Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 111,674 : : Positions : : 28,277 33,087 830 12,283 1,944 14,300 6,173 4,757 45,405 37,226 15,276 : : : : Changes from: March 17, 2015 : : 1,880 916 0 1,166 -84 628 -221 609 997 1,504 -67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 29.6 0.7 11.0 1.7 12.8 5.5 4.3 40.7 33.3 13.7 : : : : Number of Traders in Each Category Total Traders: 57 : : 16 15 . . . . 4 . 14 16 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 31,159 : : Positions : : 7,290 9,850 1,146 1,795 489 6,364 210 580 13,086 16,136 1,369 : : : : Changes from: March 17, 2015 : : -50 390 -125 0 125 -210 30 35 833 -82 -214 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 31.6 3.7 5.8 1.6 20.4 0.7 1.9 42.0 51.8 4.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 9 11 . . . . . . 14 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 133,837 : : Positions : : 93,734 102,276 2,847 561 9,895 8,399 4,450 3,207 8,568 6,274 6,484 : : : : Changes from: March 17, 2015 : : 1,016 1,026 161 -527 523 17 148 1 368 952 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 76.4 2.1 0.4 7.4 6.3 3.3 2.4 6.4 4.7 4.8 : : : : Number of Traders in Each Category Total Traders: 72 : : 40 46 . . 4 5 . 5 6 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 41,737 : : Positions : : 32,107 35,868 3,609 0 3,637 257 1 1,948 0 104 179 : : : : Changes from: March 17, 2015 : : 254 97 -78 0 26 -78 1 -27 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 85.9 8.6 0.0 8.7 0.6 0.0 4.7 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 22 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 393,358 : : Positions : : 324,868 333,918 0 8,828 21,594 24,011 9,671 18,693 3,538 0 654 : : : : Changes from: March 17, 2015 : : -1,925 -6,747 0 5,126 -3,543 0 -304 608 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 84.9 0.0 2.2 5.5 6.1 2.5 4.8 0.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 21 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,543,686 : : Positions : :1,262,097 1,365,802 134,351 31,331 81,653 9,440 2,376 13,614 15,244 21,623 27,287 : : : : Changes from: March 17, 2015 : : 39,820 14,596 -27,904 0 16,790 736 -56 -368 1,104 -784 408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 88.5 8.7 2.0 5.3 0.6 0.2 0.9 1.0 1.4 1.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 35 36 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 49,465 : : Positions : : 43,012 34,524 0 6,001 999 0 1,777 5,008 137 847 303 : : : : Changes from: March 17, 2015 : : -106 -772 0 563 -539 -76 27 51 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 69.8 0.0 12.1 2.0 0.0 3.6 10.1 0.3 1.7 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 17 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 322,757 : : Positions : : 231,024 282,437 49,190 0 3,240 1,990 4,494 30,153 5,639 912 1,520 : : : : Changes from: March 17, 2015 : : 5,512 3,344 0 0 0 0 0 0 -1,560 608 1,216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 87.5 15.2 0.0 1.0 0.6 1.4 9.3 1.7 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 592,825 : : Positions : : 517,575 492,952 14,048 26,632 35,483 10,475 0 14,485 0 22,514 759 : : : : Changes from: March 17, 2015 : : 200 5,952 0 -5,808 736 0 0 0 0 56 368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 83.2 2.4 4.5 6.0 1.8 0.0 2.4 0.0 3.8 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 21 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 48,509 : : Positions : : 40,311 40,618 1,326 812 721 2,183 341 1,963 377 2,854 1,006 : : : : Changes from: March 17, 2015 : : 448 318 110 0 0 0 24 0 -368 -88 304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 83.7 2.7 1.7 1.5 4.5 0.7 4.0 0.8 5.9 2.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 54,980 : : Positions : : 44,516 53,890 9,215 0 345 0 245 100 0 100 0 : : : : Changes from: March 17, 2015 : : 865 215 -600 0 65 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 98.0 16.8 0.0 0.6 0.0 0.4 0.2 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 27 21 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 68,695 : : Positions : : 56,553 68,291 11,550 0 20 90 0 230 0 150 0 : : : : Changes from: March 17, 2015 : : 1,015 665 -600 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 99.4 16.8 0.0 0.0 0.1 0.0 0.3 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 29 23 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 18,285 : : Positions : : 15,985 15,740 0 1,410 1,050 1,190 0 10 0 75 0 : : : : Changes from: March 17, 2015 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 86.1 0.0 7.7 5.7 6.5 0.0 0.1 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 15 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 264,936 : : Positions : : 180,568 254,392 74,528 0 0 0 3,096 7,080 2,760 368 0 : : : : Changes from: March 17, 2015 : : -2,808 -848 2,328 0 -784 0 0 0 0 368 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 96.0 28.1 0.0 0.0 0.0 1.2 2.7 1.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 20 . 0 0 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 8,383 : : Positions : : 5,231 7,009 0 463 178 40 22 88 2,584 168 198 : : : : Changes from: March 17, 2015 : : 88 196 0 -237 0 40 0 0 0 -88 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 83.6 0.0 5.5 2.1 0.5 0.3 1.0 30.8 2.0 2.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 20,965 : : Positions : : 18,005 17,620 0 820 1,760 960 0 240 0 525 0 : : : : Changes from: March 17, 2015 : : 375 975 0 -600 570 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 84.0 0.0 3.9 8.4 4.6 0.0 1.1 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 21 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 14,015 : : Positions : : 12,485 10,570 50 1,355 1,020 0 840 230 0 0 0 : : : : Changes from: March 17, 2015 : : -550 350 0 -900 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 75.4 0.4 9.7 7.3 0.0 6.0 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 16,699 : : Positions : : 13,649 11,615 0 1,921 1,404 636 0 307 0 18 22 : : : : Changes from: March 17, 2015 : : 192 52 0 119 19 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 69.6 0.0 11.5 8.4 3.8 0.0 1.8 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 26 22 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 52,569 : : Positions : : 48,254 36,898 688 1,315 2,098 0 5,603 1,065 0 5,390 0 : : : : Changes from: March 17, 2015 : : 1,021 1,002 -212 -53 282 0 0 0 0 -135 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 70.2 1.3 2.5 4.0 0.0 10.7 2.0 0.0 10.3 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 30 30 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 59,776 : : Positions : : 56,514 40,938 676 5,413 987 0 6,381 1,232 0 4,715 105 : : : : Changes from: March 17, 2015 : : 1,351 1,445 0 -298 255 0 0 0 0 209 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 68.5 1.1 9.1 1.7 0.0 10.7 2.1 0.0 7.9 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 34 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 47,580 : : Positions : : 43,900 45,405 1,670 1,010 1,075 500 0 0 0 0 0 : : : : Changes from: March 17, 2015 : : 1,055 550 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 95.4 3.5 2.1 2.3 1.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 47,910 : : Positions : : 46,120 45,175 710 1,755 980 0 0 0 0 0 0 : : : : Changes from: March 17, 2015 : : 1,190 590 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 94.3 1.5 3.7 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 28 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 393,720 : : Positions : : 288,243 344,018 10,076 22,314 5,048 29,326 0 22,340 38,687 0 0 : : : : Changes from: March 17, 2015 : : 3,968 -3,330 0 2,418 -770 0 0 0 -4,880 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 87.4 2.6 5.7 1.3 7.4 0.0 5.7 9.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 28 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 24,645 : : Positions : : 16,470 21,685 1,418 419 857 3,082 190 708 1,871 123 44 : : : : Changes from: March 17, 2015 : : 552 323 -332 45 166 0 22 0 63 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 88.0 5.8 1.7 3.5 12.5 0.8 2.9 7.6 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 28 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 13,806 : : Positions : : 10,003 11,801 1,866 0 130 128 358 772 905 743 0 : : : : Changes from: March 17, 2015 : : 437 1,054 694 0 -129 51 0 0 -52 76 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 85.5 13.5 0.0 0.9 0.9 2.6 5.6 6.6 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 178,786 : : Positions : : 102,872 160,495 35,865 0 7,712 13,494 0 10,568 8,264 0 0 : : : : Changes from: March 17, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 89.8 20.1 0.0 4.3 7.5 0.0 5.9 4.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 540,240 : : Positions : : 457,565 501,529 51,297 0 16,880 0 7,333 14,498 0 0 0 : : : : Changes from: March 17, 2015 : : 10,979 14,115 3,136 0 -3,136 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 92.8 9.5 0.0 3.1 0.0 1.4 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 45,560 : : Positions : : 32,972 41,540 2,644 716 193 3,694 0 1,824 2,812 0 990 : : : : Changes from: March 17, 2015 : : 887 767 238 0 -150 0 0 0 -358 0 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 91.2 5.8 1.6 0.4 8.1 0.0 4.0 6.2 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 20 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 16,841 : : Positions : : 10,755 12,818 167 836 1,161 1,017 0 41 2,438 0 682 : : : : Changes from: March 17, 2015 : : 484 125 86 -86 44 -22 0 0 -533 0 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 76.1 1.0 5.0 6.9 6.0 0.0 0.2 14.5 0.0 4.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 18 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 225,676 : : Positions : : 150,002 220,182 20,330 0 5,494 368 0 0 48,700 0 0 : : : : Changes from: March 17, 2015 : : -889 1,016 801 0 3,896 0 0 0 1,104 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 97.6 9.0 0.0 2.4 0.2 0.0 0.0 21.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 13,631 : : Positions : : 8,430 10,960 2,424 121 1,048 1,205 0 264 0 167 0 : : : : Changes from: March 17, 2015 : : 701 891 464 22 -44 0 0 0 0 41 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 80.4 17.8 0.9 7.7 8.8 0.0 1.9 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 113,447 : : Positions : : 87,371 101,424 9,711 6,106 5,526 10,448 0 391 0 0 0 : : : : Changes from: March 17, 2015 : : -2,016 -4,270 -1,567 687 2,025 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 89.4 8.6 5.4 4.9 9.2 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 23,563 : : Positions : : 12,616 17,844 4,670 0 4,406 558 0 1,313 0 0 0 : : : : Changes from: March 17, 2015 : : 205 513 308 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 75.7 19.8 0.0 18.7 2.4 0.0 5.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 12 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 30,295 : : Positions : : 27,755 14,170 2,195 15,105 0 0 900 0 0 0 0 : : : : Changes from: March 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 46.8 7.2 49.9 0.0 0.0 3.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 13 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CV Open Interest is 27,035 : : Positions : : 25,190 10,620 1,500 15,155 0 0 900 0 0 0 0 : : : : Changes from: March 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 39.3 5.5 56.1 0.0 0.0 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 26,541 : : Positions : : 26,331 20,771 0 5,720 0 0 0 0 0 0 0 : : : : Changes from: March 17, 2015 : : 500 500 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 78.3 0.0 21.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 9 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 18,979 : : Positions : : 18,769 14,959 0 4,020 0 0 0 0 0 0 0 : : : : Changes from: March 17, 2015 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 78.8 0.0 21.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 8 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 15,050 : : Positions : : 13,815 13,510 0 1,115 315 0 50 0 0 0 0 : : : : Changes from: March 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 89.8 0.0 7.4 2.1 0.0 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 13,915 : : Positions : : 12,955 13,855 225 0 0 0 0 0 0 0 0 : : : : Changes from: March 17, 2015 : : 40 40 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 99.6 1.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 18 6 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 14,747 : : Positions : : 13,855 14,747 285 0 0 0 0 0 0 0 0 : : : : Changes from: March 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 100.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 21 8 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 112,949 : : Positions : : 95,942 111,316 13,474 0 1,238 1,215 55 340 600 0 0 : : : : Changes from: March 17, 2015 : : 2,996 2,946 -45 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 98.6 11.9 0.0 1.1 1.1 0.0 0.3 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 33 31 4 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 139,746 : : Positions : : 120,655 138,151 14,661 0 1,125 2,170 0 470 650 0 0 : : : : Changes from: March 17, 2015 : : 3,015 2,995 -20 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 98.9 10.5 0.0 0.8 1.6 0.0 0.3 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 37 37 4 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 153,407 : : Positions : : 121,386 116,844 0 17,261 6,194 3,675 781 1,435 15,615 6,001 4,783 : : : : Changes from: March 17, 2015 : : 787 1,696 -104 -864 679 0 -125 -5 -25 -50 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 76.2 0.0 11.3 4.0 2.4 0.5 0.9 10.2 3.9 3.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 42 37 0 4 4 . . . 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 100,943 : : Positions : : 86,019 87,296 4,101 2,081 6,374 413 0 1,422 765 2,100 1,655 : : : : Changes from: March 17, 2015 : : -580 -1,204 -330 328 220 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 86.5 4.1 2.1 6.3 0.4 0.0 1.4 0.8 2.1 1.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 35 30 . . 4 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 25,365 : : Positions : : 24,070 22,210 360 1,930 280 295 815 0 0 0 0 : : : : Changes from: March 17, 2015 : : 680 680 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 87.6 1.4 7.6 1.1 1.2 3.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 11 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 23,650 : : Positions : : 22,066 21,100 330 1,880 235 684 315 0 0 0 0 : : : : Changes from: March 17, 2015 : : 935 935 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 89.2 1.4 7.9 1.0 2.9 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 9 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 20,920 : : Positions : : 18,040 15,355 440 1,720 1,835 0 925 300 0 25 0 : : : : Changes from: March 17, 2015 : : 565 625 0 300 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 73.4 2.1 8.2 8.8 0.0 4.4 1.4 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 19 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 16,503 : : Positions : : 13,154 14,882 950 158 773 140 0 132 730 0 86 : : : : Changes from: March 17, 2015 : : -120 0 120 0 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 90.2 5.8 1.0 4.7 0.8 0.0 0.8 4.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,326,001 : : Positions : : 391,580 1,304,115 912,535 0 21,886 0 0 0 0 0 0 : : : : Changes from: March 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 98.3 68.8 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 134,984 : : Positions : : 124,708 72,103 750 54,440 3,551 3,435 0 2,540 0 2,350 0 : : : : Changes from: March 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 53.4 0.6 40.3 2.6 2.5 0.0 1.9 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 2,881,996 : : Positions : :2,503,307 1,149,020 144,624 1,220,591 234,065 0 278,320 0 0 0 0 : : : : Changes from: March 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 39.9 5.0 42.4 8.1 0.0 9.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 51,604 : : Positions : : 40,993 42,549 1,523 640 4,839 58 0 3,425 766 0 0 : : : : Changes from: March 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 82.5 3.0 1.2 9.4 0.1 0.0 6.6 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,388,995 : : Positions : : 820,821 879,394 140,341 215,271 216,180 132,560 0 70,560 8,533 7,590 0 : : : : Changes from: March 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 63.3 10.1 15.5 15.6 9.5 0.0 5.1 0.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 20,964 : : Positions : : 12,640 18,294 4,750 0 1,350 0 600 0 1,549 0 0 : : : : Changes from: March 17, 2015 : : -150 0 150 0 -150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 87.3 22.7 0.0 6.4 0.0 2.9 0.0 7.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 18,140 : : Positions : : 10,501 15,815 4,520 0 1,125 0 600 0 1,520 0 0 : : : : Changes from: March 17, 2015 : : -35 115 150 0 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 87.2 24.9 0.0 6.2 0.0 3.3 0.0 8.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 15 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 32,469 : : Positions : : 28,463 26,416 0 2,330 250 1,350 0 0 1,203 2,770 703 : : : : Changes from: March 17, 2015 : : 905 950 0 -5 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 81.4 0.0 7.2 0.8 4.2 0.0 0.0 3.7 8.5 2.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 20,870 : : Positions : : 14,392 17,163 1,300 3,090 345 700 0 0 3,215 0 0 : : : : Changes from: March 17, 2015 : : 60 40 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 82.2 6.2 14.8 1.7 3.4 0.0 0.0 15.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 26,226 : : Positions : : 24,156 18,386 814 7,265 0 56 310 230 310 0 0 : : : : Changes from: March 17, 2015 : : 1,158 823 -20 355 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 70.1 3.1 27.7 0.0 0.2 1.2 0.9 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 26 22 . . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 23,116 : : Positions : : 22,145 15,720 0 6,398 145 567 700 143 0 0 0 : : : : Changes from: March 17, 2015 : : -76 -201 0 125 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 68.0 0.0 27.7 0.6 2.5 3.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 21 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 15,469 : : Positions : : 12,865 13,174 1,790 795 430 0 1,070 0 0 0 0 : : : : Changes from: March 17, 2015 : : 20 320 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 85.2 11.6 5.1 2.8 0.0 6.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 26,145 : : Positions : : 22,610 18,655 1,335 2,720 1,760 0 1,910 290 25 600 0 : : : : Changes from: March 17, 2015 : : 75 35 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 71.4 5.1 10.4 6.7 0.0 7.3 1.1 0.1 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 22 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 8,985 : : Positions : : 7,230 6,485 175 2,400 65 975 0 0 0 0 0 : : : : Changes from: March 17, 2015 : : 240 645 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 72.2 1.9 26.7 0.7 10.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 10,710 : : Positions : : 8,175 7,930 710 2,240 0 430 0 300 0 125 0 : : : : Changes from: March 17, 2015 : : -50 370 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 74.0 6.6 20.9 0.0 4.0 0.0 2.8 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 14 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 61,076 : : Positions : : 55,261 53,257 0 2,310 3,095 370 0 155 0 0 0 : : : : Changes from: March 17, 2015 : : 15 15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 87.2 0.0 3.8 5.1 0.6 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 21 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 55,772 : : Positions : : 51,407 46,266 0 4,660 1,870 370 0 155 0 0 0 : : : : Changes from: March 17, 2015 : : 15 5 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 83.0 0.0 8.4 3.4 0.7 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 17 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 12,465 : : Positions : : 9,660 12,345 1,130 0 0 600 0 0 600 0 0 : : : : Changes from: March 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 99.0 9.1 0.0 0.0 4.8 0.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 11,958 : : Positions : : 10,640 10,085 300 0 300 0 525 0 0 485 323 : : : : Changes from: March 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 84.3 2.5 0.0 2.5 0.0 4.4 0.0 0.0 4.1 2.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 11,715 : : Positions : : 10,720 8,160 525 0 75 0 1,275 0 0 1,995 0 : : : : Changes from: March 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 69.7 4.5 0.0 0.6 0.0 10.9 0.0 0.0 17.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 8 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 28,626 : : Positions : : 27,911 21,611 0 1,200 0 350 5,500 190 0 0 0 : : : : Changes from: March 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 75.5 0.0 4.2 0.0 1.2 19.2 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 12 0 . 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 27,085 : : Positions : : 26,870 20,660 0 1,200 0 50 5,100 0 0 0 0 : : : : Changes from: March 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 76.3 0.0 4.4 0.0 0.2 18.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 8 0 . 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 71,934 : : Positions : : 51,433 66,115 4,715 615 380 11,155 580 265 17 0 784 : : : : Changes from: March 17, 2015 : : -50 -100 0 0 0 -50 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 91.9 6.6 0.9 0.5 15.5 0.8 0.4 0.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 66,123 : : Positions : : 43,548 63,368 4,715 565 290 11,550 230 0 4,341 0 0 : : : : Changes from: March 17, 2015 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 95.8 7.1 0.9 0.4 17.5 0.3 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 23 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 29,155 : : Positions : : 23,680 21,450 0 1,480 420 600 4,625 0 2,650 0 0 : : : : Changes from: March 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 73.6 0.0 5.1 1.4 2.1 15.9 0.0 9.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 24,825 : : Positions : : 22,655 23,075 0 950 0 200 0 600 800 0 0 : : : : Changes from: March 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 93.0 0.0 3.8 0.0 0.8 0.0 2.4 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 14 0 . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 27,019 : : Positions : : 17,835 16,190 0 1,765 3,485 2,700 1,800 0 1,610 2,750 9 : : : : Changes from: March 17, 2015 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 59.9 0.0 6.5 12.9 10.0 6.7 0.0 6.0 10.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 24, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 21,165 : : Positions : : 16,905 14,330 400 2,000 1,725 100 1,200 500 0 250 210 : : : : Changes from: March 17, 2015 : : 150 50 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 67.7 1.9 9.4 8.2 0.5 5.7 2.4 0.0 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 27, 2015