Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    83,599                :
: Positions                                                                                                    :
:   25,783    28,461     9,219     9,781     3,812        50    18,618     4,610    30,726     8,873     8,571 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:     -470       173      -217       148        -2        50       582      -538     1,631      -169       377 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.8      34.0      11.0      11.7       4.6       0.1      22.3       5.5      36.8      10.6      10.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       18        16         .         4         4         .         6         5        15        12        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    17,989                :
: Positions                                                                                                    :
:    1,789     8,799         0     2,888       842       164     1,976       894    12,631     1,368     1,086 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      490       150         0      -125        90      -235       155      -836        10        30        95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.9      48.9       0.0      16.1       4.7       0.9      11.0       5.0      70.2       7.6       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:        8         8         0         5         4         .         .         .        13         .         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    10,767                :
: Positions                                                                                                    :
:    2,133     1,655     1,071       743     2,440       174       425     2,243       570     1,125     2,127 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      -14       -31       -35       -22         4         1        -4        -1       -26       -17       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.8      15.4       9.9       6.9      22.7       1.6       3.9      20.8       5.3      10.5      19.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:        9         9         .         .         5         .         .         4         8         6        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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   155,229                :
: Positions                                                                                                    :
:   85,005    99,763    12,503    14,806    15,229    20,380     2,050     4,383     7,021     8,100    10,010 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:    1,159     1,899       553       181       -52       179      -386       149      -381      -319      -186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.8      64.3       8.1       9.5       9.8      13.1       1.3       2.8       4.5       5.2       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    79                     :
:       43        44         .         .         4         4         5         9         9         8        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    49,682                :
: Positions                                                                                                    :
:   36,795    44,720     4,235         0     3,781         0       341       481     4,188       156       202 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      409       684        90         0      -115         0       -84        77       101         0       -77 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      90.0       8.5       0.0       7.6       0.0       0.7       1.0       8.4       0.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       24        23         .         0         .         0         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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   396,615                :
: Positions                                                                                                    :
:  356,159   320,550         0    50,357    20,354    11,114         0         0     5,538     1,904     3,450 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:   -1,133     5,531         0         0         0       952         0         0     5,207      -505    -5,207 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      80.8       0.0      12.7       5.1       2.8       0.0       0.0       1.4       0.5       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        19         0         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 1,518,322                :
: Positions                                                                                                    :
:1,204,904 1,209,773   156,089   135,357    34,873    47,281    17,023    43,458    29,779    75,900     1,938 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:    9,118    17,616     2,421    -3,590       517     1,632         0         0        96      -760       -56 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      79.7      10.3       8.9       2.3       3.1       1.1       2.9       2.0       5.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       35        35         .         .         .         4         .         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    64,512                :
: Positions                                                                                                    :
:   44,679    44,938     9,342     3,275     8,177       687     1,868       100         0     4,627     1,527 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:   -1,114    -1,199       179      -160      -377      -304       -45      -114         0       164      -218 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      69.7      14.5       5.1      12.7       1.1       2.9       0.2       0.0       7.2       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        24         .         .         .         .         .         .         0         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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   337,502                :
: Positions                                                                                                    :
:  245,075   236,888    49,748    52,787    42,679         0     4,506         0         0       642         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:   -1,154     7,895         0    -9,049     2,296         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      70.2      14.7      15.6      12.6       0.0       1.3       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        14         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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   435,963                :
: Positions                                                                                                    :
:  323,701   386,444    63,950     9,392    30,767     7,360       728     8,632     1,553         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:   25,550    20,094    -5,456         0     1,535         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      88.6      14.7       2.2       7.1       1.7       0.2       2.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       27        24         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    30,209                :
: Positions                                                                                                    :
:   22,832    27,301     3,257       264     2,099       584         0        84       170        43        41 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:    1,402       743      -394       264       290         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      90.4      10.8       0.9       6.9       1.9       0.0       0.3       0.6       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        21         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    60,557                :
: Positions                                                                                                    :
:   34,577    44,632    23,924    14,360     1,555         0         0         0       190         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      995       830       305       540         0         0         0         0        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      73.7      39.5      23.7       2.6       0.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       26        29         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    79,739                :
: Positions                                                                                                    :
:   52,606    58,502    25,744    20,135       985         0         0         0       115         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:    2,025     1,440      -145       540         0         0         0         0       115         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      73.4      32.3      25.3       1.2       0.0       0.0       0.0       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       28        28         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    29,019                :
: Positions                                                                                                    :
:   20,787    25,259     4,310       315     2,450         0         0         0       800       875         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      260     1,370       250      -100         0         0         0         0       700         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      87.0      14.9       1.1       8.4       0.0       0.0       0.0       2.8       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        13         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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   290,440                :
: Positions                                                                                                    :
:  181,136   285,016    94,816         0     5,424     6,280         0         0     2,784         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      656    -3,976    -4,632         0       744         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.4      98.1      32.6       0.0       1.9       2.2       0.0       0.0       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        19         .         0         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                                 :
CFTC Code #06439R                                                    Open Interest is     6,494                :
: Positions                                                                                                    :
:    4,222     4,273       174       892        85       589         0        87       168       774         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:        0        63         0       -21         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.0      65.8       2.7      13.7       1.3       9.1       0.0       1.3       2.6      11.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        12         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643A8                                                    Open Interest is     7,745                :
: Positions                                                                                                    :
:    5,605     4,745         0     2,640        60     1,600         0         0       300         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      150       150         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      61.3       0.0      34.1       0.8      20.7       0.0       0.0       3.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        12         0         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    13,630                :
: Positions                                                                                                    :
:   11,090     6,560         0     6,145       250       200         0       100     1,105       100       375 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:    2,475       660         0     1,990      -450         0         0         0        50      -125       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      48.1       0.0      45.1       1.8       1.5       0.0       0.7       8.1       0.7       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        12         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643AZ                                                    Open Interest is    38,827                :
: Positions                                                                                                    :
:   29,045    35,112     7,635     1,290     1,325         0        50         0       200     1,050         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:       70       160        30         0       -25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      90.4      19.7       3.3       3.4       0.0       0.1       0.0       0.5       2.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        18         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    26,220                :
: Positions                                                                                                    :
:   20,805    20,780     3,025     3,630     1,550         0         0         0       660       250         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:     -570      -550       -30      -950         0         0         0         0      -900         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      79.3      11.5      13.8       5.9       0.0       0.0       0.0       2.5       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       23        17         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    19,797                :
: Positions                                                                                                    :
:   14,099    14,395     2,751     2,316     1,706       610         0        21       144     1,107        42 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:     -556      -397       246        86         0         0         0         0        41        42       -42 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      72.7      13.9      11.7       8.6       3.1       0.0       0.1       0.7       5.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        21         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV   1 MW                                                     :
CFTC Code #0643B9                                                    Open Interest is    56,233                :
: Positions                                                                                                    :
:   50,488    45,689     1,039     4,630     1,376         0       222         0       665     1,506     2,642 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      615       665        -1        80         0         0         0         0       -25      -156       221 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      81.2       1.8       8.2       2.4       0.0       0.4       0.0       1.2       2.7       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       27        24         .         .         4         0         .         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    76,742                :
: Positions                                                                                                    :
:   68,742    50,973     1,725     3,293     2,166       422     1,950         0       433    15,089     3,201 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      620     1,175      -588        27       625         0         3         0        68    -1,142       548 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      66.4       2.2       4.3       2.8       0.5       2.5       0.0       0.6      19.7       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       32        28         .         .         .         .         .         0         .         6         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    44,840                :
: Positions                                                                                                    :
:   34,320    39,580     8,185     3,720     1,530         0         0         0       780         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      270       235       -35         0        60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      88.3      18.3       8.3       3.4       0.0       0.0       0.0       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       23         9         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    50,725                :
: Positions                                                                                                    :
:   37,450    41,650    10,240     5,880     1,595         0         0         0     1,430     1,600         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      470       135       -35       600      -165         0         0         0       300         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      82.1      20.2      11.6       3.1       0.0       0.0       0.0       2.8       3.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       24        15         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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   306,090                :
: Positions                                                                                                    :
:  211,373   266,999    23,180    11,400    16,631         0     1,201         0    53,346     8,299     1,560 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:     -400      -824       760         0         0         0         0         0    -1,184         0      -800 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      87.2       7.6       3.7       5.4       0.0       0.4       0.0      17.4       2.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        25         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                      :
CFTC Code #0643BG                                                    Open Interest is    27,226                :
: Positions                                                                                                    :
:   17,867    21,353       915       419     1,406       157     1,302       954     4,245       831       813 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      101       160       -42       -22       -21         0       -89       189       -33         0       -80 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      78.4       3.4       1.5       5.2       0.6       4.8       3.5      15.6       3.1       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       24        30         .         .         .         .         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    37,705                :
: Positions                                                                                                    :
:   25,630    36,861    11,059         0         0       282         0         0       284       394       450 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      673       -85       152         0         0         0         0         0      -618       292      -136 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      97.8      29.3       0.0       0.0       0.7       0.0       0.0       0.8       1.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        13         .         0         0         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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   324,086                :
: Positions                                                                                                    :
:  262,505   236,222    15,121    28,819    39,452     7,008    18,800         0         0       793         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:   25,862    21,182         0     4,680    -4,680         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      72.9       4.7       8.9      12.2       2.2       5.8       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        15         .         .         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    21,375                :
: Positions                                                                                                    :
:   15,635    17,195     1,400         0     2,010       784         0     1,018         0       732         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:    1,103     1,062        41         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      80.4       6.5       0.0       9.4       3.7       0.0       4.8       0.0       3.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        16         .         0         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BW                                                    Open Interest is     9,813                :
: Positions                                                                                                    :
:    5,089     7,650     3,712     1,680         0       122         0        42        65         0        42 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:       23       128         0      -105         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.9      78.0      37.8      17.1       0.0       1.2       0.0       0.4       0.7       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13        10         .         .         0         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BY                                                    Open Interest is    10,494                :
: Positions                                                                                                    :
:    4,862     7,751     3,299     1,126       309       550        82         0       107       198       374 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:     -237       303       641         0        41         0         0         0         0       101       -41 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.3      73.9      31.4      10.7       2.9       5.2       0.8       0.0       1.0       1.9       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        15         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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   102,909                :
: Positions                                                                                                    :
:   79,856    83,876    16,105    17,050     1,575     1,948         0         0     3,017         0       408 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:    3,880         0         0      -816         0         0         0         0    -4,696         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      81.5      15.6      16.6       1.5       1.9       0.0       0.0       2.9       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        11         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    15,802                :
: Positions                                                                                                    :
:   11,354    10,794     2,634     2,053       520       106       866        41       580       916       277 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:     -155       154       390         0         0         0         0         0        43        40        21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      68.3      16.7      13.0       3.3       0.7       5.5       0.3       3.7       5.8       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        20         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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   179,126                :
: Positions                                                                                                    :
:  136,407   103,142    26,817    48,471    13,862         0     7,767       408         0     3,844     1,632 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:    1,520       408    -2,280       408         0         0         0         0         0    -1,576       816 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      57.6      15.0      27.1       7.7       0.0       4.3       0.2       0.0       2.1       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        14         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                      :
CFTC Code #0643C8                                                    Open Interest is     8,975                :
: Positions                                                                                                    :
:    6,935     8,440     1,930         0         0         0       250        50         0       225         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:       25        25         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      94.0      21.5       0.0       0.0       0.0       2.8       0.6       0.0       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        13         .         0         0         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    25,459                :
: Positions                                                                                                    :
:   15,934    17,685       635       965     4,559         0         6     1,836     2,495       408         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:       77        22         0       -48        48         0         0         0      -103         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.6      69.5       2.5       3.8      17.9       0.0       0.0       7.2       9.8       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        14         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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   229,501                :
: Positions                                                                                                    :
:  141,523   137,980    30,073    29,752    57,905         0         0         0         0     3,864         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.7      60.1      13.1      13.0      25.2       0.0       0.0       0.0       0.0       1.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        13         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    10,760                :
: Positions                                                                                                    :
:    9,355     6,245       520     2,535       190         0     1,780         0       300         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      100         0       370       250       -30         0       100         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.9      58.0       4.8      23.6       1.8       0.0      16.5       0.0       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        12         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    10,900                :
: Positions                                                                                                    :
:    9,365     6,350       520     2,435       295         0     1,680         0       180         0       130 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:        0         0       370       250       -60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      58.3       4.8      22.3       2.7       0.0      15.4       0.0       1.7       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        12         .         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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   713,903                :
: Positions                                                                                                    :
:  395,733   356,743     5,195    93,995   108,303     2,558    23,614    31,890    71,073     1,020    97,957 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:   -4,958    -7,676       -35    -7,654     3,665      -475     1,475      -806    -6,494        49     2,112 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      50.0       0.7      13.2      15.2       0.4       3.3       4.5      10.0       0.1      13.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        15         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    15,005                :
: Positions                                                                                                    :
:   12,220     6,470     1,855     7,965       570         0         0         0        80         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:        0         0        75        75       -50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      43.1      12.4      53.1       3.8       0.0       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        10         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    18,310                :
: Positions                                                                                                    :
:   11,995    12,005     3,020     3,450     2,755       350         0        50         0        50         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:     -535       365      -105    -1,000       170         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      65.6      16.5      18.8      15.0       1.9       0.0       0.3       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        13         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is    12,626                :
: Positions                                                                                                    :
:    9,417     6,991        50     2,995     2,540       375         0         0         0       100         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:       50         0         0        55       -55         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      55.4       0.4      23.7      20.1       3.0       0.0       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        11         .         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                              :
CFTC Code #0643D4                                                    Open Interest is    22,645                :
: Positions                                                                                                    :
:   13,645    21,495     8,015         0       540         0       500         0         0        50         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      -20       100         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      94.9      35.4       0.0       2.4       0.0       2.2       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        12         4         0         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    16,705                :
: Positions                                                                                                    :
:   10,970    13,755     3,740       650     1,650         0       370         0         0       170        85 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      150        75         0        25       150         0         0         0         0        60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.7      82.3      22.4       3.9       9.9       0.0       2.2       0.0       0.0       1.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13         7         .         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    17,647                :
: Positions                                                                                                    :
:   11,472    13,882     3,645     1,575     1,765         0       370         0       455         0        30 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      250      -900      -150     1,000       150         0         0         0       -10         0        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.0      78.7      20.7       8.9      10.0       0.0       2.1       0.0       2.6       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13         7         .         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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   101,754                :
: Positions                                                                                                    :
:   87,933    82,639     1,365     7,399     9,406     2,045       400        30       850     1,665       110 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:    2,196     2,941         5      -630        50       100       200         0         0      -210       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      81.2       1.3       7.3       9.2       2.0       0.4       0.0       0.8       1.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       33        28         .         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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   124,509                :
: Positions                                                                                                    :
:  104,505   100,636     2,184     2,910    13,625     3,037     4,205       313       550     2,420       295 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:    1,210     2,060       124    -1,419       409       -28       550         3         0       115       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      80.8       1.8       2.3      10.9       2.4       3.4       0.3       0.4       1.9       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       39        32         4         .         4         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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   188,903                :
: Positions                                                                                                    :
:  130,186   139,739    27,304     8,209    12,126     5,990     5,607     6,190     3,510    13,425     3,549 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      611     2,231    -1,200      -187       647       -25      -969         0       887      -783      -634 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.9      74.0      14.5       4.3       6.4       3.2       3.0       3.3       1.9       7.1       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       39        46         .         .         5         4         .         .         7         8         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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   126,746                :
: Positions                                                                                                    :
:  107,170   106,412     4,982     8,386     5,512     5,597       769     1,819     1,245     3,492       356 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:     -317       359      -272       -83       102       300         0         0         0      -565        74 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      84.0       3.9       6.6       4.3       4.4       0.6       1.4       1.0       2.8       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       36        31         .         .         4         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    37,220                :
: Positions                                                                                                    :
:   31,120    27,815     2,575     6,635     1,615       575     1,075         0     1,245         0        80 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      710       -25      -190       550       120         0       -25         0        25         0       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      74.7       6.9      17.8       4.3       1.5       2.9       0.0       3.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       21        13         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    33,005                :
: Positions                                                                                                    :
:   26,605    28,630     2,150       885     3,240         0       220        30       935         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      540      -100      -190       200       140         0         0         0      -250         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      86.7       6.5       2.7       9.8       0.0       0.7       0.1       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       20        13         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    32,920                :
: Positions                                                                                                    :
:   28,296    24,681         0     4,804     2,975     1,100       200       250       150         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:     -125        -5         0      -120       -10         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      75.0       0.0      14.6       9.0       3.3       0.6       0.8       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       28        25         0         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV   1 Mwh                                                :
CFTC Code #0643F1                                                    Open Interest is    20,626                :
: Positions                                                                                                    :
:   15,121    16,486     2,455     2,020     2,000       900         0         0       150         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      830       855        25         0       300         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.3      79.9      11.9       9.8       9.7       4.4       0.0       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       18        16         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours-5MW per            :
CFTC Code #064A58                                                    Open Interest is   264,100                :
: Positions                                                                                                    :
:  166,227   147,057         0    47,997    63,164    29,189         0     5,185         0       384       314 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:    1,860     3,771         0    -1,892     2,006        39         0       -45         0        20        -4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      55.7       0.0      18.2      23.9      11.1       0.0       2.0       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        16         0         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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 2,565,396                :
: Positions                                                                                                    :
:1,761,812 1,351,827         0   774,815   404,344   372,990         0    26,250         0     8,160         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      52.7       0.0      30.2      15.8      14.5       0.0       1.0       0.0       0.3       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 November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)               :
CFTC Code #064A64                                                    Open Interest is    43,394                :
: Positions                                                                                                    :
:   26,196    29,445     4,260     4,857     9,092     3,825         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.4      67.9       9.8      11.2      21.0       8.8       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14        11         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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   902,607                :
: Positions                                                                                                    :
:  642,324   680,902   134,823    96,245   125,460         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      75.4      14.9      10.7      13.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        10         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    59,280                :
: Positions                                                                                                    :
:   54,960    26,880     1,800    30,000         0     2,400         0         0         0     2,400         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:  -40,304   -19,272    -1,320   -22,000         0    -1,760         0         0         0    -2,200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.7      45.3       3.0      50.6       0.0       4.0       0.0       0.0       0.0       4.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         5         .         .         0         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    27,534                :
: Positions                                                                                                    :
:   16,897    18,745     4,873     4,423     2,392       110     1,300         0     2,363       132       509 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      642     1,448     1,050       545       -50         0         0         0      -295      -600         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      68.1      17.7      16.1       8.7       0.4       4.7       0.0       8.6       0.5       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        21         .         .         .         .         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    20,197                :
: Positions                                                                                                    :
:   15,333    15,567     1,788     3,362       949       460         0         0     1,501         0        14 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      205      -120       -35       160         0         0         0         0      -115         0       -95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      77.1       8.9      16.6       4.7       2.3       0.0       0.0       7.4       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        18         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #064C76                                                    Open Interest is    39,930                :
: Positions                                                                                                    :
:   34,135    17,231     1,458    15,233       957         0     4,017        50     2,280     1,632       810 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      174      -224        50       -31         0         0       -10         0        65       570       240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      43.2       3.7      38.1       2.4       0.0      10.1       0.1       5.7       4.1       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        21         .         .         .         0         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    22,563                :
: Positions                                                                                                    :
:   19,884    13,394       105     6,265     2,141        30         0        70         0       590        93 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:     -169       -34       105      -370       -35         0         0         0      -153       132       -37 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.1      59.4       0.5      27.8       9.5       0.1       0.0       0.3       0.0       2.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        16         .         4         .         .         0         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #064C78                                                    Open Interest is    24,936                :
: Positions                                                                                                    :
:   15,951    20,058     6,174       785     2,175       100       440         0        60     1,229       219 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      296       169        70         0         0         0         0         0        60       247      -130 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.0      80.4      24.8       3.1       8.7       0.4       1.8       0.0       0.2       4.9       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        14         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #064C79                                                    Open Interest is    14,920                :
: Positions                                                                                                    :
:   12,023    12,768     1,951     1,340       485         0        50         0         0        50         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      480     1,015       540         0       -20         0         0         0      -174         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      85.6      13.1       9.0       3.3       0.0       0.3       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        10         .         .         4         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #064C86                                                    Open Interest is    36,457                :
: Positions                                                                                                    :
:   33,318    28,458       770     5,504     1,815       135       450         0       100       200         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      498       168         0       330       -65         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.4      78.1       2.1      15.1       5.0       0.4       1.2       0.0       0.3       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       28        23         .         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    16,738                :
: Positions                                                                                                    :
:   13,739    12,834     1,010     2,300     1,460         0         0         0       465       100        44 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      335       370         0       -35         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      76.7       6.0      13.7       8.7       0.0       0.0       0.0       2.8       0.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       20        19         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV   50MWh                                                 :
CFTC Code #064C88                                                    Open Interest is    14,249                :
: Positions                                                                                                    :
:   10,800     9,026       625     3,142     2,040         0         0         0       753         0        21 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      -25      -275         0       -50        15         0         0         0      -300         0        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      63.3       4.4      22.1      14.3       0.0       0.0       0.0       5.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       19        17         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    43,322                :
: Positions                                                                                                    :
:   29,259    35,454    10,580     4,310       100         0         0         0         0       100         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      645      -245        10       900      -250         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      81.8      24.4       9.9       0.2       0.0       0.0       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        18         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064DLX                                                    Open Interest is    39,376                :
: Positions                                                                                                    :
:   26,143    31,118     9,480     4,470         0         0         0         0         0       100         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      645      -245        10       900       -50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      79.0      24.1      11.4       0.0       0.0       0.0       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        18         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    33,670                :
: Positions                                                                                                    :
:   30,530     6,240         0     1,155     1,370         0    14,180        50         0     9,625         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.7      18.5       0.0       3.4       4.1       0.0      42.1       0.1       0.0      28.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         9         0         .         .         0         .         .         0         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    30,810                :
: Positions                                                                                                    :
:   28,025     6,360         0     4,930       335         0    12,955       490         0     4,330         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      -50         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.0      20.6       0.0      16.0       1.1       0.0      42.0       1.6       0.0      14.1       0.0 :
:                                                                                                              :
: 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 November 22, 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    26,413                :
: Positions                                                                                                    :
:   17,879    15,360        95     4,374     3,440     1,865         0        55     2,075     2,180       200 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:       25        75         0        25        50        50         0       -50         0       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      58.2       0.4      16.6      13.0       7.1       0.0       0.2       7.9       8.3       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18         9         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    22,858                :
: Positions                                                                                                    :
:   14,892    12,663        95     4,318     2,680     1,995         0        50     2,225     2,330       100 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:       25        25         0       175        50       150         0       -40         0       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      55.4       0.4      18.9      11.7       8.7       0.0       0.2       9.7      10.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       17         8         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    44,620                :
: Positions                                                                                                    :
:   24,500    25,290    16,875       215     2,220         0    16,260         0       400       400         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      710       640       -20        50         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      56.7      37.8       0.5       5.0       0.0      36.4       0.0       0.9       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        11         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    39,840                :
: Positions                                                                                                    :
:   20,800    21,245    16,215       140     1,845         0    15,610         0         0       400         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      860       640       -20         0         0         0       200         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.2      53.3      40.7       0.4       4.6       0.0      39.2       0.0       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         9         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    29,520                :
: Positions                                                                                                    :
:   26,265    16,325        25     7,880       930         0     1,910       150     1,200     1,665       100 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:        0         0         0      -100       100         0         0         0         0       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.0      55.3       0.1      26.7       3.2       0.0       6.5       0.5       4.1       5.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        10         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    29,515                :
: Positions                                                                                                    :
:   26,800    16,040        75     9,200       405         0     2,130       130     1,200       995       170 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:     -100         0         0      -100       100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.8      54.3       0.3      31.2       1.4       0.0       7.2       0.4       4.1       3.4       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        10         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EXE                                                    Open Interest is    34,329                :
: Positions                                                                                                    :
:   23,555    16,354        50    10,846     2,994     5,080       475       425       580     1,595       430 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:        0      -300        25       300       100       300       200         0         0       125       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      47.6       0.1      31.6       8.7      14.8       1.4       1.2       1.7       4.6       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        12         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    26,325                :
: Positions                                                                                                    :
:   19,640    15,330        25     3,565     4,145       455       500       390       255     1,000       275 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      150         0         0       -50       150         0       200         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      58.2       0.1      13.5      15.7       1.7       1.9       1.5       1.0       3.8       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        12         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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   122,966                :
: Positions                                                                                                    :
:   55,279   110,664    19,050     1,610     3,909    26,935         0       265    11,010         0       905 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:       90       340       540         0       100      -125         0        50      -125         0       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.0      90.0      15.5       1.3       3.2      21.9       0.0       0.2       9.0       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       18        26         .         .         .         .         0         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FHL                                                    Open Interest is   111,566                :
: Positions                                                                                                    :
:   49,950   100,000    17,558     3,165     3,160    29,800         0       275     5,875         0       500 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:        0       105       -60         0        30       275         0         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.8      89.6      15.7       2.8       2.8      26.7       0.0       0.2       5.3       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        26         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    22,685                :
: Positions                                                                                                    :
:   17,510    19,740     2,845       670       820         0       225        50       300         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      400       325       -75         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      87.0      12.5       3.0       3.6       0.0       1.0       0.2       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       19        12         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 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    18,855                :
: Positions                                                                                                    :
:   14,565    16,695     2,615       990       510         0       175         0       700         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:      400       400         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      88.5      13.9       5.3       2.7       0.0       0.9       0.0       3.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       18        10         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FKE                                                    Open Interest is    37,665                :
: Positions                                                                                                    :
:   31,285    24,575     1,185     4,165     1,600         0     2,900         0         0       830         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:     -180      -105         0       -75         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      65.2       3.1      11.1       4.2       0.0       7.7       0.0       0.0       2.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        16         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 22, 2016 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is    26,770                :
: Positions                                                                                                    :
:   19,155    15,795       615     2,750     2,860         0     1,225         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 15, 2016                                                                          :
:        0        75         0       -75         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      59.0       2.3      10.3      10.7       0.0       4.6       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        13         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated November 25, 2016