 12,041 42,240 32,612 7,008 18,800 0 0 408 0 : : : : Changes from: December 13, 2016 : : 88 -10,552 0 9,880 -6,080 -760 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 69.5 3.9 13.7 10.6 2.3 6.1 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 20,369 : : Positions : : 15,219 15,873 921 404 1,984 783 0 1,039 0 732 0 : : : : Changes from: December 13, 2016 : : 125 -228 -168 164 127 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 77.9 4.5 2.0 9.7 3.8 0.0 5.1 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 9,040 : : Positions : : 4,335 7,063 3,649 1,579 0 143 0 21 256 0 0 : : : : Changes from: December 13, 2016 : : -400 -360 0 23 0 0 0 0 63 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 78.1 40.4 17.5 0.0 1.6 0.0 0.2 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 10,606 : : Positions : : 5,292 7,796 3,298 1,084 206 529 82 0 0 283 330 : : : : Changes from: December 13, 2016 : : 275 205 143 0 -184 0 0 0 -19 1 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 73.5 31.1 10.2 1.9 5.0 0.8 0.0 0.0 2.7 3.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 97,860 : : Positions : : 78,637 82,996 14,200 12,881 1,575 408 0 0 2,632 0 408 : : : : Changes from: December 13, 2016 : : 3,040 5,320 0 -2,280 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 84.8 14.5 13.2 1.6 0.4 0.0 0.0 2.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 14,604 : : Positions : : 10,258 10,142 2,914 1,871 304 0 761 0 625 1,042 191 : : : : Changes from: December 13, 2016 : : -32 199 168 0 -23 0 0 0 127 63 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 69.4 20.0 12.8 2.1 0.0 5.2 0.0 4.3 7.1 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 154,266 : : Positions : : 115,354 86,344 27,212 45,799 9,252 0 7,382 408 0 3,041 2,040 : : : : Changes from: December 13, 2016 : : -9,120 -11,400 -1,520 0 0 0 0 0 0 760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 56.0 17.6 29.7 6.0 0.0 4.8 0.3 0.0 2.0 1.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 8,100 : : Positions : : 6,075 7,515 1,915 0 0 0 250 50 0 280 0 : : : : Changes from: December 13, 2016 : : -30 0 0 0 0 0 0 0 0 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 92.8 23.6 0.0 0.0 0.0 3.1 0.6 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 24,450 : : Positions : : 16,373 15,853 610 2,069 3,839 0 157 1,992 1,636 540 0 : : : : Changes from: December 13, 2016 : : 100 23 0 0 0 0 0 0 -77 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 64.8 2.5 8.5 15.7 0.0 0.6 8.1 6.7 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 217,681 : : Positions : : 134,809 126,160 27,505 32,290 55,367 0 0 0 0 3,864 0 : : : : Changes from: December 13, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 58.0 12.6 14.8 25.4 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 14,360 : : Positions : : 13,240 7,715 170 4,705 255 0 1,680 0 300 0 0 : : : : Changes from: December 13, 2016 : : -20 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 53.7 1.2 32.8 1.8 0.0 11.7 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 14,355 : : Positions : : 13,215 7,655 220 4,755 205 0 1,630 0 155 0 105 : : : : Changes from: December 13, 2016 : : -20 -100 0 50 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 53.3 1.5 33.1 1.4 0.0 11.4 0.0 1.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 1,407 : : Positions : : 756 1,050 126 315 0 42 42 0 483 0 0 : : : : Changes from: December 13, 2016 : : 0 0 0 0 0 0 0 0 0 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 December 20, 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 14,170 : : Positions : : 11,810 6,300 1,450 7,310 560 0 0 0 180 0 0 : : : : Changes from: December 13, 2016 : : 300 420 10 -100 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 44.5 10.2 51.6 4.0 0.0 0.0 0.0 1.3 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 December 20, 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 18,520 : : Positions : : 11,545 12,485 4,290 3,790 2,045 325 150 0 100 0 50 : : : : Changes from: December 13, 2016 : : 300 480 240 0 -180 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 67.4 23.2 20.5 11.0 1.8 0.8 0.0 0.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 12,446 : : Positions : : 8,880 7,621 950 2,740 1,935 325 100 0 50 0 50 : : : : Changes from: December 13, 2016 : : 260 340 140 0 -180 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 61.2 7.6 22.0 15.5 2.6 0.8 0.0 0.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 24,040 : : Positions : : 14,705 23,040 8,535 0 360 0 580 0 50 0 0 : : : : Changes from: December 13, 2016 : : 1,170 -370 -1,600 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 95.8 35.5 0.0 1.5 0.0 2.4 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 16,100 : : Positions : : 11,500 12,085 2,570 1,375 1,860 0 435 0 0 310 10 : : : : Changes from: December 13, 2016 : : 380 55 -180 0 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 75.1 16.0 8.5 11.6 0.0 2.7 0.0 0.0 1.9 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 17,085 : : Positions : : 11,965 12,560 2,890 2,325 1,720 0 435 0 315 0 20 : : : : Changes from: December 13, 2016 : : 490 145 -200 0 -80 0 0 0 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 73.5 16.9 13.6 10.1 0.0 2.5 0.0 1.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 117,100 : : Positions : : 99,040 90,467 3,480 11,922 11,895 2,145 575 30 400 1,600 65 : : : : Changes from: December 13, 2016 : : 2,575 2,389 -35 -15 720 0 0 0 0 -290 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 77.3 3.0 10.2 10.2 1.8 0.5 0.0 0.3 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 25 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 135,462 : : Positions : : 111,109 103,056 6,540 10,052 13,923 3,265 4,330 175 200 3,125 250 : : : : Changes from: December 13, 2016 : : 1,907 1,141 -105 120 795 0 25 0 0 60 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 76.1 4.8 7.4 10.3 2.4 3.2 0.1 0.1 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 38 31 4 . 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 190,469 : : Positions : : 138,762 140,726 18,157 3,867 13,385 6,104 4,918 6,222 4,746 18,228 3,064 : : : : Changes from: December 13, 2016 : : 1,069 1,493 1,110 -2,063 1,410 311 516 -70 1,229 3,537 -800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 73.9 9.5 2.0 7.0 3.2 2.6 3.3 2.5 9.6 1.6 : : : : Number of Traders in Each Category Total Traders: 75 : : 40 44 . . 4 4 . . 6 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 120,849 : : Positions : : 104,007 98,432 5,492 12,327 3,198 4,937 799 1,799 1,105 4,036 253 : : : : Changes from: December 13, 2016 : : -909 -679 280 -210 -293 0 10 0 -1 249 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 81.5 4.5 10.2 2.6 4.1 0.7 1.5 0.9 3.3 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 37 30 . . 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 37,420 : : Positions : : 30,465 29,010 2,340 4,545 2,660 565 1,075 0 1,280 50 80 : : : : Changes from: December 13, 2016 : : 235 -35 -110 145 30 25 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 77.5 6.3 12.1 7.1 1.5 2.9 0.0 3.4 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 13 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 32,455 : : Positions : : 26,140 29,740 2,980 0 2,465 0 220 30 775 0 0 : : : : Changes from: December 13, 2016 : : 210 -60 -180 0 -1,205 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 91.6 9.2 0.0 7.6 0.0 0.7 0.1 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 13 4 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 30,916 : : Positions : : 26,642 23,051 0 4,725 2,685 1,100 200 250 100 0 0 : : : : Changes from: December 13, 2016 : : -725 -1,335 -50 560 55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 74.6 0.0 15.3 8.7 3.6 0.6 0.8 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 26 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 20,991 : : Positions : : 16,211 17,451 1,965 1,580 1,840 900 0 0 75 0 0 : : : : Changes from: December 13, 2016 : : 615 665 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 83.1 9.4 7.5 8.8 4.3 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 154,014 : : Positions : : 97,831 101,068 0 21,583 28,753 24,820 0 2,610 0 0 0 : : : : Changes from: December 13, 2016 : : 430 -1,275 0 1,705 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 65.6 0.0 14.0 18.7 16.1 0.0 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 26,272 : : Positions : : 20,122 25,107 4,880 300 0 0 0 0 0 0 0 : : : : Changes from: December 13, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 95.6 18.6 1.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 82,240 : : Positions : : 76,480 35,840 2,400 43,200 0 3,200 0 0 0 3,200 0 : : : : Changes from: December 13, 2016 : : -42,064 -19,312 -1,320 -23,760 0 -1,760 0 0 0 -2,160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 43.6 2.9 52.5 0.0 3.9 0.0 0.0 0.0 3.9 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 December 20, 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 28,216 : : Positions : : 17,951 19,424 4,934 4,652 2,202 95 1,340 0 2,359 216 324 : : : : Changes from: December 13, 2016 : : 104 99 160 96 -160 10 -50 0 -133 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 68.8 17.5 16.5 7.8 0.3 4.7 0.0 8.4 0.8 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 19 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 19,999 : : Positions : : 14,567 15,188 2,688 3,292 894 410 0 0 971 0 269 : : : : Changes from: December 13, 2016 : : 37 185 200 0 0 0 0 0 -110 0 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 75.9 13.4 16.5 4.5 2.1 0.0 0.0 4.9 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 39,135 : : Positions : : 32,660 17,238 2,056 14,765 865 0 4,378 50 2,623 1,174 665 : : : : Changes from: December 13, 2016 : : 329 311 95 595 -280 0 371 0 341 -497 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 44.0 5.3 37.7 2.2 0.0 11.2 0.1 6.7 3.0 1.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 21 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 21,208 : : Positions : : 18,339 13,352 131 5,194 2,245 25 0 75 91 250 92 : : : : Changes from: December 13, 2016 : : -70 275 0 -255 0 0 0 0 80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 63.0 0.6 24.5 10.6 0.1 0.0 0.4 0.4 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 23,745 : : Positions : : 15,086 18,896 5,970 675 2,217 100 370 0 60 1,502 85 : : : : Changes from: December 13, 2016 : : -200 -279 -30 0 0 0 0 0 0 50 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 79.6 25.1 2.8 9.3 0.4 1.6 0.0 0.3 6.3 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 13,793 : : Positions : : 11,631 11,693 1,398 1,458 327 0 25 0 0 25 0 : : : : Changes from: December 13, 2016 : : 60 -190 -160 60 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 84.8 10.1 10.6 2.4 0.0 0.2 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 11 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 34,500 : : Positions : : 32,126 24,904 590 7,599 1,330 35 450 0 100 200 0 : : : : Changes from: December 13, 2016 : : -605 -2,365 -10 1,750 -475 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 72.2 1.7 22.0 3.9 0.1 1.3 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 24 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 17,355 : : Positions : : 14,414 12,981 1,010 2,810 1,460 0 0 0 407 50 54 : : : : Changes from: December 13, 2016 : : 290 130 0 140 0 0 0 0 -20 0 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 74.8 5.8 16.2 8.4 0.0 0.0 0.0 2.3 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 13,104 : : Positions : : 9,719 7,994 575 3,064 2,025 0 0 0 759 0 21 : : : : Changes from: December 13, 2016 : : -60 -50 0 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 61.0 4.4 23.4 15.5 0.0 0.0 0.0 5.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 18 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 13,246 : : Positions : : 4,151 8,946 0 1,060 300 6,260 0 1,225 0 225 0 : : : : Changes from: December 13, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 67.5 0.0 8.0 2.3 47.3 0.0 9.2 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 40,844 : : Positions : : 27,207 32,707 10,530 4,215 40 0 0 0 0 700 0 : : : : Changes from: December 13, 2016 : : 350 -250 -600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 80.1 25.8 10.3 0.1 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 17 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 37,010 : : Positions : : 24,193 28,463 9,440 4,375 0 0 0 0 0 700 0 : : : : Changes from: December 13, 2016 : : 350 -250 -600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 76.9 25.5 11.8 0.0 0.0 0.0 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 17 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 36,205 : : Positions : : 33,730 5,335 0 6,185 725 0 14,510 0 0 8,120 105 : : : : Changes from: December 13, 2016 : : 1,330 75 -550 1,010 75 0 0 0 0 -305 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 14.7 0.0 17.1 2.0 0.0 40.1 0.0 0.0 22.4 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 0 . . 0 . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 33,005 : : Positions : : 30,670 6,095 0 7,815 195 0 13,435 360 0 3,625 0 : : : : Changes from: December 13, 2016 : : 1,080 50 0 960 0 0 0 0 0 -230 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 18.5 0.0 23.7 0.6 0.0 40.7 1.1 0.0 11.0 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 December 20, 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 28,513 : : Positions : : 17,186 16,145 70 1,451 5,890 1,095 150 105 1,750 2,635 150 : : : : Changes from: December 13, 2016 : : 20 995 0 -1,605 1,900 -350 150 50 -50 330 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 56.6 0.2 5.1 20.7 3.8 0.5 0.4 6.1 9.2 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 24,778 : : Positions : : 14,505 13,108 70 1,988 4,895 1,210 150 100 1,950 2,760 0 : : : : Changes from: December 13, 2016 : : 75 950 0 -1,555 1,665 -350 150 50 0 330 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 52.9 0.3 8.0 19.8 4.9 0.6 0.4 7.9 11.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 8 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 46,820 : : Positions : : 23,975 27,750 20,195 90 1,950 0 16,225 0 200 425 0 : : : : Changes from: December 13, 2016 : : -350 1,490 1,800 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 59.3 43.1 0.2 4.2 0.0 34.7 0.0 0.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 40,265 : : Positions : : 20,900 22,140 16,985 0 1,795 0 15,450 0 0 400 0 : : : : Changes from: December 13, 2016 : : 10 560 500 -65 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 55.0 42.2 0.0 4.5 0.0 38.4 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 32,095 : : Positions : : 28,285 20,820 50 6,905 305 0 1,335 125 1,200 595 280 : : : : Changes from: December 13, 2016 : : 1,515 -785 0 2,570 -400 0 -300 0 0 105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 64.9 0.2 21.5 1.0 0.0 4.2 0.4 3.7 1.9 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 7 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 31,785 : : Positions : : 28,200 20,295 75 7,690 175 0 1,545 115 1,255 0 645 : : : : Changes from: December 13, 2016 : : 1,385 -885 0 2,450 -440 0 -300 0 -75 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 63.9 0.2 24.2 0.6 0.0 4.9 0.4 3.9 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 7 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 34,114 : : Positions : : 22,460 16,339 25 9,671 3,574 4,850 575 425 590 1,345 355 : : : : Changes from: December 13, 2016 : : 85 235 0 -75 50 0 0 0 75 0 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 47.9 0.1 28.3 10.5 14.2 1.7 1.2 1.7 3.9 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 25,435 : : Positions : : 18,155 14,145 0 3,360 4,325 650 600 195 290 1,000 150 : : : : Changes from: December 13, 2016 : : 100 100 0 75 0 0 0 0 75 0 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 55.6 0.0 13.2 17.0 2.6 2.4 0.8 1.1 3.9 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 123,539 : : Positions : : 55,399 106,681 16,202 1,530 7,899 27,775 0 140 9,065 0 300 : : : : Changes from: December 13, 2016 : : -345 1,860 1,655 -550 370 200 0 0 30 0 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 86.4 13.1 1.2 6.4 22.5 0.0 0.1 7.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 26 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 111,264 : : Positions : : 49,965 96,687 14,648 2,475 6,385 30,245 0 150 4,590 0 0 : : : : Changes from: December 13, 2016 : : -1,185 1,215 1,745 -680 -735 200 0 0 25 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 86.9 13.2 2.2 5.7 27.2 0.0 0.1 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 25 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 20,045 : : Positions : : 15,885 11,540 3,095 7,280 10 0 250 25 100 0 0 : : : : Changes from: December 13, 2016 : : -100 -7,200 200 7,200 -750 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 57.6 15.4 36.3 0.0 0.0 1.2 0.1 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 17,960 : : Positions : : 13,640 9,770 3,030 7,590 45 0 250 0 950 0 0 : : : : Changes from: December 13, 2016 : : 50 -7,050 200 7,200 -450 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 54.4 16.9 42.3 0.3 0.0 1.4 0.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 37,765 : : Positions : : 30,685 24,750 1,825 4,255 1,340 0 2,625 0 0 530 0 : : : : Changes from: December 13, 2016 : : -150 0 600 200 -100 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 65.5 4.8 11.3 3.5 0.0 7.0 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 26,905 : : Positions : : 19,205 16,480 1,650 2,975 2,125 100 1,150 0 0 0 0 : : : : Changes from: December 13, 2016 : : 450 600 600 200 -425 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 61.3 6.1 11.1 7.9 0.4 4.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . . . . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 23, 2016