Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 123,963 : : Positions : : 31,703 31,118 6,527 10,356 12,175 6,259 38,051 12,471 48,391 13,103 5,416 : : : : Changes from: May 31, 2016 : : -1,460 -49 -2,689 117 -410 -3,378 -11,339 1,156 -3,556 301 -598 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.6 25.1 5.3 8.4 9.8 5.0 30.7 10.1 39.0 10.6 4.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 18 17 . . 5 . 4 5 15 13 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 22,056 : : Positions : : 3,801 10,135 161 3,239 939 753 3,305 516 13,152 1,476 2,261 : : : : Changes from: May 31, 2016 : : -1,602 -651 161 -3,225 -135 90 455 -706 -2,329 -338 -363 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.2 46.0 0.7 14.7 4.3 3.4 15.0 2.3 59.6 6.7 10.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 9 8 . . . . . . 14 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 9,261 : : Positions : : 1,475 870 1,167 691 2,199 363 1,284 1,866 654 814 1,539 : : : : Changes from: May 31, 2016 : : 212 322 -23 52 109 52 -107 182 29 1 183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.9 9.4 12.6 7.5 23.7 3.9 13.9 20.1 7.1 8.8 16.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 8 8 . . 4 . . . 10 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 163,999 : : Positions : : 95,675 125,283 12,789 762 9,180 19,324 2,356 3,526 8,996 8,705 13,764 : : : : Changes from: May 31, 2016 : : -2,865 -3,253 61 -199 -1 -246 492 -133 -191 -53 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 76.4 7.8 0.5 5.6 11.8 1.4 2.1 5.5 5.3 8.4 : : : : Number of Traders in Each Category Total Traders: 88 : : 47 46 . . 4 6 4 7 12 10 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 46,245 : : Positions : : 41,862 39,626 0 1,690 2,738 156 364 0 1,231 1,569 258 : : : : Changes from: May 31, 2016 : : -4,328 -2,845 0 -1,867 81 -75 24 0 -360 -325 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 85.7 0.0 3.7 5.9 0.3 0.8 0.0 2.7 3.4 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 22 0 . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 378,646 : : Positions : : 346,756 312,267 0 43,049 22,722 1,904 0 0 7,264 608 0 : : : : Changes from: May 31, 2016 : : -24,263 -30,369 0 -4,558 0 -344 0 0 -344 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 82.5 0.0 11.4 6.0 0.5 0.0 0.0 1.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 20 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 1,547,474 : : Positions : :1,246,858 1,347,764 179,060 39,540 11,896 10,504 43,501 57,976 36,491 42,108 4,689 : : : : Changes from: May 31, 2016 : : -51,119 -47,071 -3,576 -11,920 4,560 -2,464 -2,408 0 -1,217 3,023 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 87.1 11.6 2.6 0.8 0.7 2.8 3.7 2.4 2.7 0.3 : : : : Number of Traders in Each Category Total Traders: 63 : : 37 39 . . . . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 66,288 : : Positions : : 55,381 50,330 0 3,046 6,240 0 4,496 94 4,112 1,621 461 : : : : Changes from: May 31, 2016 : : -4,471 -5,018 0 -164 89 0 407 -509 -948 -644 -47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 75.9 0.0 4.6 9.4 0.0 6.8 0.1 6.2 2.4 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 24 0 . . 0 . . 5 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 403,033 : : Positions : : 239,602 347,217 104,327 0 54,880 0 608 0 3,904 8 320 : : : : Changes from: May 31, 2016 : : -31,768 -20,488 6,864 0 -688 0 0 0 976 -3,440 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 86.2 25.9 0.0 13.6 0.0 0.2 0.0 1.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 399,481 : : Positions : : 350,508 333,449 7,269 23,600 33,072 0 728 8,632 0 0 0 : : : : Changes from: May 31, 2016 : : -13,952 -16,808 0 1,632 -1,632 0 0 0 -1,224 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 83.5 1.8 5.9 8.3 0.0 0.2 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 25 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 39,030 : : Positions : : 34,348 34,658 1,526 2,624 539 890 0 467 580 85 126 : : : : Changes from: May 31, 2016 : : -1,686 -1,276 -42 -280 151 42 0 -42 23 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 88.8 3.9 6.7 1.4 2.3 0.0 1.2 1.5 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 53,903 : : Positions : : 50,076 44,732 2,990 9,140 0 0 0 0 290 0 0 : : : : Changes from: May 31, 2016 : : -2,865 -3,005 290 565 -315 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 83.0 5.5 17.0 0.0 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 29 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 77,865 : : Positions : : 73,791 66,433 2,460 10,940 395 0 50 0 579 0 0 : : : : Changes from: May 31, 2016 : : -3,885 -5,195 -180 1,090 -390 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 85.3 3.2 14.0 0.5 0.0 0.1 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 28 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 20,460 : : Positions : : 16,219 17,815 925 0 1,970 0 0 0 550 675 0 : : : : Changes from: May 31, 2016 : : 175 405 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 87.1 4.5 0.0 9.6 0.0 0.0 0.0 2.7 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 334,120 : : Positions : : 251,968 332,552 76,896 0 0 0 0 0 2,464 0 752 : : : : Changes from: May 31, 2016 : : -7,384 -2,840 3,320 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 99.5 23.0 0.0 0.0 0.0 0.0 0.0 0.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 18 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 11,046 : : Positions : : 8,494 9,489 0 40 130 1,262 71 86 724 693 84 : : : : Changes from: May 31, 2016 : : 129 106 0 0 0 21 0 0 -42 -274 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 85.9 0.0 0.4 1.2 11.4 0.6 0.8 6.6 6.3 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 17 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 14,605 : : Positions : : 7,045 13,785 0 400 0 1,800 0 0 5,700 0 0 : : : : Changes from: May 31, 2016 : : 60 -150 0 0 0 0 0 0 150 0 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 94.4 0.0 2.7 0.0 12.3 0.0 0.0 39.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 12,270 : : Positions : : 8,815 10,745 645 550 50 0 150 0 1,600 300 475 : : : : Changes from: May 31, 2016 : : -130 -140 -75 0 0 0 0 0 150 50 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 87.6 5.3 4.5 0.4 0.0 1.2 0.0 13.0 2.4 3.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 15 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AU Open Interest is 8,168 : : Positions : : 7,888 7,985 175 0 0 0 0 0 0 0 0 : : : : Changes from: May 31, 2016 : : -945 -975 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 97.8 2.1 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 : : 13 11 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 27,361 : : Positions : : 23,651 23,806 1,020 110 2,090 0 0 0 250 1,300 0 : : : : Changes from: May 31, 2016 : : 165 -115 -600 -20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 87.0 3.7 0.4 7.6 0.0 0.0 0.0 0.9 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 22,980 : : Positions : : 19,216 19,780 685 190 2,185 50 0 0 0 75 600 : : : : Changes from: May 31, 2016 : : -244 -275 0 20 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 86.1 3.0 0.8 9.5 0.2 0.0 0.0 0.0 0.3 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 20 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 25,340 : : Positions : : 20,617 19,198 2,061 3,904 1,072 668 0 0 411 189 64 : : : : Changes from: May 31, 2016 : : 14 -114 -105 86 0 -22 0 0 0 -85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 75.8 8.1 15.4 4.2 2.6 0.0 0.0 1.6 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 57,255 : : Positions : : 50,743 47,280 1,221 1,741 2,813 18 222 51 1,211 3,949 1,058 : : : : Changes from: May 31, 2016 : : -2,969 -2,530 -15 -228 -52 18 -152 21 -40 -116 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 82.6 2.1 3.0 4.9 0.0 0.4 0.1 2.1 6.9 1.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 26 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 73,311 : : Positions : : 63,200 60,302 1,153 2,579 2,688 126 588 343 1,203 2,168 4,568 : : : : Changes from: May 31, 2016 : : -2,964 -5,365 207 -137 -404 126 34 35 -2,580 222 643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 82.3 1.6 3.5 3.7 0.2 0.8 0.5 1.6 3.0 6.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 32 30 . . . . . . . 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 47,385 : : Positions : : 43,810 44,405 1,720 2,360 620 0 0 0 880 0 0 : : : : Changes from: May 31, 2016 : : -3,902 -3,897 -40 -145 0 0 0 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 93.7 3.6 5.0 1.3 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 54,570 : : Positions : : 50,305 51,350 2,155 2,670 550 0 0 0 1,525 0 0 : : : : Changes from: May 31, 2016 : : -4,002 -4,022 -65 -175 0 0 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 94.1 3.9 4.9 1.0 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 19 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 341,682 : : Positions : : 283,193 282,484 2,181 14,335 13,348 0 4,208 0 38,678 23,025 4,282 : : : : Changes from: May 31, 2016 : : -33,320 -23,321 488 1,672 -2,120 0 -2,856 0 7,511 -816 -3,176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 82.7 0.6 4.2 3.9 0.0 1.2 0.0 11.3 6.7 1.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 25 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 28,013 : : Positions : : 22,258 22,001 465 485 621 276 400 937 1,755 1,718 1,596 : : : : Changes from: May 31, 2016 : : -1,668 -1,189 -86 170 2 0 -148 0 673 -147 -420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 78.5 1.7 1.7 2.2 1.0 1.4 3.3 6.3 6.1 5.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 30 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 38,934 : : Positions : : 24,624 36,714 13,024 0 0 77 648 0 1,082 1,445 127 : : : : Changes from: May 31, 2016 : : -1,528 -2,487 -1,798 0 0 0 -450 0 -160 -549 -175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 94.3 33.5 0.0 0.0 0.2 1.7 0.0 2.8 3.7 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 12 . 0 0 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 293,297 : : Positions : : 232,996 283,553 51,081 140 9,220 0 384 0 0 0 0 : : : : Changes from: May 31, 2016 : : -20,824 -23,272 -2,448 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 96.7 17.4 0.0 3.1 0.0 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 16 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 22,456 : : Positions : : 18,535 21,774 2,967 0 106 403 0 0 172 129 0 : : : : Changes from: May 31, 2016 : : -1,722 -1,807 -105 0 -21 -42 0 0 -43 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 97.0 13.2 0.0 0.5 1.8 0.0 0.0 0.8 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 19 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 12,511 : : Positions : : 9,206 9,744 504 1,027 20 1,259 0 0 753 0 619 : : : : Changes from: May 31, 2016 : : -1,515 -1,492 -19 -825 -45 -105 0 0 -127 0 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 77.9 4.0 8.2 0.2 10.1 0.0 0.0 6.0 0.0 4.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 146,263 : : Positions : : 125,194 129,042 7,098 7,057 4,290 7,777 0 0 736 4,706 760 : : : : Changes from: May 31, 2016 : : -7,200 -5,328 -816 -6,712 -408 -2,448 0 0 -416 1,160 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 88.2 4.9 4.8 2.9 5.3 0.0 0.0 0.5 3.2 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 18,082 : : Positions : : 15,875 10,523 1,569 3,553 104 0 2,112 43 0 875 341 : : : : Changes from: May 31, 2016 : : -1,178 -1,217 -189 189 -19 0 -251 -43 0 -67 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 58.2 8.7 19.6 0.6 0.0 11.7 0.2 0.0 4.8 1.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 24 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 180,079 : : Positions : : 167,192 108,602 12,094 60,989 0 0 7,399 793 0 2,296 0 : : : : Changes from: May 31, 2016 : : -9,104 -8,664 -2,040 -2,856 0 0 -424 0 0 800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 60.3 6.7 33.9 0.0 0.0 4.1 0.4 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV MW : CFTC Code #0643C7 Open Interest is 8,625 : : Positions : : 7,125 7,775 825 0 0 0 100 0 0 500 150 : : : : Changes from: May 31, 2016 : : 515 725 -75 0 0 0 -100 0 0 -200 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 90.1 9.6 0.0 0.0 0.0 1.2 0.0 0.0 5.8 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 15 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 7,575 : : Positions : : 6,260 6,760 1,155 0 0 0 300 0 100 480 0 : : : : Changes from: May 31, 2016 : : -505 -515 -15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 89.2 15.2 0.0 0.0 0.0 4.0 0.0 1.3 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . 0 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 24,822 : : Positions : : 13,675 20,933 7,379 0 3,378 0 0 0 390 511 0 : : : : Changes from: May 31, 2016 : : -97 -294 -172 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 84.3 29.7 0.0 13.6 0.0 0.0 0.0 1.6 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 16 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 13,710 : : Positions : : 12,710 10,205 150 0 0 0 3,130 0 350 100 200 : : : : Changes from: May 31, 2016 : : -450 -325 -50 -90 0 0 100 0 150 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 74.4 1.1 0.0 0.0 0.0 22.8 0.0 2.6 0.7 1.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 . 0 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 728,590 : : Positions : : 478,345 420,629 7,047 33,203 55,500 0 35,773 33,281 40,191 38,713 111,305 : : : : Changes from: May 31, 2016 : : 18,691 8,788 356 -2,263 2,016 0 1,298 134 3,858 16,997 -3,755 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 57.7 1.0 4.6 7.6 0.0 4.9 4.6 5.5 5.3 15.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 19,900 : : Positions : : 18,655 9,715 1,000 10,140 0 0 0 0 0 45 0 : : : : Changes from: May 31, 2016 : : -1,095 -615 -50 -455 -25 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 48.8 5.0 51.0 0.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 23,406 : : Positions : : 21,806 19,741 0 3,060 405 875 0 0 200 200 0 : : : : Changes from: May 31, 2016 : : -1,625 -1,125 0 -525 125 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 84.3 0.0 13.1 1.7 3.7 0.0 0.0 0.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 16,270 : : Positions : : 15,492 12,360 0 3,430 255 175 0 0 50 225 0 : : : : Changes from: May 31, 2016 : : -1,100 -740 0 -555 125 -25 0 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 76.0 0.0 21.1 1.6 1.1 0.0 0.0 0.3 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 23,620 : : Positions : : 21,825 22,680 1,300 0 170 0 400 0 0 350 0 : : : : Changes from: May 31, 2016 : : -1,400 -1,340 100 0 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 96.0 5.5 0.0 0.7 0.0 1.7 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 22,130 : : Positions : : 21,340 21,990 100 0 0 0 0 0 230 0 70 : : : : Changes from: May 31, 2016 : : -1,105 -1,065 50 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 99.4 0.5 0.0 0.0 0.0 0.0 0.0 1.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 11 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 23,482 : : Positions : : 22,167 23,342 100 0 0 200 0 0 530 0 70 : : : : Changes from: May 31, 2016 : : -1,030 -1,055 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 99.4 0.4 0.0 0.0 0.9 0.0 0.0 2.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 11 . 0 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 112,343 : : Positions : : 99,023 103,598 3,825 1,995 4,895 1,620 175 80 2,775 1,285 125 : : : : Changes from: May 31, 2016 : : -3,985 -7,182 -747 1,050 -895 -210 -25 80 -475 580 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 92.2 3.4 1.8 4.4 1.4 0.2 0.1 2.5 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 33 30 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 129,391 : : Positions : : 114,494 115,821 4,722 1,665 5,035 1,575 3,225 1,705 1,300 1,200 560 : : : : Changes from: May 31, 2016 : : -5,684 -8,431 -313 1,125 -855 291 170 -341 -160 1,090 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 89.5 3.6 1.3 3.9 1.2 2.5 1.3 1.0 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 59 : : 38 33 . . . . 5 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 171,998 : : Positions : : 140,785 135,731 7,982 7,491 3,573 6,165 7,396 5,655 2,662 7,019 5,110 : : : : Changes from: May 31, 2016 : : -5,137 -3,809 319 -1,387 -387 -55 -5 85 129 440 -544 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 78.9 4.6 4.4 2.1 3.6 4.3 3.3 1.5 4.1 3.0 : : : : Number of Traders in Each Category Total Traders: 78 : : 43 47 4 . 4 4 4 4 8 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 123,360 : : Positions : : 106,435 113,390 8,431 4,335 2,075 3,170 0 900 1,735 2,020 565 : : : : Changes from: May 31, 2016 : : -4,444 -3,109 -436 -1,883 266 -50 0 0 15 50 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 91.9 6.8 3.5 1.7 2.6 0.0 0.7 1.4 1.6 0.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 37 31 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 39,595 : : Positions : : 35,970 36,510 365 0 1,735 720 700 200 200 45 405 : : : : Changes from: May 31, 2016 : : -1,730 -1,350 -150 0 0 65 0 -65 0 -475 265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 92.2 0.9 0.0 4.4 1.8 1.8 0.5 0.5 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 34,815 : : Positions : : 31,880 32,685 325 0 1,725 50 200 50 610 0 155 : : : : Changes from: May 31, 2016 : : -1,210 -335 -50 0 0 50 -75 50 610 -170 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 93.9 0.9 0.0 5.0 0.1 0.6 0.1 1.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 10 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 31,413 : : Positions : : 27,574 26,288 0 2,425 2,245 1,000 0 300 199 0 0 : : : : Changes from: May 31, 2016 : : -580 -115 0 -475 -25 0 0 0 9 0 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 83.7 0.0 7.7 7.1 3.2 0.0 1.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 28 26 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 15,535 : : Positions : : 14,330 14,660 285 0 675 0 0 0 225 0 0 : : : : Changes from: May 31, 2016 : : -20 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 94.4 1.8 0.0 4.3 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 20 14 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 264,279 : : Positions : : 226,711 233,817 0 11,351 13,985 18,689 0 4,187 277 635 304 : : : : Changes from: May 31, 2016 : : -9,789 -5,402 0 -4,726 1,242 -465 0 146 38 -110 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 88.5 0.0 4.3 5.3 7.1 0.0 1.6 0.1 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 14 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 3,477,831 : : Positions : :2,841,345 2,275,313 0 938,702 213,706 388,530 0 34,250 0 15,860 0 : : : : Changes from: May 31, 2016 : : -126,960 -44,680 0 -89,640 -5,520 -7,360 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 65.4 0.0 27.0 6.1 11.2 0.0 1.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 1,107,658 : : Positions : : 946,265 975,127 119,792 90,930 41,601 0 0 0 0 0 0 : : : : Changes from: May 31, 2016 : : -13,768 -41,584 -2,208 25,608 -2,208 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 88.0 10.8 8.2 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C52 Open Interest is 109,440 : : Positions : : 99,072 53,280 4,320 56,160 0 5,760 0 0 0 0 0 : : : : Changes from: May 31, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 48.7 3.9 51.3 0.0 5.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 29,883 : : Positions : : 23,686 21,362 854 3,759 1,863 735 1,550 0 1,996 800 464 : : : : Changes from: May 31, 2016 : : -1,585 -837 200 -182 -215 -75 -35 0 450 -46 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 71.5 2.9 12.6 6.2 2.5 5.2 0.0 6.7 2.7 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 22 . . 4 . . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 20,464 : : Positions : : 18,003 14,823 210 4,810 580 360 0 0 705 0 221 : : : : Changes from: May 31, 2016 : : -1,073 -128 30 -890 140 0 0 0 30 -30 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 72.4 1.0 23.5 2.8 1.8 0.0 0.0 3.4 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 41,125 : : Positions : : 35,221 22,703 1,495 12,917 270 50 3,915 45 3,384 610 635 : : : : Changes from: May 31, 2016 : : -1,269 -266 -102 -510 -65 0 -50 0 755 195 190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 55.2 3.6 31.4 0.7 0.1 9.5 0.1 8.2 1.5 1.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 26 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 21,519 : : Positions : : 19,944 14,983 72 5,767 634 265 0 0 0 62 0 : : : : Changes from: May 31, 2016 : : -1,140 -1,125 -105 -35 -25 -45 0 0 0 -113 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 69.6 0.3 26.8 2.9 1.2 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 15 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 24,006 : : Positions : : 18,973 17,906 2,463 1,701 2,155 0 490 0 0 1,351 398 : : : : Changes from: May 31, 2016 : : -1,430 -385 120 -585 735 0 -70 0 0 -270 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 74.6 10.3 7.1 9.0 0.0 2.0 0.0 0.0 5.6 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 15,752 : : Positions : : 13,410 12,494 1,751 2,315 305 0 175 0 154 175 120 : : : : Changes from: May 31, 2016 : : 188 -182 75 287 -75 0 -25 0 144 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 79.3 11.1 14.7 1.9 0.0 1.1 0.0 1.0 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 37,698 : : Positions : : 33,669 33,113 1,510 2,435 1,160 700 50 300 0 200 0 : : : : Changes from: May 31, 2016 : : -885 -770 -70 -190 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 87.8 4.0 6.5 3.1 1.9 0.1 0.8 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 24 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 16,152 : : Positions : : 14,400 13,799 965 2,265 0 0 0 0 445 0 32 : : : : Changes from: May 31, 2016 : : -935 -540 55 -135 0 0 0 0 7 0 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 85.4 6.0 14.0 0.0 0.0 0.0 0.0 2.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 15 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 13,741 : : Positions : : 11,920 11,599 625 1,992 59 0 0 0 1,043 0 49 : : : : Changes from: May 31, 2016 : : -800 -580 20 -263 0 0 0 0 -54 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 84.4 4.5 14.5 0.4 0.0 0.0 0.0 7.6 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 18 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 47,645 : : Positions : : 41,834 40,734 0 695 2,600 0 0 0 0 50 0 : : : : Changes from: May 31, 2016 : : -132 405 0 -570 0 -25 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 85.5 0.0 1.5 5.5 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 19 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 41,890 : : Positions : : 36,938 34,618 0 2,055 1,810 0 0 0 0 50 0 : : : : Changes from: May 31, 2016 : : 236 1,158 0 -570 0 -25 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 82.6 0.0 4.9 4.3 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 19 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 23,040 : : Positions : : 20,150 9,375 0 0 0 0 8,215 0 275 3,745 425 : : : : Changes from: May 31, 2016 : : -660 -1,030 -45 0 0 0 650 -350 250 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 40.7 0.0 0.0 0.0 0.0 35.7 0.0 1.2 16.3 1.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 0 0 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 20,910 : : Positions : : 18,790 8,165 0 0 0 0 8,030 0 0 3,375 0 : : : : Changes from: May 31, 2016 : : -570 -1,300 -45 0 0 0 675 -475 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 39.0 0.0 0.0 0.0 0.0 38.4 0.0 0.0 16.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 0 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 23,523 : : Positions : : 16,651 21,891 0 0 0 1,240 0 485 4,000 0 0 : : : : Changes from: May 31, 2016 : : -590 -630 0 0 0 10 0 -10 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 93.1 0.0 0.0 0.0 5.3 0.0 2.1 17.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 9 0 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 21,181 : : Positions : : 14,096 19,644 0 0 0 1,345 0 280 4,025 0 0 : : : : Changes from: May 31, 2016 : : -808 -435 0 0 0 -55 0 0 250 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 92.7 0.0 0.0 0.0 6.4 0.0 1.3 19.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 8 0 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 31,535 : : Positions : : 30,740 18,130 0 0 0 0 12,630 0 150 650 0 : : : : Changes from: May 31, 2016 : : -505 -730 -50 0 0 0 -50 0 0 223 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 57.5 0.0 0.0 0.0 0.0 40.1 0.0 0.5 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 0 0 0 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 29,085 : : Positions : : 24,330 24,075 0 1,200 0 3,175 0 540 50 2,235 75 : : : : Changes from: May 31, 2016 : : -810 -1,605 0 0 0 255 0 -255 0 1,025 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 82.8 0.0 4.1 0.0 10.9 0.0 1.9 0.2 7.7 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 0 . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 28,555 : : Positions : : 25,830 20,470 0 1,200 0 0 2,025 420 0 2,135 175 : : : : Changes from: May 31, 2016 : : -650 -1,450 0 0 0 0 -180 0 0 1,025 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 71.7 0.0 4.2 0.0 0.0 7.1 1.5 0.0 7.5 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 0 . 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 111,811 : : Positions : : 79,719 100,759 0 1,785 1,455 21,285 0 0 3,620 2,265 315 : : : : Changes from: May 31, 2016 : : -2,397 -1,362 0 110 -180 60 0 -100 975 75 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 90.1 0.0 1.6 1.3 19.0 0.0 0.0 3.2 2.0 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 17 24 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 105,772 : : Positions : : 71,488 95,043 0 2,985 1,330 23,985 0 0 2,850 365 760 : : : : Changes from: May 31, 2016 : : -1,985 -1,620 0 110 -180 190 0 0 580 365 310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 89.9 0.0 2.8 1.3 22.7 0.0 0.0 2.7 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 26 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 18,200 : : Positions : : 16,885 17,060 0 50 670 50 0 125 0 0 0 : : : : Changes from: May 31, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 93.7 0.0 0.3 3.7 0.3 0.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 17 12 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 15,785 : : Positions : : 14,705 14,385 0 570 300 0 300 0 600 0 0 : : : : Changes from: May 31, 2016 : : -130 480 0 -600 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 91.1 0.0 3.6 1.9 0.0 1.9 0.0 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 11 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 27,820 : : Positions : : 22,520 21,560 840 5 2,145 0 1,650 125 50 200 0 : : : : Changes from: May 31, 2016 : : -835 -1,255 -160 5 460 0 450 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 77.5 3.0 0.0 7.7 0.0 5.9 0.4 0.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 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 20,705 : : Positions : : 17,040 16,520 130 350 2,495 0 300 125 0 0 0 : : : : Changes from: May 31, 2016 : : -1,230 -880 130 -105 -130 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 79.8 0.6 1.7 12.1 0.0 1.4 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 . . . 0 . . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 10, 2016