Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   121,802                :
: Positions                                                                                                    :
:   31,083    28,573     8,482    10,077     9,596     5,187    40,618    14,240    43,330     8,762     9,038 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      644       607       120       107      -113    -2,986    -2,681      -955       868     1,000     1,029 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.5      23.5       7.0       8.3       7.9       4.3      33.3      11.7      35.6       7.2       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       16        14         .         .         5         .         5         5        18        12        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #024658                                                    Open Interest is    18,261                :
: Positions                                                                                                    :
:    2,519     7,181         7     3,766       710       668     2,320       841    10,903     1,398     1,555 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      180      -205         0       150         0        30       240       -30       -80       -15       128 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.8      39.3       0.0      20.6       3.9       3.7      12.7       4.6      59.7       7.7       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:        7         5         .         .         .         .         .         .        11         5        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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     9,809                :
: Positions                                                                                                    :
:    1,312       719     1,143       706     2,214       849     1,168     1,864       482     1,232     1,600 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:     -342      -359       -12        -8         6       -24       -71        32        48       148       -41 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.4       7.3      11.6       7.2      22.6       8.7      11.9      19.0       4.9      12.6      16.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:        7         7         .         .         4         .         .         .        10         7        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   160,891                :
: Positions                                                                                                    :
:   91,650   110,829    11,690    10,907    13,691    21,040     1,516     3,168     6,800     7,777    12,372 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:   -2,873    -3,132      -770       130       259       731       -61       115    -1,389      -241       238 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      68.9       7.3       6.8       8.5      13.1       0.9       2.0       4.2       4.8       7.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       45        47         .         .         5         6         4         6        10        11        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    43,743                :
: Positions                                                                                                    :
:   34,392    34,447     2,555     3,419     4,703         0       426        25     1,757       412       311 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:    1,013     1,352       137       515     1,295         0        50        25       -48        54        52 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      78.7       5.8       7.8      10.8       0.0       1.0       0.1       4.0       0.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       25        22         .         .         .         0         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   357,513                :
: Positions                                                                                                    :
:  306,945   283,120    22,363    37,140    25,669     1,248         0         0         0    10,296     1,288 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:   16,032    14,952         1     2,232         0         0         0         0         0     1,872         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      79.2       6.3      10.4       7.2       0.3       0.0       0.0       0.0       2.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       20        19         .         .         .         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 1,597,257                :
: Positions                                                                                                    :
:1,280,249 1,320,889   182,300   103,365    29,099     4,294    33,297    63,665    33,312    42,604     4,338 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:   10,849    13,584       384     6,651      -147       633       224      -633         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      82.7      11.4       6.5       1.8       0.3       2.1       4.0       2.1       2.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       35        35         .         4         .         .         4         4         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    65,723                :
: Positions                                                                                                    :
:   46,999    50,635     7,190     2,645     5,638     1,226     4,348        99     3,944     1,731       627 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      -43     1,739       186       337       129       458       -68       -41       548       129       137 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      77.0      10.9       4.0       8.6       1.9       6.6       0.2       6.0       2.6       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        23         .         .         .         .         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   357,204                :
: Positions                                                                                                    :
:  190,204   304,463   111,395         0    52,413         0         0         0     2,872         8       320 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:   14,020     5,729   -11,509         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      85.2      31.2       0.0      14.7       0.0       0.0       0.0       0.8       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        15         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   443,812                :
: Positions                                                                                                    :
:  355,434   367,588    30,604    22,490    43,950     5,192       728     8,632         0       424         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:   -3,964     2,989     4,616         0         0       424         0         0         0       424         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      82.8       6.9       5.1       9.9       1.2       0.2       1.9       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        22         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    36,521                :
: Positions                                                                                                    :
:   30,092    32,421     2,531       998     1,382       692       387       678       594         0        88 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:   -1,417    -1,106        40      -531         0      -259         0       255       -42       -82        42 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      88.8       6.9       2.7       3.8       1.9       1.1       1.9       1.6       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       27        25         .         .         .         .         .         .         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    55,657                :
: Positions                                                                                                    :
:   36,623    41,825    17,097    12,550     1,260         0         0         0       240         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:    1,060       560         0       500         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      75.1      30.7      22.5       2.3       0.0       0.0       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       29        27         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV   16 mwh                                                         :
CFTC Code #06439E                                                    Open Interest is     7,800                :
: Positions                                                                                                    :
:    6,850     6,350       250         0         0       500     1,400         0       150         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      775      -275       200         0      -200      -250     1,150      -150       100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.8      81.4       3.2       0.0       0.0       6.4      17.9       0.0       1.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        10         .         0         0         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439F                                                    Open Interest is    82,146                :
: Positions                                                                                                    :
:   59,982    64,510    19,497    17,015       585       950         0         0       922         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:    1,454       754      -250       500       375         0         0         0        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      78.5      23.7      20.7       0.7       1.2       0.0       0.0       1.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       31        27         .         .         .         .         0         0         4         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    18,699                :
: Positions                                                                                                    :
:   14,896    14,204         0       505     2,595         0         0         0       650     1,275         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:    2,834       265      -240        60       240         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      76.0       0.0       2.7      13.9       0.0       0.0       0.0       3.5       6.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        13         0         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   50 Mwh                                                  :
CFTC Code #06439L                                                    Open Interest is   309,112                :
: Positions                                                                                                    :
:  215,720   299,368    75,584         0     9,360     2,400         0         0     5,664         0       384 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:   16,384      -776         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.8      96.8      24.5       0.0       3.0       0.8       0.0       0.0       1.8       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        15         .         0         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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     9,486                :
: Positions                                                                                                    :
:    7,147     6,641        70     1,073       472     1,067         0        81       508     1,090        84 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:    1,310       205         0        50       -36        18       -26       -31         0       149         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      70.0       0.7      11.3       5.0      11.2       0.0       0.9       5.4      11.5       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        19         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    11,530                :
: Positions                                                                                                    :
:    6,810     6,810         0     4,540        60     1,800         0         0     2,800         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      600       775         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      59.1       0.0      39.4       0.5      15.6       0.0       0.0      24.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        13         0         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    11,500                :
: Positions                                                                                                    :
:    7,740     7,765       570     2,920       120       800         0         0     1,310       225       450 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      280       -50         0      -100         0         0         0         0      -270         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.3      67.5       5.0      25.4       1.0       7.0       0.0       0.0      11.4       2.0       3.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        14         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    26,482                :
: Positions                                                                                                    :
:   21,147    21,717     2,135        80     2,850         0         0         0       350     1,700         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:    2,695       230      -100         0       100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      82.0       8.1       0.3      10.8       0.0       0.0       0.0       1.3       6.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        21         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #0643B1                                                    Open Interest is    23,092                :
: Positions                                                                                                    :
:   18,277    17,127     1,125     3,050     2,795        50         0         0       660        75         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      -40     1,335       300         0         0         0         0         0       600         0      -600 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      74.2       4.9      13.2      12.1       0.2       0.0       0.0       2.9       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        19         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    22,583                :
: Positions                                                                                                    :
:   17,223    15,967     2,825     3,506     1,685       215       188        80       235       521         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:    1,783       581        43      -187         0      -172       188        80       -46        -3       -43 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      70.7      12.5      15.5       7.5       1.0       0.8       0.4       1.0       2.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        23         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    56,274                :
: Positions                                                                                                    :
:   49,274    44,834     1,123     2,377     3,333         0       222         0     1,681     4,505       858 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      314     1,682         0        70        -3         0         0         0       -25       282       203 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      79.7       2.0       4.2       5.9       0.0       0.4       0.0       3.0       8.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       27        23         .         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                       :
CFTC Code #0643BA                                                    Open Interest is    72,434                :
: Positions                                                                                                    :
:   61,773    56,065     3,451     2,498     3,204         0       401       301     1,716     8,001     1,954 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:    1,230     3,628       113       140      -248         0        52        -2        65       877      -407 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      77.4       4.8       3.4       4.4       0.0       0.6       0.4       2.4      11.0       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       31        32         .         .         4         0         4         .         4         5         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    47,895                :
: Positions                                                                                                    :
:   38,140    44,325     7,780     2,440     1,130         0         0         0       815         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      610       -50       -60         0        20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      92.5      16.2       5.1       2.4       0.0       0.0       0.0       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       23        11         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    54,680                :
: Positions                                                                                                    :
:   43,420    50,600     8,945     3,250       830        50         0         0     1,405         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      935        10         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      92.5      16.4       5.9       1.5       0.1       0.0       0.0       2.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       23        16         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   352,877                :
: Positions                                                                                                    :
:  260,526   304,864    38,299    13,471    12,766         0       816         0    38,567    18,241     2,719 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:   20,631     4,598     2,671         0         0         0         0         0    -6,141         0      -384 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      86.4      10.9       3.8       3.6       0.0       0.2       0.0      10.9       5.2       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        26         .         .         .         0         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    26,799                :
: Positions                                                                                                    :
:   21,076    20,635       636       840     1,041       253       462       807     1,868     1,746       992 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:    1,813       596       128       -21        -2       -21        41        21       246       187      -364 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      77.0       2.4       3.1       3.9       0.9       1.7       3.0       7.0       6.5       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       22        29         .         .         .         .         .         .         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    33,171                :
: Positions                                                                                                    :
:   19,916    32,601    12,541         0         0        77       154         0       510       289       127 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      408       332      -358         0         0         0         0         0         0      -334         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.0      98.3      37.8       0.0       0.0       0.2       0.5       0.0       1.5       0.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        13         .         0         0         .         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   297,411                :
: Positions                                                                                                    :
:  237,766   253,522    48,865    14,685    10,020       760    19,184         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:    5,096    13,574         0    -2,280         0       760         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      85.2      16.4       4.9       3.4       0.3       6.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        15         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    22,758                :
: Positions                                                                                                    :
:   18,229    20,720     3,368         0       403       359     1,018         0       252       129         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      272     1,507         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      91.0      14.8       0.0       1.8       1.6       4.5       0.0       1.1       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        18         .         0         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    12,743                :
: Positions                                                                                                    :
:    8,131     9,533     1,823       935        82     1,017       178         0       649       129       680 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      476      -115         0         0         0         0        92         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      74.8      14.3       7.3       0.6       8.0       1.4       0.0       5.1       1.0       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        14         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                       :
CFTC Code #0643BZ                                                    Open Interest is   155,359                :
: Positions                                                                                                    :
:  120,274   115,500    26,019    34,264       793     5,569         0         0       800     2,898     1,520 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:   -1,175     5,472         0      -384         0         0         0         0         0      -376         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      74.3      16.7      22.1       0.5       3.6       0.0       0.0       0.5       1.9       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        14         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    18,003                :
: Positions                                                                                                    :
:   14,360     9,960     1,825     3,569       969         0     1,910        43       129       683       296 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      170       760        65         0       -21         0         0         0       -86        50        40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      55.3      10.1      19.8       5.4       0.0      10.6       0.2       0.7       3.8       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        22         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   200,151                :
: Positions                                                                                                    :
:  160,873   123,706    32,212    62,373     6,274         0     6,630       408       384       760         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:    5,443    10,494       408         0      -408         0      -800         0       384         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      61.8      16.1      31.2       3.1       0.0       3.3       0.2       0.2       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        17         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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     9,900                :
: Positions                                                                                                    :
:    7,600     9,145     2,090         0        50         0       300         0       100       375         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:       85       260         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      92.4      21.1       0.0       0.5       0.0       3.0       0.0       1.0       3.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        12         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    24,088                :
: Positions                                                                                                    :
:   10,215    18,638     8,963         0     4,606       304       385         0         0       459         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      450       350       -46         0         0         0         0         0         0        54         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.4      77.4      37.2       0.0      19.1       1.3       1.6       0.0       0.0       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        16         .         0         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV   25 MWh                                                         :
CFTC Code #0643CC                                                    Open Interest is   243,302                :
: Positions                                                                                                    :
:  139,782   159,086    28,401     9,097    75,119         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:   11,577     3,897    -2,447     9,097     2,447         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.5      65.4      11.7       3.7      30.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    11,215                :
: Positions                                                                                                    :
:   10,465     6,755       150     3,130         0         0     1,300         0       420         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.3      60.2       1.3      27.9       0.0       0.0      11.6       0.0       3.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13        11         .         .         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    13,405                :
: Positions                                                                                                    :
:   12,410     7,310       150     2,585        45         0     3,130         0       425       110       175 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      350       885         0      -140        15         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.6      54.5       1.1      19.3       0.3       0.0      23.3       0.0       3.2       0.8       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        12         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   711,272                :
: Positions                                                                                                    :
:  420,238   362,536     6,155    56,801    95,109         0    33,246    33,080    37,922    13,671   116,828 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:   -2,350     5,916      -384    10,959      -212         0    -1,393      -165    -2,461   -21,121     8,752 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      51.0       0.9       8.0      13.4       0.0       4.7       4.7       5.3       1.9      16.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        15         .         .         .         0         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    18,820                :
: Positions                                                                                                    :
:   16,550     8,045       975     9,670     1,085         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:       50        25         0        50       -50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.9      42.7       5.2      51.4       5.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        11         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    22,191                :
: Positions                                                                                                    :
:   12,476    17,821     7,325     2,900     1,320       900         0        50         0       100         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      -30        70       150         0         0       -50         0        50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.2      80.3      33.0      13.1       5.9       4.1       0.0       0.2       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        13         .         .         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    15,495                :
: Positions                                                                                                    :
:    9,657    10,585     3,805     3,300     1,340       150         0         0         0       250         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.3      68.3      24.6      21.3       8.6       1.0       0.0       0.0       0.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        12         .         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    22,865                :
: Positions                                                                                                    :
:   17,025    20,615     4,520        80     1,220         0       600         0         0       300         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      565        90      -395        80        20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      90.2      19.8       0.3       5.3       0.0       2.6       0.0       0.0       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        13         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643D5                                                    Open Interest is    17,090                :
: Positions                                                                                                    :
:   13,180    15,735     2,925       230       925         0       200         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:        0         0       150       150       -55         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      92.1      17.1       1.3       5.4       0.0       1.2       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13         7         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    20,260                :
: Positions                                                                                                    :
:   14,295    19,120     4,200         0     1,020         0         0         0       340         0        60 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      300         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      94.4      20.7       0.0       5.0       0.0       0.0       0.0       1.7       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       15        10         .         0         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    22,027                :
: Positions                                                                                                    :
:   15,312    19,217     2,690         0     2,710       200         0         0       710         0        40 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      300         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      87.2      12.2       0.0      12.3       0.9       0.0       0.0       3.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        10         .         0         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   114,090                :
: Positions                                                                                                    :
:   89,612    95,550     5,828     1,955    14,150     1,710       150        80     2,425     1,745       285 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:    2,850     3,955       145         0       155         0         0         0         0      -125       110 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      83.7       5.1       1.7      12.4       1.5       0.1       0.1       2.1       1.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       32        26         4         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   126,241                :
: Positions                                                                                                    :
:   97,061   104,505    11,440     1,815    13,345     1,883     2,115       957     1,050     2,810       495 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:    1,430     3,095       590        10        60        50      -120         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      82.8       9.1       1.4      10.6       1.5       1.7       0.8       0.8       2.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       36        33         4         .         .         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   173,004                :
: Positions                                                                                                    :
:  119,734   132,316    26,126     8,076     6,221     6,023     7,106     5,649     5,050     9,490     4,118 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:     -611      -550     1,404       807      -214       299       464      -235      -440      -228      -685 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      76.5      15.1       4.7       3.6       3.5       4.1       3.3       2.9       5.5       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       41        41         5         .         5         5         .         5         4        11        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   123,665                :
: Positions                                                                                                    :
:  104,790   107,837     6,940     5,414     5,787     3,115         0       920     1,515     3,167       540 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:    1,835     1,145      -787      -794       525        55         0        20         0       157         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      87.2       5.6       4.4       4.7       2.5       0.0       0.7       1.2       2.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       34        33         .         .         4         .         0         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    38,050                :
: Positions                                                                                                    :
:   33,350    26,420       725     8,145     2,075       810       900         0       580         0       510 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      850        75         0      -100         0       -50         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      69.4       1.9      21.4       5.5       2.1       2.4       0.0       1.5       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        11         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    34,180                :
: Positions                                                                                                    :
:   28,215    27,675       700     2,045     4,005        50       200        50       935         0       205 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      940        40         0       -25         0         0         0         0      -125         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      81.0       2.0       6.0      11.7       0.1       0.6       0.1       2.7       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20         9         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    34,323                :
: Positions                                                                                                    :
:   30,150    27,285       250     4,239     2,304     1,000         0       300        50         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:    1,850       710      -150       765      -575         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.8      79.5       0.7      12.4       6.7       2.9       0.0       0.9       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       25        25         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    14,453                :
: Positions                                                                                                    :
:   11,988    11,498       940     1,505     1,300         0         0         0       225         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      770       480       300         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      79.6       6.5      10.4       9.0       0.0       0.0       0.0       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       17        14         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   237,664                :
: Positions                                                                                                    :
:  182,617   136,525         0    64,488    31,516    18,675         0     4,242       149       535       359 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:  -14,338   -13,492         0      -869     2,636        43         0       -70       -66         0        37 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      57.4       0.0      27.1      13.3       7.9       0.0       1.8       0.1       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        13         0         4         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 3,103,047                :
: Positions                                                                                                    :
:2,386,394 1,466,846         0 1,296,458   293,873   392,770         0    30,010         0    15,860         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
: -284,994  -310,266         0    25,272     8,013         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      47.3       0.0      41.8       9.5      12.7       0.0       1.0       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        13         0         4         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 1,039,322                :
: Positions                                                                                                    :
:  734,793   856,474   191,755    70,074   112,774         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:        0    46,800         0   -46,800         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      82.4      18.5       6.7      10.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        10         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    96,096                :
: Positions                                                                                                    :
:   87,696    59,136     8,232    35,280         0         0     1,680         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:  -45,936   -30,976    -4,312   -18,480         0         0      -880         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.3      61.5       8.6      36.7       0.0       0.0       1.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         7         .         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    28,662                :
: Positions                                                                                                    :
:   20,866    17,660     1,715     4,727     2,621        60     1,640       125     2,306     1,232       527 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      732       551       163       692       -57         0        25         0       157       249       -39 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      61.6       6.0      16.5       9.1       0.2       5.7       0.4       8.0       4.3       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        19         .         .         4         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    20,827                :
: Positions                                                                                                    :
:   16,998    15,610     1,266     4,485       529       360         0         0     1,151         0       173 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:    2,099     1,644         0      -225         0         0         0         0      -360         0       123 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      75.0       6.1      21.5       2.5       1.7       0.0       0.0       5.5       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        20         .         .         4         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    38,744                :
: Positions                                                                                                    :
:   33,617    19,376     1,568    12,873       491        50     4,012        45     1,520       785     1,122 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:    3,587       174        30      -198      -200         0        27         0      -547         0        83 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      50.0       4.0      33.2       1.3       0.1      10.4       0.1       3.9       2.0       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       26        23         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    21,455                :
: Positions                                                                                                    :
:   19,057    13,110         0     7,118     1,170       250         0        30       371        25         2 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      877       503         0       227       -10         0         0         0       333         0       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8      61.1       0.0      33.2       5.5       1.2       0.0       0.1       1.7       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       23        18         0         4         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #064C78                                                    Open Interest is    23,567                :
: Positions                                                                                                    :
:   16,539    17,244     3,575     1,589     2,795         0       420         0         0       993       526 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      556     1,571       163       464      -711         0         0         0         0       -70         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      73.2      15.2       6.7      11.9       0.0       1.8       0.0       0.0       4.2       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        15         .         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    16,184                :
: Positions                                                                                                    :
:   13,556    11,865     1,474     2,816       939         0       150         0         0       201       105 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      613       943         0       300         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      73.3       9.1      17.4       5.8       0.0       0.9       0.0       0.0       1.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        13         .         .         4         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    39,023                :
: Positions                                                                                                    :
:   35,619    30,239     1,240     6,514     1,395       100       300       300         0       200         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      860       -75        50       490      -220         0       300         0      -360         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.3      77.5       3.2      16.7       3.6       0.3       0.8       0.8       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       27        23         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    16,409                :
: Positions                                                                                                    :
:   13,770    12,714       965     3,035       460         0         0         0       442         0        32 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      480     2,445         0       300      -175         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      77.5       5.9      18.5       2.8       0.0       0.0       0.0       2.7       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       18        14         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    14,562                :
: Positions                                                                                                    :
:   11,820    10,945       670     2,644       955         0         0         0     1,069         0        18 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      655       955         0       300       -14         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      75.2       4.6      18.2       6.6       0.0       0.0       0.0       7.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       20        16         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    47,165                :
: Positions                                                                                                    :
:   34,719    39,804     7,250     1,650     1,915         0         0         0         0       200         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      120       120         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      84.4      15.4       3.5       4.1       0.0       0.0       0.0       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        19         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    41,403                :
: Positions                                                                                                    :
:   31,103    33,748     5,850     3,010     1,200         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      120       120         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      81.5      14.1       7.3       2.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        19         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    25,275                :
: Positions                                                                                                    :
:   20,470     8,455     1,710         0       555         0     9,395        25         0     5,250       425 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:     -300       375     1,710       -15      -135         0         0         0         0     1,050         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      33.5       6.8       0.0       2.2       0.0      37.2       0.1       0.0      20.8       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        13         .         0         .         0         .         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064DPR                                                    Open Interest is    22,815                :
: Positions                                                                                                    :
:   19,440     7,830       935         0       310         0     9,085         0         0     4,230        25 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:     -180       300       630         0       -75         0         0         0         0       150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      34.3       4.1       0.0       1.4       0.0      39.8       0.0       0.0      18.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        10         .         0         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    24,498                :
: Positions                                                                                                    :
:   13,334    20,455     2,251         0     1,976     1,595         0       430     3,425       150         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:     -300       -50       250         0      -125         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.4      83.5       9.2       0.0       8.1       6.5       0.0       1.8      14.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         9         .         0         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    21,386                :
: Positions                                                                                                    :
:   11,001    17,031       632         0     2,843     1,685         0       240     3,550         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:     -225       150       375         0      -200         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      79.6       3.0       0.0      13.3       7.9       0.0       1.1      16.6       0.0       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 July 19, 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    30,420                :
: Positions                                                                                                    :
:   21,285    15,145     6,285         0     2,205         0    12,420         0         0       500         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      -25         0       175         0      -175         0       100         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      49.8      20.7       0.0       7.2       0.0      40.8       0.0       0.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16         7         .         0         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064EVH                                                    Open Interest is    25,030                :
: Positions                                                                                                    :
:   16,830    12,635     6,030         0     1,485         0    10,670         0         0        50         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      -25       -25       100         0      -100         0       100         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      50.5      24.1       0.0       5.9       0.0      42.6       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14         6         .         0         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064EWU                                                    Open Interest is    27,690                :
: Positions                                                                                                    :
:   22,270    19,450         0     1,485     2,465         0     2,420       100     1,350       325       100 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      600         0         0       500      -125         0         0         0      -100         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      70.2       0.0       5.4       8.9       0.0       8.7       0.4       4.9       1.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        11         0         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EWV                                                    Open Interest is    25,005                :
: Positions                                                                                                    :
:   20,140    16,580         0     2,615     1,965         0     2,480        60     1,475         0       375 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      300         0         0       300      -125         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      66.3       0.0      10.5       7.9       0.0       9.9       0.2       5.9       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        10         0         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    32,169                :
: Positions                                                                                                    :
:   24,400    22,144         0     4,666     1,654     4,345       375       195       265     1,815       210 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      175       535         0       125         0       100         0       -95       215      -170       135 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      68.8       0.0      14.5       5.1      13.5       1.2       0.6       0.8       5.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        11         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    27,780                :
: Positions                                                                                                    :
:   20,515    18,705     2,830     1,200     1,675         0     1,655       495         0     1,785       325 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:       50        75        25         0        25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      67.3      10.2       4.3       6.0       0.0       6.0       1.8       0.0       6.4       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        10         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   116,214                :
: Positions                                                                                                    :
:   70,100    99,560     6,810     1,975     6,414    20,945         0         0     4,775     1,195       840 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      495       210    -1,475         0       875         0         0         0     1,215        25        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      85.7       5.9       1.7       5.5      18.0       0.0       0.0       4.1       1.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        24         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   104,445                :
: Positions                                                                                                    :
:   61,868    87,135       868     3,175     7,805    24,195         0         0     3,390         0       525 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      200      -405    -1,055         0       280       100         0         0       350         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.2      83.4       0.8       3.0       7.5      23.2       0.0       0.0       3.2       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        26         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 2016     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKA                                                    Open Interest is    21,020                :
: Positions                                                                                                    :
:   18,195    18,730       520       180       960        25         0       125         0         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:        0       100       100         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      89.1       2.5       0.9       4.6       0.1       0.0       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       16        11         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    16,705                :
: Positions                                                                                                    :
:   15,205    14,080         0     1,410       570         0       275         0       600         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:        0       100         0      -100       100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.0      84.3       0.0       8.4       3.4       0.0       1.6       0.0       3.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       16        10         0         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    30,900                :
: Positions                                                                                                    :
:   23,765    19,070       925     3,875     2,090         0     1,550       300       280       480         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      600       600         0         0         0         0         0         0       205       205         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      61.7       3.0      12.5       6.8       0.0       5.0       1.0       0.9       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        14         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    23,510                :
: Positions                                                                                                    :
:   18,500    14,020         0     4,205     1,620         0       275       125         0         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2016                                                                              :
:      600       600         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      59.6       0.0      17.9       6.9       0.0       1.2       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        12         0         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated July 22, 2016