COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 103,162: 23,373 32,611 847 12,002 2,125 10,393 5,016 4,120 46,462 31,318 14,757: 1,085 1,213 Old : 103,162: 23,373 32,611 847 12,002 2,125 10,393 5,016 4,120 46,462 31,318 14,757: 1,085 1,213 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : -326: -526 2,415 45 1,544 -1,373 2,314 -4,204 -303 -2,047 186 1,639: -75 -230 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 31.6 0.8 11.6 2.1 10.1 4.9 4.0 45.0 30.4 14.3: 1.1 1.2 Old : 100.0: 22.7 31.6 0.8 11.6 2.1 10.1 4.9 4.0 45.0 30.4 14.3: 1.1 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 55: 16 14 . . . . . . 16 13 17: Old : 55: 16 14 . . . . . . 16 13 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.3 34.7 57.5 55.6 34.2 32.1 48.8 47.2 Old : 38.3 34.7 57.5 55.6 34.2 32.1 48.8 47.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 32,648: 8,080 8,765 1,215 2,301 700 6,942 270 1,010 12,457 17,533 1,464: 780 605 Old : 32,648: 8,080 8,765 1,215 2,301 700 6,942 270 1,010 12,457 17,533 1,464: 780 605 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 775: 630 -155 -231 524 256 -175 120 75 370 140 -125: -25 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 26.8 3.7 7.0 2.1 21.3 0.8 3.1 38.2 53.7 4.5: 2.4 1.9 Old : 100.0: 24.7 26.8 3.7 7.0 2.1 21.3 0.8 3.1 38.2 53.7 4.5: 2.4 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 9 11 . . . . . . 15 9 10: Old : 44: 9 11 . . . . . . 15 9 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.3 45.4 71.3 67.1 50.7 44.6 64.4 62.8 Old : 57.3 45.4 71.3 67.1 50.7 44.6 64.4 62.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 137,034: 96,330 110,409 3,635 256 8,817 7,589 3,496 3,392 9,832 3,550 6,573: 866 541 Old : 137,034: 96,330 110,409 3,635 256 8,817 7,589 3,496 3,392 9,832 3,550 6,573: 866 541 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : -1,499: -1,217 -2,847 303 256 -63 230 -252 336 -1,631 183 521: 22 367 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.3 80.6 2.7 0.2 6.4 5.5 2.6 2.5 7.2 2.6 4.8: 0.6 0.4 Old : 100.0: 70.3 80.6 2.7 0.2 6.4 5.5 2.6 2.5 7.2 2.6 4.8: 0.6 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 74: 41 42 . . 4 4 . 7 8 6 10: Old : 74: 41 42 . . 4 4 . 7 8 6 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.8 27.6 56.6 49.2 26.7 23.2 37.0 37.4 Old : 37.8 27.6 56.6 49.2 26.7 23.2 37.0 37.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 40,270: 29,100 34,827 5,865 0 2,998 230 224 1,947 0 144 130: 0 0 Old : 40,270: 29,100 34,827 5,865 0 2,998 230 224 1,947 0 144 130: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 49: 772 127 130 0 -361 -447 224 137 -114 -10 -68: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.3 86.5 14.6 0.0 7.4 0.6 0.6 4.8 0.0 0.4 0.3: 0.0 0.0 Old : 100.0: 72.3 86.5 14.6 0.0 7.4 0.6 0.6 4.8 0.0 0.4 0.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 19 21 . 0 . . . . 0 . .: Old : 28: 19 21 . 0 . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 49.4 75.9 73.0 35.3 33.7 46.7 44.3 Old : 55.2 49.4 75.9 73.0 35.3 33.7 46.7 44.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 MWh) : : : Positions : All : 371,990: 298,834 328,430 11,482 0 18,479 20,754 1,916 20,829 0 1,378 958: 654 0 Old : 371,990: 298,834 328,430 11,482 0 18,479 20,754 1,916 20,829 0 1,378 958: 654 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 7,540: 6,587 8,567 -327 0 327 368 -1,962 608 0 677 -677: 654 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.3 88.3 3.1 0.0 5.0 5.6 0.5 5.6 0.0 0.4 0.3: 0.2 0.0 Old : 100.0: 80.3 88.3 3.1 0.0 5.0 5.6 0.5 5.6 0.0 0.4 0.3: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 18 . 0 . . . . 0 . .: Old : 27: 18 18 . 0 . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.3 56.5 75.6 81.8 37.5 48.4 58.9 63.0 Old : 44.3 56.5 75.6 81.8 37.5 48.4 58.9 63.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 Megawatt Hours) : : : Positions : All : 1,559,869: 1,249,115 1,394,079 181,503 30,079 64,178 9,034 0 18,201 10,717 26,211 27,121: 0 0 Old : 1,559,869: 1,249,115 1,394,079 181,503 30,079 64,178 9,034 0 18,201 10,717 26,211 27,121: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 27,396: 25,814 25,501 802 2,025 -391 1,171 0 0 0 261 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.1 89.4 11.6 1.9 4.1 0.6 0.0 1.2 0.7 1.7 1.7: 0.0 0.0 Old : 100.0: 80.1 89.4 11.6 1.9 4.1 0.6 0.0 1.2 0.7 1.7 1.7: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 59: 32 39 . . . . 0 . 4 . 5: Old : 59: 32 39 . . . . 0 . 4 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.7 44.2 70.3 62.5 40.0 32.6 50.6 44.0 Old : 51.7 44.2 70.3 62.5 40.0 32.6 50.6 44.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 48,321: 38,998 36,152 0 3,224 2,198 1,337 562 5,282 319 692 175: 12 36 Old : 48,321: 38,998 36,152 0 3,224 2,198 1,337 562 5,282 319 692 175: 12 36 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : -1,028: -154 -1,613 0 154 77 -1,101 -52 306 -256 0 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 74.8 0.0 6.7 4.5 2.8 1.2 10.9 0.7 1.4 0.4: 0.0 0.1 Old : 100.0: 80.7 74.8 0.0 6.7 4.5 2.8 1.2 10.9 0.7 1.4 0.4: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 17 0 . . . . . . . .: Old : 30: 19 17 0 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 57.8 81.2 82.3 49.5 49.9 64.3 60.8 Old : 57.0 57.8 81.2 82.3 49.5 49.9 64.3 60.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 303,885: 241,055 239,365 5,985 0 28,008 952 12,471 24,041 3,844 0 0: 0 0 Old : 303,885: 241,055 239,365 5,985 0 28,008 952 12,471 24,041 3,844 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 679: 1,962 1,607 3,857 0 -1,904 0 1,000 -24 -3,212 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.3 78.8 2.0 0.0 9.2 0.3 4.1 7.9 1.3 0.0 0.0: 0.0 0.0 Old : 100.0: 79.3 78.8 2.0 0.0 9.2 0.3 4.1 7.9 1.3 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 14 . 0 . . . . . 0 0: Old : 26: 16 14 . 0 . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 60.1 84.1 90.3 42.1 50.1 57.3 62.7 Old : 51.6 60.1 84.1 90.3 42.1 50.1 57.3 62.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 609,828: 532,958 525,107 14,048 14,717 33,926 11,331 0 14,749 1,760 20,273 1,056: 0 0 Old : 609,828: 532,958 525,107 14,048 14,717 33,926 11,331 0 14,749 1,760 20,273 1,056: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 4,227: 4,227 3,481 0 -391 0 0 0 0 0 1,137 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.4 86.1 2.3 2.4 5.6 1.9 0.0 2.4 0.3 3.3 0.2: 0.0 0.0 Old : 100.0: 87.4 86.1 2.3 2.4 5.6 1.9 0.0 2.4 0.3 3.3 0.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 24 21 . . . . 0 . . . .: Old : 36: 24 21 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 53.8 77.4 72.5 33.6 39.0 49.5 51.2 Old : 54.7 53.8 77.4 72.5 33.6 39.0 49.5 51.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 50,033: 42,241 42,018 1,441 872 558 2,154 0 1,398 811 4,121 878: 552 188 Old : 50,033: 42,241 42,018 1,441 872 558 2,154 0 1,398 811 4,121 878: 552 188 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : -210: 4 775 -211 0 41 88 -88 -44 -44 -896 44: -88 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 84.0 2.9 1.7 1.1 4.3 0.0 2.8 1.6 8.2 1.8: 1.1 0.4 Old : 100.0: 84.4 84.0 2.9 1.7 1.1 4.3 0.0 2.8 1.6 8.2 1.8: 1.1 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 26 24 . . . . 0 . . . .: Old : 36: 26 24 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 61.7 67.4 74.8 36.9 58.8 53.1 67.4 Old : 47.8 61.7 67.4 74.8 36.9 58.8 53.1 67.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 58,442: 48,797 57,757 9,140 0 40 0 95 250 50 0 0: 165 300 Old : 58,442: 48,797 57,757 9,140 0 40 0 95 250 50 0 0: 165 300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 955: 1,445 1,260 60 0 0 0 0 0 50 0 0: -600 -305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.5 98.8 15.6 0.0 0.1 0.0 0.2 0.4 0.1 0.0 0.0: 0.3 0.5 Old : 100.0: 83.5 98.8 15.6 0.0 0.1 0.0 0.2 0.4 0.1 0.0 0.0: 0.3 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 25 22 . 0 . 0 . . . 0 0: Old : 36: 25 22 . 0 . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 78.3 69.0 88.6 35.7 63.3 53.1 71.1 Old : 47.1 78.3 69.0 88.6 35.7 63.3 53.1 71.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :16 mwh : : : Positions : All : 7,200: 4,550 6,600 300 0 200 1,500 50 50 400 0 0: 200 300 Old : 7,200: 4,550 6,600 300 0 200 1,500 50 50 400 0 0: 200 300 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.2 91.7 4.2 0.0 2.8 20.8 0.7 0.7 5.6 0.0 0.0: 2.8 4.2 Old : 100.0: 63.2 91.7 4.2 0.0 2.8 20.8 0.7 0.7 5.6 0.0 0.0: 2.8 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 11 . 0 . . . . . 0 0: Old : 24: 11 11 . 0 . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 58.3 74.3 86.8 47.9 54.2 70.1 79.9 Old : 47.9 58.3 74.3 86.8 47.9 54.2 70.1 79.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 73,184: 61,194 72,509 11,145 0 90 355 0 280 0 0 0: 120 305 Old : 73,184: 61,194 72,509 11,145 0 90 355 0 280 0 0 0: 120 305 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 1,025: 925 1,035 60 0 0 50 0 -10 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.6 99.1 15.2 0.0 0.1 0.5 0.0 0.4 0.0 0.0 0.0: 0.2 0.4 Old : 100.0: 83.6 99.1 15.2 0.0 0.1 0.5 0.0 0.4 0.0 0.0 0.0: 0.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 26 24 . 0 . . 0 . 0 0 0: Old : 37: 26 24 . 0 . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.7 74.3 64.6 87.6 35.5 62.1 51.0 69.4 Old : 46.7 74.3 64.6 87.6 35.5 62.1 51.0 69.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 16,680: 14,925 14,495 0 1,055 1,050 520 0 80 50 0 0: 55 0 Old : 16,680: 14,925 14,495 0 1,055 1,050 520 0 80 50 0 0: 55 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 600: 0 600 0 0 0 520 -80 80 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.5 86.9 0.0 6.3 6.3 3.1 0.0 0.5 0.3 0.0 0.0: 0.3 0.0 Old : 100.0: 89.5 86.9 0.0 6.3 6.3 3.1 0.0 0.5 0.3 0.0 0.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 15 0 . . . 0 . . 0 0: Old : 30: 18 15 0 . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.9 78.8 80.0 94.9 48.3 56.2 62.8 70.1 Old : 55.9 78.8 80.0 94.9 48.3 56.2 62.8 70.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 275,024: 186,208 272,672 79,176 0 0 6,584 0 2,352 704 0 0: 0 0 Old : 275,024: 186,208 272,672 79,176 0 0 6,584 0 2,352 704 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 5,464: 4,704 4,680 4,680 0 0 -4,704 0 784 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.7 99.1 28.8 0.0 0.0 2.4 0.0 0.9 0.3 0.0 0.0: 0.0 0.0 Old : 100.0: 67.7 99.1 28.8 0.0 0.0 2.4 0.0 0.9 0.3 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 21 22 . 0 0 . 0 . . 0 0: Old : 34: 21 22 . 0 0 . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.4 72.1 75.4 88.3 45.7 54.2 55.6 60.2 Old : 53.4 72.1 75.4 88.3 45.7 54.2 55.6 60.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 8,800: 5,045 6,932 0 738 178 0 20 88 3,104 454 110: 275 280 Old : 8,800: 5,045 6,932 0 738 178 0 20 88 3,104 454 110: 275 280 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 198: 110 154 0 66 0 0 -88 88 0 0 0: 0 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.3 78.8 0.0 8.4 2.0 0.0 0.2 1.0 35.3 5.2 1.3: 3.1 3.2 Old : 100.0: 57.3 78.8 0.0 8.4 2.0 0.0 0.2 1.0 35.3 5.2 1.3: 3.1 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 14 0 . . 0 . . . . .: Old : 25: 14 14 0 . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 47.7 80.2 73.7 60.0 37.1 72.7 58.6 Old : 60.0 47.7 80.2 73.7 60.0 37.1 72.7 58.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 14,450: 8,900 11,850 0 2,300 0 0 0 0 5,550 300 0: 0 0 Old : 14,450: 8,900 11,850 0 2,300 0 0 0 0 5,550 300 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 0: 0 -50 0 50 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.6 82.0 0.0 15.9 0.0 0.0 0.0 0.0 38.4 2.1 0.0: 0.0 0.0 Old : 100.0: 61.6 82.0 0.0 15.9 0.0 0.0 0.0 0.0 38.4 2.1 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 11 0 . 0 0 0 0 . . 0: Old : 22: 10 11 0 . 0 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.0 51.6 98.3 87.5 82.0 51.2 94.5 82.4 Old : 82.0 51.6 98.3 87.5 82.0 51.2 94.5 82.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 17,700: 15,755 14,685 0 970 1,345 350 0 250 0 450 0: 0 0 Old : 17,700: 15,755 14,685 0 970 1,345 350 0 250 0 450 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 840: 150 200 0 0 90 350 -150 250 0 450 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.0 83.0 0.0 5.5 7.6 2.0 0.0 1.4 0.0 2.5 0.0: 0.0 0.0 Old : 100.0: 89.0 83.0 0.0 5.5 7.6 2.0 0.0 1.4 0.0 2.5 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 18 18 0 . . . 0 . 0 . 0: Old : 32: 18 18 0 . . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.1 66.2 76.1 80.5 47.7 52.1 63.7 64.9 Old : 51.1 66.2 76.1 80.5 47.7 52.1 63.7 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 14,285: 12,395 10,925 50 1,110 1,225 0 670 355 0 0 0: 260 0 Old : 14,285: 12,395 10,925 50 1,110 1,225 0 670 355 0 0 0: 260 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 25: 25 25 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.8 76.5 0.4 7.8 8.6 0.0 4.7 2.5 0.0 0.0 0.0: 1.8 0.0 Old : 100.0: 86.8 76.5 0.4 7.8 8.6 0.0 4.7 2.5 0.0 0.0 0.0: 1.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 21 . . . 0 . . 0 0 0: Old : 30: 18 21 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.0 54.8 70.3 79.6 35.3 34.6 54.4 50.8 Old : 42.0 54.8 70.3 79.6 35.3 34.6 54.4 50.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 17,451: 13,534 12,836 0 865 2,044 953 0 303 0 60 22: 595 1,321 Old : 17,451: 13,534 12,836 0 865 2,044 953 0 303 0 60 22: 595 1,321 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : -171: 341 -83 0 -108 64 -598 -44 22 0 0 0: 0 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 73.6 0.0 5.0 11.7 5.5 0.0 1.7 0.0 0.3 0.1: 3.4 7.6 Old : 100.0: 77.6 73.6 0.0 5.0 11.7 5.5 0.0 1.7 0.0 0.3 0.1: 3.4 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 23 22 0 . . . 0 . 0 . .: Old : 32: 23 22 0 . . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.2 53.2 64.0 69.6 23.7 30.2 40.5 41.2 Old : 39.2 53.2 64.0 69.6 23.7 30.2 40.5 41.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 48,787: 45,335 31,977 615 2,480 1,671 0 6,092 1,065 0 5,292 0: 101 210 Old : 48,787: 45,335 31,977 615 2,480 1,671 0 6,092 1,065 0 5,292 0: 101 210 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 1,257: 1,397 -449 0 375 -165 0 294 25 0 967 0: 0 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.9 65.5 1.3 5.1 3.4 0.0 12.5 2.2 0.0 10.8 0.0: 0.2 0.4 Old : 100.0: 92.9 65.5 1.3 5.1 3.4 0.0 12.5 2.2 0.0 10.8 0.0: 0.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 30 29 . . 4 0 . . 0 . 0: Old : 41: 30 29 . . 4 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 43.3 70.9 68.6 48.7 40.4 65.1 62.9 Old : 51.8 43.3 70.9 68.6 48.7 40.4 65.1 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 56,488: 53,348 35,604 679 6,834 746 41 7,023 1,322 0 4,595 100: 252 264 Old : 56,488: 53,348 35,604 679 6,834 746 41 7,023 1,322 0 4,595 100: 252 264 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 2,363: 2,500 360 0 443 -120 0 375 0 0 1,085 -7: -10 227 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.4 63.0 1.2 12.1 1.3 0.1 12.4 2.3 0.0 8.1 0.2: 0.4 0.5 Old : 100.0: 94.4 63.0 1.2 12.1 1.3 0.1 12.4 2.3 0.0 8.1 0.2: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 31 32 . . 4 . . . 0 4 .: Old : 46: 31 32 . . 4 . . . 0 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 37.5 73.5 58.8 51.3 35.1 66.2 55.5 Old : 55.3 37.5 73.5 58.8 51.3 35.1 66.2 55.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 40,605: 38,000 37,795 1,750 2,610 200 600 0 0 0 0 0: 55 0 Old : 40,605: 38,000 37,795 1,750 2,610 200 600 0 0 0 0 0: 55 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 255: 315 340 0 -150 100 0 0 0 0 0 0: -160 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.6 93.1 4.3 6.4 0.5 1.5 0.0 0.0 0.0 0.0 0.0: 0.1 0.0 Old : 100.0: 93.6 93.1 4.3 6.4 0.5 1.5 0.0 0.0 0.0 0.0 0.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 26 15 . . . . 0 0 0 0 0: Old : 32: 26 15 . . . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 92.3 71.3 97.7 49.5 81.7 67.0 84.6 Old : 50.8 92.3 71.3 97.7 49.5 81.7 67.0 84.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 43,715: 42,500 40,575 950 3,035 45 0 0 0 0 0 0: 220 60 Old : 43,715: 42,500 40,575 950 3,035 45 0 0 0 0 0 0: 220 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 290: 245 395 0 -150 45 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 97.2 92.8 2.2 6.9 0.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.1 Old : 100.0: 97.2 92.8 2.2 6.9 0.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 27 15 . . . 0 0 0 0 0 0: Old : 32: 27 15 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 91.3 67.7 96.8 44.0 83.2 63.0 84.2 Old : 46.9 91.3 67.7 96.8 44.0 83.2 63.0 84.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 394,277: 266,905 355,177 17,300 9,072 8,072 33,660 0 21,956 46,384 0 0: 0 0 Old : 394,277: 266,905 355,177 17,300 9,072 8,072 33,660 0 21,956 46,384 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 9,075: 7,879 8,674 -410 775 -374 0 0 0 1,980 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.7 90.1 4.4 2.3 2.0 8.5 0.0 5.6 11.8 0.0 0.0: 0.0 0.0 Old : 100.0: 67.7 90.1 4.4 2.3 2.0 8.5 0.0 5.6 11.8 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 25 29 . . . . 0 . . 0 0: Old : 38: 25 29 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 44.5 74.3 65.3 37.9 39.3 55.0 50.2 Old : 49.2 44.5 74.3 65.3 37.9 39.3 55.0 50.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 23,591: 14,452 20,952 2,227 126 662 3,312 168 682 1,961 0 84: 211 917 Old : 23,591: 14,452 20,952 2,227 126 662 3,312 168 682 1,961 0 84: 211 917 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 28: 26 -38 -22 0 22 -44 0 0 24 0 0: 22 44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.3 88.8 9.4 0.5 2.8 14.0 0.7 2.9 8.3 0.0 0.4: 0.9 3.9 Old : 100.0: 61.3 88.8 9.4 0.5 2.8 14.0 0.7 2.9 8.3 0.0 0.4: 0.9 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 18 27 . . . . . . 4 0 .: Old : 38: 18 27 . . . . . . 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.9 40.0 69.9 58.4 38.5 33.2 56.9 44.8 Old : 44.9 40.0 69.9 58.4 38.5 33.2 56.9 44.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 13,306: 10,076 10,737 558 0 924 7 78 1,078 615 489 0: 48 0 Old : 13,306: 10,076 10,737 558 0 924 7 78 1,078 615 489 0: 48 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 1,465: 978 1,182 128 0 154 -156 0 0 337 129 0: 24 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.7 80.7 4.2 0.0 6.9 0.1 0.6 8.1 4.6 3.7 0.0: 0.4 0.0 Old : 100.0: 75.7 80.7 4.2 0.0 6.9 0.1 0.6 8.1 4.6 3.7 0.0: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 9 . 0 . . . . . . 0: Old : 22: 12 9 . 0 . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.5 75.4 80.1 95.7 35.1 64.2 54.8 66.7 Old : 49.5 75.4 80.1 95.7 35.1 64.2 54.8 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 548,628: 467,057 506,014 48,438 3,588 17,579 0 5,893 15,554 0 0 0: 0 0 Old : 548,628: 467,057 506,014 48,438 3,588 17,579 0 5,893 15,554 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 794: 1,576 403 -1,173 0 391 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.1 92.2 8.8 0.7 3.2 0.0 1.1 2.8 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 85.1 92.2 8.8 0.7 3.2 0.0 1.1 2.8 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 20 20 . . . 0 . . 0 0 0: Old : 30: 20 20 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 84.1 78.0 91.9 58.3 71.3 70.6 75.1 Old : 61.2 84.1 78.0 91.9 58.3 71.3 70.6 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 48,117: 34,843 43,852 2,471 876 445 3,314 0 1,569 3,986 0 998: 491 377 Old : 48,117: 34,843 43,852 2,471 876 445 3,314 0 1,569 3,986 0 998: 491 377 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 206: 437 34 -66 0 66 -18 0 0 -150 0 150: -213 -44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.4 91.1 5.1 1.8 0.9 6.9 0.0 3.3 8.3 0.0 2.1: 1.0 0.8 Old : 100.0: 72.4 91.1 5.1 1.8 0.9 6.9 0.0 3.3 8.3 0.0 2.1: 1.0 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 19 18 . . . . 0 . . 0 .: Old : 31: 19 18 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 85.3 75.4 92.8 51.0 77.8 67.3 82.1 Old : 55.2 85.3 75.4 92.8 51.0 77.8 67.3 82.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 16,606: 9,389 13,483 147 480 1,216 1,160 0 0 3,569 0 402: 723 1,025 Old : 16,606: 9,389 13,483 147 480 1,216 1,160 0 0 3,569 0 402: 723 1,025 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : -132: -215 -132 0 -41 41 -44 0 0 44 0 0: 42 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.5 81.2 0.9 2.9 7.3 7.0 0.0 0.0 21.5 0.0 2.4: 4.4 6.2 Old : 100.0: 56.5 81.2 0.9 2.9 7.3 7.0 0.0 0.0 21.5 0.0 2.4: 4.4 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 15 17 . . . . 0 0 4 0 .: Old : 27: 15 17 . . . . 0 0 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.4 51.9 61.3 72.1 30.7 36.3 46.6 47.5 Old : 40.4 51.9 61.3 72.1 30.7 36.3 46.6 47.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 230,095: 161,162 228,497 20,585 0 1,598 704 0 0 46,046 0 0: 0 0 Old : 230,095: 161,162 228,497 20,585 0 1,598 704 0 0 46,046 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 391: 391 0 -391 0 391 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.0 99.3 8.9 0.0 0.7 0.3 0.0 0.0 20.0 0.0 0.0: 0.0 0.0 Old : 100.0: 70.0 99.3 8.9 0.0 0.7 0.3 0.0 0.0 20.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 13 16 . 0 . . 0 0 . 0 0: Old : 26: 13 16 . 0 . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.8 60.2 91.5 87.0 61.2 51.1 70.5 66.1 Old : 77.8 60.2 91.5 87.0 61.2 51.1 70.5 66.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 12,721: 8,111 10,362 1,620 17 1,126 1,255 0 308 0 501 0: 301 407 Old : 12,721: 8,111 10,362 1,620 17 1,126 1,255 0 308 0 501 0: 301 407 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 63: 107 107 -27 17 -17 44 0 -44 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.8 81.5 12.7 0.1 8.9 9.9 0.0 2.4 0.0 3.9 0.0: 2.4 3.2 Old : 100.0: 63.8 81.5 12.7 0.1 8.9 9.9 0.0 2.4 0.0 3.9 0.0: 2.4 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 15 . . . . 0 . 0 . 0: Old : 26: 14 15 . . . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.3 49.9 73.3 75.1 44.1 47.1 62.8 68.7 Old : 53.3 49.9 73.3 75.1 44.1 47.1 62.8 68.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 104,017: 79,820 91,610 10,415 9,402 2,614 10,425 0 391 352 0 0: 0 0 Old : 104,017: 79,820 91,610 10,415 9,402 2,614 10,425 0 391 352 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 391: 391 391 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.7 88.1 10.0 9.0 2.5 10.0 0.0 0.4 0.3 0.0 0.0: 0.0 0.0 Old : 100.0: 76.7 88.1 10.0 9.0 2.5 10.0 0.0 0.4 0.3 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 15 16 . . . . 0 . . 0 0: Old : 30: 15 16 . . . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.0 57.4 78.2 78.2 48.3 52.2 67.9 69.3 Old : 52.0 57.4 78.2 78.2 48.3 52.2 67.9 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 21,655: 12,768 13,520 1,913 0 5,228 0 1,161 1,746 0 0 0: 0 0 Old : 21,655: 12,768 13,520 1,913 0 5,228 0 1,161 1,746 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 539: -154 770 308 0 0 0 -616 385 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.0 62.4 8.8 0.0 24.1 0.0 5.4 8.1 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 59.0 62.4 8.8 0.0 24.1 0.0 5.4 8.1 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 16 14 . 0 . 0 . . 0 0 0: Old : 21: 16 14 . 0 . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.2 64.3 93.5 87.3 33.8 28.0 39.2 39.3 Old : 79.2 64.3 93.5 87.3 33.8 28.0 39.2 39.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 30,820: 28,100 14,655 2,350 15,265 0 0 900 0 0 0 0: 370 0 Old : 30,820: 28,100 14,655 2,350 15,265 0 0 900 0 0 0 0: 370 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 140: 140 140 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.2 47.6 7.6 49.5 0.0 0.0 2.9 0.0 0.0 0.0 0.0: 1.2 0.0 Old : 100.0: 91.2 47.6 7.6 49.5 0.0 0.0 2.9 0.0 0.0 0.0 0.0: 1.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 20 12 . . 0 0 . 0 0 0 0: Old : 27: 20 12 . . 0 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.6 84.9 73.4 95.5 40.0 74.3 62.4 77.3 Old : 48.6 84.9 73.4 95.5 40.0 74.3 62.4 77.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 27,555: 25,590 11,095 1,600 15,440 0 0 900 0 0 0 0: 365 120 Old : 27,555: 25,590 11,095 1,600 15,440 0 0 900 0 0 0 0: 365 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : -130: -130 -250 0 0 0 0 0 0 0 0 0: 0 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.9 40.3 5.8 56.0 0.0 0.0 3.3 0.0 0.0 0.0 0.0: 1.3 0.4 Old : 100.0: 92.9 40.3 5.8 56.0 0.0 0.0 3.3 0.0 0.0 0.0 0.0: 1.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 19 10 . . 0 0 . 0 0 0 0: Old : 26: 19 10 . . 0 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 87.9 75.5 97.2 46.3 80.8 63.6 81.4 Old : 53.9 87.9 75.5 97.2 46.3 80.8 63.6 81.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 24,635: 24,555 18,710 0 5,870 0 0 0 0 0 0 0: 80 55 Old : 24,635: 24,555 18,710 0 5,870 0 0 0 0 0 0 0: 80 55 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 1,080: 1,080 1,080 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 99.7 75.9 0.0 23.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.2 Old : 100.0: 99.7 75.9 0.0 23.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 21 9 0 . 0 0 0 0 0 0 0: Old : 28: 21 9 0 . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 79.3 79.6 98.9 52.4 75.3 71.0 87.1 Old : 55.8 79.3 79.6 98.9 52.4 75.3 71.0 87.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 16,350: 16,110 12,380 0 3,970 0 0 0 0 0 0 0: 240 0 Old : 16,350: 16,110 12,380 0 3,970 0 0 0 0 0 0 0: 240 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 555: 555 505 0 50 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.5 75.7 0.0 24.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 0.0 Old : 100.0: 98.5 75.7 0.0 24.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 18 6 0 . 0 0 0 0 0 0 0: Old : 22: 18 6 0 . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 79.8 81.7 100.0 58.3 78.7 80.9 96.4 Old : 59.0 79.8 81.7 100.0 58.3 78.7 80.9 96.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 16,880: 15,535 15,225 0 1,115 380 25 50 0 0 0 0: 940 110 Old : 16,880: 15,535 15,225 0 1,115 380 25 50 0 0 0 0: 940 110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.0 90.2 0.0 6.6 2.3 0.1 0.3 0.0 0.0 0.0 0.0: 5.6 0.7 Old : 100.0: 92.0 90.2 0.0 6.6 2.3 0.1 0.3 0.0 0.0 0.0 0.0: 5.6 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 7 0 . . . . 0 0 0 0: Old : 21: 13 7 0 . . . . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.2 85.0 86.5 98.8 63.8 84.9 81.9 90.3 Old : 68.2 85.0 86.5 98.8 63.8 84.9 81.9 90.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 16,035: 14,910 16,010 275 0 0 100 25 0 0 0 0: 750 0 Old : 16,035: 14,910 16,010 275 0 0 100 25 0 0 0 0: 750 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 390: 390 390 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.0 99.8 1.7 0.0 0.0 0.6 0.2 0.0 0.0 0.0 0.0: 4.7 0.0 Old : 100.0: 93.0 99.8 1.7 0.0 0.0 0.6 0.2 0.0 0.0 0.0 0.0: 4.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 22 9 . 0 0 . . 0 0 0 0: Old : 27: 22 9 . 0 0 . . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.6 94.1 70.0 99.7 41.4 75.2 56.5 75.5 Old : 49.6 94.1 70.0 99.7 41.4 75.2 56.5 75.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 16,985: 15,775 16,985 330 0 0 125 0 0 0 0 0: 755 0 Old : 16,985: 15,775 16,985 330 0 0 125 0 0 0 0 0: 755 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 385: 385 385 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.9 100.0 1.9 0.0 0.0 0.7 0.0 0.0 0.0 0.0 0.0: 4.4 0.0 Old : 100.0: 92.9 100.0 1.9 0.0 0.0 0.7 0.0 0.0 0.0 0.0 0.0: 4.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 23 9 . 0 0 . 0 0 0 0 0: Old : 28: 23 9 . 0 0 . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.7 91.5 70.0 99.4 41.5 76.4 56.3 77.2 Old : 49.7 91.5 70.0 99.4 41.5 76.4 56.3 77.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 113,372: 97,020 111,145 12,900 0 1,197 1,115 450 430 450 50 100: 160 0 Old : 113,372: 97,020 111,145 12,900 0 1,197 1,115 450 430 450 50 100: 160 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 1,486: 1,275 1,500 150 0 -49 0 -15 50 50 0 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.6 98.0 11.4 0.0 1.1 1.0 0.4 0.4 0.4 0.0 0.1: 0.1 0.0 Old : 100.0: 85.6 98.0 11.4 0.0 1.1 1.0 0.4 0.4 0.4 0.0 0.1: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 30 32 4 0 . . . . . . .: Old : 47: 30 32 4 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 62.1 67.5 83.6 41.4 56.0 56.5 69.0 Old : 46.3 62.1 67.5 83.6 41.4 56.0 56.5 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 143,586: 124,629 142,199 14,230 0 1,132 2,750 0 245 600 0 0: 0 10 Old : 143,586: 124,629 142,199 14,230 0 1,132 2,750 0 245 600 0 0: 0 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 1,565: 1,575 1,555 0 0 0 -85 0 0 75 0 0: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.8 99.0 9.9 0.0 0.8 1.9 0.0 0.2 0.4 0.0 0.0: 0.0 0.0 Old : 100.0: 86.8 99.0 9.9 0.0 0.8 1.9 0.0 0.2 0.4 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 34 36 4 0 . . 0 . . 0 0: Old : 50: 34 36 4 0 . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.7 59.3 63.6 83.4 36.7 56.9 52.8 67.6 Old : 38.7 59.3 63.6 83.4 36.7 56.9 52.8 67.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 157,460: 123,795 115,698 418 19,920 6,202 3,353 1,675 1,950 16,701 6,660 4,800: 241 555 Old : 157,460: 123,795 115,698 418 19,920 6,202 3,353 1,675 1,950 16,701 6,660 4,800: 241 555 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 2,460: 3,589 -2,359 -500 3,735 -220 40 8 -10 -1,093 307 643: 11 356 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.6 73.5 0.3 12.7 3.9 2.1 1.1 1.2 10.6 4.2 3.0: 0.2 0.4 Old : 100.0: 78.6 73.5 0.3 12.7 3.9 2.1 1.1 1.2 10.6 4.2 3.0: 0.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 64: 40 35 . . 4 . . . 7 . 6: Old : 64: 40 35 . . 4 . . . 7 . 6: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 67.1 56.9 77.6 34.5 60.4 55.5 68.3 Old : 35.8 67.1 56.9 77.6 34.5 60.4 55.5 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 101,552: 84,742 88,875 7,280 2,728 5,305 1,371 25 549 1,070 2,555 1,055: 180 460 Old : 101,552: 84,742 88,875 7,280 2,728 5,305 1,371 25 549 1,070 2,555 1,055: 180 460 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 3,904: 4,124 1,965 -1,889 470 1,169 0 0 0 0 -650 500: 0 450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.4 87.5 7.2 2.7 5.2 1.4 0.0 0.5 1.1 2.5 1.0: 0.2 0.5 Old : 100.0: 83.4 87.5 7.2 2.7 5.2 1.4 0.0 0.5 1.1 2.5 1.0: 0.2 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 33 27 . . 4 . . . . . .: Old : 49: 33 27 . . 4 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 76.1 60.5 86.3 38.3 72.9 56.5 79.4 Old : 40.0 76.1 60.5 86.3 38.3 72.9 56.5 79.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 27,085: 25,385 23,820 395 1,825 385 385 865 50 0 0 0: 485 140 Old : 27,085: 25,385 23,820 395 1,825 385 385 865 50 0 0 0: 485 140 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 255: 45 245 0 0 0 185 0 25 0 -25 0: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.7 87.9 1.5 6.7 1.4 1.4 3.2 0.2 0.0 0.0 0.0: 1.8 0.5 Old : 100.0: 93.7 87.9 1.5 6.7 1.4 1.4 3.2 0.2 0.0 0.0 0.0: 1.8 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 20 10 . . . . . . 0 0 0: Old : 28: 20 10 . . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 78.5 75.9 98.3 51.1 74.9 75.7 92.3 Old : 51.3 78.5 75.9 98.3 51.1 74.9 75.7 92.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 25,360: 23,236 22,810 390 1,790 325 1,059 315 0 0 0 0: 350 120 Old : 25,360: 23,236 22,810 390 1,790 325 1,059 315 0 0 0 0: 350 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 230: 156 230 0 0 0 84 0 0 0 0 0: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.6 89.9 1.5 7.1 1.3 4.2 1.2 0.0 0.0 0.0 0.0: 1.4 0.5 Old : 100.0: 91.6 89.9 1.5 7.1 1.3 4.2 1.2 0.0 0.0 0.0 0.0: 1.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 18 10 . . . . . 0 0 0 0: Old : 26: 18 10 . . . . . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 77.4 75.0 98.5 50.6 75.2 74.8 91.0 Old : 50.8 77.4 75.0 98.5 50.6 75.2 74.8 91.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 mwh : : : Positions : All : 19,105: 15,235 13,615 0 410 2,885 0 920 325 0 25 0: 660 925 Old : 19,105: 15,235 13,615 0 410 2,885 0 920 325 0 25 0: 660 925 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 945: 1,030 320 0 300 0 0 300 0 0 25 0: -85 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.7 71.3 0.0 2.1 15.1 0.0 4.8 1.7 0.0 0.1 0.0: 3.5 4.8 Old : 100.0: 79.7 71.3 0.0 2.1 15.1 0.0 4.8 1.7 0.0 0.1 0.0: 3.5 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 17 22 0 . . 0 . . 0 . 0: Old : 29: 17 22 0 . . 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.8 45.5 77.4 71.6 41.7 27.2 52.7 41.2 Old : 54.8 45.5 77.4 71.6 41.7 27.2 52.7 41.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 17,940: 14,559 16,307 824 173 869 164 0 132 774 0 86: 532 373 Old : 17,940: 14,559 16,307 824 173 869 164 0 132 774 0 86: 532 373 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 90.9 4.6 1.0 4.8 0.9 0.0 0.7 4.3 0.0 0.5: 3.0 2.1 Old : 100.0: 81.2 90.9 4.6 1.0 4.8 0.9 0.0 0.7 4.3 0.0 0.5: 3.0 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 17 14 . . . . 0 . . 0 .: Old : 24: 17 14 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 77.2 81.7 91.6 48.5 61.5 60.2 66.2 Old : 63.6 77.2 81.7 91.6 48.5 61.5 60.2 66.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 MEGAWATT HOURS) : : : Positions : All : 1,349,585: 415,164 1,325,235 910,071 0 24,350 0 0 0 0 0 0: 0 0 Old : 1,349,585: 415,164 1,325,235 910,071 0 24,350 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.8 98.2 67.4 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 30.8 98.2 67.4 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 15 . 0 . 0 0 0 0 0 0: Old : 21: 11 15 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 92.0 87.1 99.4 94.7 84.6 76.9 85.7 82.3 Old : 92.0 87.1 99.4 94.7 84.6 76.9 85.7 82.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 138,704: 128,188 74,503 790 55,660 3,551 3,635 0 2,540 0 2,450 0: 0 0 Old : 138,704: 128,188 74,503 790 55,660 3,551 3,635 0 2,540 0 2,450 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.4 53.7 0.6 40.1 2.6 2.6 0.0 1.8 0.0 1.8 0.0: 0.0 0.0 Old : 100.0: 92.4 53.7 0.6 40.1 2.6 2.6 0.0 1.8 0.0 1.8 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 17 . . . . 0 . 0 . 0: Old : 29: 16 17 . . . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.6 72.7 84.0 85.6 33.1 46.6 50.0 53.1 Old : 62.6 72.7 84.0 85.6 33.1 46.6 50.0 53.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 2,939,372: 2,543,787 1,192,316 155,536 1,214,607 240,049 0 292,400 0 0 0 0: 0 0 Old : 2,939,372: 2,543,787 1,192,316 155,536 1,214,607 240,049 0 292,400 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.5 40.6 5.3 41.3 8.2 0.0 9.9 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 86.5 40.6 5.3 41.3 8.2 0.0 9.9 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 19 11 . . . 0 . 0 0 0 0: Old : 27: 19 11 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.8 82.6 91.1 94.0 49.4 57.9 61.0 63.9 Old : 73.8 82.6 91.1 94.0 49.4 57.9 61.0 63.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 54,004: 43,293 44,169 1,063 740 5,299 0 42 3,583 746 0 20: 0 151 Old : 54,004: 43,293 44,169 1,063 740 5,299 0 42 3,583 746 0 20: 0 151 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 0: 0 940 0 0 0 0 0 0 0 0 0: 0 -940 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 81.8 2.0 1.4 9.8 0.0 0.1 6.6 1.4 0.0 0.0: 0.0 0.3 Old : 100.0: 80.2 81.8 2.0 1.4 9.8 0.0 0.1 6.6 1.4 0.0 0.0: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 10 . . . 0 . . . 0 .: Old : 22: 13 10 . . . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.0 75.0 88.0 93.5 56.6 66.9 68.4 74.0 Old : 64.0 75.0 88.0 93.5 56.6 66.9 68.4 74.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 1,452,355: 870,101 902,274 138,933 253,991 217,588 146,640 0 70,560 8,181 7,590 352: 0 0 Old : 1,452,355: 870,101 902,274 138,933 253,991 217,588 146,640 0 70,560 8,181 7,590 352: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 0: 0 -7,590 0 0 0 0 0 0 0 7,590 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.9 62.1 9.6 17.5 15.0 10.1 0.0 4.9 0.6 0.5 0.0: 0.0 0.0 Old : 100.0: 59.9 62.1 9.6 17.5 15.0 10.1 0.0 4.9 0.6 0.5 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 8 . . . . 0 . . . .: Old : 24: 13 8 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.9 84.5 86.1 98.6 50.7 68.5 65.9 73.2 Old : 59.9 84.5 86.1 98.6 50.7 68.5 65.9 73.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 22,092: 13,850 19,072 4,170 0 1,650 0 590 10 1,677 0 0: 735 770 Old : 22,092: 13,850 19,072 4,170 0 1,650 0 590 10 1,677 0 0: 735 770 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.7 86.3 18.9 0.0 7.5 0.0 2.7 0.0 7.6 0.0 0.0: 3.3 3.5 Old : 100.0: 62.7 86.3 18.9 0.0 7.5 0.0 2.7 0.0 7.6 0.0 0.0: 3.3 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 13 . 0 . 0 . . . 0 0: Old : 25: 12 13 . 0 . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.4 53.9 90.7 81.1 65.9 53.9 83.2 78.6 Old : 73.4 53.9 90.7 81.1 65.9 53.9 83.2 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 18,957: 11,421 16,302 3,965 0 1,375 0 570 30 1,647 0 0: 519 680 Old : 18,957: 11,421 16,302 3,965 0 1,375 0 570 30 1,647 0 0: 519 680 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.2 86.0 20.9 0.0 7.3 0.0 3.0 0.2 8.7 0.0 0.0: 2.7 3.6 Old : 100.0: 60.2 86.0 20.9 0.0 7.3 0.0 3.0 0.2 8.7 0.0 0.0: 2.7 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 9 14 . 0 . 0 . . . 0 0: Old : 22: 9 14 . 0 . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.3 53.2 95.3 81.7 74.7 53.2 85.8 77.5 Old : 82.3 53.2 95.3 81.7 74.7 53.2 85.8 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 31,563: 26,132 25,086 0 1,361 1,140 1,450 0 0 1,768 3,270 685: 388 21 Old : 31,563: 26,132 25,086 0 1,361 1,140 1,450 0 0 1,768 3,270 685: 388 21 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 35: -15 -15 0 50 0 50 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 79.5 0.0 4.3 3.6 4.6 0.0 0.0 5.6 10.4 2.2: 1.2 0.1 Old : 100.0: 82.8 79.5 0.0 4.3 3.6 4.6 0.0 0.0 5.6 10.4 2.2: 1.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 19 20 0 . . . 0 0 . . .: Old : 31: 19 20 0 . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.0 53.2 78.9 79.8 54.0 51.3 65.9 67.0 Old : 65.0 53.2 78.9 79.8 54.0 51.3 65.9 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 20,563: 12,865 17,481 1,508 2,335 475 765 0 0 4,160 0 0: 790 272 Old : 20,563: 12,865 17,481 1,508 2,335 475 765 0 0 4,160 0 0: 790 272 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 135: 360 85 0 325 -275 50 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.6 85.0 7.3 11.4 2.3 3.7 0.0 0.0 20.2 0.0 0.0: 3.8 1.3 Old : 100.0: 62.6 85.0 7.3 11.4 2.3 3.7 0.0 0.0 20.2 0.0 0.0: 3.8 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 17 . . . . 0 0 . 0 0: Old : 26: 16 17 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.8 52.9 84.1 77.3 51.0 44.7 65.9 59.7 Old : 65.8 52.9 84.1 77.3 51.0 44.7 65.9 59.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 25,640: 24,304 16,934 627 7,625 77 0 514 210 250 0 0: 172 280 Old : 25,640: 24,304 16,934 627 7,625 77 0 514 210 250 0 0: 172 280 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 353: 303 -174 0 287 0 0 -70 80 0 0 0: -30 230 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.8 66.0 2.4 29.7 0.3 0.0 2.0 0.8 1.0 0.0 0.0: 0.7 1.1 Old : 100.0: 94.8 66.0 2.4 29.7 0.3 0.0 2.0 0.8 1.0 0.0 0.0: 0.7 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 24 22 . . . 0 . . . 0 0: Old : 35: 24 22 . . . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 57.6 76.4 81.9 57.8 55.0 71.5 78.2 Old : 59.7 57.6 76.4 81.9 57.8 55.0 71.5 78.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 22,901: 21,934 14,804 0 7,064 80 622 765 128 0 50 0: 137 10 Old : 22,901: 21,934 14,804 0 7,064 80 622 765 128 0 50 0: 137 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 90: 390 -10 -290 50 -10 0 50 0 0 0 0: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.8 64.6 0.0 30.8 0.3 2.7 3.3 0.6 0.0 0.2 0.0: 0.6 0.0 Old : 100.0: 95.8 64.6 0.0 30.8 0.3 2.7 3.3 0.6 0.0 0.2 0.0: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 22 19 0 . . . . . 0 . 0: Old : 34: 22 19 0 . . . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.8 47.0 81.4 71.7 63.1 42.9 74.1 66.5 Old : 66.8 47.0 81.4 71.7 63.1 42.9 74.1 66.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 15,639: 13,486 13,164 1,495 845 490 0 1,140 0 0 0 0: 168 0 Old : 15,639: 13,486 13,164 1,495 845 490 0 1,140 0 0 0 0: 168 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 534: 224 354 310 60 0 0 120 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.2 84.2 9.6 5.4 3.1 0.0 7.3 0.0 0.0 0.0 0.0: 1.1 0.0 Old : 100.0: 86.2 84.2 9.6 5.4 3.1 0.0 7.3 0.0 0.0 0.0 0.0: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 11 . . . 0 . 0 0 0 0: Old : 24: 13 11 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 62.0 83.9 86.3 51.8 55.2 82.3 78.7 Old : 51.8 62.0 83.9 86.3 51.8 55.2 82.3 78.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 10,749: 8,729 10,024 1,350 495 65 0 110 0 0 0 0: 605 55 Old : 10,749: 8,729 10,024 1,350 495 65 0 110 0 0 0 0: 605 55 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 379: 44 379 35 0 0 0 0 0 0 0 0: 300 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 93.3 12.6 4.6 0.6 0.0 1.0 0.0 0.0 0.0 0.0: 5.6 0.5 Old : 100.0: 81.2 93.3 12.6 4.6 0.6 0.0 1.0 0.0 0.0 0.0 0.0: 5.6 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 10 . . . 0 . 0 0 0 0: Old : 21: 12 10 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 72.5 76.6 96.0 51.1 63.3 72.4 81.2 Old : 51.3 72.5 76.6 96.0 51.1 63.3 72.4 81.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 26,110: 22,160 17,980 1,055 2,125 2,295 0 2,330 415 50 875 0: 135 90 Old : 26,110: 22,160 17,980 1,055 2,125 2,295 0 2,330 415 50 875 0: 135 90 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 1,015: 990 620 0 420 0 0 -25 0 25 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.9 68.9 4.0 8.1 8.8 0.0 8.9 1.6 0.2 3.4 0.0: 0.5 0.3 Old : 100.0: 84.9 68.9 4.0 8.1 8.8 0.0 8.9 1.6 0.2 3.4 0.0: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 22 23 . . . 0 . . . . 0: Old : 37: 22 23 . . . 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.5 50.2 72.3 72.3 46.3 37.1 60.7 57.1 Old : 52.5 50.2 72.3 72.3 46.3 37.1 60.7 57.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 7,375: 6,395 6,150 480 1,225 0 375 0 0 0 0 0: 125 0 Old : 7,375: 6,395 6,150 480 1,225 0 375 0 0 0 0 0: 125 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 180: 180 190 0 0 0 0 0 0 0 0 0: 0 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.7 83.4 6.5 16.6 0.0 5.1 0.0 0.0 0.0 0.0 0.0: 1.7 0.0 Old : 100.0: 86.7 83.4 6.5 16.6 0.0 5.1 0.0 0.0 0.0 0.0 0.0: 1.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 17 15 . . 0 . 0 0 0 0 0: Old : 24: 17 15 . . 0 . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 60.0 78.5 87.3 49.2 50.2 71.9 73.8 Old : 50.8 60.0 78.5 87.3 49.2 50.2 71.9 73.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 11,020: 8,265 9,200 730 1,215 0 1,275 0 380 0 225 0: 370 0 Old : 11,020: 8,265 9,200 730 1,215 0 1,275 0 380 0 225 0: 370 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 350: 350 350 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.0 83.5 6.6 11.0 0.0 11.6 0.0 3.4 0.0 2.0 0.0: 3.4 0.0 Old : 100.0: 75.0 83.5 6.6 11.0 0.0 11.6 0.0 3.4 0.0 2.0 0.0: 3.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 17 13 . . 0 . 0 . 0 . 0: Old : 25: 17 13 . . 0 . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.1 64.2 82.8 86.2 45.6 55.4 66.7 70.5 Old : 49.1 64.2 82.8 86.2 45.6 55.4 66.7 70.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 62,502: 56,521 54,648 0 1,710 3,695 245 0 0 0 0 0: 2,041 2,449 Old : 62,502: 56,521 54,648 0 1,710 3,695 245 0 0 0 0 0: 2,041 2,449 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.4 87.4 0.0 2.7 5.9 0.4 0.0 0.0 0.0 0.0 0.0: 3.3 3.9 Old : 100.0: 90.4 87.4 0.0 2.7 5.9 0.4 0.0 0.0 0.0 0.0 0.0: 3.3 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 17 21 0 . . . 0 0 0 0 0: Old : 29: 17 21 0 . . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.4 72.9 90.8 86.0 79.5 67.5 83.6 77.7 Old : 83.4 72.9 90.8 86.0 79.5 67.5 83.6 77.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 57,122: 52,722 47,412 0 4,135 2,395 0 0 0 0 0 0: 2,005 3,180 Old : 57,122: 52,722 47,412 0 4,135 2,395 0 0 0 0 0 0: 2,005 3,180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.3 83.0 0.0 7.2 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 3.5 5.6 Old : 100.0: 92.3 83.0 0.0 7.2 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 3.5 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 15 16 0 . . 0 0 0 0 0 0: Old : 22: 15 16 0 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.2 75.2 91.9 88.3 82.0 69.4 85.1 80.4 Old : 85.2 75.2 91.9 88.3 82.0 69.4 85.1 80.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 13,208: 10,395 13,060 1,280 0 0 575 0 25 600 0 3: 330 120 Old : 13,208: 10,395 13,060 1,280 0 0 575 0 25 600 0 3: 330 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.7 98.9 9.7 0.0 0.0 4.4 0.0 0.2 4.5 0.0 0.0: 2.5 0.9 Old : 100.0: 78.7 98.9 9.7 0.0 0.0 4.4 0.0 0.2 4.5 0.0 0.0: 2.5 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 14 8 . 0 0 . 0 . . 0 .: Old : 21: 14 8 . 0 0 . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 92.3 81.8 98.9 53.4 85.6 72.9 85.6 Old : 56.8 92.3 81.8 98.9 53.4 85.6 72.9 85.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 12,075: 10,835 9,950 0 0 0 75 1,520 225 0 125 0: 940 255 Old : 12,075: 10,835 9,950 0 0 0 75 1,520 225 0 125 0: 940 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.7 82.4 0.0 0.0 0.0 0.6 12.6 1.9 0.0 1.0 0.0: 7.8 2.1 Old : 100.0: 89.7 82.4 0.0 0.0 0.0 0.6 12.6 1.9 0.0 1.0 0.0: 7.8 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 14 8 0 0 0 . . . 0 . 0: Old : 20: 14 8 0 0 0 . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 86.7 82.2 96.6 58.7 77.6 74.3 82.7 Old : 60.0 86.7 82.2 96.6 58.7 77.6 74.3 82.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 12,765: 11,500 10,510 225 0 375 75 855 0 0 535 325: 265 165 Old : 12,765: 11,500 10,510 225 0 375 75 855 0 0 535 325: 265 165 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.1 82.3 1.8 0.0 2.9 0.6 6.7 0.0 0.0 4.2 2.5: 2.1 1.3 Old : 100.0: 90.1 82.3 1.8 0.0 2.9 0.6 6.7 0.0 0.0 4.2 2.5: 2.1 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 15 12 . 0 . . . 0 0 . .: Old : 23: 15 12 . 0 . . . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.5 58.9 80.0 86.9 51.5 51.0 64.1 66.0 Old : 57.5 58.9 80.0 86.9 51.5 51.0 64.1 66.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 12,200: 10,670 8,555 500 0 100 100 1,400 0 0 2,020 0: 830 125 Old : 12,200: 10,670 8,555 500 0 100 100 1,400 0 0 2,020 0: 830 125 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.5 70.1 4.1 0.0 0.8 0.8 11.5 0.0 0.0 16.6 0.0: 6.8 1.0 Old : 100.0: 87.5 70.1 4.1 0.0 0.8 0.8 11.5 0.0 0.0 16.6 0.0: 6.8 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 8 . 0 . . . 0 0 . 0: Old : 20: 12 8 . 0 . . . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.2 63.4 83.7 94.1 49.5 55.9 69.4 79.1 Old : 59.2 63.4 83.7 94.1 49.5 55.9 69.4 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 26,421: 25,186 20,081 0 1,200 0 700 4,635 190 0 185 0: 345 130 Old : 26,421: 25,186 20,081 0 1,200 0 700 4,635 190 0 185 0: 345 130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 925: 780 25 0 0 0 0 875 25 0 0 0: 120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.3 76.0 0.0 4.5 0.0 2.6 17.5 0.7 0.0 0.7 0.0: 1.3 0.5 Old : 100.0: 95.3 76.0 0.0 4.5 0.0 2.6 17.5 0.7 0.0 0.7 0.0: 1.3 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 17 11 0 . 0 . . . 0 . 0: Old : 24: 17 11 0 . 0 . . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.2 88.5 89.9 97.3 72.3 86.4 88.5 92.7 Old : 73.2 88.5 89.9 97.3 72.3 86.4 88.5 92.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 69,162: 50,405 63,033 4,715 565 430 8,905 850 220 413 0 784: 3,290 3,280 Old : 69,162: 50,405 63,033 4,715 565 430 8,905 850 220 413 0 784: 3,290 3,280 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 6,565: 2,001 6,476 0 0 0 4,575 100 25 0 0 0: -36 -36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.9 91.1 6.8 0.8 0.6 12.9 1.2 0.3 0.6 0.0 1.1: 4.8 4.7 Old : 100.0: 72.9 91.1 6.8 0.8 0.6 12.9 1.2 0.3 0.6 0.0 1.1: 4.8 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 20 23 . . . . . . . 0 .: Old : 33: 20 23 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.4 56.4 83.5 77.8 63.7 52.5 81.4 74.0 Old : 64.4 56.4 83.5 77.8 63.7 52.5 81.4 74.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 62,317: 41,591 59,461 4,690 495 385 9,620 200 0 4,423 0 0: 1,608 1,776 Old : 62,317: 41,591 59,461 4,690 495 385 9,620 200 0 4,423 0 0: 1,608 1,776 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 6,478: 1,978 6,478 0 0 0 4,500 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.7 95.4 7.5 0.8 0.6 15.4 0.3 0.0 7.1 0.0 0.0: 2.6 2.8 Old : 100.0: 66.7 95.4 7.5 0.8 0.6 15.4 0.3 0.0 7.1 0.0 0.0: 2.6 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 17 22 . . . . . 0 . 0 0: Old : 33: 17 22 . . . . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.3 61.9 90.0 81.3 66.6 58.7 87.8 78.1 Old : 67.3 61.9 90.0 81.3 66.6 58.7 87.8 78.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 28,795: 23,240 20,750 0 1,615 420 600 4,725 0 2,875 0 0: 1,660 1,285 Old : 28,795: 23,240 20,750 0 1,615 420 600 4,725 0 2,875 0 0: 1,660 1,285 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 72.1 0.0 5.6 1.5 2.1 16.4 0.0 10.0 0.0 0.0: 5.8 4.5 Old : 100.0: 80.7 72.1 0.0 5.6 1.5 2.1 16.4 0.0 10.0 0.0 0.0: 5.8 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 20 0 . . . . 0 . 0 0: Old : 30: 18 20 0 . . . . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.1 57.5 80.9 76.4 46.4 44.9 57.7 56.0 Old : 52.1 57.5 80.9 76.4 46.4 44.9 57.7 56.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 23,980: 21,690 22,180 0 985 0 300 0 600 800 0 0: 590 215 Old : 23,980: 21,690 22,180 0 985 0 300 0 600 800 0 0: 590 215 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.5 92.5 0.0 4.1 0.0 1.3 0.0 2.5 3.3 0.0 0.0: 2.5 0.9 Old : 100.0: 90.5 92.5 0.0 4.1 0.0 1.3 0.0 2.5 3.3 0.0 0.0: 2.5 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 19 14 0 . 0 . 0 . . 0 0: Old : 25: 19 14 0 . 0 . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 56.9 78.1 79.5 50.2 46.7 60.2 59.7 Old : 61.0 56.9 78.1 79.5 50.2 46.7 60.2 59.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 26,946: 17,485 16,165 0 1,330 3,740 2,825 1,800 0 1,635 3,025 16: 1,245 870 Old : 26,946: 17,485 16,165 0 1,330 3,740 2,825 1,800 0 1,635 3,025 16: 1,245 870 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : -60: 0 -60 0 0 0 0 0 0 -60 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.9 60.0 0.0 4.9 13.9 10.5 6.7 0.0 6.1 11.2 0.1: 4.6 3.2 Old : 100.0: 64.9 60.0 0.0 4.9 13.9 10.5 6.7 0.0 6.1 11.2 0.1: 4.6 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 16 0 . . . . 0 . . .: Old : 30: 19 16 0 . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 50.7 76.4 74.0 50.6 40.6 64.6 58.5 Old : 58.7 50.7 76.4 74.0 50.6 40.6 64.6 58.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Futures Only, February 17, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 20,130: 15,120 13,180 500 1,420 1,820 25 1,200 575 0 250 210: 1,880 1,475 Old : 20,130: 15,120 13,180 500 1,420 1,820 25 1,200 575 0 250 210: 1,880 1,475 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.1 65.5 2.5 7.1 9.0 0.1 6.0 2.9 0.0 1.2 1.0: 9.3 7.3 Old : 100.0: 75.1 65.5 2.5 7.1 9.0 0.1 6.0 2.9 0.0 1.2 1.0: 9.3 7.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 17 16 . . . . . . 0 . .: Old : 26: 17 16 . . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 41.5 74.7 66.4 41.3 28.0 50.8 45.7 Old : 56.3 41.5 74.7 66.4 41.3 28.0 50.8 45.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 20, 2015