Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 122,355 : : Positions : : 32,062 37,399 3,239 25,540 2,578 22,719 5,683 10,045 37,184 25,691 13,770 : : : : Changes from: June 16, 2015 : : -555 2,735 2,628 -1,447 1,140 220 -1,025 305 -2,057 204 545 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 30.6 2.6 20.9 2.1 18.6 4.6 8.2 30.4 21.0 11.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 16 16 . . . . . . 13 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 33,654 : : Positions : : 7,381 12,275 1,048 7,593 384 5,115 2,050 1,020 15,075 6,941 3,011 : : : : Changes from: June 16, 2015 : : -135 860 253 391 24 0 780 -105 738 -1,105 1,070 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 36.5 3.1 22.6 1.1 15.2 6.1 3.0 44.8 20.6 8.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 8 12 . . . . . . 10 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 147,144 : : Positions : : 104,982 111,632 2,899 4,293 9,292 4,645 3,684 3,399 11,922 4,862 9,854 : : : : Changes from: June 16, 2015 : : 889 1,877 32 810 -601 -1,726 24 81 3,846 118 -1,408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 75.9 2.0 2.9 6.3 3.2 2.5 2.3 8.1 3.3 6.7 : : : : Number of Traders in Each Category Total Traders: 78 : : 43 47 . . 4 4 4 5 5 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 51,302 : : Positions : : 39,841 42,619 4,350 0 4,721 462 288 1,332 0 1,746 596 : : : : Changes from: June 16, 2015 : : 835 2,608 2,500 0 -342 52 107 0 -123 549 -311 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 83.1 8.5 0.0 9.2 0.9 0.6 2.6 0.0 3.4 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 25 . 0 . . . . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 432,806 : : Positions : : 377,571 376,965 0 13,020 17,733 28,462 1,520 9,040 0 14,528 0 : : : : Changes from: June 16, 2015 : : 17,524 10,249 0 5,643 1,293 0 0 0 0 1,632 -648 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 87.1 0.0 3.0 4.1 6.6 0.4 2.1 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 20 0 . . . . . 0 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 1,809,089 : : Positions : :1,527,068 1,575,664 109,230 104,299 72,982 10,778 1,888 12,425 45,793 11,018 30,813 : : : : Changes from: June 16, 2015 : : 22,756 30,532 8,656 32 -8,656 384 408 0 -1,560 -736 744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 87.1 6.0 5.8 4.0 0.6 0.1 0.7 2.5 0.6 1.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 35 36 . . . . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 64,742 : : Positions : : 58,058 50,117 0 6,367 1,575 0 2,851 3,422 1,585 308 102 : : : : Changes from: June 16, 2015 : : 1,935 3,118 0 -1,776 424 -356 26 154 -263 -52 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 77.4 0.0 9.8 2.4 0.0 4.4 5.3 2.4 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 20 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 381,351 : : Positions : : 314,875 336,571 19,017 0 18,633 0 1,826 24,017 4,505 0 304 : : : : Changes from: June 16, 2015 : : 18,531 3,883 -14,648 0 13,712 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 88.3 5.0 0.0 4.9 0.0 0.5 6.3 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 15 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 569,078 : : Positions : : 500,081 517,754 10,868 793 32,409 15,575 0 9,385 760 8,737 0 : : : : Changes from: June 16, 2015 : : 29,365 27,797 -1,568 0 1,568 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 91.0 1.9 0.1 5.7 2.7 0.0 1.6 0.1 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 28 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 50,087 : : Positions : : 42,851 41,804 0 1,273 1,197 2,487 343 1,567 282 2,090 1,103 : : : : Changes from: June 16, 2015 : : 1,776 1,622 0 -41 0 0 43 -21 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 83.5 0.0 2.5 2.4 5.0 0.7 3.1 0.6 4.2 2.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 30 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 66,333 : : Positions : : 57,289 65,306 7,890 0 625 0 295 0 150 0 0 : : : : Changes from: June 16, 2015 : : 201 201 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 98.5 11.9 0.0 0.9 0.0 0.4 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 26 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 80,673 : : Positions : : 70,351 80,139 9,550 0 170 120 0 80 50 200 0 : : : : Changes from: June 16, 2015 : : 430 430 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 99.3 11.8 0.0 0.2 0.1 0.0 0.1 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 30 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 19,965 : : Positions : : 17,805 17,375 0 1,775 745 1,200 0 0 0 0 0 : : : : Changes from: June 16, 2015 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 87.0 0.0 8.9 3.7 6.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 14 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 288,080 : : Positions : : 202,896 266,760 78,504 0 784 0 4,280 5,896 0 10,360 0 : : : : Changes from: June 16, 2015 : : 1,216 1,216 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 92.6 27.3 0.0 0.3 0.0 1.5 2.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 19 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 7,751 : : Positions : : 5,424 6,408 0 331 244 241 44 0 1,580 464 110 : : : : Changes from: June 16, 2015 : : 212 170 0 21 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 82.7 0.0 4.3 3.1 3.1 0.6 0.0 20.4 6.0 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 21,410 : : Positions : : 18,770 18,445 0 1,070 1,405 1,160 0 40 0 450 0 : : : : Changes from: June 16, 2015 : : 635 125 0 400 -400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 86.2 0.0 5.0 6.6 5.4 0.0 0.2 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 13,630 : : Positions : : 12,250 10,290 50 1,440 970 0 695 180 0 0 0 : : : : Changes from: June 16, 2015 : : 115 190 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 75.5 0.4 10.6 7.1 0.0 5.1 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 19,042 : : Positions : : 16,047 14,251 82 1,662 1,305 616 0 241 44 0 0 : : : : Changes from: June 16, 2015 : : 16 196 0 -222 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 74.8 0.4 8.7 6.9 3.2 0.0 1.3 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 23 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 54,316 : : Positions : : 49,665 38,928 927 2,666 1,882 0 4,291 935 0 5,074 400 : : : : Changes from: June 16, 2015 : : 369 187 -785 -522 314 0 0 0 0 -62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 71.7 1.7 4.9 3.5 0.0 7.9 1.7 0.0 9.3 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 27 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 60,473 : : Positions : : 55,805 40,750 751 5,725 802 42 5,408 1,280 0 4,705 1,728 : : : : Changes from: June 16, 2015 : : 867 1,369 0 -323 -271 42 -70 -27 0 -77 569 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 67.4 1.2 9.5 1.3 0.1 8.9 2.1 0.0 7.8 2.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 31 . . 4 . . . 0 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 50,360 : : Positions : : 46,795 47,850 835 1,210 1,225 350 0 0 1,085 0 0 : : : : Changes from: June 16, 2015 : : 720 720 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 95.0 1.7 2.4 2.4 0.7 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 27 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 54,040 : : Positions : : 49,965 51,160 1,505 1,690 1,190 0 0 0 1,250 0 0 : : : : Changes from: June 16, 2015 : : 1,215 1,270 0 0 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 94.7 2.8 3.1 2.2 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 26 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 368,220 : : Positions : : 280,206 319,107 3,858 24,363 6,560 30,607 0 15,144 29,167 368 2,678 : : : : Changes from: June 16, 2015 : : 4,526 4,542 0 1,944 -784 0 0 0 1,960 0 -784 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 86.7 1.0 6.6 1.8 8.3 0.0 4.1 7.9 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 30 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 23,234 : : Positions : : 16,621 19,594 991 509 680 2,709 247 641 882 639 450 : : : : Changes from: June 16, 2015 : : -215 273 0 -99 -26 0 0 0 198 -107 -107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 84.3 4.3 2.2 2.9 11.7 1.1 2.8 3.8 2.8 1.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 29 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 26,597 : : Positions : : 16,361 25,721 8,897 0 0 359 0 491 438 334 51 : : : : Changes from: June 16, 2015 : : 514 642 -262 0 0 104 0 0 51 -235 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 96.7 33.5 0.0 0.0 1.3 0.0 1.8 1.6 1.3 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 13 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 530,432 : : Positions : : 455,249 495,328 56,091 0 9,326 0 10,938 9,766 0 5,074 0 : : : : Changes from: June 16, 2015 : : -2,760 -2,760 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 93.4 10.6 0.0 1.8 0.0 2.1 1.8 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 45,304 : : Positions : : 32,969 41,004 3,380 302 149 2,706 0 1,846 3,062 346 740 : : : : Changes from: June 16, 2015 : : -380 -336 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 90.5 7.5 0.7 0.3 6.0 0.0 4.1 6.8 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 17,723 : : Positions : : 11,871 14,406 602 367 780 653 0 41 3,028 455 191 : : : : Changes from: June 16, 2015 : : 433 756 40 0 -40 0 0 0 496 172 -235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 81.3 3.4 2.1 4.4 3.7 0.0 0.2 17.1 2.6 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 195,497 : : Positions : : 146,025 180,205 13,329 2,744 7,808 368 0 0 23,227 0 4,740 : : : : Changes from: June 16, 2015 : : 1,937 1,160 0 2,694 -751 0 0 0 1,917 0 1,185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 92.2 6.8 1.4 4.0 0.2 0.0 0.0 11.9 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 12,252 : : Positions : : 6,802 9,757 2,421 266 1,138 1,059 0 176 132 0 0 : : : : Changes from: June 16, 2015 : : 113 -60 -129 -22 88 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 79.6 19.8 2.2 9.3 8.6 0.0 1.4 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 17 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 124,767 : : Positions : : 104,490 101,751 0 8,948 14,068 6,209 0 0 0 0 0 : : : : Changes from: June 16, 2015 : : 1,520 1,145 -162 213 -213 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 81.6 0.0 7.2 11.3 5.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 19 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 24,371 : : Positions : : 11,252 19,221 7,435 0 4,146 534 0 1,004 0 0 0 : : : : Changes from: June 16, 2015 : : 100 279 129 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 78.9 30.5 0.0 17.0 2.2 0.0 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 16 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 184,583 : : Positions : : 148,752 113,089 0 41,472 30,022 5,809 0 0 0 0 0 : : : : Changes from: June 16, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 61.3 0.0 22.5 16.3 3.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 15 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 27,465 : : Positions : : 25,730 12,290 1,395 14,100 55 0 900 0 0 0 0 : : : : Changes from: June 16, 2015 : : 35 35 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 44.7 5.1 51.3 0.2 0.0 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 13 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 23,610 : : Positions : : 21,840 8,530 1,225 14,100 0 0 900 0 0 0 0 : : : : Changes from: June 16, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 36.1 5.2 59.7 0.0 0.0 3.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 26,036 : : Positions : : 25,986 20,766 0 5,120 0 50 0 0 0 150 0 : : : : Changes from: June 16, 2015 : : 100 150 0 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.8 79.8 0.0 19.7 0.0 0.2 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 17 0 . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 23,544 : : Positions : : 23,444 18,704 0 4,840 0 50 0 0 50 0 0 : : : : Changes from: June 16, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 79.4 0.0 20.6 0.0 0.2 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 13 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 18,590 : : Positions : : 17,795 17,610 0 435 135 0 150 0 0 0 0 : : : : Changes from: June 16, 2015 : : 70 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 94.7 0.0 2.3 0.7 0.0 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 13,277 : : Positions : : 12,992 13,277 0 0 0 50 0 0 0 0 0 : : : : Changes from: June 16, 2015 : : 130 180 0 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 100.0 0.0 0.0 0.0 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 22 9 0 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 121,295 : : Positions : : 104,564 118,610 11,921 0 2,380 1,065 0 0 1,150 85 0 : : : : Changes from: June 16, 2015 : : 1,950 1,835 -65 0 0 -50 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 97.8 9.8 0.0 2.0 0.9 0.0 0.0 0.9 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 29 4 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 141,326 : : Positions : : 124,950 138,303 12,191 0 1,700 1,815 1,218 70 600 35 0 : : : : Changes from: June 16, 2015 : : 773 405 100 0 0 -100 468 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 97.9 8.6 0.0 1.2 1.3 0.9 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 37 36 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 148,823 : : Positions : : 114,560 116,686 1,013 14,202 7,701 3,210 1,426 1,196 16,400 2,930 4,472 : : : : Changes from: June 16, 2015 : : 767 2,252 -255 -1,426 405 -120 -511 1 -98 79 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 78.4 0.7 9.5 5.2 2.2 1.0 0.8 11.0 2.0 3.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 39 35 . . 4 . . . 8 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 99,430 : : Positions : : 82,293 82,545 6,390 5,325 5,570 200 0 1,360 1,280 2,745 1,870 : : : : Changes from: June 16, 2015 : : 1,111 1,591 50 40 -40 0 0 0 50 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 83.0 6.4 5.4 5.6 0.2 0.0 1.4 1.3 2.8 1.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 27 . . 4 . 0 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 25,270 : : Positions : : 24,895 22,575 300 2,170 0 0 515 0 0 0 0 : : : : Changes from: June 16, 2015 : : 45 45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.5 89.3 1.2 8.6 0.0 0.0 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 22,625 : : Positions : : 22,135 20,140 300 2,100 0 0 215 50 0 0 0 : : : : Changes from: June 16, 2015 : : -15 -15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.8 89.0 1.3 9.3 0.0 0.0 1.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 7 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 27,889 : : Positions : : 25,575 22,439 45 2,240 1,815 0 915 235 100 25 0 : : : : Changes from: June 16, 2015 : : 1,530 1,030 0 600 -600 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 80.5 0.2 8.0 6.5 0.0 3.3 0.8 0.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 23 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 10,360 : : Positions : : 8,080 9,310 550 0 830 680 0 220 0 0 0 : : : : Changes from: June 16, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 89.9 5.3 0.0 8.0 6.6 0.0 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 13 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 121,548 : : Positions : : 111,889 61,291 622 52,136 3,551 2,795 0 2,540 0 2,030 0 : : : : Changes from: June 16, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 50.4 0.5 42.9 2.9 2.3 0.0 2.1 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 2,686,016 : : Positions : :2,368,937 1,010,296 107,951 1,235,592 209,128 0 231,000 0 0 0 0 : : : : Changes from: June 16, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 37.6 4.0 46.0 7.8 0.0 8.6 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 June 23, 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 44,029 : : Positions : : 33,802 36,277 1,715 320 4,647 378 0 2,785 702 0 0 : : : : Changes from: June 16, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 82.4 3.9 0.7 10.6 0.9 0.0 6.3 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 1,168,957 : : Positions : : 649,286 801,808 145,073 85,141 211,448 85,240 0 70,560 7,350 0 0 : : : : Changes from: June 16, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 68.6 12.4 7.3 18.1 7.3 0.0 6.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 6 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 20,354 : : Positions : : 11,405 18,158 5,550 0 750 0 510 0 1,788 0 130 : : : : Changes from: June 16, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 89.2 27.3 0.0 3.7 0.0 2.5 0.0 8.8 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 June 23, 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 22,564 : : Positions : : 10,916 20,404 9,070 0 750 0 510 0 1,009 0 130 : : : : Changes from: June 16, 2015 : : 0 600 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 90.4 40.2 0.0 3.3 0.0 2.3 0.0 4.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 14 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 32,497 : : Positions : : 28,529 23,363 185 6,505 194 1,050 0 0 1,483 1,870 505 : : : : Changes from: June 16, 2015 : : 170 300 0 -105 4 50 0 0 -25 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 71.9 0.6 20.0 0.6 3.2 0.0 0.0 4.6 5.8 1.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 22,344 : : Positions : : 18,061 15,672 226 5,412 1,200 630 0 0 1,929 0 60 : : : : Changes from: June 16, 2015 : : 366 5 0 -293 0 0 0 0 -600 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 70.1 1.0 24.2 5.4 2.8 0.0 0.0 8.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 19 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 25,356 : : Positions : : 23,210 15,839 1,419 8,460 87 30 90 205 0 350 250 : : : : Changes from: June 16, 2015 : : 571 211 300 660 0 10 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 62.5 5.6 33.4 0.3 0.1 0.4 0.8 0.0 1.4 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 24 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 21,781 : : Positions : : 20,881 15,196 0 5,725 230 600 630 0 0 0 0 : : : : Changes from: June 16, 2015 : : 255 70 0 45 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 69.8 0.0 26.3 1.1 2.8 2.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 22 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 14,512 : : Positions : : 11,790 12,229 2,221 945 428 0 910 0 0 0 0 : : : : Changes from: June 16, 2015 : : -7 0 7 0 -7 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 84.3 15.3 6.5 2.9 0.0 6.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 10,013 : : Positions : : 7,260 8,935 1,212 335 423 0 0 0 0 0 0 : : : : Changes from: June 16, 2015 : : 220 -54 -294 -20 48 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 89.2 12.1 3.3 4.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 32,950 : : Positions : : 29,316 25,950 1,320 2,530 1,595 0 1,850 275 25 600 0 : : : : Changes from: June 16, 2015 : : 1,165 750 10 425 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 78.8 4.0 7.7 4.8 0.0 5.6 0.8 0.1 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 20 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 11,042 : : Positions : : 8,880 8,607 0 2,375 0 975 0 0 1,067 0 0 : : : : Changes from: June 16, 2015 : : 775 775 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 77.9 0.0 21.5 0.0 8.8 0.0 0.0 9.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 12,987 : : Positions : : 9,979 9,697 540 3,015 0 480 0 175 1,613 100 0 : : : : Changes from: June 16, 2015 : : 905 1,125 180 0 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 74.7 4.2 23.2 0.0 3.7 0.0 1.3 12.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 18 . . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 63,452 : : Positions : : 57,576 53,943 0 3,440 3,465 385 160 580 0 0 0 : : : : Changes from: June 16, 2015 : : 240 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 85.0 0.0 5.4 5.5 0.6 0.3 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 20 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 57,897 : : Positions : : 53,012 46,881 0 5,385 2,645 385 160 580 0 0 0 : : : : Changes from: June 16, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 81.0 0.0 9.3 4.6 0.7 0.3 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 17 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 14,305 : : Positions : : 13,980 11,690 0 0 0 50 2,260 50 0 150 0 : : : : Changes from: June 16, 2015 : : 40 40 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 81.7 0.0 0.0 0.0 0.3 15.8 0.3 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 8 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 10,801 : : Positions : : 9,600 8,860 600 0 0 0 950 0 0 485 296 : : : : Changes from: June 16, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 82.0 5.6 0.0 0.0 0.0 8.8 0.0 0.0 4.5 2.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 25,330 : : Positions : : 25,160 18,600 0 1,200 0 0 5,370 0 0 0 0 : : : : Changes from: June 16, 2015 : : 125 125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.3 73.4 0.0 4.7 0.0 0.0 21.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 71,367 : : Positions : : 50,313 66,903 3,965 945 50 12,200 230 20 1,770 0 296 : : : : Changes from: June 16, 2015 : : 255 255 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 93.7 5.6 1.3 0.1 17.1 0.3 0.0 2.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 67,125 : : Positions : : 46,200 63,115 2,565 805 820 10,670 0 0 4,855 0 0 : : : : Changes from: June 16, 2015 : : 245 145 -100 0 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 94.0 3.8 1.2 1.2 15.9 0.0 0.0 7.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 27,029 : : Positions : : 23,315 20,220 0 1,075 420 0 4,250 250 1,975 0 0 : : : : Changes from: June 16, 2015 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 74.8 0.0 4.0 1.6 0.0 15.7 0.9 7.3 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 June 23, 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 23,165 : : Positions : : 21,905 21,210 0 495 105 50 600 600 350 0 0 : : : : Changes from: June 16, 2015 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 91.6 0.0 2.1 0.5 0.2 2.6 2.6 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 14 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 27,066 : : Positions : : 20,145 17,630 0 2,620 2,330 2,250 1,200 250 730 1,925 86 : : : : Changes from: June 16, 2015 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 65.1 0.0 9.7 8.6 8.3 4.4 0.9 2.7 7.1 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 19 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 23, 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 21,275 : : Positions : : 17,805 14,445 100 3,250 1,425 175 600 675 0 70 210 : : : : Changes from: June 16, 2015 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 67.9 0.5 15.3 6.7 0.8 2.8 3.2 0.0 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 26, 2015