Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   105,321                :
: Positions                                                                                                    :
:   30,952    28,831     8,786     8,202     7,865       724    32,721     9,566    37,800     8,288     8,431 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      592      -206       342      -405       235      -240    -1,434       165    -1,326     1,032       361 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.4      27.4       8.3       7.8       7.5       0.7      31.1       9.1      35.9       7.9       8.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       16        16         .         .         5         .         6         4        16        11        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #024658                                                    Open Interest is    17,258                :
: Positions                                                                                                    :
:    2,485     7,844         0     3,053       820       488     2,090       924    10,443     1,084     1,268 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      -60       275         0        15         0        15        30        15       115      -160        99 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.4      45.5       0.0      17.7       4.8       2.8      12.1       5.4      60.5       6.3       7.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       10         7         0         4         .         .         .         .        11         4        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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     9,430                :
: Positions                                                                                                    :
:    1,712     1,085     1,145       745     2,234       193       520     1,961       540     1,240     1,645 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:        0         0         0        26         6        -2       -12       -16        13        -2        14 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.2      11.5      12.1       7.9      23.7       2.0       5.5      20.8       5.7      13.2      17.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:        8         8         .         .         4         .         .         .        10         8        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   158,089                :
: Positions                                                                                                    :
:   88,867   106,691    10,277    13,525    15,454    20,382     1,143     2,781     8,969     6,893    10,989 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:    2,705     2,837      -861     1,200     2,310       213       428       298     2,116      -300       -74 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.2      67.5       6.5       8.6       9.8      12.9       0.7       1.8       5.7       4.4       7.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    83                     :
:       45        46         .         4         5         6         .         7         9         9        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    43,468                :
: Positions                                                                                                    :
:   34,038    33,994     3,076     3,350     4,411         0       577       152     1,125       318       667 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:    1,297     1,657       156      -297       193         0        42         5       -25        26         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      78.2       7.1       7.7      10.1       0.0       1.3       0.3       2.6       0.7       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        23         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   349,233                :
: Positions                                                                                                    :
:  293,525   292,522    27,076    21,247    26,392     1,264         0         0         0     8,096       976 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:    9,437     8,071     3,864     5,870    -3,248       640         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      83.8       7.8       6.1       7.6       0.4       0.0       0.0       0.0       2.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       19        19         .         .         .         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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 1,542,184                :
: Positions                                                                                                    :
:1,250,646 1,244,786   173,534   119,502    20,495     2,318    26,207    66,308    25,016    61,020     3,866 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:    6,137    -7,363     4,992     7,947    -2,812         0     2,304         0         0     8,240       376 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      80.7      11.3       7.7       1.3       0.2       1.7       4.3       1.6       4.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       35        37         .         4         .         .         4         4         4         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    66,003                :
: Positions                                                                                                    :
:   45,969    50,117     6,882     2,797     6,010     1,891     3,209       220     2,816     1,435     2,215 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      510      -267        -3       803      -270         0        11       -11      -264      -304         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      75.9      10.4       4.2       9.1       2.9       4.9       0.3       4.3       2.2       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        22         .         .         .         .         .         .         4         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   331,664                :
: Positions                                                                                                    :
:  186,329   279,267    90,418         0    52,069         0         0         0     2,528         8       320 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:        0    -2,567    -2,567         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.2      84.2      27.3       0.0      15.7       0.0       0.0       0.0       0.8       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        15         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   436,483                :
: Positions                                                                                                    :
:  334,936   377,235    47,050     9,392    40,120     4,544       728     8,632     1,201       376         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:   16,757    19,478         0         0         0     1,896         0         0     1,201       376         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      86.4      10.8       2.2       9.2       1.0       0.2       2.0       0.3       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       27        23         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    34,007                :
: Positions                                                                                                    :
:   27,495    30,828     2,582         0     1,723       671       207       719       347         0        85 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      569       628       101         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      90.7       7.6       0.0       5.1       2.0       0.6       2.1       1.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        24         .         0         .         .         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    54,836                :
: Positions                                                                                                    :
:   37,621    38,170    15,055    15,085     1,560         0         0         0       190         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      125       185        60         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      69.6      27.5      27.5       2.8       0.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       29        29         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439F                                                    Open Interest is    79,025                :
: Positions                                                                                                    :
:   59,608    57,655    17,435    20,445       865       500         0         0       422         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      890       920        60         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      73.0      22.1      25.9       1.1       0.6       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       32        27         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    23,051                :
: Positions                                                                                                    :
:   18,497    19,026     1,640       885     1,845         0         0         0       525     1,175         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      426       561       300       165      -300         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      82.5       7.1       3.8       8.0       0.0       0.0       0.0       2.3       5.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        15         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   283,968                :
: Positions                                                                                                    :
:  196,360   273,840    65,944         0     9,744     7,096         0         0     4,440         0       384 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      368     4,680     4,312         0       384         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      96.4      23.2       0.0       3.4       2.5       0.0       0.0       1.6       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        16         .         0         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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     9,396                :
: Positions                                                                                                    :
:    6,887     5,941        90     1,209       127     1,091         0       156       428     1,856        84 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:       91      -100         0        40       -43        21         0         0         0       172         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.3      63.2       1.0      12.9       1.4      11.6       0.0       1.7       4.6      19.8       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        18         .         .         .         4         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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     9,365                :
: Positions                                                                                                    :
:    5,685     6,035         0     3,090        60     1,800         0         0     1,700         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.7      64.4       0.0      33.0       0.6      19.2       0.0       0.0      18.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        13         0         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    10,235                :
: Positions                                                                                                    :
:    6,965     6,570       495     2,905        60       675         0         0     1,115       250       430 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:       50        -5         0         0         0         0         0         0        20        75       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      64.2       4.8      28.4       0.6       6.6       0.0       0.0      10.9       2.4       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        13         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    31,355                :
: Positions                                                                                                    :
:   25,840    27,270     2,830        30     2,385         0         0         0       300     1,550         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      444       159      -285         0       185         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      87.0       9.0       0.1       7.6       0.0       0.0       0.0       1.0       4.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        22         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    23,663                :
: Positions                                                                                                    :
:   17,883    17,903     2,345     3,075     2,510        25         0         0       660        75         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:     -245      -245         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      75.7       9.9      13.0      10.6       0.1       0.0       0.0       2.8       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       21        19         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    22,312                :
: Positions                                                                                                    :
:   17,286    15,446     2,625     3,282     1,771       115       335         0         0       686       235 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      126       105         0         0         0         0        21         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      69.2      11.8      14.7       7.9       0.5       1.5       0.0       0.0       3.1       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        21         .         .         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV   1 MW                                                     :
CFTC Code #0643B9                                                    Open Interest is    53,925                :
: Positions                                                                                                    :
:   47,309    44,299       942     2,781     2,863         0       222         0     1,381     2,215     1,425 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      -16       809         0        70      -145         0         0         0        -5      -900       395 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.7      82.1       1.7       5.2       5.3       0.0       0.4       0.0       2.6       4.1       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       27        22         .         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    69,836                :
: Positions                                                                                                    :
:   59,318    52,699     3,714     2,947     2,869       122       265       175     1,772     8,995     1,846 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      450        80       258        69         0        -4        75         4        43       503       165 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      75.5       5.3       4.2       4.1       0.2       0.4       0.3       2.5      12.9       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       31        29         .         .         4         .         .         .         5         4         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    50,165                :
: Positions                                                                                                    :
:   41,075    45,795     7,415     3,420       950         0         0         0       700         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      915       625       310       600         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9      91.3      14.8       6.8       1.9       0.0       0.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       23         9         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    57,355                :
: Positions                                                                                                    :
:   46,840    50,140     8,475     6,485       730        50         0         0     1,235         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:    1,140       790       250       600         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7      87.4      14.8      11.3       1.3       0.1       0.0       0.0       2.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       23        15         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   340,080                :
: Positions                                                                                                    :
:  233,132   290,337    32,438    13,854    13,463         0       816         0    55,982    16,545     5,065 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:    3,182     8,682      -381      -385     1,609         0         0         0     5,496         0       385 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      85.4       9.5       4.1       4.0       0.0       0.2       0.0      16.5       4.9       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        25         .         .         .         0         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    26,557                :
: Positions                                                                                                    :
:   20,302    20,243       605       540     1,240        86       737       850     2,084     1,448     1,284 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:     -109       377       -42       -85        63         0       234        40       719        42       -84 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.4      76.2       2.3       2.0       4.7       0.3       2.8       3.2       7.8       5.5       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       22        28         .         .         .         .         .         .         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    31,570                :
: Positions                                                                                                    :
:   19,881    31,307    10,014         0         0        77       104         0     1,572       133        26 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      407       330      -308         0         0         0         0         0       231         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      99.2      31.7       0.0       0.0       0.2       0.3       0.0       5.0       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        12         .         0         0         .         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   280,703                :
: Positions                                                                                                    :
:  224,026   236,885    45,897    13,413    10,020       760    19,184         0         0     1,201         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:   12,010    10,809         0         0         0         0         0         0         0     1,201         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      84.4      16.4       4.8       3.6       0.3       6.8       0.0       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        15         .         .         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    21,109                :
: Positions                                                                                                    :
:   16,581    19,186     3,565         0       383       319     1,064         0        92        69         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      -83       -83         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      90.9      16.9       0.0       1.8       1.5       5.0       0.0       0.4       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        18         .         0         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643BX                                                    Open Interest is   112,036                :
: Positions                                                                                                    :
:   47,624   110,075    64,412         0         0         0     1,961         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:    4,696     4,696         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.5      98.2      57.5       0.0       0.0       0.0       1.8       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        10         .         0         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    11,361                :
: Positions                                                                                                    :
:    7,109     8,125     1,882     1,405       107       838       138         0       609        69       640 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:     -466      -424        42         0        21        21         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.6      71.5      16.6      12.4       0.9       7.4       1.2       0.0       5.4       0.6       5.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        14         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   151,591                :
: Positions                                                                                                    :
:  118,498   113,572    24,964    33,281       784     4,297         0         0     1,136     2,042     1,528 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:        0       384         0         0         0         0         0         0         0      -384       384 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      74.9      16.5      22.0       0.5       2.8       0.0       0.0       0.7       1.3       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       12        15         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    17,980                :
: Positions                                                                                                    :
:   14,645    10,164     1,428     3,529       972         0     1,729         0       157       553       500 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      933       683       -82        21        82         0        42         0       -42         0        42 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      56.5       7.9      19.6       5.4       0.0       9.6       0.0       0.9       3.1       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        24         .         .         .         0         .         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   198,769                :
: Positions                                                                                                    :
:  165,268   117,565    15,884    55,437    15,673         0     8,926       408     1,536       760         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:    4,723     1,554    -8,249    -4,696     5,863         0         0         0       384         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      59.1       8.0      27.9       7.9       0.0       4.5       0.2       0.8       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 August 16, 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    10,960                :
: Positions                                                                                                    :
:    8,675    10,285     2,050         0        75         0       250        50        50       275         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:    1,045     1,270       175         0        25         0       -50        50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      93.8      18.7       0.0       0.7       0.0       2.3       0.5       0.5       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        12         .         0         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    25,054                :
: Positions                                                                                                    :
:   11,505    19,155     8,100         0     4,529       304       395         0       155       514       461 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      430       331      -484         0         0         0         0         0       155      -230       230 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.9      76.5      32.3       0.0      18.1       1.2       1.6       0.0       0.6       2.1       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        15         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   242,890                :
: Positions                                                                                                    :
:  142,386   164,537    33,920    11,769    66,584         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      977       977         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      67.7      14.0       4.8      27.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    11,090                :
: Positions                                                                                                    :
:   10,480     6,395       150     2,990         0         0     1,680         0       300         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      120       120         0      -300         0         0       300         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.5      57.7       1.4      27.0       0.0       0.0      15.1       0.0       2.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        12         .         .         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    12,675                :
: Positions                                                                                                    :
:   11,755     7,130       220     2,545       180         0     2,595         0       280         0       180 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      120       120         0      -300         0         0       300         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.7      56.3       1.7      20.1       1.4       0.0      20.5       0.0       2.2       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        13         .         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   747,349                :
: Positions                                                                                                    :
:  441,792   398,794     6,019    73,193   106,895     4,256    25,713    29,800    47,012     2,530   110,423 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:    4,108   -20,520       189    -6,291     1,165       585       694       822   -31,272        37    17,107 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      53.4       0.8       9.8      14.3       0.6       3.4       4.0       6.3       0.3      14.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        15         .         .         .         .         .         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    17,405                :
: Positions                                                                                                    :
:   15,205     7,365       925     8,935     1,085         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      42.3       5.3      51.3       6.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        11         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    20,506                :
: Positions                                                                                                    :
:   11,646    16,261     6,285     2,265     1,930       475         0        50         0         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      79.3      30.6      11.0       9.4       2.3       0.0       0.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        13         .         .         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    14,112                :
: Positions                                                                                                    :
:    8,477     9,612     3,120     2,640     1,700       125         0         0         0       125         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:     -250         0       250         0      -250         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      68.1      22.1      18.7      12.0       0.9       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        11         .         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    21,670                :
: Positions                                                                                                    :
:   15,355    19,970     5,350         5       875         0       500         0         0       150         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:        0        50        50         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      92.2      24.7       0.0       4.0       0.0       2.3       0.0       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        11         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    15,675                :
: Positions                                                                                                    :
:   11,265    14,680     3,800       155       560         0       100         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      93.7      24.2       1.0       3.6       0.0       0.6       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14         7         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    18,710                :
: Positions                                                                                                    :
:   13,185    17,340     3,645        50     1,220         0         0         0       300         0        50 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      100      -150      -250         0        90         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      92.7      19.5       0.3       6.5       0.0       0.0       0.0       1.6       0.0       0.3 :
:                                                                                                              :
: 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 August 16, 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    20,277                :
: Positions                                                                                                    :
:   13,947    17,557     2,650        50     2,580       100         0         0       635         0        40 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      -75         0        75         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      86.6      13.1       0.2      12.7       0.5       0.0       0.0       3.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        10         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   107,687                :
: Positions                                                                                                    :
:   85,277    90,127     5,340     2,950    12,650     2,000       125        70     2,025     1,285       325 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:     -375      -355      -425      -170       300       300         0         0         0        25       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      83.7       5.0       2.7      11.7       1.9       0.1       0.1       1.9       1.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       31        30         4         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   120,253                :
: Positions                                                                                                    :
:   93,198   100,262    10,325     2,815    12,165     2,750     1,796       545       875     2,140       380 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      975       455      -625        20       300       300       150        50         0        25       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      83.4       8.6       2.3      10.1       2.3       1.5       0.5       0.7       1.8       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       39        36         4         .         .         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   175,765                :
: Positions                                                                                                    :
:  122,563   132,644    27,115     7,660     7,829     6,171     8,367     4,745     2,805    10,019     4,472 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:    1,555     3,055       317      -240      -282       -95      -198        50       560      -278       703 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      75.5      15.4       4.4       4.5       3.5       4.8       2.7       1.6       5.7       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       41        43         5         .         5         4         4         .         4        11        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   122,141                :
: Positions                                                                                                    :
:  103,996   105,999     6,287     5,327     5,898     2,830        20     1,110     1,520     3,337       440 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      931       290      -255       396       -61         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      86.8       5.1       4.4       4.8       2.3       0.0       0.9       1.2       2.7       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       34        32         .         .         4         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    36,575                :
: Positions                                                                                                    :
:   31,765    25,235     1,000     8,025     2,025       780       900         0       605         0       390 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:        0         0         0        25         0         0         0         0        25         0       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      69.0       2.7      21.9       5.5       2.1       2.5       0.0       1.7       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       21        10         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    32,985                :
: Positions                                                                                                    :
:   26,975    26,685       775     1,665     4,155        30       200        50       760         0       230 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:       70        20      -200      -125       200         0         0         0        25         0       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      80.9       2.3       5.0      12.6       0.1       0.6       0.2       2.3       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       21         9         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    34,063                :
: Positions                                                                                                    :
:   29,700    27,195       180     3,954     2,434     1,000         0       300       200         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      -70        20         0        60       -15         0         0         0       150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      79.8       0.5      11.6       7.1       2.9       0.0       0.9       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       25        26         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    14,523                :
: Positions                                                                                                    :
:   10,558    12,168     2,195       980     1,245       300         0         0       225         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      330       345         0       -15         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      83.8      15.1       6.7       8.6       2.1       0.0       0.0       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       18        15         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   272,831                :
: Positions                                                                                                    :
:  201,425   147,008         0    73,165    47,632    18,748         0     4,095       329       420       481 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:   16,963     6,501         0    10,674     1,150       -41         0       124       241         0       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      53.9       0.0      26.8      17.5       6.9       0.0       1.5       0.1       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        15         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                   :
CFTC Code #064A59                                                    Open Interest is 2,942,937                :
: Positions                                                                                                    :
:2,244,708 1,373,410         0 1,251,968   275,449   396,530         0    26,250         0    15,860         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      46.7       0.0      42.5       9.4      13.5       0.0       0.9       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 August 16, 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 1,021,146                :
: Positions                                                                                                    :
:  702,457   839,050   190,251    53,658   128,438         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      82.2      18.6       5.3      12.6       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 August 16, 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   104,064                :
: Positions                                                                                                    :
:   94,464    61,824     9,408    40,320         0         0     1,920         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:  -43,296   -28,336    -4,312   -18,480         0         0      -880         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.8      59.4       9.0      38.7       0.0       0.0       1.8       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         6         .         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    28,440                :
: Positions                                                                                                    :
:   20,422    17,871     2,041     4,854     2,553        35     1,530       125     2,360       930       507 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      -95       -40       -10        80        10         0         0         0        85         0        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      62.8       7.2      17.1       9.0       0.1       5.4       0.4       8.3       3.3       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        19         .         .         4         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    20,253                :
: Positions                                                                                                    :
:   16,359    15,412     1,652     4,310       358       360         0         0     1,031         0       158 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      136        81       -50        35        25         0         0         0        30         0       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      76.1       8.2      21.3       1.8       1.8       0.0       0.0       5.1       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        20         .         .         4         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    36,119                :
: Positions                                                                                                    :
:   31,789    18,417     1,095    12,032       546        25     3,632        45     1,316       430       987 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      705       392        95       266       104         0        25         0       -57         0         7 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.0      51.0       3.0      33.3       1.5       0.1      10.1       0.1       3.6       1.2       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       27        25         .         .         .         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #064C77                                                    Open Interest is    22,042                :
: Positions                                                                                                    :
:   19,465    14,619         0     5,887     1,479       205         0        30         0         0        25 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      425       357         0         8       -45         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      66.3       0.0      26.7       6.7       0.9       0.0       0.1       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       24        18         0         4         4         .         0         .         0         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #064C78                                                    Open Interest is    22,617                :
: Positions                                                                                                    :
:   16,078    16,282     3,484     1,606     2,545         0       650         0         0     1,165       359 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:       44       308       244       -70      -220         0         0         0         0       120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      72.0      15.4       7.1      11.3       0.0       2.9       0.0       0.0       5.2       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        15         .         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #064C79                                                    Open Interest is    15,539                :
: Positions                                                                                                    :
:   12,743    11,078     1,299     3,158       827         0       125         0        44       125       120 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.0      71.3       8.4      20.3       5.3       0.0       0.8       0.0       0.3       0.8       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        13         .         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    38,018                :
: Positions                                                                                                    :
:   35,144    29,749     1,400     6,679       725       100       300       300         0       200         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      345       235         0       110         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      78.2       3.7      17.6       1.9       0.3       0.8       0.8       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       27        24         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    16,084                :
: Positions                                                                                                    :
:   13,475    12,589       965     2,700       460         0         0         0       449       150        25 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      255       105         0         0         0         0         0         0         0       150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      78.3       6.0      16.8       2.9       0.0       0.0       0.0       2.8       0.9       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       18        14         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV   50MWh                                                 :
CFTC Code #064C88                                                    Open Interest is    13,500                :
: Positions                                                                                                    :
:   10,902     9,721       635     2,866       895         0         0         0     1,025         0        18 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:       60        60         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      72.0       4.7      21.2       6.6       0.0       0.0       0.0       7.6       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       21        17         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064DLW                                                    Open Interest is    45,540                :
: Positions                                                                                                    :
:   34,464    37,699     6,035     2,605     1,265         0         0         0         0       100         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      930       780         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      82.8      13.3       5.7       2.8       0.0       0.0       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        18         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    40,427                :
: Positions                                                                                                    :
:   30,988    32,188     4,860     3,665       890         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      855       650         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      79.6      12.0       9.1       2.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        18         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    27,190                :
: Positions                                                                                                    :
:   21,170     7,765     3,270         0       160         0     9,570         0         0     8,000       275 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      150       300       600         0       -35         0       250         0         0       150        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      28.6      12.0       0.0       0.6       0.0      35.2       0.0       0.0      29.4       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        12         .         0         .         0         .         0         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    23,480                :
: Positions                                                                                                    :
:   19,950     7,550       535         0       170         0     9,340         0         0     4,355        25 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      -25       300       535      -140      -130         0       325         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      32.2       2.3       0.0       0.7       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 August 16, 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    24,988                :
: Positions                                                                                                    :
:   13,059    20,575     3,216         0     2,176     1,450         0       525     2,925        75       225 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      325       295      -600         0       573         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.3      82.3      12.9       0.0       8.7       5.8       0.0       2.1      11.7       0.3       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        10         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    21,251                :
: Positions                                                                                                    :
:   10,599    16,861     1,442         0     2,808     1,725         0       200     2,950         0       225 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      225       120      -625         0       625         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.9      79.3       6.8       0.0      13.2       8.1       0.0       0.9      13.9       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       18         9         .         0         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    30,430                :
: Positions                                                                                                    :
:   20,415    15,755     7,445         0     1,665         0    12,585         0       300       300        50 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      365       100      -125         0        25         0        50         0       200        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      51.8      24.5       0.0       5.5       0.0      41.4       0.0       1.0       1.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16         9         .         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    25,055                :
: Positions                                                                                                    :
:   15,825    12,545     7,400         0     1,135         0    11,110         0         0        50         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      165         0       -25         0        25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.2      50.1      29.5       0.0       4.5       0.0      44.3       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14         7         .         0         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    28,060                :
: Positions                                                                                                    :
:   23,440    17,665         0     3,730     1,970         0     2,290        75     1,375     1,200        75 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      435         0         0       150         0         0         0         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      63.0       0.0      13.3       7.0       0.0       8.2       0.3       4.9       4.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        11         0         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    25,555                :
: Positions                                                                                                    :
:   21,325    16,015         0     3,885     1,605         0     2,440        60     1,475       530       345 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      245         0         0         0         0         0         0         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      62.7       0.0      15.2       6.3       0.0       9.5       0.2       5.8       2.1       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        11         0         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    32,284                :
: Positions                                                                                                    :
:   24,830    20,359         0     6,796     1,554     4,455       375       135       250     1,985       180 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:    1,250      -150         0     1,100      -100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      63.1       0.0      21.1       4.8      13.8       1.2       0.4       0.8       6.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        11         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    27,460                :
: Positions                                                                                                    :
:   20,840    18,165     2,045     1,500     2,250         0     1,170       545         0     2,050       150 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:    1,210       135      -775         0       700         0       150         0         0       -25        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      66.2       7.4       5.5       8.2       0.0       4.3       2.0       0.0       7.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        10         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   119,279                :
: Positions                                                                                                    :
:   70,350   103,340     6,945     1,865     7,219    21,205         0         0     7,685     1,070       605 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      400     2,636     1,530         0      -150       300         0         0        75         0       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      86.6       5.8       1.6       6.1      17.8       0.0       0.0       6.4       0.9       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       20        26         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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   106,005                :
: Positions                                                                                                    :
:   62,890    89,831     1,678     3,090     7,670    24,185         0         0     4,185         0       225 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      330     1,910     1,230        25        30       475         0         0       -50         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      84.7       1.6       2.9       7.2      22.8       0.0       0.0       3.9       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        27         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2016   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKA                                                    Open Interest is    20,675                :
: Positions                                                                                                    :
:   17,725    18,565       870       190       900        50         0       125       150         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:        0        90         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.7      89.8       4.2       0.9       4.4       0.2       0.0       0.6       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       18        13         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    16,315                :
: Positions                                                                                                    :
:   14,665    14,180         0       945       570         0       250         0       750         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:        0       340         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      86.9       0.0       5.8       3.5       0.0       1.5       0.0       4.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       17        11         0         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    31,895                :
: Positions                                                                                                    :
:   24,215    18,730     1,015     3,810     1,945         0     2,425       300       160       430        70 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:     -410      -370         0         0         0         0         0         0       -20         0        20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      58.7       3.2      11.9       6.1       0.0       7.6       0.9       0.5       1.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        14         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 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    23,515                :
: Positions                                                                                                    :
:   18,615    14,150         0     3,965     1,650         0       500         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2016                                                                             :
:      600       460         0       200       -75         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      60.2       0.0      16.9       7.0       0.0       2.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        12         0         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated August 19, 2016