Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 76,739 : : Positions : : 28,335 24,530 12,192 8,611 1,870 100 22,195 2,629 23,446 8,610 7,462 : : : : Changes from: December 20, 2016 : : -344 -330 45 30 -20 0 30 -15 139 160 -369 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 32.0 15.9 11.2 2.4 0.1 28.9 3.4 30.6 11.2 9.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 17 16 . 4 5 . 5 4 12 13 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 18,433 : : Positions : : 4,392 10,920 544 1,977 813 82 2,739 365 10,939 539 830 : : : : Changes from: December 20, 2016 : : -50 120 0 5 0 0 0 0 170 -15 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 59.2 3.0 10.7 4.4 0.4 14.9 2.0 59.3 2.9 4.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 8 9 . 4 5 . . . 9 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 163,127 : : Positions : : 90,847 101,863 5,565 14,799 19,561 20,680 1,330 5,244 7,458 6,694 13,302 : : : : Changes from: December 20, 2016 : : 1,317 -1,286 -3,711 405 -230 481 -373 197 251 -471 1,240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 62.4 3.4 9.1 12.0 12.7 0.8 3.2 4.6 4.1 8.2 : : : : Number of Traders in Each Category Total Traders: 76 : : 41 42 . . 4 . 5 7 9 7 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 45,903 : : Positions : : 35,548 41,749 3,187 0 3,534 204 0 437 2,966 156 27 : : : : Changes from: December 20, 2016 : : 335 905 304 0 -481 51 0 -110 214 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 91.0 6.9 0.0 7.7 0.4 0.0 1.0 6.5 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 23 . 0 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 436,868 : : Positions : : 385,693 334,689 0 63,608 33,415 10,472 0 0 4,760 2,628 2,528 : : : : Changes from: December 20, 2016 : : 12,434 5,384 0 7,679 -327 0 0 0 952 323 -1,256 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 76.6 0.0 14.6 7.6 2.4 0.0 0.0 1.1 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 18 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 1,504,592 : : Positions : :1,191,860 1,192,025 151,933 94,014 63,194 7,895 21,443 58,388 30,506 74,712 816 : : : : Changes from: December 20, 2016 : : 2,169 279 1,615 2,240 0 -237 1,028 237 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 79.2 10.1 6.2 4.2 0.5 1.4 3.9 2.0 5.0 0.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 36 35 . . . . . . 4 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 62,108 : : Positions : : 45,538 42,342 8,954 7,028 5,949 460 1,918 52 208 3,872 947 : : : : Changes from: December 20, 2016 : : 1,053 -59 24 1,116 -350 0 0 0 0 20 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 68.2 14.4 11.3 9.6 0.7 3.1 0.1 0.3 6.2 1.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 24 . . . . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 307,687 : : Positions : : 223,586 208,943 51,353 62,132 32,748 0 3,864 0 0 0 0 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 67.9 16.7 20.2 10.6 0.0 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 15 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 383,109 : : Positions : : 290,452 329,255 41,155 9,392 35,102 7,360 728 8,632 408 0 0 : : : : Changes from: December 20, 2016 : : -2,290 -2,227 63 0 -1,568 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 85.9 10.7 2.5 9.2 1.9 0.2 2.3 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 27,157 : : Positions : : 20,644 23,889 1,835 0 2,787 667 0 42 252 166 0 : : : : Changes from: December 20, 2016 : : -254 273 481 -48 48 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 88.0 6.8 0.0 10.3 2.5 0.0 0.2 0.9 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 22 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 61,875 : : Positions : : 36,559 45,907 23,048 14,390 1,565 0 0 0 400 0 0 : : : : Changes from: December 20, 2016 : : 540 540 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 74.2 37.2 23.3 2.5 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 27 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 80,651 : : Positions : : 53,951 59,142 25,072 20,370 1,015 0 0 0 350 0 0 : : : : Changes from: December 20, 2016 : : 1,225 1,225 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 73.3 31.1 25.3 1.3 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 27 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 31,114 : : Positions : : 24,656 25,829 3,250 2,385 2,020 0 0 0 750 700 0 : : : : Changes from: December 20, 2016 : : 150 50 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 83.0 10.4 7.7 6.5 0.0 0.0 0.0 2.4 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 313,272 : : Positions : : 192,200 308,592 103,368 0 4,680 5,512 0 0 7,512 0 0 : : : : Changes from: December 20, 2016 : : 3,080 3,520 -760 0 0 0 0 0 1,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 98.5 33.0 0.0 1.5 1.8 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 6,838 : : Positions : : 5,146 4,867 131 604 229 546 0 87 166 774 0 : : : : Changes from: December 20, 2016 : : 86 64 0 82 -82 0 0 0 82 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 71.2 1.9 8.8 3.3 8.0 0.0 1.3 2.4 11.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 7,174 : : Positions : : 4,880 3,820 0 2,490 60 1,400 0 0 150 0 0 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 53.2 0.0 34.7 0.8 19.5 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 14,780 : : Positions : : 12,755 8,030 0 5,895 375 275 0 25 480 0 375 : : : : Changes from: December 20, 2016 : : -260 -310 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 54.3 0.0 39.9 2.5 1.9 0.0 0.2 3.2 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 11 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 38,511 : : Positions : : 30,926 34,666 5,710 1,325 1,545 0 0 0 0 925 50 : : : : Changes from: December 20, 2016 : : -130 -80 100 0 0 0 0 0 -100 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 90.0 14.8 3.4 4.0 0.0 0.0 0.0 0.0 2.4 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 22 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 26,101 : : Positions : : 20,171 20,636 3,100 3,145 2,050 0 0 0 600 250 0 : : : : Changes from: December 20, 2016 : : 220 -55 25 300 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 79.1 11.9 12.0 7.9 0.0 0.0 0.0 2.3 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 20 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 21,083 : : Positions : : 15,536 15,960 2,662 1,931 1,622 549 0 0 187 1,063 84 : : : : Changes from: December 20, 2016 : : -51 -7 21 -41 0 0 0 0 -41 -23 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 75.7 12.6 9.2 7.7 2.6 0.0 0.0 0.9 5.0 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 59,640 : : Positions : : 53,928 48,001 2,256 4,500 2,101 0 222 0 770 4,068 570 : : : : Changes from: December 20, 2016 : : 910 758 0 0 0 0 0 0 25 177 -295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 80.5 3.8 7.5 3.5 0.0 0.4 0.0 1.3 6.8 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 22 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 77,098 : : Positions : : 68,259 53,033 3,386 2,908 2,168 22 3,072 374 1,131 13,735 1,735 : : : : Changes from: December 20, 2016 : : 961 606 27 -85 119 -100 105 142 15 282 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 68.8 4.4 3.8 2.8 0.0 4.0 0.5 1.5 17.8 2.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 28 29 . . . . . . 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 47,500 : : Positions : : 36,320 42,440 9,120 3,870 1,190 0 0 0 865 0 0 : : : : Changes from: December 20, 2016 : : 510 510 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 89.3 19.2 8.1 2.5 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 24 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 52,255 : : Positions : : 38,960 41,780 9,845 6,440 1,935 0 0 0 1,510 2,100 0 : : : : Changes from: December 20, 2016 : : 100 220 60 0 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 80.0 18.8 12.3 3.7 0.0 0.0 0.0 2.9 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 300,444 : : Positions : : 225,713 267,883 20,395 9,112 17,418 0 816 0 35,367 3,664 1,551 : : : : Changes from: December 20, 2016 : : -1,504 -328 -408 0 0 0 0 0 1,584 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 89.2 6.8 3.0 5.8 0.0 0.3 0.0 11.8 1.2 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 25 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 26,656 : : Positions : : 17,512 21,534 1,103 446 1,047 78 1,257 926 4,402 600 741 : : : : Changes from: December 20, 2016 : : -7 272 -20 0 20 0 -64 -51 235 0 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 80.8 4.1 1.7 3.9 0.3 4.7 3.5 16.5 2.3 2.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 30 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 41,687 : : Positions : : 29,924 41,325 10,920 0 0 257 0 0 586 362 0 : : : : Changes from: December 20, 2016 : : 610 635 -203 0 0 0 0 0 228 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 99.1 26.2 0.0 0.0 0.6 0.0 0.0 1.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 307,181 : : Positions : : 255,520 213,121 12,041 42,240 32,612 7,008 18,800 0 0 408 0 : : : : Changes from: December 20, 2016 : : -1,520 -1,520 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 69.4 3.9 13.8 10.6 2.3 6.1 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 20,664 : : Positions : : 15,514 16,168 921 404 1,984 783 0 1,039 0 732 0 : : : : Changes from: December 20, 2016 : : 295 295 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 78.2 4.5 2.0 9.6 3.8 0.0 5.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 9,210 : : Positions : : 4,462 7,104 3,649 1,645 0 143 0 21 256 0 0 : : : : Changes from: December 20, 2016 : : 127 41 0 66 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 77.1 39.6 17.9 0.0 1.6 0.0 0.2 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 11,004 : : Positions : : 5,413 8,233 3,677 1,084 124 529 82 0 0 282 290 : : : : Changes from: December 20, 2016 : : 121 437 379 0 -82 0 0 0 0 -1 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 74.8 33.4 9.9 1.1 4.8 0.7 0.0 0.0 2.6 2.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 17 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 83,908 : : Positions : : 67,861 70,564 11,024 11,361 1,575 408 0 0 2,632 0 408 : : : : Changes from: December 20, 2016 : : -10,776 -12,432 -3,176 -1,520 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 84.1 13.1 13.5 1.9 0.5 0.0 0.0 3.1 0.0 0.5 : : : : 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 December 27, 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 14,351 : : Positions : : 10,087 9,955 2,939 1,871 238 0 761 0 584 1,042 191 : : : : Changes from: December 20, 2016 : : -171 -187 25 0 -66 0 0 0 -41 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 69.4 20.5 13.0 1.7 0.0 5.3 0.0 4.1 7.3 1.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 153,506 : : Positions : : 114,594 84,064 25,692 45,799 10,772 0 7,382 408 0 3,041 2,040 : : : : Changes from: December 20, 2016 : : -760 -2,280 -1,520 0 1,520 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 54.8 16.7 29.8 7.0 0.0 4.8 0.3 0.0 2.0 1.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV MW : CFTC Code #0643C7 Open Interest is 5,770 : : Positions : : 5,020 4,385 50 850 75 0 50 0 0 120 190 : : : : Changes from: December 20, 2016 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 76.0 0.9 14.7 1.3 0.0 0.9 0.0 0.0 2.1 3.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 8,100 : : Positions : : 6,075 7,515 1,915 0 0 0 250 50 0 280 0 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 92.8 23.6 0.0 0.0 0.0 3.1 0.6 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 24,680 : : Positions : : 16,449 16,083 687 2,069 3,839 0 157 1,992 1,713 540 0 : : : : Changes from: December 20, 2016 : : 76 230 77 0 0 0 0 0 77 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 65.2 2.8 8.4 15.6 0.0 0.6 8.1 6.9 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 14 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 217,681 : : Positions : : 134,809 126,160 27,505 32,290 55,367 0 0 0 0 3,864 0 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 58.0 12.6 14.8 25.4 0.0 0.0 0.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 14,455 : : Positions : : 13,240 7,595 470 5,125 50 0 1,680 0 300 0 0 : : : : Changes from: December 20, 2016 : : 0 -120 300 420 -205 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 52.5 3.3 35.5 0.3 0.0 11.6 0.0 2.1 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 December 27, 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 14,450 : : Positions : : 13,215 7,535 520 5,175 0 0 1,630 0 155 0 105 : : : : Changes from: December 20, 2016 : : 0 -120 300 420 -205 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 52.1 3.6 35.8 0.0 0.0 11.3 0.0 1.1 0.0 0.7 : : : : 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 December 27, 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 374,751 : : Positions : : 240,760 131,017 10,995 57,367 59,381 0 37,409 6,980 168 25,389 56,191 : : : : Changes from: December 20, 2016 : : -122,967 -180,167 5,820 -47,596 -57,670 0 8,637 -21,114 -75,849 25,389 -46,156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 35.0 2.9 15.3 15.8 0.0 10.0 1.9 0.0 6.8 15.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 14,310 : : Positions : : 11,810 6,300 1,210 7,310 700 0 0 0 180 0 0 : : : : Changes from: December 20, 2016 : : 0 0 -240 0 140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 44.0 8.5 51.1 4.9 0.0 0.0 0.0 1.3 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 December 27, 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 19,365 : : Positions : : 11,195 13,365 5,520 3,715 2,010 325 225 0 100 0 50 : : : : Changes from: December 20, 2016 : : -350 880 1,230 -75 -35 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 69.0 28.5 19.2 10.4 1.7 1.2 0.0 0.5 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 13 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 13,191 : : Positions : : 8,530 8,471 2,150 2,665 1,830 325 175 0 50 0 50 : : : : Changes from: December 20, 2016 : : -350 850 1,200 -75 -105 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 64.2 16.3 20.2 13.9 2.5 1.3 0.0 0.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 24,040 : : Positions : : 14,705 23,040 8,535 0 360 0 580 0 50 0 0 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 95.8 35.5 0.0 1.5 0.0 2.4 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 4 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 17,210 : : Positions : : 12,700 12,160 1,445 1,375 2,895 0 435 0 0 310 10 : : : : Changes from: December 20, 2016 : : 1,200 75 -1,125 0 1,035 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 70.7 8.4 8.0 16.8 0.0 2.5 0.0 0.0 1.8 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 18,195 : : Positions : : 13,165 12,635 1,765 2,325 2,755 0 435 0 315 0 20 : : : : Changes from: December 20, 2016 : : 1,200 75 -1,125 0 1,035 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 69.4 9.7 12.8 15.1 0.0 2.4 0.0 1.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 117,440 : : Positions : : 99,195 92,242 3,755 10,737 11,645 2,295 575 30 400 1,590 75 : : : : Changes from: December 20, 2016 : : 155 1,775 275 -1,185 -250 150 0 0 0 -10 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 78.5 3.2 9.1 9.9 2.0 0.5 0.0 0.3 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 25 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 136,757 : : Positions : : 112,169 105,756 6,765 8,787 13,773 3,415 4,330 175 200 3,115 260 : : : : Changes from: December 20, 2016 : : 1,060 2,700 225 -1,265 -150 150 0 0 0 -10 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 77.3 4.9 6.4 10.1 2.5 3.2 0.1 0.1 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 38 31 4 . 4 . . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 190,239 : : Positions : : 139,995 141,484 16,509 4,596 12,273 6,109 4,868 6,222 7,184 18,842 1,914 : : : : Changes from: December 20, 2016 : : 1,223 758 -1,638 729 -1,122 5 -50 0 2,438 614 -1,150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 74.4 8.7 2.4 6.5 3.2 2.6 3.3 3.8 9.9 1.0 : : : : Number of Traders in Each Category Total Traders: 75 : : 39 44 4 . 4 4 . . 6 8 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 121,825 : : Positions : : 105,033 99,213 5,472 12,512 3,168 4,937 789 1,799 1,106 4,087 252 : : : : Changes from: December 20, 2016 : : 1,026 781 -20 185 -30 0 -10 0 1 51 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 81.4 4.5 10.3 2.6 4.1 0.6 1.5 0.9 3.4 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 37 30 . . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 37,785 : : Positions : : 31,655 28,915 1,840 5,255 2,335 565 1,150 0 1,280 50 80 : : : : Changes from: December 20, 2016 : : 1,190 -95 -500 710 -325 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 76.5 4.9 13.9 6.2 1.5 3.0 0.0 3.4 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 12 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 32,725 : : Positions : : 27,190 29,665 1,930 0 2,735 0 295 30 775 0 0 : : : : Changes from: December 20, 2016 : : 1,050 -75 -1,050 0 270 0 75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 90.6 5.9 0.0 8.4 0.0 0.9 0.1 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 13 4 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 31,066 : : Positions : : 26,562 23,201 0 4,445 2,965 1,050 200 250 100 0 0 : : : : Changes from: December 20, 2016 : : -80 150 0 -280 280 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 74.7 0.0 14.3 9.5 3.4 0.6 0.8 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 26 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 20,891 : : Positions : : 16,111 17,351 1,965 1,580 1,840 900 0 0 75 0 0 : : : : Changes from: December 20, 2016 : : -100 -100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 83.1 9.4 7.6 8.8 4.3 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 243,169 : : Positions : : 159,171 119,488 0 61,074 54,967 21,300 0 7,544 91 0 96 : : : : Changes from: December 20, 2016 : : 2,477 -20,535 0 17,206 -10,855 -6,252 0 1,190 91 -355 -221 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 49.1 0.0 25.1 22.6 8.8 0.0 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 27,112 : : Positions : : 20,542 25,647 5,000 300 0 0 0 0 0 0 0 : : : : Changes from: December 20, 2016 : : 420 540 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 94.6 18.4 1.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 14 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 28,784 : : Positions : : 26,768 12,544 840 15,120 0 1,120 0 0 0 1,120 0 : : : : Changes from: December 20, 2016 : : -49,712 -23,296 -1,560 -28,080 0 -2,080 0 0 0 -2,080 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 43.6 2.9 52.5 0.0 3.9 0.0 0.0 0.0 3.9 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 December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 28,286 : : Positions : : 17,984 19,486 4,904 4,555 2,242 95 1,390 0 2,386 216 324 : : : : Changes from: December 20, 2016 : : 33 62 -30 -97 40 0 50 0 27 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 68.9 17.3 16.1 7.9 0.3 4.9 0.0 8.4 0.8 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 20,324 : : Positions : : 14,592 15,420 2,988 3,310 894 410 0 0 931 0 309 : : : : Changes from: December 20, 2016 : : 25 232 300 18 0 0 0 0 -40 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 75.9 14.7 16.3 4.4 2.0 0.0 0.0 4.6 0.0 1.5 : : : : 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 December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 38,256 : : Positions : : 31,561 16,529 2,041 14,780 870 0 4,378 50 2,858 969 665 : : : : Changes from: December 20, 2016 : : -1,099 -709 -15 15 5 0 0 0 235 -205 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 43.2 5.3 38.6 2.3 0.0 11.4 0.1 7.5 2.5 1.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 21 . . . 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 20,748 : : Positions : : 17,929 12,787 105 5,323 2,221 25 0 75 91 250 92 : : : : Changes from: December 20, 2016 : : -410 -565 -26 129 -24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 61.6 0.5 25.7 10.7 0.1 0.0 0.4 0.4 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 19 . 4 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 23,795 : : Positions : : 15,136 18,941 5,970 675 2,217 100 370 0 60 1,507 85 : : : : Changes from: December 20, 2016 : : 50 45 0 0 0 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 79.6 25.1 2.8 9.3 0.4 1.6 0.0 0.3 6.3 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 13,793 : : Positions : : 11,631 11,693 1,398 1,458 327 0 25 0 0 25 0 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 84.8 10.1 10.6 2.4 0.0 0.2 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 11 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 34,510 : : Positions : : 32,106 24,834 620 7,629 1,330 0 465 35 100 200 0 : : : : Changes from: December 20, 2016 : : -20 -70 30 30 0 -35 15 35 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 72.0 1.8 22.1 3.9 0.0 1.3 0.1 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 24 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 17,355 : : Positions : : 14,414 12,956 1,010 2,810 1,460 0 0 0 407 50 54 : : : : Changes from: December 20, 2016 : : 0 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 74.7 5.8 16.2 8.4 0.0 0.0 0.0 2.3 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 12,954 : : Positions : : 9,719 7,874 485 3,034 2,025 0 0 0 699 0 21 : : : : Changes from: December 20, 2016 : : 0 -120 -90 -30 0 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 60.8 3.7 23.4 15.6 0.0 0.0 0.0 5.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 18 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 13,246 : : Positions : : 4,151 8,946 0 1,060 300 6,260 0 1,225 0 225 0 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 67.5 0.0 8.0 2.3 47.3 0.0 9.2 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 40,844 : : Positions : : 27,207 32,707 10,530 4,215 40 0 0 0 0 700 0 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 80.1 25.8 10.3 0.1 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 17 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 37,010 : : Positions : : 24,193 28,463 9,440 4,375 0 0 0 0 0 700 0 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 76.9 25.5 11.8 0.0 0.0 0.0 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 17 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 36,205 : : Positions : : 33,730 5,335 0 6,185 725 0 14,510 0 0 8,120 105 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 14.7 0.0 17.1 2.0 0.0 40.1 0.0 0.0 22.4 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 0 . . 0 . 0 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 33,005 : : Positions : : 30,670 6,095 0 7,815 195 0 13,435 360 0 3,625 0 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 18.5 0.0 23.7 0.6 0.0 40.7 1.1 0.0 11.0 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 December 27, 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 28,688 : : Positions : : 17,821 16,580 70 1,226 6,030 1,095 225 105 1,750 2,785 150 : : : : Changes from: December 20, 2016 : : 635 435 0 -225 140 0 75 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 57.8 0.2 4.3 21.0 3.8 0.8 0.4 6.1 9.7 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 8 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 24,928 : : Positions : : 15,000 13,503 70 1,763 5,045 1,210 225 100 1,950 2,910 0 : : : : Changes from: December 20, 2016 : : 495 395 0 -225 150 0 75 0 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 54.2 0.3 7.1 20.2 4.9 0.9 0.4 7.8 11.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 8 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 46,820 : : Positions : : 23,975 27,750 20,195 90 1,950 0 16,225 0 200 425 0 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 59.3 43.1 0.2 4.2 0.0 34.7 0.0 0.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 40,265 : : Positions : : 20,900 22,140 16,985 0 1,795 0 15,450 0 0 400 0 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 55.0 42.2 0.0 4.5 0.0 38.4 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 31,720 : : Positions : : 28,255 20,820 125 6,530 305 0 1,335 125 1,200 595 280 : : : : Changes from: December 20, 2016 : : -30 0 75 -375 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 65.6 0.4 20.6 1.0 0.0 4.2 0.4 3.8 1.9 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 7 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 31,410 : : Positions : : 28,050 20,295 150 7,315 215 0 1,545 115 1,255 0 645 : : : : Changes from: December 20, 2016 : : -150 0 75 -375 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 64.6 0.5 23.3 0.7 0.0 4.9 0.4 4.0 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 7 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 34,114 : : Positions : : 22,460 16,339 25 9,671 3,574 4,850 650 425 590 1,270 355 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 75 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 47.9 0.1 28.3 10.5 14.2 1.9 1.2 1.7 3.7 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 10 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 25,435 : : Positions : : 18,155 14,145 0 3,360 4,325 650 675 195 290 925 150 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 75 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 55.6 0.0 13.2 17.0 2.6 2.7 0.8 1.1 3.6 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 123,629 : : Positions : : 55,429 106,791 15,302 1,305 8,674 27,925 0 140 9,140 0 300 : : : : Changes from: December 20, 2016 : : 30 110 -900 -225 775 150 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 86.4 12.4 1.1 7.0 22.6 0.0 0.1 7.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 26 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 111,359 : : Positions : : 49,965 96,657 13,748 2,380 7,120 30,395 0 150 4,665 0 0 : : : : Changes from: December 20, 2016 : : 0 -30 -900 -95 735 150 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 86.8 12.3 2.1 6.4 27.3 0.0 0.1 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 25 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 2016 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 20,045 : : Positions : : 15,885 11,540 3,095 7,280 10 0 250 25 100 0 0 : : : : Changes from: December 20, 2016 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 57.6 15.4 36.3 0.0 0.0 1.2 0.1 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 18,510 : : Positions : : 13,590 10,320 3,630 7,590 45 0 250 0 950 0 0 : : : : Changes from: December 20, 2016 : : -50 550 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 55.8 19.6 41.0 0.2 0.0 1.4 0.0 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 37,765 : : Positions : : 30,335 24,750 1,825 4,255 1,340 0 2,625 0 0 530 0 : : : : Changes from: December 20, 2016 : : -350 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 65.5 4.8 11.3 3.5 0.0 7.0 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 27, 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 26,905 : : Positions : : 19,030 16,655 1,650 2,975 2,125 100 1,150 0 0 0 0 : : : : Changes from: December 20, 2016 : : -175 175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 61.9 6.1 11.1 7.9 0.4 4.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . . . . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 30, 2016