COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, July 28, 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 : 130,923: 30,605 34,754 2,290 32,063 3,533 28,957 6,846 9,806 37,888 25,205 16,932: 912 1,784 Old : 130,923: 30,605 34,754 2,290 32,063 3,533 28,957 6,846 9,806 37,888 25,205 16,932: 912 1,784 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 5,150: 1,534 -1,499 240 3,349 -198 1,268 -1,343 150 353 2,880 1,738: 65 73 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.4 26.5 1.7 24.5 2.7 22.1 5.2 7.5 28.9 19.3 12.9: 0.7 1.4 Old : 100.0: 23.4 26.5 1.7 24.5 2.7 22.1 5.2 7.5 28.9 19.3 12.9: 0.7 1.4 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 : 57: 15 16 . . . . . . 14 14 15: Old : 57: 15 16 . . . . . . 14 14 15: 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 : 49.4 37.4 66.5 56.7 36.1 32.3 48.9 44.1 Old : 49.4 37.4 66.5 56.7 36.1 32.3 48.9 44.1 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, July 28, 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 : 34,192: 7,126 11,975 690 6,240 728 4,827 2,850 888 16,509 8,182 2,878: 546 451 Old : 34,192: 7,126 11,975 690 6,240 728 4,827 2,850 888 16,509 8,182 2,878: 546 451 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 67: -310 1,165 0 -485 324 0 -850 -32 205 400 -123: 3 -332 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.8 35.0 2.0 18.2 2.1 14.1 8.3 2.6 48.3 23.9 8.4: 1.6 1.3 Old : 100.0: 20.8 35.0 2.0 18.2 2.1 14.1 8.3 2.6 48.3 23.9 8.4: 1.6 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 : 44: 9 12 . 4 . . 4 . 11 10 10: Old : 44: 9 12 . 4 . . 4 . 11 10 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 : 60.0 46.5 77.6 70.6 55.0 39.1 67.8 58.4 Old : 60.0 46.5 77.6 70.6 55.0 39.1 67.8 58.4 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, July 28, 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 : 148,007: 105,327 113,246 2,764 2,779 10,415 2,502 2,925 3,904 14,165 5,956 8,267: 663 515 Old : 148,007: 105,327 113,246 2,764 2,779 10,415 2,502 2,925 3,904 14,165 5,956 8,267: 663 515 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 1,505: 1,309 1,891 -327 -84 283 68 -104 23 271 -380 -124: 2 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.2 76.5 1.9 1.9 7.0 1.7 2.0 2.6 9.6 4.0 5.6: 0.4 0.3 Old : 100.0: 71.2 76.5 1.9 1.9 7.0 1.7 2.0 2.6 9.6 4.0 5.6: 0.4 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 : 82: 41 47 . . 4 5 4 6 9 11 12: Old : 82: 41 47 . . 4 5 4 6 9 11 12: 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 : 45.2 30.3 61.3 49.6 27.6 20.0 33.9 31.4 Old : 45.2 30.3 61.3 49.6 27.6 20.0 33.9 31.4 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, July 28, 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 : 62,671: 48,287 51,990 5,927 0 5,545 436 539 1,611 0 2,225 761: 104 0 Old : 62,671: 48,287 51,990 5,927 0 5,545 436 539 1,611 0 2,225 761: 104 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 930: 904 231 189 0 -85 0 0 0 0 862 -78: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.0 83.0 9.5 0.0 8.8 0.7 0.9 2.6 0.0 3.6 1.2: 0.2 0.0 Old : 100.0: 77.0 83.0 9.5 0.0 8.8 0.7 0.9 2.6 0.0 3.6 1.2: 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 : 42: 29 21 . 0 . . . . 0 6 .: Old : 42: 29 21 . 0 . . . . 0 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 : 54.2 43.3 75.1 71.3 31.8 32.9 40.5 42.5 Old : 54.2 43.3 75.1 71.3 31.8 32.9 40.5 42.5 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, July 28, 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 : 443,076: 380,553 408,412 4,109 0 18,784 30,286 0 6,080 0 6,536 3,264: 0 0 Old : 443,076: 380,553 408,412 4,109 0 18,784 30,286 0 6,080 0 6,536 3,264: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 11,128: 11,112 9,224 16 0 0 -656 0 656 0 1,248 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.9 92.2 0.9 0.0 4.2 6.8 0.0 1.4 0.0 1.5 0.7: 0.0 0.0 Old : 100.0: 85.9 92.2 0.9 0.0 4.2 6.8 0.0 1.4 0.0 1.5 0.7: 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 : 30: 19 19 . 0 . . 0 . 0 . .: Old : 30: 19 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 : 45.7 47.6 71.0 73.7 36.2 43.9 56.3 58.9 Old : 45.7 47.6 71.0 73.7 36.2 43.9 56.3 58.9 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, July 28, 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 : 1,823,512: 1,560,625 1,599,241 117,325 106,685 59,726 7,331 2,368 14,343 38,312 15,299 25,850: 0 0 Old : 1,823,512: 1,560,625 1,599,241 117,325 106,685 59,726 7,331 2,368 14,343 38,312 15,299 25,850: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 11,683: 18,406 13,228 5,856 408 -4,696 -4,696 816 1,927 -2,370 2,744 -2,744: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.6 87.7 6.4 5.9 3.3 0.4 0.1 0.8 2.1 0.8 1.4: 0.0 0.0 Old : 100.0: 85.6 87.7 6.4 5.9 3.3 0.4 0.1 0.8 2.1 0.8 1.4: 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 : 57: 33 37 . . . . . . 5 . 4: Old : 57: 33 37 . . . . . . 5 . 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 : 55.6 54.0 73.6 70.2 35.1 34.3 45.5 43.7 Old : 55.6 54.0 73.6 70.2 35.1 34.3 45.5 43.7 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, July 28, 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 : 70,837: 59,391 53,692 0 5,339 6,293 126 1,549 2,473 1,502 439 1,052: 0 0 Old : 70,837: 59,391 53,692 0 5,339 6,293 126 1,549 2,473 1,502 439 1,052: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 1,377: 416 751 0 285 529 0 -884 -68 -295 -31 795: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.8 75.8 0.0 7.5 8.9 0.2 2.2 3.5 2.1 0.6 1.5: 0.0 0.0 Old : 100.0: 83.8 75.8 0.0 7.5 8.9 0.2 2.2 3.5 2.1 0.6 1.5: 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 : 40: 24 21 0 . . . . . 6 . 4: Old : 40: 24 21 0 . . . . . 6 . 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 : 44.3 64.7 73.6 81.7 33.2 47.9 51.3 56.9 Old : 44.3 64.7 73.6 81.7 33.2 47.9 51.3 56.9 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, July 28, 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 : 467,402: 370,827 409,001 41,719 0 25,719 0 2,130 21,281 5,248 6,663 2,608: 0 0 Old : 467,402: 370,827 409,001 41,719 0 25,719 0 2,130 21,281 5,248 6,663 2,608: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 18,522: 12,450 15,306 2,977 0 656 0 0 0 1,783 1,904 656: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.3 87.5 8.9 0.0 5.5 0.0 0.5 4.6 1.1 1.4 0.6: 0.0 0.0 Old : 100.0: 79.3 87.5 8.9 0.0 5.5 0.0 0.5 4.6 1.1 1.4 0.6: 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 : 31: 18 16 . 0 . 0 . . . . .: Old : 31: 18 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 : 58.4 61.4 80.0 83.3 48.7 53.7 63.9 65.4 Old : 58.4 61.4 80.0 83.3 48.7 53.7 63.9 65.4 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, July 28, 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 : 545,422: 484,432 492,393 6,293 6,306 29,297 15,207 0 9,017 367 7,600 809: 0 0 Old : 545,422: 484,432 492,393 6,293 6,306 29,297 15,207 0 9,017 367 7,600 809: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 5,897: 5,489 5,897 0 0 0 0 0 0 7 -401 401: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.8 90.3 1.2 1.2 5.4 2.8 0.0 1.7 0.1 1.4 0.1: 0.0 0.0 Old : 100.0: 88.8 90.3 1.2 1.2 5.4 2.8 0.0 1.7 0.1 1.4 0.1: 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 : 40: 26 25 . . . . 0 . . . .: Old : 40: 26 25 . . . . 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 47.0 72.8 64.9 45.2 45.3 57.2 58.7 Old : 53.3 47.0 72.8 64.9 45.2 45.3 57.2 58.7 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, July 28, 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 : 52,243: 45,020 44,610 0 720 1,149 2,223 429 1,567 267 2,008 1,054: 963 706 Old : 52,243: 45,020 44,610 0 720 1,149 2,223 429 1,567 267 2,008 1,054: 963 706 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : -146: -147 274 0 -64 -21 0 -61 0 0 -82 0: 22 -192 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.2 85.4 0.0 1.4 2.2 4.3 0.8 3.0 0.5 3.8 2.0: 1.8 1.4 Old : 100.0: 86.2 85.4 0.0 1.4 2.2 4.3 0.8 3.0 0.5 3.8 2.0: 1.8 1.4 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: 24 26 0 . . . . . . . .: Old : 36: 24 26 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 : 56.1 55.0 74.7 69.5 49.5 54.2 63.8 65.6 Old : 56.1 55.0 74.7 69.5 49.5 54.2 63.8 65.6 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, July 28, 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 : 60,821: 51,439 59,846 8,445 0 560 0 270 0 0 50 0: 377 95 Old : 60,821: 51,439 59,846 8,445 0 560 0 270 0 0 50 0: 377 95 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : -445: -445 -495 0 0 0 0 0 0 0 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.6 98.4 13.9 0.0 0.9 0.0 0.4 0.0 0.0 0.1 0.0: 0.6 0.2 Old : 100.0: 84.6 98.4 13.9 0.0 0.9 0.0 0.4 0.0 0.0 0.1 0.0: 0.6 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 : 42: 28 27 . 0 . 0 . 0 0 . 0: Old : 42: 28 27 . 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 : 59.1 66.7 73.0 82.8 53.4 58.4 64.9 73.6 Old : 59.1 66.7 73.0 82.8 53.4 58.4 64.9 73.6 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, July 28, 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 : 80,130: 70,742 78,977 8,560 0 300 80 0 80 0 700 0: 368 73 Old : 80,130: 70,742 78,977 8,560 0 300 80 0 80 0 700 0: 368 73 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 545: 745 545 -200 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.3 98.6 10.7 0.0 0.4 0.1 0.0 0.1 0.0 0.9 0.0: 0.5 0.1 Old : 100.0: 88.3 98.6 10.7 0.0 0.4 0.1 0.0 0.1 0.0 0.9 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 : 45: 31 29 . 0 . . 0 . 0 . 0: Old : 45: 31 29 . 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 : 54.4 65.4 70.8 85.4 51.2 55.8 62.2 74.4 Old : 54.4 65.4 70.8 85.4 51.2 55.8 62.2 74.4 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, July 28, 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 : 18,715: 16,705 16,335 0 1,720 600 1,200 0 0 0 0 0: 210 60 Old : 18,715: 16,705 16,335 0 1,720 600 1,200 0 0 0 0 0: 210 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 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: 89.3 87.3 0.0 9.2 3.2 6.4 0.0 0.0 0.0 0.0 0.0: 1.1 0.3 Old : 100.0: 89.3 87.3 0.0 9.2 3.2 6.4 0.0 0.0 0.0 0.0 0.0: 1.1 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 : 29: 20 15 0 . . . 0 0 0 0 0: Old : 29: 20 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 : 48.3 69.6 72.3 90.8 47.8 66.0 64.7 74.5 Old : 48.3 69.6 72.3 90.8 47.8 66.0 64.7 74.5 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, July 28, 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 : 272,864: 197,680 256,048 69,288 0 0 0 4,280 5,896 0 6,640 0: 0 0 Old : 272,864: 197,680 256,048 69,288 0 0 0 4,280 5,896 0 6,640 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 408: 5,104 408 -4,696 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.4 93.8 25.4 0.0 0.0 0.0 1.6 2.2 0.0 2.4 0.0: 0.0 0.0 Old : 100.0: 72.4 93.8 25.4 0.0 0.0 0.0 1.6 2.2 0.0 2.4 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 : 31: 19 22 . 0 0 0 . . 0 . 0: Old : 31: 19 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 : 50.5 64.0 75.9 81.4 49.5 52.1 62.1 60.1 Old : 50.5 64.0 75.9 81.4 49.5 52.1 62.1 60.1 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, July 28, 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 : 7,717: 5,647 6,478 0 99 198 42 0 0 1,567 508 110: 153 324 Old : 7,717: 5,647 6,478 0 99 198 42 0 0 1,567 508 110: 153 324 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 322: 298 408 0 -192 64 0 0 0 -21 0 0: -19 42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.2 83.9 0.0 1.3 2.6 0.5 0.0 0.0 20.3 6.6 1.4: 2.0 4.2 Old : 100.0: 73.2 83.9 0.0 1.3 2.6 0.5 0.0 0.0 20.3 6.6 1.4: 2.0 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 : 29: 17 21 0 . . . 0 0 . . .: Old : 29: 17 21 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 : 47.5 41.0 71.4 68.3 42.1 34.5 60.1 50.8 Old : 47.5 41.0 71.4 68.3 42.1 34.5 60.1 50.8 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, July 28, 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 : 20,145: 17,785 17,560 0 1,060 1,130 1,170 0 30 0 350 0: 30 15 Old : 20,145: 17,785 17,560 0 1,060 1,130 1,170 0 30 0 350 0: 30 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 280: 315 250 0 50 -35 0 0 0 0 0 0: 0 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.3 87.2 0.0 5.3 5.6 5.8 0.0 0.1 0.0 1.7 0.0: 0.1 0.1 Old : 100.0: 88.3 87.2 0.0 5.3 5.6 5.8 0.0 0.1 0.0 1.7 0.0: 0.1 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 : 35: 20 21 0 . . . 0 . 0 . 0: Old : 35: 20 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 : 50.2 63.5 73.5 86.8 49.8 54.9 67.4 70.2 Old : 50.2 63.5 73.5 86.8 49.8 54.9 67.4 70.2 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, July 28, 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 : 15,120: 13,230 12,290 50 420 1,505 0 715 155 0 0 0: 180 35 Old : 15,120: 13,230 12,290 50 420 1,505 0 715 155 0 0 0: 180 35 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 210: -90 175 0 -300 300 0 0 0 0 0 0: 0 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.5 81.3 0.3 2.8 10.0 0.0 4.7 1.0 0.0 0.0 0.0: 1.2 0.2 Old : 100.0: 87.5 81.3 0.3 2.8 10.0 0.0 4.7 1.0 0.0 0.0 0.0: 1.2 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 : 29: 24 20 . . . 0 . . 0 0 0: Old : 29: 24 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 : 43.8 58.4 66.7 80.1 23.2 27.6 38.4 37.7 Old : 43.8 58.4 66.7 80.1 23.2 27.6 38.4 37.7 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, July 28, 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 : 19,467: 16,386 14,246 421 2,268 1,433 726 42 131 0 0 0: 370 1,347 Old : 19,467: 16,386 14,246 421 2,268 1,433 726 42 131 0 0 0: 370 1,347 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 86: 20 -322 0 151 0 0 0 0 0 0 0: 66 257 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 73.2 2.2 11.7 7.4 3.7 0.2 0.7 0.0 0.0 0.0: 1.9 6.9 Old : 100.0: 84.2 73.2 2.2 11.7 7.4 3.7 0.2 0.7 0.0 0.0 0.0: 1.9 6.9 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 : 31: 23 21 . . . . . . 0 0 0: Old : 31: 23 21 . . . . . . 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 : 35.2 54.9 57.8 75.6 27.5 43.4 45.4 57.2 Old : 35.2 54.9 57.8 75.6 27.5 43.4 45.4 57.2 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, July 28, 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 : 54,601: 49,926 39,122 793 3,121 2,270 0 4,136 935 0 4,540 357: 320 120 Old : 54,601: 49,926 39,122 793 3,121 2,270 0 4,136 935 0 4,540 357: 320 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 751: 1,154 370 -220 0 61 0 177 0 0 250 -70: -174 -37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.4 71.7 1.5 5.7 4.2 0.0 7.6 1.7 0.0 8.3 0.7: 0.6 0.2 Old : 100.0: 91.4 71.7 1.5 5.7 4.2 0.0 7.6 1.7 0.0 8.3 0.7: 0.6 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 : 44: 28 27 . . . 0 . . 0 . .: Old : 44: 28 27 . . . 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 : 47.8 36.5 67.8 57.3 45.6 33.8 59.8 52.8 Old : 47.8 36.5 67.8 57.3 45.6 33.8 59.8 52.8 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, July 28, 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 : 59,810: 55,587 40,485 781 6,050 711 0 5,145 1,304 25 4,604 1,395: 7 116 Old : 59,810: 55,587 40,485 781 6,050 711 0 5,145 1,304 25 4,604 1,395: 7 116 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 123: 372 -604 0 0 2 -124 199 4 25 678 -156: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.9 67.7 1.3 10.1 1.2 0.0 8.6 2.2 0.0 7.7 2.3: 0.0 0.2 Old : 100.0: 92.9 67.7 1.3 10.1 1.2 0.0 8.6 2.2 0.0 7.7 2.3: 0.0 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 : 50: 31 32 . . . 0 4 . . 5 4: Old : 50: 31 32 . . . 0 4 . . 5 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 : 46.4 38.7 64.4 58.2 39.8 35.6 54.6 53.1 Old : 46.4 38.7 64.4 58.2 39.8 35.6 54.6 53.1 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, July 28, 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 : 48,990: 45,630 46,575 810 1,145 1,225 300 0 0 960 0 0: 65 45 Old : 48,990: 45,630 46,575 810 1,145 1,225 300 0 0 960 0 0: 65 45 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 485: 480 500 0 0 0 0 0 0 0 0 0: 5 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.1 95.1 1.7 2.3 2.5 0.6 0.0 0.0 2.0 0.0 0.0: 0.1 0.1 Old : 100.0: 93.1 95.1 1.7 2.3 2.5 0.6 0.0 0.0 2.0 0.0 0.0: 0.1 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 : 35: 28 15 . . . . 0 0 . 0 0: Old : 35: 28 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 : 56.0 93.7 72.4 97.6 53.2 88.2 67.9 89.0 Old : 56.0 93.7 72.4 97.6 53.2 88.2 67.9 89.0 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, July 28, 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 : 53,570: 49,695 50,810 1,470 1,570 1,190 0 0 0 1,095 0 0: 120 0 Old : 53,570: 49,695 50,810 1,470 1,570 1,190 0 0 0 1,095 0 0: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 355: 355 355 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.8 94.8 2.7 2.9 2.2 0.0 0.0 0.0 2.0 0.0 0.0: 0.2 0.0 Old : 100.0: 92.8 94.8 2.7 2.9 2.2 0.0 0.0 0.0 2.0 0.0 0.0: 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 : 32: 26 17 . . . 0 0 0 . 0 0: Old : 32: 26 17 . . . 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 : 55.0 93.5 68.9 96.7 53.3 88.2 66.6 88.8 Old : 55.0 93.5 68.9 96.7 53.3 88.2 66.6 88.8 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, July 28, 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 : 364,730: 281,237 312,231 3,539 20,437 8,967 29,503 408 14,040 18,797 0 8,647: 0 0 Old : 364,730: 281,237 312,231 3,539 20,437 8,967 29,503 408 14,040 18,797 0 8,647: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 3,112: 408 3,480 1,160 -1,160 1,160 0 408 0 1,160 0 -776: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.1 85.6 1.0 5.6 2.5 8.1 0.1 3.8 5.2 0.0 2.4: 0.0 0.0 Old : 100.0: 77.1 85.6 1.0 5.6 2.5 8.1 0.1 3.8 5.2 0.0 2.4: 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 : 42: 24 29 . . . . . . 4 0 .: Old : 42: 24 29 . . . . . . 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 : 41.0 42.9 62.3 62.5 30.3 35.6 45.6 47.9 Old : 41.0 42.9 62.3 62.5 30.3 35.6 45.6 47.9 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, July 28, 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 : 24,855: 17,832 21,554 1,300 424 748 2,600 337 573 1,207 651 356: 239 212 Old : 24,855: 17,832 21,554 1,300 424 748 2,600 337 573 1,207 651 356: 239 212 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 465: 58 526 341 0 0 -63 -42 42 43 -84 23: 21 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.7 86.7 5.2 1.7 3.0 10.5 1.4 2.3 4.9 2.6 1.4: 1.0 0.9 Old : 100.0: 71.7 86.7 5.2 1.7 3.0 10.5 1.4 2.3 4.9 2.6 1.4: 1.0 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 : 42: 25 29 . . . . . . . . 4: Old : 42: 25 29 . . . . . . . . 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 : 38.7 39.8 64.7 61.7 32.7 38.0 51.6 52.2 Old : 38.7 39.8 64.7 61.7 32.7 38.0 51.6 52.2 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, July 28, 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 : 34,030: 16,883 33,614 15,426 0 0 488 0 231 821 4 181: 0 0 Old : 34,030: 16,883 33,614 15,426 0 0 488 0 231 821 4 181: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 2,066: 1,592 2,141 371 0 0 50 0 0 27 -101 26: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.6 98.8 45.3 0.0 0.0 1.4 0.0 0.7 2.4 0.0 0.5: 0.0 0.0 Old : 100.0: 49.6 98.8 45.3 0.0 0.0 1.4 0.0 0.7 2.4 0.0 0.5: 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: 18 14 . 0 0 . 0 . . . .: Old : 28: 18 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 : 68.6 87.2 82.4 94.2 62.6 80.7 71.9 82.7 Old : 68.6 87.2 82.4 94.2 62.6 80.7 71.9 82.7 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, July 28, 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 : 518,934: 444,855 486,774 57,563 0 7,854 0 10,938 8,662 0 4,706 0: 0 0 Old : 518,934: 444,855 486,774 57,563 0 7,854 0 10,938 8,662 0 4,706 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 2,664: 2,664 2,664 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.7 93.8 11.1 0.0 1.5 0.0 2.1 1.7 0.0 0.9 0.0: 0.0 0.0 Old : 100.0: 85.7 93.8 11.1 0.0 1.5 0.0 2.1 1.7 0.0 0.9 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 : 28: 17 16 . 0 . 0 . . 0 . 0: Old : 28: 17 16 . 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 : 63.9 89.0 84.1 94.7 61.1 80.0 76.6 84.4 Old : 63.9 89.0 84.1 94.7 61.1 80.0 76.6 84.4 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, July 28, 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 : 43,462: 32,066 39,677 3,319 258 127 2,001 92 1,824 3,303 302 499: 323 683 Old : 43,462: 32,066 39,677 3,319 258 127 2,001 92 1,824 3,303 302 499: 323 683 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 490: 318 490 172 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.8 91.3 7.6 0.6 0.3 4.6 0.2 4.2 7.6 0.7 1.1: 0.7 1.6 Old : 100.0: 73.8 91.3 7.6 0.6 0.3 4.6 0.2 4.2 7.6 0.7 1.1: 0.7 1.6 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 : 30: 16 17 . . . . . . . . .: Old : 30: 16 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 : 58.8 80.8 81.9 89.8 53.9 71.0 69.6 74.3 Old : 58.8 80.8 81.9 89.8 53.9 71.0 69.6 74.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Futures Only, July 28, 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 : 65,675: 49,276 52,788 13,647 4,662 2,752 0 5,473 0 0 0 0: 0 0 Old : 65,675: 49,276 52,788 13,647 4,662 2,752 0 5,473 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: July 21, 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: 75.0 80.4 20.8 7.1 4.2 0.0 8.3 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 75.0 80.4 20.8 7.1 4.2 0.0 8.3 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 : 20: 11 10 . . . 0 . 0 0 0 0: Old : 20: 11 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 : 59.6 65.4 88.1 91.0 51.1 49.9 66.0 69.0 Old : 59.6 65.4 88.1 91.0 51.1 49.9 66.0 69.0 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, July 28, 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 : 17,412: 11,824 14,240 463 691 642 544 0 41 2,958 192 108: 832 1,498 Old : 17,412: 11,824 14,240 463 691 642 544 0 41 2,958 192 108: 832 1,498 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 250: 228 209 21 21 -21 21 0 0 1 0 -1: 1 42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.9 81.8 2.7 4.0 3.7 3.1 0.0 0.2 17.0 1.1 0.6: 4.8 8.6 Old : 100.0: 67.9 81.8 2.7 4.0 3.7 3.1 0.0 0.2 17.0 1.1 0.6: 4.8 8.6 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 : 30: 15 19 . . . . 0 . 4 . .: Old : 30: 15 19 . . . . 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 : 47.0 50.0 66.5 68.9 34.0 41.6 52.6 52.9 Old : 47.0 50.0 66.5 68.9 34.0 41.6 52.6 52.9 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, July 28, 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 : 197,469: 144,735 181,004 22,737 9,032 6,248 0 0 0 22,564 0 1,185: 0 0 Old : 197,469: 144,735 181,004 22,737 9,032 6,248 0 0 0 22,564 0 1,185: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 392: -392 0 0 1,176 0 0 0 0 1,568 0 -784: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.3 91.7 11.5 4.6 3.2 0.0 0.0 0.0 11.4 0.0 0.6: 0.0 0.0 Old : 100.0: 73.3 91.7 11.5 4.6 3.2 0.0 0.0 0.0 11.4 0.0 0.6: 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 19 . . . 0 0 0 . 0 .: Old : 29: 16 19 . . . 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 : 57.7 60.1 81.0 84.9 49.0 52.7 65.1 71.4 Old : 57.7 60.1 81.0 84.9 49.0 52.7 65.1 71.4 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, July 28, 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 : 12,497: 7,922 9,692 1,916 596 1,270 949 0 176 107 0 0: 157 763 Old : 12,497: 7,922 9,692 1,916 596 1,270 949 0 176 107 0 0: 157 763 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 786: 980 744 -128 0 0 -64 0 42 0 0 0: -44 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.4 77.6 15.3 4.8 10.2 7.6 0.0 1.4 0.9 0.0 0.0: 1.3 6.1 Old : 100.0: 63.4 77.6 15.3 4.8 10.2 7.6 0.0 1.4 0.9 0.0 0.0: 1.3 6.1 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: 18 21 . . . . 0 . . 0 0: Old : 30: 18 21 . . . . 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 : 50.7 41.2 70.0 67.2 45.6 32.9 61.2 51.3 Old : 50.7 41.2 70.0 67.2 45.6 32.9 61.2 51.3 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, July 28, 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 : 133,170: 113,181 95,970 1,636 24,320 12,880 5,473 0 0 0 0 0: 0 0 Old : 133,170: 113,181 95,970 1,636 24,320 12,880 5,473 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: July 21, 2015 : : 401: 401 401 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 72.1 1.2 18.3 9.7 4.1 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 85.0 72.1 1.2 18.3 9.7 4.1 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 : 28: 19 18 . . . . 0 0 0 0 0: Old : 28: 19 18 . . . . 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 : 55.0 59.5 74.8 83.9 41.4 46.5 50.6 56.2 Old : 55.0 59.5 74.8 83.9 41.4 46.5 50.6 56.2 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, July 28, 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 : 23,182: 11,788 18,162 5,892 0 4,146 482 0 874 0 0 0: 0 0 Old : 23,182: 11,788 18,162 5,892 0 4,146 482 0 874 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : -73: 154 -73 -227 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.8 78.3 25.4 0.0 17.9 2.1 0.0 3.8 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 50.8 78.3 25.4 0.0 17.9 2.1 0.0 3.8 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 : 23: 15 15 . 0 . . 0 . 0 0 0: Old : 23: 15 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 : 77.2 62.3 90.1 83.0 37.9 32.1 46.2 43.4 Old : 77.2 62.3 90.1 83.0 37.9 32.1 46.2 43.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC Disaggregated Commitments of Traders - Futures Only, July 28, 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 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25 MWh : : : Positions : All : 184,720: 146,545 113,226 0 39,128 32,366 5,809 0 0 0 0 0: 0 0 Old : 184,720: 146,545 113,226 0 39,128 32,366 5,809 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: July 21, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.3 61.3 0.0 21.2 17.5 3.1 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 79.3 61.3 0.0 21.2 17.5 3.1 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 : 20: 13 15 0 . . . 0 0 0 0 0: Old : 20: 13 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 : 70.1 71.2 90.4 90.0 39.5 44.3 47.2 50.9 Old : 70.1 71.2 90.4 90.0 39.5 44.3 47.2 50.9 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, July 28, 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 : 26,815: 25,060 12,350 1,345 13,610 30 0 825 0 0 0 0: 380 0 Old : 26,815: 25,060 12,350 1,345 13,610 30 0 825 0 0 0 0: 380 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 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: 93.5 46.1 5.0 50.8 0.1 0.0 3.1 0.0 0.0 0.0 0.0: 1.4 0.0 Old : 100.0: 93.5 46.1 5.0 50.8 0.1 0.0 3.1 0.0 0.0 0.0 0.0: 1.4 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: 19 14 . . . 0 . 0 0 0 0: Old : 28: 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 : 59.0 77.9 83.2 90.3 50.2 73.2 73.1 83.3 Old : 59.0 77.9 83.2 90.3 50.2 73.2 73.1 83.3 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, July 28, 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 : 22,745: 20,930 8,210 1,175 13,610 0 0 825 0 0 0 0: 640 100 Old : 22,745: 20,930 8,210 1,175 13,610 0 0 825 0 0 0 0: 640 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 100: 0 100 100 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 36.1 5.2 59.8 0.0 0.0 3.6 0.0 0.0 0.0 0.0: 2.8 0.4 Old : 100.0: 92.0 36.1 5.2 59.8 0.0 0.0 3.6 0.0 0.0 0.0 0.0: 2.8 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 : 23: 15 9 . . 0 0 . 0 0 0 0: Old : 23: 15 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 : 63.4 86.9 81.3 97.6 57.6 83.9 75.0 89.0 Old : 63.4 86.9 81.3 97.6 57.6 83.9 75.0 89.0 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, July 28, 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 : 26,936: 26,686 21,916 0 5,020 0 150 0 0 100 0 0: 0 0 Old : 26,936: 26,686 21,916 0 5,020 0 150 0 0 100 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 1,065: 1,065 865 0 200 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 99.1 81.4 0.0 18.6 0.0 0.6 0.0 0.0 0.4 0.0 0.0: 0.0 0.0 Old : 100.0: 99.1 81.4 0.0 18.6 0.0 0.6 0.0 0.0 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 : 35: 23 17 0 . 0 . 0 0 . 0 0: Old : 35: 23 17 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 : 54.7 70.2 73.1 86.9 45.1 65.7 59.6 73.7 Old : 54.7 70.2 73.1 86.9 45.1 65.7 59.6 73.7 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, July 28, 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 : 24,064: 23,370 19,609 0 4,440 0 450 0 0 0 0 0: 244 15 Old : 24,064: 23,370 19,609 0 4,440 0 450 0 0 0 0 0: 244 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 695: 695 695 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 97.1 81.5 0.0 18.5 0.0 1.9 0.0 0.0 0.0 0.0 0.0: 1.0 0.1 Old : 100.0: 97.1 81.5 0.0 18.5 0.0 1.9 0.0 0.0 0.0 0.0 0.0: 1.0 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 : 28: 19 13 0 . 0 . 0 0 0 0 0: Old : 28: 19 13 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 : 61.1 75.6 78.2 90.9 60.9 75.3 76.0 84.8 Old : 61.1 75.6 78.2 90.9 60.9 75.3 76.0 84.8 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, July 28, 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 : 19,810: 19,070 18,710 0 625 135 0 100 0 0 0 0: 605 240 Old : 19,810: 19,070 18,710 0 625 135 0 100 0 0 0 0: 605 240 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 600: 600 575 0 25 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.3 94.4 0.0 3.2 0.7 0.0 0.5 0.0 0.0 0.0 0.0: 3.1 1.2 Old : 100.0: 96.3 94.4 0.0 3.2 0.7 0.0 0.5 0.0 0.0 0.0 0.0: 3.1 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 : 21: 14 8 0 . . 0 . 0 0 0 0: Old : 21: 14 8 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 : 73.2 95.3 90.0 98.1 73.2 94.6 89.3 95.9 Old : 73.2 95.3 90.0 98.1 73.2 94.6 89.3 95.9 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, July 28, 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 : 12,300: 11,600 12,190 0 0 0 75 0 0 0 0 0: 625 110 Old : 12,300: 11,600 12,190 0 0 0 75 0 0 0 0 0: 625 110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : -5: -5 -5 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.3 99.1 0.0 0.0 0.0 0.6 0.0 0.0 0.0 0.0 0.0: 5.1 0.9 Old : 100.0: 94.3 99.1 0.0 0.0 0.0 0.6 0.0 0.0 0.0 0.0 0.0: 5.1 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 : 22: 17 10 0 0 0 . 0 0 0 0 0: Old : 22: 17 10 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 : 52.1 90.6 72.6 97.9 49.7 82.1 68.2 84.5 Old : 52.1 90.6 72.6 97.9 49.7 82.1 68.2 84.5 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, July 28, 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 : 13,907: 13,647 13,907 0 0 0 50 0 0 0 0 0: 210 0 Old : 13,907: 13,647 13,907 0 0 0 50 0 0 0 0 0: 210 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : -55: -55 -55 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.1 100.0 0.0 0.0 0.0 0.4 0.0 0.0 0.0 0.0 0.0: 1.5 0.0 Old : 100.0: 98.1 100.0 0.0 0.0 0.0 0.4 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 : 25: 21 10 0 0 0 . 0 0 0 0 0: Old : 25: 21 10 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 : 48.2 94.9 69.7 99.4 46.0 89.2 66.8 89.4 Old : 48.2 94.9 69.7 99.4 46.0 89.2 66.8 89.4 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, July 28, 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 : 121,840: 106,030 117,545 10,510 0 2,580 435 0 315 1,950 1,200 0: 20 200 Old : 121,840: 106,030 117,545 10,510 0 2,580 435 0 315 1,950 1,200 0: 20 200 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 1,795: 1,570 1,795 -25 0 0 -50 0 0 300 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.0 96.5 8.6 0.0 2.1 0.4 0.0 0.3 1.6 1.0 0.0: 0.0 0.2 Old : 100.0: 87.0 96.5 8.6 0.0 2.1 0.4 0.0 0.3 1.6 1.0 0.0: 0.0 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 : 48: 32 31 4 0 . . 0 . . . 0: Old : 48: 32 31 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 : 41.0 63.4 63.6 82.6 39.1 53.3 53.1 62.7 Old : 41.0 63.4 63.6 82.6 39.1 53.3 53.1 62.7 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, July 28, 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 : 138,906: 123,502 134,649 11,354 0 1,870 1,110 977 220 750 1,000 100: 0 90 Old : 138,906: 123,502 134,649 11,354 0 1,870 1,110 977 220 750 1,000 100: 0 90 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 920: 915 835 70 0 -15 -100 50 50 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.9 96.9 8.2 0.0 1.3 0.8 0.7 0.2 0.5 0.7 0.1: 0.0 0.1 Old : 100.0: 88.9 96.9 8.2 0.0 1.3 0.8 0.7 0.2 0.5 0.7 0.1: 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 : 55: 39 36 4 0 . . 4 . . . .: Old : 55: 39 36 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 : 48.3 62.8 66.5 80.9 41.4 58.9 55.9 68.3 Old : 48.3 62.8 66.5 80.9 41.4 58.9 55.9 68.3 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, July 28, 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 : 146,329: 112,987 117,296 2,286 10,490 7,715 2,735 1,177 1,046 16,511 5,564 2,840: 209 201 Old : 146,329: 112,987 117,296 2,286 10,490 7,715 2,735 1,177 1,046 16,511 5,564 2,840: 209 201 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 895: 883 393 362 -265 -245 0 287 0 -484 438 391: -12 -104 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.2 80.2 1.6 7.2 5.3 1.9 0.8 0.7 11.3 3.8 1.9: 0.1 0.1 Old : 100.0: 77.2 80.2 1.6 7.2 5.3 1.9 0.8 0.7 11.3 3.8 1.9: 0.1 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 : 66: 40 36 . . 4 . 4 . 8 4 7: Old : 66: 40 36 . . 4 . 4 . 8 4 7: 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 : 28.6 58.4 50.6 71.9 27.1 50.8 44.5 59.7 Old : 28.6 58.4 50.6 71.9 27.1 50.8 44.5 59.7 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, July 28, 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 : 103,621: 85,877 87,975 7,939 4,275 5,076 170 0 1,340 615 3,160 1,795: 809 0 Old : 103,621: 85,877 87,975 7,939 4,275 5,076 170 0 1,340 615 3,160 1,795: 809 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 977: 692 1,752 -25 -965 90 0 0 0 0 0 100: 120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.9 84.9 7.7 4.1 4.9 0.2 0.0 1.3 0.6 3.0 1.7: 0.8 0.0 Old : 100.0: 82.9 84.9 7.7 4.1 4.9 0.2 0.0 1.3 0.6 3.0 1.7: 0.8 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 : 47: 31 31 . . 4 . 0 . . . 4: Old : 47: 31 31 . . 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 : 35.8 70.9 53.8 79.6 31.8 59.1 45.4 64.1 Old : 35.8 70.9 53.8 79.6 31.8 59.1 45.4 64.1 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, July 28, 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 : 25,670: 25,065 22,915 395 2,240 155 0 335 25 0 0 0: 30 0 Old : 25,670: 25,065 22,915 395 2,240 155 0 335 25 0 0 0: 30 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 280: 160 255 95 50 0 0 -50 25 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 97.6 89.3 1.5 8.7 0.6 0.0 1.3 0.1 0.0 0.0 0.0: 0.1 0.0 Old : 100.0: 97.6 89.3 1.5 8.7 0.6 0.0 1.3 0.1 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: 24 11 . . . 0 . . 0 0 0: Old : 32: 24 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 : 54.5 83.2 74.6 96.2 54.5 80.8 73.6 92.6 Old : 54.5 83.2 74.6 96.2 54.5 80.8 73.6 92.6 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, July 28, 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 : 22,635: 22,030 20,065 300 2,100 125 0 135 100 0 0 0: 80 110 Old : 22,635: 22,030 20,065 300 2,100 125 0 135 100 0 0 0: 80 110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 75: 25 75 0 0 0 0 -50 50 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 97.3 88.6 1.3 9.3 0.6 0.0 0.6 0.4 0.0 0.0 0.0: 0.4 0.5 Old : 100.0: 97.3 88.6 1.3 9.3 0.6 0.0 0.6 0.4 0.0 0.0 0.0: 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 : 27: 22 9 . . . 0 . . 0 0 0: Old : 27: 22 9 . . . 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 : 57.9 85.3 76.7 98.9 57.9 83.3 76.2 92.1 Old : 57.9 85.3 76.7 98.9 57.9 83.3 76.2 92.1 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, July 28, 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 : 27,474: 25,860 21,674 75 3,310 1,110 0 920 205 100 25 0: 124 230 Old : 27,474: 25,860 21,674 75 3,310 1,110 0 920 205 100 25 0: 124 230 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 15: 15 15 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.1 78.9 0.3 12.0 4.0 0.0 3.3 0.7 0.4 0.1 0.0: 0.5 0.8 Old : 100.0: 94.1 78.9 0.3 12.0 4.0 0.0 3.3 0.7 0.4 0.1 0.0: 0.5 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 : 36: 27 23 . . . 0 . . . . 0: Old : 36: 27 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 : 53.4 48.8 67.1 69.9 49.0 44.3 58.8 58.8 Old : 53.4 48.8 67.1 69.9 49.0 44.3 58.8 58.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 Disaggregated Commitments of Traders - Futures Only, July 28, 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 : 10,630: 8,350 9,705 650 0 730 705 0 195 0 0 0: 0 0 Old : 10,630: 8,350 9,705 650 0 730 705 0 195 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 90: -210 90 300 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.6 91.3 6.1 0.0 6.9 6.6 0.0 1.8 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 78.6 91.3 6.1 0.0 6.9 6.6 0.0 1.8 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 : 20: 15 16 . 0 . . 0 . 0 0 0: Old : 20: 15 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 : 45.2 58.4 74.3 88.0 34.8 49.3 54.0 57.3 Old : 45.2 58.4 74.3 88.0 34.8 49.3 54.0 57.3 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, July 28, 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 : 12,876: 9,510 10,970 724 98 768 44 0 132 1,124 0 0: 574 908 Old : 12,876: 9,510 10,970 724 98 768 44 0 132 1,124 0 0: 574 908 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 606: -38 526 0 0 0 0 0 0 600 0 0: 44 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.9 85.2 5.6 0.8 6.0 0.3 0.0 1.0 8.7 0.0 0.0: 4.5 7.1 Old : 100.0: 73.9 85.2 5.6 0.8 6.0 0.3 0.0 1.0 8.7 0.0 0.0: 4.5 7.1 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 12 . . . . 0 . . 0 0: Old : 20: 14 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 : 59.1 72.5 83.6 87.7 41.1 50.0 53.4 53.0 Old : 59.1 72.5 83.6 87.7 41.1 50.0 53.4 53.0 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, July 28, 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 : 129,090: 112,608 65,717 578 52,604 6,309 2,575 0 2,540 4,480 1,920 0: 0 0 Old : 129,090: 112,608 65,717 578 52,604 6,309 2,575 0 2,540 4,480 1,920 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 4,260: 1,819 4,050 0 -2,360 2,570 0 0 0 0 0 0: -129 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.2 50.9 0.4 40.7 4.9 2.0 0.0 2.0 3.5 1.5 0.0: 0.0 0.0 Old : 100.0: 87.2 50.9 0.4 40.7 4.9 2.0 0.0 2.0 3.5 1.5 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 : 27: 15 14 . . . . 0 . . . 0: Old : 27: 15 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 : 63.0 76.9 81.3 88.2 34.2 45.6 46.4 50.7 Old : 63.0 76.9 81.3 88.2 34.2 45.6 46.4 50.7 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, July 28, 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 : 2,752,721: 2,449,994 1,147,297 96,543 1,182,960 206,184 0 216,280 0 0 0 0: 0 0 Old : 2,752,721: 2,449,994 1,147,297 96,543 1,182,960 206,184 0 216,280 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: July 21, 2015 : : 66,698: 66,698 121,538 0 -54,840 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.0 41.7 3.5 43.0 7.5 0.0 7.9 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 89.0 41.7 3.5 43.0 7.5 0.0 7.9 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 : 26: 18 13 . . . 0 . 0 0 0 0: Old : 26: 18 13 . . . 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 : 74.1 79.7 90.6 93.7 45.6 57.0 57.3 60.4 Old : 74.1 79.7 90.6 93.7 45.6 57.0 57.3 60.4 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, July 28, 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 : 43,249: 31,518 39,755 7,389 320 609 488 0 2,565 680 0 0: 0 0 Old : 43,249: 31,518 39,755 7,389 320 609 488 0 2,565 680 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 1,552: -84 5,436 5,520 0 -3,884 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.9 91.9 17.1 0.7 1.4 1.1 0.0 5.9 1.6 0.0 0.0: 0.0 0.0 Old : 100.0: 72.9 91.9 17.1 0.7 1.4 1.1 0.0 5.9 1.6 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 : 22: 10 13 . . . . 0 . . 0 0: Old : 22: 10 13 . . . . 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 : 66.1 73.9 90.4 92.5 63.6 70.1 76.6 80.5 Old : 66.1 73.9 90.4 92.5 63.6 70.1 76.6 80.5 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, July 28, 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 : 1,193,501: 689,654 866,464 144,337 45,029 211,448 70,520 0 70,560 6,982 0 0: 0 0 Old : 1,193,501: 689,654 866,464 144,337 45,029 211,448 70,520 0 70,560 6,982 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 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: 57.8 72.6 12.1 3.8 17.7 5.9 0.0 5.9 0.6 0.0 0.0: 0.0 0.0 Old : 100.0: 57.8 72.6 12.1 3.8 17.7 5.9 0.0 5.9 0.6 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 : 20: 12 7 . . . . 0 . . 0 0: Old : 20: 12 7 . . . . 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 : 52.7 80.6 85.5 98.0 41.4 59.5 57.9 63.9 Old : 52.7 80.6 85.5 98.0 41.4 59.5 57.9 63.9 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, July 28, 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 : 19,973: 10,905 18,115 6,300 0 600 0 480 0 1,450 0 130: 588 648 Old : 19,973: 10,905 18,115 6,300 0 600 0 480 0 1,450 0 130: 588 648 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 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: 54.6 90.7 31.5 0.0 3.0 0.0 2.4 0.0 7.3 0.0 0.7: 2.9 3.2 Old : 100.0: 54.6 90.7 31.5 0.0 3.0 0.0 2.4 0.0 7.3 0.0 0.7: 2.9 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 : 24: 11 13 . 0 . 0 . 0 . 0 .: Old : 24: 11 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 : 78.8 71.7 92.1 87.3 75.8 71.7 88.5 85.4 Old : 78.8 71.7 92.1 87.3 75.8 71.7 88.5 85.4 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, July 28, 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 : 21,707: 9,716 19,887 9,945 0 500 0 480 0 822 50 130: 594 660 Old : 21,707: 9,716 19,887 9,945 0 500 0 480 0 822 50 130: 594 660 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 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: 44.8 91.6 45.8 0.0 2.3 0.0 2.2 0.0 3.8 0.2 0.6: 2.7 3.0 Old : 100.0: 44.8 91.6 45.8 0.0 2.3 0.0 2.2 0.0 3.8 0.2 0.6: 2.7 3.0 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 : 23: 9 14 . 0 . 0 . 0 . . .: Old : 23: 9 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 : 85.2 66.9 95.7 86.6 82.1 66.9 89.7 85.3 Old : 85.2 66.9 95.7 86.6 82.1 66.9 89.7 85.3 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, July 28, 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 : 31,588: 27,195 22,634 0 6,395 74 950 0 0 2,448 2,070 375: 546 40 Old : 31,588: 27,195 22,634 0 6,395 74 950 0 0 2,448 2,070 375: 546 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 1,180: 1,200 165 0 435 -20 0 0 0 0 600 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 71.7 0.0 20.2 0.2 3.0 0.0 0.0 7.7 6.6 1.2: 1.7 0.1 Old : 100.0: 86.1 71.7 0.0 20.2 0.2 3.0 0.0 0.0 7.7 6.6 1.2: 1.7 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 : 35: 22 20 0 . . . 0 0 . . .: Old : 35: 22 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 : 64.6 46.5 80.2 73.7 54.6 44.2 69.5 65.6 Old : 64.6 46.5 80.2 73.7 54.6 44.2 69.5 65.6 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, July 28, 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 : 24,071: 19,461 18,451 0 3,744 1,598 540 0 0 2,099 0 60: 313 218 Old : 24,071: 19,461 18,451 0 3,744 1,598 540 0 0 2,099 0 60: 313 218 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 104: 55 955 0 -885 34 0 0 0 15 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.8 76.7 0.0 15.6 6.6 2.2 0.0 0.0 8.7 0.0 0.2: 1.3 0.9 Old : 100.0: 80.8 76.7 0.0 15.6 6.6 2.2 0.0 0.0 8.7 0.0 0.2: 1.3 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 : 29: 17 20 0 . . . 0 0 . 0 .: Old : 29: 17 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 : 47.1 56.0 74.0 78.8 31.4 38.6 50.3 54.0 Old : 47.1 56.0 74.0 78.8 31.4 38.6 50.3 54.0 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, July 28, 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 : 28,536: 26,127 15,585 1,681 12,624 32 51 40 200 250 0 0: 195 55 Old : 28,536: 26,127 15,585 1,681 12,624 32 51 40 200 250 0 0: 195 55 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 2,149: 2,182 1,249 2 950 -50 0 0 0 0 0 0: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.6 54.6 5.9 44.2 0.1 0.2 0.1 0.7 0.9 0.0 0.0: 0.7 0.2 Old : 100.0: 91.6 54.6 5.9 44.2 0.1 0.2 0.1 0.7 0.9 0.0 0.0: 0.7 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 : 38: 24 25 . . . . . . . 0 0: Old : 38: 24 25 . . . . . . . 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 : 58.0 71.9 76.9 88.1 57.5 71.8 74.8 86.8 Old : 58.0 71.9 76.9 88.1 57.5 71.8 74.8 86.8 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, July 28, 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 : 24,035: 23,140 15,129 0 8,206 160 600 540 0 0 0 0: 135 0 Old : 24,035: 23,140 15,129 0 8,206 160 600 540 0 0 0 0: 135 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 420: 436 1 0 450 -31 0 0 0 0 0 0: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.3 62.9 0.0 34.1 0.7 2.5 2.2 0.0 0.0 0.0 0.0: 0.6 0.0 Old : 100.0: 96.3 62.9 0.0 34.1 0.7 2.5 2.2 0.0 0.0 0.0 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 21 0 . . . . 0 0 0 0: Old : 34: 22 21 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 : 64.8 60.2 81.5 79.5 62.4 58.4 75.2 77.0 Old : 64.8 60.2 81.5 79.5 62.4 58.4 75.2 77.0 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, July 28, 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 : 16,969: 13,125 14,714 3,521 1,195 200 0 860 0 0 0 0: 123 0 Old : 16,969: 13,125 14,714 3,521 1,195 200 0 860 0 0 0 0: 123 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 212: -20 295 255 0 -83 0 0 0 0 0 0: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.3 86.7 20.7 7.0 1.2 0.0 5.1 0.0 0.0 0.0 0.0: 0.7 0.0 Old : 100.0: 77.3 86.7 20.7 7.0 1.2 0.0 5.1 0.0 0.0 0.0 0.0: 0.7 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: 13 12 . . . 0 . 0 0 0 0: Old : 24: 13 12 . . . 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 : 58.4 57.6 86.4 83.3 58.0 46.5 79.0 70.9 Old : 58.4 57.6 86.4 83.3 58.0 46.5 79.0 70.9 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, July 28, 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 : 10,492: 6,129 9,877 3,493 305 0 0 0 0 0 0 0: 870 310 Old : 10,492: 6,129 9,877 3,493 305 0 0 0 0 0 0 0: 870 310 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 155: 70 155 25 0 0 0 0 0 0 0 0: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 94.1 33.3 2.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 8.3 3.0 Old : 100.0: 58.4 94.1 33.3 2.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 8.3 3.0 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: 11 10 . . 0 0 0 0 0 0 0: Old : 20: 11 10 . . 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 : 54.7 80.7 81.3 93.6 54.5 78.9 81.1 90.7 Old : 54.7 80.7 81.3 93.6 54.5 78.9 81.1 90.7 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, July 28, 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 : 33,097: 30,153 26,207 1,225 2,735 1,295 0 1,815 260 25 600 0: 139 185 Old : 33,097: 30,153 26,207 1,225 2,735 1,295 0 1,815 260 25 600 0: 139 185 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 40: 0 40 0 -25 25 0 0 0 0 0 0: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.1 79.2 3.7 8.3 3.9 0.0 5.5 0.8 0.1 1.8 0.0: 0.4 0.6 Old : 100.0: 91.1 79.2 3.7 8.3 3.9 0.0 5.5 0.8 0.1 1.8 0.0: 0.4 0.6 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 : 36: 26 21 . . . 0 . . . . 0: Old : 36: 26 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 : 51.8 49.3 68.0 73.6 50.0 45.2 65.4 67.4 Old : 51.8 49.3 68.0 73.6 50.0 45.2 65.4 67.4 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, July 28, 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 : 11,812: 9,665 8,827 0 2,925 0 975 0 0 1,052 0 0: 120 60 Old : 11,812: 9,665 8,827 0 2,925 0 975 0 0 1,052 0 0: 120 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 620: 620 320 0 300 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.8 74.7 0.0 24.8 0.0 8.3 0.0 0.0 8.9 0.0 0.0: 1.0 0.5 Old : 100.0: 81.8 74.7 0.0 24.8 0.0 8.3 0.0 0.0 8.9 0.0 0.0: 1.0 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: 17 18 0 . 0 . 0 0 . 0 0: Old : 28: 17 18 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 : 43.0 72.3 71.7 86.3 42.8 66.2 67.4 75.5 Old : 43.0 72.3 71.7 86.3 42.8 66.2 67.4 75.5 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, July 28, 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 : 13,469: 10,344 9,907 540 3,312 0 480 0 150 1,635 100 0: 320 0 Old : 13,469: 10,344 9,907 540 3,312 0 480 0 150 1,635 100 0: 320 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 530: 400 230 0 300 0 0 0 0 0 0 0: 130 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.8 73.6 4.0 24.6 0.0 3.6 0.0 1.1 12.1 0.7 0.0: 2.4 0.0 Old : 100.0: 76.8 73.6 4.0 24.6 0.0 3.6 0.0 1.1 12.1 0.7 0.0: 2.4 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 : 31: 22 18 . . 0 . 0 . . . 0: Old : 31: 22 18 . . 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 : 40.3 71.7 64.6 86.5 39.9 65.1 62.9 76.8 Old : 40.3 71.7 64.6 86.5 39.9 65.1 62.9 76.8 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, July 28, 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 : 59,935: 54,291 50,881 0 3,195 3,465 405 205 515 0 0 0: 1,259 1,674 Old : 59,935: 54,291 50,881 0 3,195 3,465 405 205 515 0 0 0: 1,259 1,674 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 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: 90.6 84.9 0.0 5.3 5.8 0.7 0.3 0.9 0.0 0.0 0.0: 2.1 2.8 Old : 100.0: 90.6 84.9 0.0 5.3 5.8 0.7 0.3 0.9 0.0 0.0 0.0: 2.1 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 : 27: 14 20 0 . . . . . 0 0 0: Old : 27: 14 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 : 83.9 69.9 91.7 84.2 75.7 63.7 80.2 76.0 Old : 83.9 69.9 91.7 84.2 75.7 63.7 80.2 76.0 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, July 28, 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 : 54,607: 49,932 44,148 0 5,065 2,645 405 205 515 0 0 0: 1,110 2,029 Old : 54,607: 49,932 44,148 0 5,065 2,645 405 205 515 0 0 0: 1,110 2,029 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 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: 91.4 80.8 0.0 9.3 4.8 0.7 0.4 0.9 0.0 0.0 0.0: 2.0 3.7 Old : 100.0: 91.4 80.8 0.0 9.3 4.8 0.7 0.4 0.9 0.0 0.0 0.0: 2.0 3.7 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 : 24: 14 17 0 . . . . . 0 0 0: Old : 24: 14 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 : 85.6 73.0 92.4 87.8 77.4 67.3 80.9 78.1 Old : 85.6 73.0 92.4 87.8 77.4 67.3 80.9 78.1 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, July 28, 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 : 10,886: 9,750 9,110 550 0 0 0 950 0 0 325 296: 290 205 Old : 10,886: 9,750 9,110 550 0 0 0 950 0 0 325 296: 290 205 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : -15: -15 -15 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.6 83.7 5.1 0.0 0.0 0.0 8.7 0.0 0.0 3.0 2.7: 2.7 1.9 Old : 100.0: 89.6 83.7 5.1 0.0 0.0 0.0 8.7 0.0 0.0 3.0 2.7: 2.7 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 : 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 : 72.9 66.9 89.4 92.2 67.1 66.9 83.2 84.6 Old : 72.9 66.9 89.4 92.2 67.1 66.9 83.2 84.6 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, July 28, 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 : 24,395: 24,245 18,015 0 1,200 0 0 5,090 0 0 0 0: 150 90 Old : 24,395: 24,245 18,015 0 1,200 0 0 5,090 0 0 0 0: 150 90 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 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: 99.4 73.8 0.0 4.9 0.0 0.0 20.9 0.0 0.0 0.0 0.0: 0.6 0.4 Old : 100.0: 99.4 73.8 0.0 4.9 0.0 0.0 20.9 0.0 0.0 0.0 0.0: 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 : 22: 14 12 0 . 0 0 . 0 0 0 0: Old : 22: 14 12 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 : 71.7 88.5 89.9 97.5 71.3 88.5 89.5 93.6 Old : 71.7 88.5 89.9 97.5 71.3 88.5 89.5 93.6 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, July 28, 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 : 72,573: 55,323 68,441 4,125 860 50 8,795 215 20 1,425 0 296: 2,539 2,691 Old : 72,573: 55,323 68,441 4,125 860 50 8,795 215 20 1,425 0 296: 2,539 2,691 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 545: 595 545 0 0 0 -50 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 94.3 5.7 1.2 0.1 12.1 0.3 0.0 2.0 0.0 0.4: 3.5 3.7 Old : 100.0: 76.2 94.3 5.7 1.2 0.1 12.1 0.3 0.0 2.0 0.0 0.4: 3.5 3.7 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 : 37: 21 23 . . . . . . . 0 .: Old : 37: 21 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 : 67.9 59.2 87.2 82.7 67.6 59.2 86.5 82.7 Old : 67.9 59.2 87.2 82.7 67.6 59.2 86.5 82.7 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, July 28, 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 : 67,870: 50,898 64,343 2,725 740 820 7,285 0 0 4,510 0 0: 1,632 1,967 Old : 67,870: 50,898 64,343 2,725 740 820 7,285 0 0 4,510 0 0: 1,632 1,967 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 2015 : : 280: 330 280 0 0 0 -50 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.0 94.8 4.0 1.1 1.2 10.7 0.0 0.0 6.6 0.0 0.0: 2.4 2.9 Old : 100.0: 75.0 94.8 4.0 1.1 1.2 10.7 0.0 0.0 6.6 0.0 0.0: 2.4 2.9 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 : 34: 19 20 . . . . 0 0 . 0 0: Old : 34: 19 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 : 64.7 60.3 83.8 82.1 64.2 60.3 81.7 81.8 Old : 64.7 60.3 83.8 82.1 64.2 60.3 81.7 81.8 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, July 28, 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 : 25,602: 22,225 19,175 0 990 420 0 4,050 250 1,750 0 0: 957 717 Old : 25,602: 22,225 19,175 0 990 420 0 4,050 250 1,750 0 0: 957 717 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 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: 86.8 74.9 0.0 3.9 1.6 0.0 15.8 1.0 6.8 0.0 0.0: 3.7 2.8 Old : 100.0: 86.8 74.9 0.0 3.9 1.6 0.0 15.8 1.0 6.8 0.0 0.0: 3.7 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 : 25: 18 16 0 . . 0 . . . 0 0: Old : 25: 18 16 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 : 52.7 62.2 80.0 83.3 44.1 54.7 56.0 61.6 Old : 52.7 62.2 80.0 83.3 44.1 54.7 56.0 61.6 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, July 28, 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 : 22,035: 20,855 20,095 0 510 90 0 600 600 350 0 0: 140 140 Old : 22,035: 20,855 20,095 0 510 90 0 600 600 350 0 0: 140 140 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 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: 94.6 91.2 0.0 2.3 0.4 0.0 2.7 2.7 1.6 0.0 0.0: 0.6 0.6 Old : 100.0: 94.6 91.2 0.0 2.3 0.4 0.0 2.7 2.7 1.6 0.0 0.0: 0.6 0.6 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 : 26: 20 14 0 . . 0 . . . 0 0: Old : 26: 20 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 : 53.8 61.7 75.5 83.1 41.8 45.0 54.9 57.6 Old : 53.8 61.7 75.5 83.1 41.8 45.0 54.9 57.6 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, July 28, 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 : 28,039: 21,650 19,140 0 2,540 2,295 2,075 1,200 250 580 1,650 69: 1,120 895 Old : 28,039: 21,650 19,140 0 2,540 2,295 2,075 1,200 250 580 1,650 69: 1,120 895 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 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: 77.2 68.3 0.0 9.1 8.2 7.4 4.3 0.9 2.1 5.9 0.2: 4.0 3.2 Old : 100.0: 77.2 68.3 0.0 9.1 8.2 7.4 4.3 0.9 2.1 5.9 0.2: 4.0 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 : 29: 15 20 0 . . . . . . . .: Old : 29: 15 20 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 : 56.1 40.9 79.3 64.6 51.3 29.2 55.5 44.3 Old : 56.1 40.9 79.3 64.6 51.3 29.2 55.5 44.3 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, July 28, 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 : 22,735: 18,975 15,855 0 3,185 1,425 200 600 650 45 0 280: 1,160 740 Old : 22,735: 18,975 15,855 0 3,185 1,425 200 600 650 45 0 280: 1,160 740 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 21, 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: 83.5 69.7 0.0 14.0 6.3 0.9 2.6 2.9 0.2 0.0 1.2: 5.1 3.3 Old : 100.0: 83.5 69.7 0.0 14.0 6.3 0.9 2.6 2.9 0.2 0.0 1.2: 5.1 3.3 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: 13 15 0 . . . . . . 0 .: Old : 23: 13 15 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 : 58.0 47.5 78.8 68.4 43.5 32.3 47.3 45.0 Old : 58.0 47.5 78.8 68.4 43.5 32.3 47.3 45.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2015