Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 111,854 : : Positions : : 24,913 23,993 10,150 10,413 10,063 7,359 29,353 10,921 39,688 18,520 7,506 : : : : Changes from: March 22, 2016 : : -3,880 -1,783 -1,184 189 -143 1,904 -1,923 -1,030 -2,788 -2,689 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 21.5 9.1 9.3 9.0 6.6 26.2 9.8 35.5 16.6 6.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 15 13 . . 4 . 5 5 14 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 25,692 : : Positions : : 5,192 8,520 141 7,823 279 738 3,025 1,152 14,803 1,712 2,921 : : : : Changes from: March 22, 2016 : : -419 -1,520 -9 -1,192 -60 18 393 -263 -1,868 52 -573 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.2 33.2 0.5 30.4 1.1 2.9 11.8 4.5 57.6 6.7 11.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 12 10 . . . . . . 16 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465E Open Interest is 6,775 : : Positions : : 524 217 1,162 211 2,059 170 1,242 1,249 373 560 1,236 : : : : Changes from: March 22, 2016 : : 20 -10 6 -15 2 -19 25 -7 2 9 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.7 3.2 17.2 3.1 30.4 2.5 18.3 18.4 5.5 8.3 18.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 6 4 . . 4 . . . 9 5 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 167,377 : : Positions : : 101,414 131,407 12,470 1,394 8,095 20,393 1,414 5,021 6,486 6,737 12,983 : : : : Changes from: March 22, 2016 : : -109 2,786 -258 -99 2 1,064 -378 -107 1,095 -641 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 78.5 7.5 0.8 4.8 12.2 0.8 3.0 3.9 4.0 7.8 : : : : Number of Traders in Each Category Total Traders: 86 : : 49 47 . . 4 4 4 7 12 10 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 54,914 : : Positions : : 48,738 43,630 0 6,365 2,152 310 591 2 3,053 1,515 659 : : : : Changes from: March 22, 2016 : : 880 -103 0 1,066 -334 -27 -1 0 362 252 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 79.5 0.0 11.6 3.9 0.6 1.1 0.0 5.6 2.8 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 26 0 . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 468,067 : : Positions : : 410,313 386,626 0 53,679 17,555 3,591 2,432 0 28,833 0 7,775 : : : : Changes from: March 22, 2016 : : 1,031 -3,567 0 9,870 -5,742 -264 2,128 0 7,664 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 82.6 0.0 11.5 3.8 0.8 0.5 0.0 6.2 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 22 0 . . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 1,566,974 : : Positions : :1,251,569 1,405,908 213,813 62,136 7,367 18,344 43,163 25,043 46,918 19,437 3,920 : : : : Changes from: March 22, 2016 : : -9,851 -3,651 -4,680 368 0 2,688 -8,560 4,680 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 89.7 13.6 4.0 0.5 1.2 2.8 1.6 3.0 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 37 . . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 70,279 : : Positions : : 56,047 56,541 2,350 0 5,343 0 2,985 1,879 3,296 2,167 1,364 : : : : Changes from: March 22, 2016 : : -750 261 632 0 -204 0 -256 49 404 281 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 80.5 3.3 0.0 7.6 0.0 4.2 2.7 4.7 3.1 1.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 24 . 0 . 0 . . 6 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 461,492 : : Positions : : 300,556 383,621 100,135 0 58,591 0 1,216 0 344 16,198 1,866 : : : : Changes from: March 22, 2016 : : -248 -1,120 448 0 13,448 0 0 0 0 1,320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 83.1 21.7 0.0 12.7 0.0 0.3 0.0 0.1 3.5 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . 0 . 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 387,289 : : Positions : : 340,994 337,290 11,144 9,392 35,151 0 5,456 0 0 0 0 : : : : Changes from: March 22, 2016 : : 4,296 -384 -4,680 0 4,680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 87.1 2.9 2.4 9.1 0.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 30 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 37,900 : : Positions : : 32,914 33,624 1,591 1,845 626 931 63 361 363 0 0 : : : : Changes from: March 22, 2016 : : 149 -105 0 362 -42 87 -105 -22 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 88.7 4.2 4.9 1.7 2.5 0.2 1.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 25 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 50,991 : : Positions : : 44,953 44,520 2,315 3,130 3,220 0 0 0 0 8 86 : : : : Changes from: March 22, 2016 : : 1,160 1,040 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 87.3 4.5 6.1 6.3 0.0 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 34 33 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 69,194 : : Positions : : 62,276 61,979 2,505 3,560 3,540 0 0 0 247 0 58 : : : : Changes from: March 22, 2016 : : 1,548 978 0 170 -50 -400 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 89.6 3.6 5.1 5.1 0.0 0.0 0.0 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 34 30 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 19,473 : : Positions : : 16,743 17,503 540 0 1,970 0 0 0 100 0 0 : : : : Changes from: March 22, 2016 : : 150 200 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 89.9 2.8 0.0 10.1 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 326,048 : : Positions : : 273,616 324,920 49,280 0 760 0 0 0 2,024 0 368 : : : : Changes from: March 22, 2016 : : 0 -368 0 0 0 0 0 0 -368 0 368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 99.7 15.1 0.0 0.2 0.0 0.0 0.0 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 18 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 10,449 : : Positions : : 8,374 10,191 0 0 0 168 0 0 1,734 0 0 : : : : Changes from: March 22, 2016 : : -100 131 0 0 0 84 0 0 103 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 97.5 0.0 0.0 0.0 1.6 0.0 0.0 16.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 0 0 0 . 0 0 4 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 13,160 : : Positions : : 7,600 12,600 0 500 0 0 0 0 5,500 0 0 : : : : Changes from: March 22, 2016 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 95.7 0.0 3.8 0.0 0.0 0.0 0.0 41.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 15 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 DA OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AF Open Interest is 6,945 : : Positions : : 6,385 6,595 500 0 0 0 300 0 0 0 0 : : : : Changes from: March 22, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 95.0 7.2 0.0 0.0 0.0 4.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 11,380 : : Positions : : 8,555 9,755 870 270 430 0 200 0 425 155 520 : : : : Changes from: March 22, 2016 : : -135 -940 0 0 0 0 0 0 -660 155 470 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 85.7 7.6 2.4 3.8 0.0 1.8 0.0 3.7 1.4 4.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 26,856 : : Positions : : 24,446 23,611 0 185 2,410 0 0 0 0 650 0 : : : : Changes from: March 22, 2016 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 87.9 0.0 0.7 9.0 0.0 0.0 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 24,447 : : Positions : : 20,607 21,092 555 170 2,505 0 0 0 0 75 600 : : : : Changes from: March 22, 2016 : : 80 -160 -240 0 140 0 0 0 0 0 600 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 86.3 2.3 0.7 10.2 0.0 0.0 0.0 0.0 0.3 2.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 20 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 24,154 : : Positions : : 21,169 18,795 2,430 4,441 0 215 0 0 0 126 0 : : : : Changes from: March 22, 2016 : : 568 375 0 191 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 77.8 10.1 18.4 0.0 0.9 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 23 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 58,696 : : Positions : : 53,148 49,411 1,160 2,266 3,047 0 401 12 333 2,638 781 : : : : Changes from: March 22, 2016 : : 1,295 517 0 474 -22 0 179 12 5 169 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 84.2 2.0 3.9 5.2 0.0 0.7 0.0 0.6 4.5 1.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 28 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 73,348 : : Positions : : 64,359 60,357 793 2,149 3,362 0 584 649 331 2,288 3,854 : : : : Changes from: March 22, 2016 : : 776 2,031 -1 735 -195 -22 235 46 38 -2,230 1,389 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 82.3 1.1 2.9 4.6 0.0 0.8 0.9 0.5 3.1 5.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 30 30 . . . 0 4 . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 43,650 : : Positions : : 40,373 40,005 1,600 3,215 385 0 0 0 1,190 0 0 : : : : Changes from: March 22, 2016 : : 818 523 0 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 91.6 3.7 7.4 0.9 0.0 0.0 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 24 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 48,248 : : Positions : : 44,328 44,258 2,150 3,815 175 0 0 0 1,545 0 0 : : : : Changes from: March 22, 2016 : : 221 231 0 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 91.7 4.5 7.9 0.4 0.0 0.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 350,093 : : Positions : : 310,525 302,143 3,373 16,975 3,177 408 9,752 0 26,706 12,142 5,904 : : : : Changes from: March 22, 2016 : : 9,561 18,602 0 -5,416 0 408 0 0 3,241 24 -2,425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 86.3 1.0 4.8 0.9 0.1 2.8 0.0 7.6 3.5 1.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 26 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 27,637 : : Positions : : 20,896 24,070 254 413 661 168 478 703 4,527 967 301 : : : : Changes from: March 22, 2016 : : 492 1,317 124 -514 194 -2 0 467 189 21 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 87.1 0.9 1.5 2.4 0.6 1.7 2.5 16.4 3.5 1.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 30 . . . . . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 40,991 : : Positions : : 22,202 35,571 16,987 0 590 77 1,749 102 27 1,973 1,006 : : : : Changes from: March 22, 2016 : : 232 671 487 0 0 0 50 0 -1 -3 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 86.8 41.4 0.0 1.4 0.2 4.3 0.2 0.1 4.8 2.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 . 0 . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 343,983 : : Positions : : 293,628 327,705 38,811 0 11,544 0 0 0 0 4,734 0 : : : : Changes from: March 22, 2016 : : 3,808 5,712 1,904 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 95.3 11.3 0.0 3.4 0.0 0.0 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 351,329 : : Positions : : 279,386 341,210 62,723 140 9,220 0 0 0 0 759 0 : : : : Changes from: March 22, 2016 : : 1,233 1,233 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 97.1 17.9 0.0 2.6 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 29,133 : : Positions : : 24,360 27,911 3,751 0 214 701 0 0 0 497 0 : : : : Changes from: March 22, 2016 : : 382 363 0 0 0 42 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 95.8 12.9 0.0 0.7 2.4 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 17 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 132,490 : : Positions : : 64,646 127,052 67,844 1,518 0 0 3,920 0 0 0 0 : : : : Changes from: March 22, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 95.9 51.2 1.1 0.0 0.0 3.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 13,631 : : Positions : : 10,272 10,414 517 774 427 1,460 0 0 336 519 257 : : : : Changes from: March 22, 2016 : : 41 41 42 0 0 42 0 0 -42 42 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 76.4 3.8 5.7 3.1 10.7 0.0 0.0 2.5 3.8 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 164,901 : : Positions : : 132,198 135,971 4,752 13,688 11,312 14,004 0 0 760 2,055 1,875 : : : : Changes from: March 22, 2016 : : -5,944 -3,192 -2,752 0 0 5,504 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 82.5 2.9 8.3 6.9 8.5 0.0 0.0 0.5 1.2 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 18,952 : : Positions : : 15,606 12,304 2,497 3,704 377 194 2,097 0 171 172 0 : : : : Changes from: March 22, 2016 : : -14 -100 -22 148 -64 0 -42 0 21 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 64.9 13.2 19.5 2.0 1.0 11.1 0.0 0.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 22 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 190,470 : : Positions : : 172,905 103,354 15,629 73,928 375 0 12,020 793 768 0 0 : : : : Changes from: March 22, 2016 : : 8,945 1,809 0 1,248 0 0 5,504 -1,592 -384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 54.3 8.2 38.8 0.2 0.0 6.3 0.4 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 8,890 : : Positions : : 7,560 8,110 1,200 0 0 0 300 0 0 200 50 : : : : Changes from: March 22, 2016 : : 330 280 0 0 0 0 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 91.2 13.5 0.0 0.0 0.0 3.4 0.0 0.0 2.2 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 13 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 21,464 : : Positions : : 14,475 16,669 1,445 0 4,795 0 0 0 749 0 0 : : : : Changes from: March 22, 2016 : : -285 -207 -52 0 52 0 0 0 130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 77.7 6.7 0.0 22.3 0.0 0.0 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 9,570 : : Positions : : 8,330 9,370 225 150 0 0 0 0 300 0 0 : : : : Changes from: March 22, 2016 : : 0 195 0 0 0 0 0 0 0 -175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 97.9 2.4 1.6 0.0 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 11,455 : : Positions : : 10,105 9,535 300 190 0 0 1,630 0 200 0 100 : : : : Changes from: March 22, 2016 : : 35 130 0 0 0 0 0 0 -100 -175 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 83.2 2.6 1.7 0.0 0.0 14.2 0.0 1.7 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 548,660 : : Positions : : 362,552 309,711 10,016 34,727 49,077 0 16,613 32,831 12,741 25,764 79,936 : : : : Changes from: March 22, 2016 : : -8,489 -5,927 -31 -324 -168 0 -730 -197 28 -1,497 4,234 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 56.4 1.8 6.3 8.9 0.0 3.0 6.0 2.3 4.7 14.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CN Open Interest is 18,630 : : Positions : : 10,725 18,630 7,845 0 0 0 0 0 0 0 0 : : : : Changes from: March 22, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 100.0 42.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 12 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 22,535 : : Positions : : 21,040 11,405 1,225 10,860 0 0 225 0 0 0 0 : : : : Changes from: March 22, 2016 : : -55 -55 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 50.6 5.4 48.2 0.0 0.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CV Open Interest is 19,990 : : Positions : : 18,850 9,245 650 10,510 0 0 225 0 0 0 0 : : : : Changes from: March 22, 2016 : : -120 -100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 46.2 3.3 52.6 0.0 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 22,603 : : Positions : : 21,453 18,583 0 3,780 180 850 0 0 0 50 0 : : : : Changes from: March 22, 2016 : : 1,300 1,150 0 250 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 82.2 0.0 16.7 0.8 3.8 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 18,273 : : Positions : : 17,440 13,883 0 4,210 180 250 0 0 0 0 0 : : : : Changes from: March 22, 2016 : : 350 200 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 76.0 0.0 23.0 1.0 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 22,175 : : Positions : : 21,055 20,390 400 1,320 245 0 0 0 0 200 0 : : : : Changes from: March 22, 2016 : : 320 0 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 92.0 1.8 6.0 1.1 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 23,110 : : Positions : : 22,530 22,965 75 0 25 0 0 0 0 0 0 : : : : Changes from: March 22, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 99.4 0.3 0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 11 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 22,217 : : Positions : : 21,502 22,042 25 0 75 200 0 0 0 0 0 : : : : Changes from: March 22, 2016 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 99.2 0.1 0.0 0.3 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 12 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 120,050 : : Positions : : 106,170 110,170 5,615 4,310 4,365 475 675 0 3,150 345 155 : : : : Changes from: March 22, 2016 : : 845 500 0 -180 240 0 350 0 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 91.8 4.7 3.6 3.6 0.4 0.6 0.0 2.6 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 34 30 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 137,639 : : Positions : : 123,314 123,444 6,515 2,920 4,195 1,215 3,035 800 1,400 3,015 200 : : : : Changes from: March 22, 2016 : : 3,315 3,360 100 -180 205 100 160 0 -75 100 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 89.7 4.7 2.1 3.0 0.9 2.2 0.6 1.0 2.2 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 39 31 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 168,847 : : Positions : : 139,167 130,609 7,912 12,725 3,586 6,668 8,510 2,662 2,133 4,189 6,540 : : : : Changes from: March 22, 2016 : : 2,618 3,072 801 2,150 -585 -96 -1,593 277 260 -19 1,256 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 77.4 4.7 7.5 2.1 3.9 5.0 1.6 1.3 2.5 3.9 : : : : Number of Traders in Each Category Total Traders: 74 : : 43 41 . . 4 5 4 4 6 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 118,063 : : Positions : : 102,596 101,864 9,606 10,510 1,290 25 1,320 2,330 1,531 150 599 : : : : Changes from: March 22, 2016 : : 190 55 -75 540 5 0 -480 480 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 86.3 8.1 8.9 1.1 0.0 1.1 2.0 1.3 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 38 31 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 37,895 : : Positions : : 36,430 34,460 325 1,965 375 380 500 280 50 295 10 : : : : Changes from: March 22, 2016 : : 25 -25 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 90.9 0.9 5.2 1.0 1.0 1.3 0.7 0.1 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 14 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 34,160 : : Positions : : 33,560 31,705 325 1,875 250 0 50 25 0 255 0 : : : : Changes from: March 22, 2016 : : 20 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.2 92.8 1.0 5.5 0.7 0.0 0.1 0.1 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 14 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 29,663 : : Positions : : 27,169 24,168 0 2,785 2,155 0 500 0 264 0 20 : : : : Changes from: March 22, 2016 : : 1,260 -420 0 1,680 -1,140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 81.5 0.0 9.4 7.3 0.0 1.7 0.0 0.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 28 25 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 16,794 : : Positions : : 15,219 16,039 745 95 660 0 0 0 0 0 0 : : : : Changes from: March 22, 2016 : : 0 -300 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 95.5 4.4 0.6 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643F2 Open Interest is 14,685 : : Positions : : 12,185 12,840 600 365 1,480 0 0 0 0 0 0 : : : : Changes from: March 22, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 87.4 4.1 2.5 10.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 290,830 : : Positions : : 260,612 231,345 0 40,578 12,090 12,218 0 5,526 0 1,097 193 : : : : Changes from: March 22, 2016 : : 3,643 3,227 0 420 0 3 0 66 0 -1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 79.5 0.0 14.0 4.2 4.2 0.0 1.9 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 16 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 3,776,488 : : Positions : :3,218,657 2,505,251 6,215 982,571 224,931 278,810 0 47,875 0 15,860 0 : : : : Changes from: March 22, 2016 : : 0 85,640 0 -15,200 0 70,440 0 -5,625 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 66.3 0.2 26.0 6.0 7.4 0.0 1.3 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 74,488 : : Positions : : 66,476 65,151 0 1,946 7,391 430 0 0 0 0 0 : : : : Changes from: March 22, 2016 : : 420 -210 0 630 -378 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 87.5 0.0 2.6 9.9 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 16 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,329,041 : : Positions : :1,065,193 1,228,655 162,310 0 100,386 0 0 0 1,152 0 0 : : : : Changes from: March 22, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 92.4 12.2 0.0 7.6 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 28,844 : : Positions : : 24,788 21,898 815 4,805 225 885 1,670 0 1,840 40 206 : : : : Changes from: March 22, 2016 : : -595 -541 0 56 -20 0 0 0 100 -10 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 75.9 2.8 16.7 0.8 3.1 5.8 0.0 6.4 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 22 . . . . . 0 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 21,595 : : Positions : : 20,105 16,093 0 4,676 600 385 0 0 155 0 115 : : : : Changes from: March 22, 2016 : : 75 120 0 10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 74.5 0.0 21.7 2.8 1.8 0.0 0.0 0.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 0 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 40,797 : : Positions : : 36,728 23,433 2,519 12,914 165 50 3,760 60 1,002 242 208 : : : : Changes from: March 22, 2016 : : 1,848 1,732 115 205 -50 0 0 0 -31 15 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 57.4 6.2 31.7 0.4 0.1 9.2 0.1 2.5 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 23,040 : : Positions : : 21,320 16,238 315 6,312 376 390 0 0 0 25 0 : : : : Changes from: March 22, 2016 : : 134 84 35 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 70.5 1.4 27.4 1.6 1.7 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 15 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 22,388 : : Positions : : 18,409 16,913 2,306 1,441 1,650 0 700 0 0 1,684 0 : : : : Changes from: March 22, 2016 : : 740 346 -20 380 0 0 0 0 0 -6 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 75.5 10.3 6.4 7.4 0.0 3.1 0.0 0.0 7.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 14,944 : : Positions : : 12,306 12,316 1,943 1,164 660 0 250 0 0 250 0 : : : : Changes from: March 22, 2016 : : 270 100 -15 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 82.4 13.0 7.8 4.4 0.0 1.7 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 36,854 : : Positions : : 32,835 32,994 1,545 1,615 1,800 150 0 0 229 200 90 : : : : Changes from: March 22, 2016 : : 828 -702 -65 1,615 -885 150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 89.5 4.2 4.4 4.9 0.4 0.0 0.0 0.6 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 26 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 14,784 : : Positions : : 13,153 11,902 920 2,700 0 0 0 0 479 0 20 : : : : Changes from: March 22, 2016 : : 68 58 0 0 0 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 80.5 6.2 18.3 0.0 0.0 0.0 0.0 3.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 17 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 14,136 : : Positions : : 11,395 11,416 550 2,646 59 0 0 0 1,370 0 0 : : : : Changes from: March 22, 2016 : : -15 -25 0 0 0 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 80.8 3.9 18.7 0.4 0.0 0.0 0.0 9.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 22 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 45,757 : : Positions : : 40,321 38,792 0 1,155 2,850 75 0 0 0 200 0 : : : : Changes from: March 22, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 84.8 0.0 2.5 6.2 0.2 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 21 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 39,102 : : Positions : : 34,877 31,843 0 2,565 1,810 75 0 0 0 100 0 : : : : Changes from: March 22, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 81.4 0.0 6.6 4.6 0.2 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 20 0 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 18,945 : : Positions : : 15,805 9,605 135 0 0 0 3,795 1,050 400 3,720 0 : : : : Changes from: March 22, 2016 : : 0 300 0 0 0 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 50.7 0.7 0.0 0.0 0.0 20.0 5.5 2.1 19.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . 0 0 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 17,885 : : Positions : : 15,080 9,110 135 0 0 0 3,435 1,425 0 3,300 0 : : : : Changes from: March 22, 2016 : : 0 300 0 0 0 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 50.9 0.8 0.0 0.0 0.0 19.2 8.0 0.0 18.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 18,918 : : Positions : : 13,788 17,253 0 0 0 440 0 380 3,075 50 0 : : : : Changes from: March 22, 2016 : : 398 398 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 91.2 0.0 0.0 0.0 2.3 0.0 2.0 16.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 0 0 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 29,611 : : Positions : : 28,370 18,605 150 0 0 0 9,750 0 0 481 0 : : : : Changes from: March 22, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 62.8 0.5 0.0 0.0 0.0 32.9 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 29,820 : : Positions : : 25,695 25,575 0 1,200 0 1,160 0 1,850 50 150 0 : : : : Changes from: March 22, 2016 : : 30 0 0 0 0 -30 0 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 85.8 0.0 4.0 0.0 3.9 0.0 6.2 0.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 9 0 . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 102,227 : : Positions : : 71,994 89,591 0 1,455 1,995 16,605 100 0 2,547 0 184 : : : : Changes from: March 22, 2016 : : 96 26 0 0 0 230 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 87.6 0.0 1.4 2.0 16.2 0.1 0.0 2.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 25 0 . . . . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 97,677 : : Positions : : 71,774 90,489 0 2,655 1,870 18,540 0 0 2,830 0 100 : : : : Changes from: March 22, 2016 : : 145 -125 0 0 0 30 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 92.6 0.0 2.7 1.9 19.0 0.0 0.0 2.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 26 0 . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 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 20,065 : : Positions : : 18,825 18,295 0 920 400 200 0 125 0 0 0 : : : : Changes from: March 22, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 91.2 0.0 4.6 2.0 1.0 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 17 12 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 16,595 : : Positions : : 16,445 14,545 0 1,520 0 0 300 0 0 0 0 : : : : Changes from: March 22, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.1 87.6 0.0 9.2 0.0 0.0 1.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 23,450 : : Positions : : 19,515 18,000 970 0 2,315 0 1,900 125 50 550 0 : : : : Changes from: March 22, 2016 : : 310 60 0 0 0 0 100 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 76.8 4.1 0.0 9.9 0.0 8.1 0.5 0.2 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 21,090 : : Positions : : 17,585 16,635 275 500 2,650 0 700 125 0 0 0 : : : : Changes from: March 22, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 78.9 1.3 2.4 12.6 0.0 3.3 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 17,845 : : Positions : : 16,750 13,290 0 3,805 0 0 75 0 350 0 0 : : : : Changes from: March 22, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 74.5 0.0 21.3 0.0 0.0 0.4 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 7 0 . 0 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 1, 2016