Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 123,875 : : Positions : : 32,509 34,222 677 15,119 1,678 28,520 7,929 4,323 39,585 43,539 15,528 : : : : Changes from: May 12, 2015 : : 1,086 1,720 0 -311 1,095 1,919 135 10 -312 1,209 -627 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 27.6 0.5 12.2 1.4 23.0 6.4 3.5 32.0 35.1 12.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 16 16 . . . . . . 13 14 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 33,808 : : Positions : : 8,260 10,855 900 2,405 450 5,403 2,145 1,077 15,244 14,627 1,654 : : : : Changes from: May 12, 2015 : : -20 280 0 -225 120 0 665 -120 580 -135 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 32.1 2.7 7.1 1.3 16.0 6.3 3.2 45.1 43.3 4.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 11 . . . . . . 11 12 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 145,644 : : Positions : : 103,768 109,265 3,188 3,443 9,800 8,011 4,105 2,904 6,675 5,252 10,489 : : : : Changes from: May 12, 2015 : : 3,801 2,579 67 11 -341 -75 -43 -66 -772 561 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 75.0 2.2 2.4 6.7 5.5 2.8 2.0 4.6 3.6 7.2 : : : : Number of Traders in Each Category Total Traders: 73 : : 41 46 . . 4 . 4 . 7 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 42,821 : : Positions : : 33,898 36,206 2,981 0 3,467 537 280 1,507 26 956 405 : : : : Changes from: May 12, 2015 : : 901 -285 -902 0 490 -78 26 0 0 204 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 84.6 7.0 0.0 8.1 1.3 0.7 3.5 0.1 2.2 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 23 . 0 . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 414,040 : : Positions : : 352,601 355,457 0 13,710 17,401 28,982 3,584 15,056 0 8,832 0 : : : : Changes from: May 12, 2015 : : 8,353 4,081 0 304 0 1,848 0 -1,848 0 5,816 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 85.9 0.0 3.3 4.2 7.0 0.9 3.6 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 0 . . . . . 0 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 1,741,804 : : Positions : :1,464,299 1,503,367 100,937 95,281 85,652 10,375 2,376 12,441 39,911 14,498 28,189 : : : : Changes from: May 12, 2015 : : 26,325 28,696 -3,912 4,320 776 -415 0 -392 7,098 -3,920 3,528 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 86.3 5.8 5.5 4.9 0.6 0.1 0.7 2.3 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 34 39 . . . . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 56,884 : : Positions : : 50,288 41,309 0 7,952 769 180 2,220 3,995 1,447 434 205 : : : : Changes from: May 12, 2015 : : -258 -361 0 77 0 -78 -77 0 1 26 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 72.6 0.0 14.0 1.4 0.3 3.9 7.0 2.5 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 22 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 377,778 : : Positions : : 288,073 345,599 56,528 0 2,552 0 1,482 27,113 3,512 1,032 0 : : : : Changes from: May 12, 2015 : : 19,674 20,257 -1 0 0 0 0 0 584 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 91.5 15.0 0.0 0.7 0.0 0.4 7.2 0.9 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 545,430 : : Positions : : 472,618 484,904 11,745 5,889 32,467 13,879 0 11,081 2,503 9,952 1,137 : : : : Changes from: May 12, 2015 : : 14,084 32,394 1,492 -14,834 -1,492 0 0 0 -368 -2,352 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 88.9 2.2 1.1 6.0 2.5 0.0 2.0 0.5 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 28 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 46,364 : : Positions : : 39,054 38,579 0 1,147 1,191 2,579 514 1,607 225 2,090 1,152 : : : : Changes from: May 12, 2015 : : 385 1,208 0 -844 495 0 -46 0 -129 0 107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 83.2 0.0 2.5 2.6 5.6 1.1 3.5 0.5 4.5 2.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 29 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 67,725 : : Positions : : 59,779 66,516 6,730 0 765 0 320 0 150 100 0 : : : : Changes from: May 12, 2015 : : 5,325 3,615 -1,810 0 420 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 98.2 9.9 0.0 1.1 0.0 0.5 0.0 0.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 26 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 81,555 : : Positions : : 72,146 81,240 8,695 0 35 60 0 180 50 100 0 : : : : Changes from: May 12, 2015 : : 5,235 3,655 -1,630 0 15 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 99.6 10.7 0.0 0.0 0.1 0.0 0.2 0.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 30 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 17,595 : : Positions : : 15,430 14,820 0 1,860 725 1,190 0 10 0 100 0 : : : : Changes from: May 12, 2015 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 84.2 0.0 10.6 4.1 6.8 0.0 0.1 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 15 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 289,944 : : Positions : : 206,984 269,704 75,856 0 784 0 3,856 6,320 0 9,280 0 : : : : Changes from: May 12, 2015 : : -784 -1,152 0 0 0 0 0 0 0 368 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 93.0 26.2 0.0 0.3 0.0 1.3 2.2 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 19 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 8,169 : : Positions : : 5,105 6,689 83 287 242 545 44 40 1,920 542 110 : : : : Changes from: May 12, 2015 : : 170 238 -64 0 64 4 -40 40 0 -44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 81.9 1.0 3.5 3.0 6.7 0.5 0.5 23.5 6.6 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . . . 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 23,450 : : Positions : : 20,160 20,220 0 660 1,850 1,060 0 140 0 500 0 : : : : Changes from: May 12, 2015 : : 720 720 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 86.2 0.0 2.8 7.9 4.5 0.0 0.6 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 20 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 13,995 : : Positions : : 12,380 10,555 50 1,350 970 0 685 205 0 0 0 : : : : Changes from: May 12, 2015 : : 25 45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 75.4 0.4 9.6 6.9 0.0 4.9 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 16 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 18,376 : : Positions : : 15,407 13,197 42 1,850 1,373 636 0 241 0 76 44 : : : : Changes from: May 12, 2015 : : 1,584 1,246 0 169 -169 0 0 0 0 -22 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 71.8 0.2 10.1 7.5 3.5 0.0 1.3 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 19 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 54,199 : : Positions : : 49,589 38,796 1,495 2,344 1,594 0 4,738 935 0 5,415 200 : : : : Changes from: May 12, 2015 : : 1,287 1,140 107 242 -173 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 71.6 2.8 4.3 2.9 0.0 8.7 1.7 0.0 10.0 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 27 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 57,713 : : Positions : : 53,960 38,671 741 5,904 885 0 5,806 1,232 75 4,375 755 : : : : Changes from: May 12, 2015 : : 330 150 0 165 -10 0 0 0 0 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 67.0 1.3 10.2 1.5 0.0 10.1 2.1 0.1 7.6 1.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 29 . . 4 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 48,445 : : Positions : : 44,880 45,935 440 960 1,475 400 0 0 1,170 0 0 : : : : Changes from: May 12, 2015 : : 1,120 1,145 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 94.8 0.9 2.0 3.0 0.8 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 27 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 48,360 : : Positions : : 45,490 45,280 220 1,745 1,250 0 0 0 1,240 0 0 : : : : Changes from: May 12, 2015 : : 290 340 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 93.6 0.5 3.6 2.6 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 25 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 379,633 : : Positions : : 280,242 331,094 5,914 23,628 6,152 31,879 0 15,992 36,687 0 2,767 : : : : Changes from: May 12, 2015 : : 8,918 9,720 0 -802 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 87.2 1.6 6.2 1.6 8.4 0.0 4.2 9.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 30 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 23,452 : : Positions : : 16,218 19,846 985 230 849 2,868 0 680 1,314 948 345 : : : : Changes from: May 12, 2015 : : 384 645 3 -58 37 72 -16 16 0 -154 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 84.6 4.2 1.0 3.6 12.2 0.0 2.9 5.6 4.0 1.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 28 . . . . 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 20,099 : : Positions : : 15,566 18,535 3,401 0 104 78 150 616 308 668 26 : : : : Changes from: May 12, 2015 : : 439 361 0 0 0 26 0 0 0 104 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 92.2 16.9 0.0 0.5 0.4 0.7 3.1 1.5 3.3 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 539,120 : : Positions : : 462,241 503,240 55,315 0 10,102 0 9,242 11,462 0 5,074 0 : : : : Changes from: May 12, 2015 : : 9,265 9,265 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 93.3 10.3 0.0 1.9 0.0 1.7 2.1 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 46,163 : : Positions : : 33,219 42,180 3,752 342 127 2,968 0 1,824 2,884 282 938 : : : : Changes from: May 12, 2015 : : 370 282 0 0 0 0 0 0 -66 22 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 91.4 8.1 0.7 0.3 6.4 0.0 4.0 6.2 0.6 2.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 16,576 : : Positions : : 10,974 12,789 191 706 897 747 0 41 2,811 371 489 : : : : Changes from: May 12, 2015 : : 286 217 -63 0 0 0 0 0 -6 0 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 77.2 1.2 4.3 5.4 4.5 0.0 0.2 17.0 2.2 3.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 20 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 194,800 : : Positions : : 135,100 188,824 19,897 0 4,817 424 0 0 33,403 0 1,159 : : : : Changes from: May 12, 2015 : : 4,296 -392 0 0 0 0 0 0 -4,688 0 1,159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 96.9 10.2 0.0 2.5 0.2 0.0 0.0 17.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 12,247 : : Positions : : 6,886 9,669 2,266 429 1,126 1,079 0 176 220 0 0 : : : : Changes from: May 12, 2015 : : -148 38 340 22 0 -132 0 132 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 78.9 18.5 3.5 9.2 8.8 0.0 1.4 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 108,022 : : Positions : : 89,522 95,094 5,529 6,958 5,970 7,001 0 0 0 0 0 : : : : Changes from: May 12, 2015 : : 368 368 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 88.0 5.1 6.4 5.5 6.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 18 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 24,158 : : Positions : : 11,442 18,933 6,907 0 4,146 584 0 1,079 0 0 0 : : : : Changes from: May 12, 2015 : : -101 285 386 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 78.4 28.6 0.0 17.2 2.4 0.0 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 17 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 28,260 : : Positions : : 26,185 12,750 1,670 14,435 55 0 850 50 0 0 0 : : : : Changes from: May 12, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 45.1 5.9 51.1 0.2 0.0 3.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 24,655 : : Positions : : 23,005 8,960 1,350 14,435 0 0 900 0 0 0 0 : : : : Changes from: May 12, 2015 : : 0 50 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 36.3 5.5 58.5 0.0 0.0 3.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 24,481 : : Positions : : 24,481 18,721 0 5,620 0 0 0 0 0 100 0 : : : : Changes from: May 12, 2015 : : -300 -300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 76.5 0.0 23.0 0.0 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 14 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 21,919 : : Positions : : 21,670 17,314 0 4,590 0 0 0 0 0 0 0 : : : : Changes from: May 12, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 79.0 0.0 20.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 10 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 19,030 : : Positions : : 18,190 18,040 0 570 130 0 50 0 0 0 0 : : : : Changes from: May 12, 2015 : : 50 50 0 -50 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 94.8 0.0 3.0 0.7 0.0 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 11,935 : : Positions : : 11,420 11,875 75 0 0 0 0 0 0 0 0 : : : : Changes from: May 12, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 99.5 0.6 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 May 19, 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 12,947 : : Positions : : 12,552 12,947 95 0 0 0 0 0 0 0 0 : : : : Changes from: May 12, 2015 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 100.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 19 8 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 118,247 : : Positions : : 101,470 115,747 11,962 0 2,380 1,115 70 50 1,150 0 0 : : : : Changes from: May 12, 2015 : : 2,790 2,965 -25 0 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 97.9 10.1 0.0 2.0 0.9 0.1 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 32 32 4 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 141,772 : : Positions : : 124,381 138,993 12,832 0 2,009 1,565 100 520 450 150 0 : : : : Changes from: May 12, 2015 : : 3,415 3,405 -60 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 98.0 9.1 0.0 1.4 1.1 0.1 0.4 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 37 35 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 147,461 : : Positions : : 113,878 113,360 3,873 17,728 4,951 3,475 2,158 1,170 13,727 1,885 6,108 : : : : Changes from: May 12, 2015 : : 166 733 494 -45 -379 0 313 0 -140 -496 365 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 76.9 2.6 12.0 3.4 2.4 1.5 0.8 9.3 1.3 4.1 : : : : Number of Traders in Each Category Total Traders: 63 : : 38 36 . . 4 . . . 6 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 97,419 : : Positions : : 79,864 81,101 5,922 4,460 6,533 230 0 1,380 1,345 2,030 1,900 : : : : Changes from: May 12, 2015 : : 1,588 543 -355 300 -165 0 0 0 -420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 83.2 6.1 4.6 6.7 0.2 0.0 1.4 1.4 2.1 2.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 34 27 . . 4 . 0 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 25,980 : : Positions : : 25,265 23,185 300 2,105 125 0 565 0 150 0 0 : : : : Changes from: May 12, 2015 : : 120 240 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 89.2 1.2 8.1 0.5 0.0 2.2 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 23,335 : : Positions : : 22,745 20,835 300 2,010 90 0 215 50 0 0 0 : : : : Changes from: May 12, 2015 : : 260 260 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 89.3 1.3 8.6 0.4 0.0 0.9 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 8 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 24,995 : : Positions : : 21,840 20,235 915 1,395 1,875 0 910 265 0 25 0 : : : : Changes from: May 12, 2015 : : 1,225 1,710 135 -350 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 81.0 3.7 5.6 7.5 0.0 3.6 1.1 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 26 20 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 14,338 : : Positions : : 11,180 12,144 824 168 768 92 0 132 802 0 0 : : : : Changes from: May 12, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 84.7 5.7 1.2 5.4 0.6 0.0 0.9 5.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 126,228 : : Positions : : 116,480 65,151 662 52,856 3,551 2,995 0 2,540 0 2,130 0 : : : : Changes from: May 12, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 51.6 0.5 41.9 2.8 2.4 0.0 2.0 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 May 19, 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 2,755,128 : : Positions : :2,419,817 1,062,448 121,095 1,230,504 214,216 0 247,960 0 0 0 0 : : : : Changes from: May 12, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 38.6 4.4 44.7 7.8 0.0 9.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 46,349 : : Positions : : 36,002 38,237 1,655 420 4,707 278 0 2,985 722 0 0 : : : : Changes from: May 12, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 82.5 3.6 0.9 10.2 0.6 0.0 6.4 1.6 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 May 19, 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 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 17,599 : : Positions : : 13,922 16,231 2,741 603 765 0 0 0 0 0 0 : : : : Changes from: May 12, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 92.2 15.6 3.4 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 1,247,821 : : Positions : : 710,766 832,336 143,377 131,781 213,144 102,200 0 70,560 7,774 0 0 : : : : Changes from: May 12, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 66.7 11.5 10.6 17.1 8.2 0.0 5.7 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 21,401 : : Positions : : 12,205 19,125 5,550 0 750 0 540 0 1,975 0 130 : : : : Changes from: May 12, 2015 : : 240 240 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 89.4 25.9 0.0 3.5 0.0 2.5 0.0 9.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 19,361 : : Positions : : 11,691 16,996 4,895 0 750 0 540 0 1,116 70 175 : : : : Changes from: May 12, 2015 : : 250 250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 87.8 25.3 0.0 3.9 0.0 2.8 0.0 5.8 0.4 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 13 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 34,037 : : Positions : : 30,279 22,692 0 7,805 55 1,150 0 0 1,193 2,670 755 : : : : Changes from: May 12, 2015 : : 14 -11 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 66.7 0.0 22.9 0.2 3.4 0.0 0.0 3.5 7.8 2.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 20,861 : : Positions : : 15,598 14,691 674 5,570 600 720 0 0 2,555 0 0 : : : : Changes from: May 12, 2015 : : -10 50 0 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 70.4 3.2 26.7 2.9 3.5 0.0 0.0 12.2 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 May 19, 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 25,273 : : Positions : : 23,427 19,177 1,163 5,558 73 0 210 200 250 0 0 : : : : Changes from: May 12, 2015 : : 809 1,024 5 -210 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 75.9 4.6 22.0 0.3 0.0 0.8 0.8 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 22 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 22,891 : : Positions : : 21,796 17,213 0 4,543 415 600 720 0 0 0 0 : : : : Changes from: May 12, 2015 : : -25 75 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 75.2 0.0 19.8 1.8 2.6 3.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 15,504 : : Positions : : 12,556 13,269 2,500 850 445 0 940 0 0 0 0 : : : : Changes from: May 12, 2015 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 85.6 16.1 5.5 2.9 0.0 6.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 10,728 : : Positions : : 7,458 10,083 2,265 380 225 0 0 0 0 0 0 : : : : Changes from: May 12, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 94.0 21.1 3.5 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 29,255 : : Positions : : 25,090 21,980 1,605 2,350 1,935 0 1,860 290 25 600 0 : : : : Changes from: May 12, 2015 : : 770 1,075 -305 -400 255 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 75.1 5.5 8.0 6.6 0.0 6.4 1.0 0.1 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 20 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 9,716 : : Positions : : 7,410 7,181 0 2,400 0 975 0 0 0 0 0 : : : : Changes from: May 12, 2015 : : -10 -35 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 73.9 0.0 24.7 0.0 10.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 16 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 11,241 : : Positions : : 8,074 8,381 480 2,140 0 480 0 200 1,547 100 40 : : : : Changes from: May 12, 2015 : : 200 50 0 0 0 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 74.6 4.3 19.0 0.0 4.3 0.0 1.8 13.8 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 61,030 : : Positions : : 55,471 53,121 0 2,910 2,845 840 0 145 0 50 0 : : : : Changes from: May 12, 2015 : : 600 1,800 0 -1,200 1,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 87.0 0.0 4.8 4.7 1.4 0.0 0.2 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 20 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 56,787 : : Positions : : 52,442 46,825 0 5,510 1,920 840 0 145 0 0 0 : : : : Changes from: May 12, 2015 : : 600 1,800 0 -1,200 1,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 82.5 0.0 9.7 3.4 1.5 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 18 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 11,225 : : Positions : : 9,315 11,105 830 0 0 550 0 0 200 0 0 : : : : Changes from: May 12, 2015 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 98.9 7.4 0.0 0.0 4.9 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 9,210 : : Positions : : 9,090 6,815 0 2,055 0 0 340 0 0 0 0 : : : : Changes from: May 12, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 74.0 0.0 22.3 0.0 0.0 3.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 13,545 : : Positions : : 13,100 11,130 0 0 0 50 1,960 50 0 150 0 : : : : Changes from: May 12, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 82.2 0.0 0.0 0.0 0.4 14.5 0.4 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 8 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 11,360 : : Positions : : 10,145 9,400 500 0 100 0 850 0 0 485 305 : : : : Changes from: May 12, 2015 : : 100 0 0 0 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 82.7 4.4 0.0 0.9 0.0 7.5 0.0 0.0 4.3 2.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 25,938 : : Positions : : 25,653 19,043 0 1,200 0 0 5,555 0 100 0 0 : : : : Changes from: May 12, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 73.4 0.0 4.6 0.0 0.0 21.4 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 12 0 . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 25,080 : : Positions : : 24,945 18,795 0 1,200 0 0 4,980 0 0 0 0 : : : : Changes from: May 12, 2015 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.5 74.9 0.0 4.8 0.0 0.0 19.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 9 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 71,274 : : Positions : : 50,118 66,496 4,015 835 160 11,785 230 85 1,643 0 508 : : : : Changes from: May 12, 2015 : : 670 770 0 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 93.3 5.6 1.2 0.2 16.5 0.3 0.1 2.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 20 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 66,035 : : Positions : : 44,085 63,155 4,115 725 130 10,730 0 0 5,127 0 0 : : : : Changes from: May 12, 2015 : : -35 -35 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 95.6 6.2 1.1 0.2 16.2 0.0 0.0 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 22 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 28,141 : : Positions : : 23,810 21,100 0 1,210 420 600 4,375 0 2,200 100 0 : : : : Changes from: May 12, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 75.0 0.0 4.3 1.5 2.1 15.5 0.0 7.8 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 16 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 24,050 : : Positions : : 22,640 22,680 0 480 120 100 0 600 500 0 0 : : : : Changes from: May 12, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 94.3 0.0 2.0 0.5 0.4 0.0 2.5 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 14 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 10,075 : : Positions : : 7,735 9,125 300 100 300 1,200 200 0 0 0 0 : : : : Changes from: May 12, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 90.6 3.0 1.0 3.0 11.9 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 28,489 : : Positions : : 21,505 18,075 0 2,835 2,415 2,400 1,800 0 870 2,200 89 : : : : Changes from: May 12, 2015 : : 435 -250 0 0 0 0 0 0 -490 0 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 63.4 0.0 10.0 8.5 8.4 6.3 0.0 3.1 7.7 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 19, 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 20,585 : : Positions : : 17,115 13,505 200 2,910 1,465 150 1,200 450 0 170 210 : : : : Changes from: May 12, 2015 : : 260 225 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 65.6 1.0 14.1 7.1 0.7 5.8 2.2 0.0 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated May 22, 2015