Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 71,566 : : Positions : : 25,347 21,476 10,238 6,272 1,728 4,812 21,459 2,603 18,911 9,753 6,877 : : : : Changes from: January 24, 2017 : : -1,596 186 -150 -341 -289 -193 -536 174 -381 -1,707 -714 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 30.0 14.3 8.8 2.4 6.7 30.0 3.6 26.4 13.6 9.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 12 13 . 4 5 . 4 . 11 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 13,778 : : Positions : : 2,482 7,427 498 1,677 327 500 2,506 180 8,469 315 881 : : : : Changes from: January 24, 2017 : : -1,146 -1,817 -103 29 -34 20 -456 0 -977 120 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 18.0 53.9 3.6 12.2 2.4 3.6 18.2 1.3 61.5 2.3 6.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 7 . 4 . . . . 7 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 127,045 : : Positions : : 78,952 84,674 10,217 12,881 8,087 21,485 1,128 1,158 3,959 16,270 2,592 : : : : Changes from: January 24, 2017 : : 2,344 1,081 120 -424 3 575 256 -221 -423 1,914 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 66.6 8.0 10.1 6.4 16.9 0.9 0.9 3.1 12.8 2.0 : : : : Number of Traders in Each Category Total Traders: 76 : : 42 45 . . 4 5 . 4 5 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 43,040 : : Positions : : 32,706 38,574 4,698 0 2,704 39 0 385 1,293 313 1,040 : : : : Changes from: January 24, 2017 : : 255 122 385 0 -261 14 -58 58 -658 83 505 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 89.6 10.9 0.0 6.3 0.1 0.0 0.9 3.0 0.7 2.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 23 . 0 . . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 402,799 : : Positions : : 353,992 318,459 0 50,532 28,208 11,096 0 0 3,223 8 5,592 : : : : Changes from: January 24, 2017 : : 5,737 5,952 0 -9,223 616 -1,280 0 0 -9,040 -624 4,232 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 79.1 0.0 12.5 7.0 2.8 0.0 0.0 0.8 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 1,459,443 : : Positions : :1,134,041 1,176,495 175,235 58,039 58,706 4,335 26,567 59,389 27,001 79,511 736 : : : : Changes from: January 24, 2017 : : -5,903 -1,674 15,815 5,403 -3,910 0 6,160 0 0 23 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 80.6 12.0 4.0 4.0 0.3 1.8 4.1 1.9 5.4 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 37 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 61,135 : : Positions : : 47,696 39,617 8,539 11,441 2,880 0 2,387 593 551 3,341 876 : : : : Changes from: January 24, 2017 : : 2,034 -389 -649 581 0 -62 777 -116 75 429 322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 64.8 14.0 18.7 4.7 0.0 3.9 1.0 0.9 5.5 1.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 19 . . . 0 . . . 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 313,567 : : Positions : : 235,693 212,561 52,041 73,869 18,841 5,712 3,864 0 952 4,104 328 : : : : Changes from: January 24, 2017 : : 9,240 6,960 0 3,560 288 952 0 0 0 -328 328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 67.8 16.6 23.6 6.0 1.8 1.2 0.0 0.3 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 325,897 : : Positions : : 240,899 275,247 40,556 9,392 31,898 3,912 728 8,632 0 0 0 : : : : Changes from: January 24, 2017 : : -5,265 -10,928 -5,663 0 3,872 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 84.5 12.4 2.9 9.8 1.2 0.2 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 21 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 24,637 : : Positions : : 18,630 21,658 2,744 0 2,383 567 0 0 168 344 0 : : : : Changes from: January 24, 2017 : : 101 38 -86 0 85 0 0 0 23 0 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 87.9 11.1 0.0 9.7 2.3 0.0 0.0 0.7 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 23 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 58,240 : : Positions : : 35,823 41,557 20,150 14,950 1,565 0 0 0 350 0 0 : : : : Changes from: January 24, 2017 : : -1,360 -1,140 0 -220 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 71.4 34.6 25.7 2.7 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 26 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 77,285 : : Positions : : 52,073 54,822 23,585 21,275 1,015 0 50 0 375 0 0 : : : : Changes from: January 24, 2017 : : -855 -835 -15 -70 0 0 50 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 70.9 30.5 27.5 1.3 0.0 0.1 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 26 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 32,245 : : Positions : : 25,996 27,695 3,250 1,855 1,895 0 0 0 700 600 0 : : : : Changes from: January 24, 2017 : : -165 435 0 -600 225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 85.9 10.1 5.8 5.9 0.0 0.0 0.0 2.2 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 323,200 : : Positions : : 185,072 307,344 104,248 0 15,120 4,696 0 0 13,328 0 736 : : : : Changes from: January 24, 2017 : : -1,328 1,216 144 0 1,080 0 0 0 2,400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 95.1 32.3 0.0 4.7 1.5 0.0 0.0 4.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 7,285 : : Positions : : 5,858 4,869 221 1,001 83 508 0 0 0 864 82 : : : : Changes from: January 24, 2017 : : 40 150 110 -20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 66.8 3.0 13.7 1.1 7.0 0.0 0.0 0.0 11.9 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 14 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 15,065 : : Positions : : 13,130 8,525 0 5,855 300 300 0 0 530 0 325 : : : : Changes from: January 24, 2017 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 56.6 0.0 38.9 2.0 2.0 0.0 0.0 3.5 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 13 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 37,249 : : Positions : : 29,599 33,022 5,570 1,270 2,075 0 0 0 0 760 0 : : : : Changes from: January 24, 2017 : : -452 376 825 -50 -280 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 88.7 15.0 3.4 5.6 0.0 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 22 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 26,986 : : Positions : : 19,761 21,351 3,700 3,265 2,140 0 0 0 1,175 100 0 : : : : Changes from: January 24, 2017 : : -55 615 600 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 79.1 13.7 12.1 7.9 0.0 0.0 0.0 4.4 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 20,334 : : Positions : : 13,939 15,676 2,306 1,799 2,144 509 0 0 827 84 186 : : : : Changes from: January 24, 2017 : : -418 -275 97 -63 18 0 0 0 -56 2 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 77.1 11.3 8.8 10.5 2.5 0.0 0.0 4.1 0.4 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 59,030 : : Positions : : 53,805 47,521 2,186 3,894 2,300 0 172 0 395 4,618 332 : : : : Changes from: January 24, 2017 : : 837 1,068 0 -324 37 0 0 0 0 93 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 80.5 3.7 6.6 3.9 0.0 0.3 0.0 0.7 7.8 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 20 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 78,202 : : Positions : : 69,332 54,599 3,466 3,707 2,389 122 903 661 1,021 14,681 1,156 : : : : Changes from: January 24, 2017 : : 68 1,167 788 97 -129 -135 -324 197 100 -109 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 69.8 4.4 4.7 3.1 0.2 1.2 0.8 1.3 18.8 1.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 30 27 . . . . . . 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 47,660 : : Positions : : 36,400 41,925 9,590 5,050 495 0 0 0 865 0 0 : : : : Changes from: January 24, 2017 : : 355 475 120 0 -30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 88.0 20.1 10.6 1.0 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 54,245 : : Positions : : 39,085 42,635 11,265 7,030 2,180 0 0 0 1,480 2,400 0 : : : : Changes from: January 24, 2017 : : 315 835 120 -400 400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 78.6 20.8 13.0 4.0 0.0 0.0 0.0 2.7 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 302,643 : : Positions : : 228,098 277,095 18,436 11,014 12,583 0 0 0 41,975 400 1,551 : : : : Changes from: January 24, 2017 : : 10,257 14,198 1,944 -854 -364 0 0 0 1,143 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 91.6 6.1 3.6 4.2 0.0 0.0 0.0 13.9 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 25 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 26,811 : : Positions : : 16,478 22,283 1,131 335 997 0 952 664 6,044 500 663 : : : : Changes from: January 24, 2017 : : 708 903 357 42 -63 0 111 23 -15 0 162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 83.1 4.2 1.2 3.7 0.0 3.6 2.5 22.5 1.9 2.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 25 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 40,498 : : Positions : : 28,375 39,905 10,084 0 178 485 0 0 1,201 240 175 : : : : Changes from: January 24, 2017 : : -242 433 3 0 24 254 0 0 418 0 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 98.5 24.9 0.0 0.4 1.2 0.0 0.0 3.0 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 303,070 : : Positions : : 254,194 206,336 9,392 44,006 33,928 2,448 15,692 3,108 0 0 0 : : : : Changes from: January 24, 2017 : : 2,720 4,720 0 -2,000 400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 68.1 3.1 14.5 11.2 0.8 5.2 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 15 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 19,882 : : Positions : : 14,719 14,835 794 465 1,731 582 0 1,058 0 606 84 : : : : Changes from: January 24, 2017 : : 405 322 -43 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 74.6 4.0 2.3 8.7 2.9 0.0 5.3 0.0 3.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 11,098 : : Positions : : 5,436 8,160 3,787 1,021 144 508 82 0 0 387 185 : : : : Changes from: January 24, 2017 : : 215 258 43 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 73.5 34.1 9.2 1.3 4.6 0.7 0.0 0.0 3.5 1.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 87,844 : : Positions : : 67,189 77,300 11,415 4,696 5,848 704 0 0 2,688 0 0 : : : : Changes from: January 24, 2017 : : -352 1,168 1,520 0 -352 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 88.0 13.0 5.3 6.7 0.8 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 12 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 14,644 : : Positions : : 10,508 10,186 2,566 1,856 333 0 532 0 520 958 170 : : : : Changes from: January 24, 2017 : : 607 620 -238 -251 169 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 69.6 17.5 12.7 2.3 0.0 3.6 0.0 3.6 6.5 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 155,201 : : Positions : : 120,135 90,660 35,066 54,527 0 0 8,494 0 0 1,520 0 : : : : Changes from: January 24, 2017 : : 2,279 1,881 352 750 -750 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 58.4 22.6 35.1 0.0 0.0 5.5 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 7,475 : : Positions : : 5,655 6,955 1,700 0 0 0 300 0 0 220 0 : : : : Changes from: January 24, 2017 : : 165 15 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 93.0 22.7 0.0 0.0 0.0 4.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 22,866 : : Positions : : 15,976 14,449 740 2,827 2,981 49 181 1,994 949 357 77 : : : : Changes from: January 24, 2017 : : -127 -54 24 0 0 0 0 0 0 51 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 63.2 3.2 12.4 13.0 0.2 0.8 8.7 4.2 1.6 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 14,050 : : Positions : : 10,725 10,065 970 2,270 945 0 30 720 300 0 0 : : : : Changes from: January 24, 2017 : : 80 580 -50 -250 280 0 -300 300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 71.6 6.9 16.2 6.7 0.0 0.2 5.1 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 13,940 : : Positions : : 10,705 9,865 1,045 2,480 860 220 0 525 55 0 190 : : : : Changes from: January 24, 2017 : : 225 550 -75 -200 255 220 -80 80 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 70.8 7.5 17.8 6.2 1.6 0.0 3.8 0.4 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 20,890 : : Positions : : 10,670 15,225 8,410 4,325 1,135 300 175 0 120 0 30 : : : : Changes from: January 24, 2017 : : 150 130 65 145 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 72.9 40.3 20.7 5.4 1.4 0.8 0.0 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 13 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 15,268 : : Positions : : 8,045 10,928 5,520 3,125 1,010 300 175 0 100 0 0 : : : : Changes from: January 24, 2017 : : 100 80 65 145 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 71.6 36.2 20.5 6.6 2.0 1.1 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 21,785 : : Positions : : 15,845 19,675 4,005 0 1,350 75 600 100 50 0 0 : : : : Changes from: January 24, 2017 : : -35 0 35 0 75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 90.3 18.4 0.0 6.2 0.3 2.8 0.5 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 4 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 17,960 : : Positions : : 13,390 11,455 860 2,050 3,635 0 550 0 0 240 10 : : : : Changes from: January 24, 2017 : : 230 755 860 365 -765 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 63.8 4.8 11.4 20.2 0.0 3.1 0.0 0.0 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 19,626 : : Positions : : 14,331 12,881 1,775 2,925 3,230 0 550 0 155 0 25 : : : : Changes from: January 24, 2017 : : 300 1,045 1,395 700 -1,150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 65.6 9.0 14.9 16.5 0.0 2.8 0.0 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 115,195 : : Positions : : 98,710 89,118 5,265 12,620 9,885 415 1,012 600 195 1,870 75 : : : : Changes from: January 24, 2017 : : 1,775 285 1,625 2,935 -1,855 0 0 50 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 77.4 4.6 11.0 8.6 0.4 0.9 0.5 0.2 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 27 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 134,848 : : Positions : : 112,916 102,148 6,820 11,930 12,915 884 3,912 958 100 2,715 225 : : : : Changes from: January 24, 2017 : : 3,101 556 870 2,850 -1,260 55 650 80 0 -35 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 75.8 5.1 8.8 9.6 0.7 2.9 0.7 0.1 2.0 0.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 37 30 . . 4 . . . . 7 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 190,107 : : Positions : : 140,357 144,266 18,407 496 10,579 6,292 4,691 7,841 4,357 19,953 2,237 : : : : Changes from: January 24, 2017 : : 6,209 2,527 -1,479 160 1,132 -13 1,023 -247 -163 845 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 75.9 9.7 0.3 5.6 3.3 2.5 4.1 2.3 10.5 1.2 : : : : Number of Traders in Each Category Total Traders: 73 : : 36 42 . . 4 4 . 5 4 10 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 123,090 : : Positions : : 109,320 95,808 4,706 15,905 2,680 3,767 700 1,878 430 5,894 225 : : : : Changes from: January 24, 2017 : : 3,217 767 150 1,970 -520 -600 0 90 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 77.8 3.8 12.9 2.2 3.1 0.6 1.5 0.3 4.8 0.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 28 . . 4 . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 35,390 : : Positions : : 29,295 27,045 1,165 4,740 2,905 505 625 0 1,395 0 50 : : : : Changes from: January 24, 2017 : : -15 0 -1,100 -1,115 1,020 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 76.4 3.3 13.4 8.2 1.4 1.8 0.0 3.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 31,015 : : Positions : : 25,925 27,170 750 0 3,470 0 295 30 785 50 0 : : : : Changes from: January 24, 2017 : : -15 0 -990 -1,005 1,045 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 87.6 2.4 0.0 11.2 0.0 1.0 0.1 2.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 11 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 29,327 : : Positions : : 24,871 21,781 5 4,219 2,877 1,025 200 250 50 0 0 : : : : Changes from: January 24, 2017 : : 265 -190 0 575 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 74.3 0.0 14.4 9.8 3.5 0.7 0.9 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 21,941 : : Positions : : 15,511 18,341 2,100 1,475 2,005 900 0 0 1,425 0 0 : : : : Changes from: January 24, 2017 : : 650 730 0 -80 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 83.6 9.6 6.7 9.1 4.1 0.0 0.0 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 165,224 : : Positions : : 101,712 92,709 8,671 23,588 32,961 8,354 0 13,526 0 2,440 0 : : : : Changes from: January 24, 2017 : : 144 3,499 3,400 -1,275 0 0 0 0 0 1,320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 56.1 5.2 14.3 19.9 5.1 0.0 8.2 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 31,557 : : Positions : : 24,397 29,877 5,495 300 0 0 0 0 0 0 0 : : : : Changes from: January 24, 2017 : : 2,845 3,240 395 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 94.7 17.4 1.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 28,092 : : Positions : : 17,529 19,392 5,984 4,288 2,082 51 1,200 0 1,995 1,070 42 : : : : Changes from: January 24, 2017 : : -190 -304 -43 104 93 0 0 0 15 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 69.0 21.3 15.3 7.4 0.2 4.3 0.0 7.1 3.8 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 17 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 19,837 : : Positions : : 14,839 15,130 1,864 2,765 1,225 360 0 0 550 25 334 : : : : Changes from: January 24, 2017 : : 220 75 -95 50 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 76.3 9.4 13.9 6.2 1.8 0.0 0.0 2.8 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 37,247 : : Positions : : 31,869 15,694 1,493 15,011 178 38 4,812 62 2,796 865 625 : : : : Changes from: January 24, 2017 : : 925 1,176 100 -388 -10 -87 123 62 -75 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 42.1 4.0 40.3 0.5 0.1 12.9 0.2 7.5 2.3 1.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 22 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 21,136 : : Positions : : 18,866 13,984 105 5,845 1,252 95 0 5 173 0 10 : : : : Changes from: January 24, 2017 : : 825 1,245 0 -424 338 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 66.2 0.5 27.7 5.9 0.4 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 23,163 : : Positions : : 14,176 18,957 6,866 558 1,854 0 300 0 0 1,409 85 : : : : Changes from: January 24, 2017 : : 20 -37 -62 0 0 0 0 0 0 -5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 81.8 29.6 2.4 8.0 0.0 1.3 0.0 0.0 6.1 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 15,076 : : Positions : : 11,350 12,319 1,075 412 1,999 0 0 0 0 0 0 : : : : Changes from: January 24, 2017 : : 0 -60 60 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 81.7 7.1 2.7 13.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 33,642 : : Positions : : 31,152 23,248 448 8,189 1,505 0 500 0 100 200 0 : : : : Changes from: January 24, 2017 : : 27 -498 0 650 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 69.1 1.3 24.3 4.5 0.0 1.5 0.0 0.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 21 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 17,131 : : Positions : : 13,054 13,434 1,270 1,380 2,000 0 0 0 419 0 47 : : : : Changes from: January 24, 2017 : : 300 295 0 0 0 0 0 0 15 0 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 78.4 7.4 8.1 11.7 0.0 0.0 0.0 2.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 13,309 : : Positions : : 9,124 8,879 435 1,436 2,915 0 0 0 755 0 0 : : : : Changes from: January 24, 2017 : : -435 -430 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 66.7 3.3 10.8 21.9 0.0 0.0 0.0 5.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 37,172 : : Positions : : 22,872 28,452 11,510 4,910 0 0 0 0 0 850 0 : : : : Changes from: January 24, 2017 : : -565 -1,435 -420 500 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 76.5 31.0 13.2 0.0 0.0 0.0 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 17 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 34,065 : : Positions : : 20,578 24,868 10,380 5,070 0 0 0 0 0 850 0 : : : : Changes from: January 24, 2017 : : 35 -885 -470 500 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 73.0 30.5 14.9 0.0 0.0 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 17 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 33,785 : : Positions : : 31,100 3,990 0 6,260 75 0 13,890 300 0 7,370 105 : : : : Changes from: January 24, 2017 : : 50 175 0 825 -105 0 -100 150 0 -850 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 11.8 0.0 18.5 0.2 0.0 41.1 0.9 0.0 21.8 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 30,730 : : Positions : : 28,190 4,675 0 7,190 0 0 12,940 710 0 3,675 0 : : : : Changes from: January 24, 2017 : : 5 5 0 250 0 0 50 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 15.2 0.0 23.4 0.0 0.0 42.1 2.3 0.0 12.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 0 . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 26,913 : : Positions : : 14,748 16,085 1,742 925 5,168 1,800 400 100 1,675 2,635 0 : : : : Changes from: January 24, 2017 : : -1,500 -550 900 0 -115 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 59.8 6.5 3.4 19.2 6.7 1.5 0.4 6.2 9.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 22,973 : : Positions : : 12,120 13,228 1,090 550 4,795 1,800 400 100 1,675 2,660 0 : : : : Changes from: January 24, 2017 : : -1,395 -445 900 0 -155 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 57.6 4.7 2.4 20.9 7.8 1.7 0.4 7.3 11.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 43,055 : : Positions : : 24,630 23,560 15,975 375 2,145 0 16,440 0 0 350 0 : : : : Changes from: January 24, 2017 : : 650 0 -550 350 275 0 -300 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 54.7 37.1 0.9 5.0 0.0 38.2 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 36,825 : : Positions : : 20,885 18,255 13,490 425 1,995 0 15,415 0 0 400 0 : : : : Changes from: January 24, 2017 : : 50 50 125 425 175 0 -300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 49.6 36.6 1.2 5.4 0.0 41.9 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 30,215 : : Positions : : 26,905 19,695 150 6,800 375 100 1,310 0 1,000 320 280 : : : : Changes from: January 24, 2017 : : 50 0 0 -100 0 0 -50 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 65.2 0.5 22.5 1.2 0.3 4.3 0.0 3.3 1.1 0.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 5 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 29,795 : : Positions : : 26,400 19,145 150 7,145 255 100 1,510 0 1,180 0 520 : : : : Changes from: January 24, 2017 : : 50 0 0 -100 0 0 -50 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 64.3 0.5 24.0 0.9 0.3 5.1 0.0 4.0 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 5 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 32,384 : : Positions : : 21,220 15,489 0 9,391 2,989 4,970 400 575 450 1,375 150 : : : : Changes from: January 24, 2017 : : 0 50 0 50 0 25 -75 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 47.8 0.0 29.0 9.2 15.3 1.2 1.8 1.4 4.2 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 9 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 23,805 : : Positions : : 16,775 12,690 0 3,900 3,775 745 425 250 350 865 150 : : : : Changes from: January 24, 2017 : : 50 50 0 50 0 0 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 53.3 0.0 16.4 15.9 3.1 1.8 1.1 1.5 3.6 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 122,967 : : Positions : : 47,454 110,033 28,329 935 3,424 26,490 0 225 8,925 225 270 : : : : Changes from: January 24, 2017 : : -425 5,210 6,110 -625 -315 -550 0 225 -325 225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 89.5 23.0 0.8 2.8 21.5 0.0 0.2 7.3 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 24 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 109,615 : : Positions : : 41,995 98,965 25,725 2,010 1,675 28,815 0 525 4,470 0 100 : : : : Changes from: January 24, 2017 : : -40 5,120 4,960 -600 25 -350 0 50 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 90.3 23.5 1.8 1.5 26.3 0.0 0.5 4.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 23 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 18,290 : : Positions : : 15,400 9,310 1,645 7,560 355 0 275 0 100 0 0 : : : : Changes from: January 24, 2017 : : -200 -350 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 50.9 9.0 41.3 1.9 0.0 1.5 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 17,695 : : Positions : : 13,950 8,325 1,545 7,960 595 0 225 0 900 0 0 : : : : Changes from: January 24, 2017 : : -200 -300 50 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 47.0 8.7 45.0 3.4 0.0 1.3 0.0 5.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 36,050 : : Positions : : 30,820 24,515 0 3,530 1,595 0 2,275 0 0 500 0 : : : : Changes from: January 24, 2017 : : 590 -135 -615 285 90 0 -175 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 68.0 0.0 9.8 4.4 0.0 6.3 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 17 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 2017 : 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 27,550 : : Positions : : 18,980 16,195 385 1,475 4,140 100 1,675 0 0 0 0 : : : : Changes from: January 24, 2017 : : 320 -200 -600 -200 750 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 58.8 1.4 5.4 15.0 0.4 6.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 . . . . . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 3, 2017