Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   133,201                :
: Positions                                                                                                    :
:   35,612    29,870     1,044    35,084     4,144    18,920     4,224     7,626    50,417    37,132    13,836 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    3,509    -2,314      -859     5,020      -231   -11,886        84       473    13,907     2,052      -211 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.7      22.4       0.8      26.3       3.1      14.2       3.2       5.7      37.9      27.9      10.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       16        15         .         .         4         .         .         4        13        15        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    32,283                :
: Positions                                                                                                    :
:    6,451    12,600       770     4,075     1,030     5,224     3,020       262    15,428     8,438     2,350 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:       95       105       165       564        90       400        75       -74         0        -9        41 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.0      39.0       2.4      12.6       3.2      16.2       9.4       0.8      47.8      26.1       7.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:        8        11         .         .         4         .         .         .        10        10        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   137,590                :
: Positions                                                                                                    :
:   98,619   106,986     2,821     2,404    10,134     1,426     1,971     3,751    12,208     3,630     8,183 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    1,338       484        86       -83       254      -314        37       -27      -754      -272       188 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      77.8       2.1       1.7       7.4       1.0       1.4       2.7       8.9       2.6       5.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       40        46         .         .         4         5         .         4         9         8        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    65,446                :
: Positions                                                                                                    :
:   47,878    52,697     7,152         0     6,212       412       188     1,279        26     2,687     2,383 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    2,322       941      -672         0       748         0        48       -75       -79       557       101 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      80.5      10.9       0.0       9.5       0.6       0.3       2.0       0.0       4.1       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        23         .         0         .         .         .         .         .         7         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   498,491                :
: Positions                                                                                                    :
:  445,411   439,649         0    19,705    15,737    29,326       632     5,400         0    14,751     2,617 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:   19,025    12,589         0     2,628       640         0         0         0         0     3,808         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.4      88.2       0.0       4.0       3.2       5.9       0.1       1.1       0.0       3.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        17         0         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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 1,778,653                :
: Positions                                                                                                    :
:1,529,792 1,567,670   113,990    89,529    59,600     5,287     3,144    11,649    33,253    21,979    25,082 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    6,804    30,628     1,552   -16,067        34      -792       384         0     7,381         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      88.1       6.4       5.0       3.4       0.3       0.2       0.7       1.9       1.2       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       34        38         .         .         .         .         .         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    67,494                :
: Positions                                                                                                    :
:   58,555    51,810         0     6,373     3,674         0     1,358     2,625     1,349       387     1,258 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      -50       863         0      -830      -300       -26        48       -24        83       -50       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      76.8       0.0       9.4       5.4       0.0       2.0       3.9       2.0       0.6       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        21         0         .         .         0         .         .         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   518,726                :
: Positions                                                                                                    :
:  383,573   468,027    88,240         0    20,664       494         0    19,475     2,383     6,663     3,897 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:   14,811    31,650    16,832         0       960         0         0         0         7         0       649 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      90.2      17.0       0.0       4.0       0.1       0.0       3.8       0.5       1.3       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        16         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   517,623                :
: Positions                                                                                                    :
:  456,496   468,018     4,413     1,273    31,250    15,583         0     8,265       823     8,024       793 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    4,592     4,592         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.2      90.4       0.9       0.2       6.0       3.0       0.0       1.6       0.2       1.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       29        26         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    49,747                :
: Positions                                                                                                    :
:   43,671    42,995         0       781     1,061     1,878        63     1,567       426     2,177       530 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      970       549         0        62         0         0      -109         0      -108       360      -360 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.8      86.4       0.0       1.6       2.1       3.8       0.1       3.1       0.9       4.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        24         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    56,889                :
: Positions                                                                                                    :
:   47,714    55,845     8,180         0       660         0       245         0        10         0        50 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      520       505         0         0         0         0         0         0        10       -50        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      98.2      14.4       0.0       1.2       0.0       0.4       0.0       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       31        28         .         0         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    75,137                :
: Positions                                                                                                    :
:   66,018    74,009     8,365         0       300        40         0        80         0       680         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      393       413         0         0         0         0         0         0         0       -20         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.9      98.5      11.1       0.0       0.4       0.1       0.0       0.1       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       32        29         .         0         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    17,920                :
: Positions                                                                                                    :
:   16,095    15,660         0     1,660       600     1,200         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      87.4       0.0       9.3       3.3       6.7       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       21        16         0         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   258,440                :
: Positions                                                                                                    :
:  183,568   243,872    69,352         0         0         0     4,656     5,520         0     4,392         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:   -3,968    -3,968         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      94.4      26.8       0.0       0.0       0.0       1.8       2.1       0.0       1.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        21         .         0         0         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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     7,234                :
: Positions                                                                                                    :
:    5,536     6,296         0       191       106        42         0         0     1,339       407        21 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      234       320         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      87.0       0.0       2.6       1.5       0.6       0.0       0.0      18.5       5.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        21         0         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    18,000                :
: Positions                                                                                                    :
:   15,765    15,510         0     1,195       995     1,180         0        20         0       225         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      125       100         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      86.2       0.0       6.6       5.5       6.6       0.0       0.1       0.0       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        19         0         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 2015            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #0643B1                                                    Open Interest is    14,665                :
: Positions                                                                                                    :
:   12,670    11,890        50       340     1,505         0       750       120         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:       20         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      81.1       0.3       2.3      10.3       0.0       5.1       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       23        19         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    18,097                :
: Positions                                                                                                    :
:   15,246    13,197       467     1,982     1,387       611        42       131         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      254       234         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      72.9       2.6      11.0       7.7       3.4       0.2       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       21        20         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    54,931                :
: Positions                                                                                                    :
:   48,903    39,897     1,501     2,821     2,421         0     3,712       960         0     4,069       831 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    2,094     2,575       295      -300       295         0        48      -128         0       -54       444 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.0      72.6       2.7       5.1       4.4       0.0       6.8       1.7       0.0       7.4       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       28        27         .         .         .         0         .         .         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    61,413                :
: Positions                                                                                                    :
:   55,868    41,682       741     4,886     1,551         0     4,747     1,312        27     5,242     1,907 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    3,168     3,693         0      -970       617         0         5        -7         2       452       690 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.0      67.9       1.2       8.0       2.5       0.0       7.7       2.1       0.0       8.5       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       32        32         .         .         .         0         .         .         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    48,430                :
: Positions                                                                                                    :
:   45,295    46,155       785     1,020     1,225       250         0         0       820         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      600       600         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.5      95.3       1.6       2.1       2.5       0.5       0.0       0.0       1.7       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 August 18, 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    49,855                :
: Positions                                                                                                    :
:   46,245    47,240     1,435     1,390     1,190         0         0         0       925         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      610       580         0         0         0         0         0         0        30         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.8      94.8       2.9       2.8       2.4       0.0       0.0       0.0       1.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       28        18         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   344,377                :
: Positions                                                                                                    :
:  261,899   293,405     2,035    18,933     9,719    27,999     1,192    14,040    21,981       384     6,704 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    1,184     1,605         0         0         0         0         0         0       421         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.1      85.2       0.6       5.5       2.8       8.1       0.3       4.1       6.4       0.1       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       24        30         .         .         .         .         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    23,076                :
: Positions                                                                                                    :
:   16,559    20,274     1,336       403       550     2,322       126       573     1,394       723       216 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      187        65      -191         0         0         0       -21        21       156        66       -23 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      87.9       5.8       1.7       2.4      10.1       0.5       2.5       6.0       3.1       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       25        30         .         .         .         .         .         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    37,347                :
: Positions                                                                                                    :
:   21,630    36,353    13,060         0       300       659         0       205     1,239       235       254 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    3,482     1,584    -2,168         0       300       120         0         0       208        58       119 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      97.3      35.0       0.0       0.8       1.8       0.0       0.5       3.3       0.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        14         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   485,128                :
: Positions                                                                                                    :
:  412,961   454,472    57,155         0     7,478         0    11,690     7,534         0     3,954         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    1,536     1,536         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      93.7      11.8       0.0       1.5       0.0       2.4       1.6       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        15         .         0         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    40,533                :
: Positions                                                                                                    :
:   30,075    36,756     3,459       212       127     1,288         0     1,824     3,059       233       489 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:       63        21         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      90.7       8.5       0.5       0.3       3.2       0.0       4.5       7.5       0.6       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        19         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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 DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643BX                                                    Open Interest is    60,123                :
: Positions                                                                                                    :
:   43,710    48,364    14,037     5,038     2,376         0     4,345         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    3,570     5,088     1,518         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      80.4      23.3       8.4       4.0       0.0       7.2       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        12         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    17,464                :
: Positions                                                                                                    :
:   12,424    14,069       179     1,141     1,283       382         0        41     2,689       211       169 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      213       468       179       -97        75         0         0         0       -62         0        84 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      80.6       1.0       6.5       7.3       2.2       0.0       0.2      15.4       1.2       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        20         .         .         .         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   193,062                :
: Positions                                                                                                    :
:  141,729   171,832    21,978     5,120    10,195         0         0         0    13,245         0     5,915 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:   -1,951      -375         0    -7,032     3,538         0         0         0    -5,456         0     3,538 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      89.0      11.4       2.7       5.3       0.0       0.0       0.0       6.9       0.0       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        19         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 2015            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643C3                                                    Open Interest is    13,039                :
: Positions                                                                                                    :
:    8,357    10,055     2,502     1,187       846     1,080         0        84       128         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      422       757       277        66       -66        82         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.1      77.1      19.2       9.1       6.5       8.3       0.0       0.6       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        20         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   126,914                :
: Positions                                                                                                    :
:  100,532    93,969    13,372    25,448     7,497     5,129         0         0       384         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:   -1,592     2,720     4,312         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      74.0      10.5      20.1       5.9       4.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19        17         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    21,106                :
: Positions                                                                                                    :
:   11,387    16,190     4,373         0     4,146       430         0       770         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      154       162         8         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.0      76.7      20.7       0.0      19.6       2.0       0.0       3.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       16        15         .         0         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   173,552                :
: Positions                                                                                                    :
:  138,673   102,378         0    41,776    29,398     5,481         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      640       640         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      59.0       0.0      24.1      16.9       3.2       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13        15         0         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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 ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                           :
CFTC Code #0643CK                                                    Open Interest is     9,555                :
: Positions                                                                                                    :
:    8,750     8,690       250       500         0         0       300         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:     -185       125       250         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      90.9       2.6       5.2       0.0       0.0       3.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        11         .         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    25,470                :
: Positions                                                                                                    :
:   23,815    11,585     1,285    13,120        15         0       750         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      235       235         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.5      45.5       5.0      51.5       0.1       0.0       2.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       20        14         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    21,940                :
: Positions                                                                                                    :
:   20,260     7,970     1,075    13,120         0         0       750         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:       75        75         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.3      36.3       4.9      59.8       0.0       0.0       3.4       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15         9         .         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    26,126                :
: Positions                                                                                                    :
:   25,926    19,666         0     6,460         0       100         0         0       100         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      540         0         0       540         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.2      75.3       0.0      24.7       0.0       0.4       0.0       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        19         0         .         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    23,738                :
: Positions                                                                                                    :
:   23,330    17,978         0     5,745         0       175         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      590        50         0       540         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.3      75.7       0.0      24.2       0.0       0.7       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        14         0         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    18,070                :
: Positions                                                                                                    :
:   16,910    17,180       175       445       135         0       100         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.6      95.1       1.0       2.5       0.7       0.0       0.6       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13         7         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    12,935                :
: Positions                                                                                                    :
:   12,300    12,865       250         0         0        25         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:       60       125       250         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.1      99.5       1.9       0.0       0.0       0.2       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       22        12         .         0         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 2015            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    14,047                :
: Positions                                                                                                    :
:   13,157    14,047       500         0         0        25         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:     -535       145       500         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.7     100.0       3.6       0.0       0.0       0.2       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       24        12         .         0         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   117,460                :
: Positions                                                                                                    :
:   99,765   114,080    11,980         0     1,995       655         0        95     2,950     1,100         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    1,910     2,560       450         0         0         0         0         0       200         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      97.1      10.2       0.0       1.7       0.6       0.0       0.1       2.5       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       33        31         4         0         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   126,435                :
: Positions                                                                                                    :
:  108,106   123,007    14,809         0     1,530     1,055       570       235       600       900       100 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:   -1,027     1,793     2,820         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      97.3      11.7       0.0       1.2       0.8       0.5       0.2       0.5       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       36        34         4         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   141,561                :
: Positions                                                                                                    :
:  109,585   115,879     3,825     8,148     7,346     2,726     1,253       945    14,174     5,000     2,774 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:   -1,465     1,546     1,857       -78      -391         1      -849        25       270        41       -16 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      81.9       2.7       5.8       5.2       1.9       0.9       0.7      10.0       3.5       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       40        37         .         .         4         .         4         .         7         4         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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   102,173                :
: Positions                                                                                                    :
:   84,202    87,547     9,114     3,650     4,841       140         0     1,320       805     3,175     1,640 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:     -933       957     1,050      -590       290         0         0         0       250         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      85.7       8.9       3.6       4.7       0.1       0.0       1.3       0.8       3.1       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       34        30         .         .         4         .         0         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    24,495                :
: Positions                                                                                                    :
:   23,610    21,555       620     2,385       225         0       305        25         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:     -105        70       225        50         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.4      88.0       2.5       9.7       0.9       0.0       1.2       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       24        11         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    21,325                :
: Positions                                                                                                    :
:   20,515    18,795       525     2,100       125         0       105       100         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:     -225         0       225         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.2      88.1       2.5       9.8       0.6       0.0       0.5       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       22         9         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    27,244                :
: Positions                                                                                                    :
:   25,665    21,499        65     3,300     1,110         0       925       175        50        25         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      425       485         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.2      78.9       0.2      12.1       4.1       0.0       3.4       0.6       0.2       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       26        23         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    10,665                :
: Positions                                                                                                    :
:    8,385     9,815       690         0       690       740         0       160         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      92.0       6.5       0.0       6.5       6.9       0.0       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       15        16         .         0         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    12,912                :
: Positions                                                                                                    :
:    9,516    11,151       750       109       780        10         0       126     1,166         0        22 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      138       258       120         0         0         0       -20       -40        36         0        22 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      86.4       5.8       0.8       6.0       0.1       0.0       1.0       9.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        12         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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 ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A35                                                    Open Interest is   194,980                :
: Positions                                                                                                    :
:  173,807   129,182     1,569    38,349    15,289         0    12,160         0     4,315         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.1      66.3       0.8      19.7       7.8       0.0       6.2       0.0       2.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         9         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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-5MW per            :
CFTC Code #064A58                                                    Open Interest is   129,016                :
: Positions                                                                                                    :
:  111,485    67,256       532    49,781     7,634     2,345         0     2,540     4,480     1,805         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    1,297     2,332         0    -1,035         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      52.1       0.4      38.6       5.9       1.8       0.0       2.0       3.5       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        15         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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 2,800,597                :
: Positions                                                                                                    :
:2,528,446 1,243,661    72,239 1,172,104   199,912         0   184,920         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:  -14,040    17,200         0   -31,240         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.3      44.4       2.6      41.9       7.1       0.0       6.6       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       19        16         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    43,328                :
: Positions                                                                                                    :
:   31,858    39,528     6,730       320     1,145       672         0     2,335       588         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    1,460       640      -820         0       697         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      91.2      15.5       0.7       2.6       1.6       0.0       5.4       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        15         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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 1,123,781                :
: Positions                                                                                                    :
:  622,286   882,200   214,556         0   171,021    39,160         0    70,560     6,198         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      78.5      19.1       0.0      15.2       3.5       0.0       6.3       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         9         .         0         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    18,742                :
: Positions                                                                                                    :
:   10,105    17,172     6,450         0       450         0       450         0     1,112         0       130 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      100       100         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.9      91.6      34.4       0.0       2.4       0.0       2.4       0.0       5.9       0.0       0.7 :
:                                                                                                              :
: 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 August 18, 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    20,675                :
: Positions                                                                                                    :
:    8,966    19,120    10,070         0       375         0       450         0       660        75       105 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      150       150         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.4      92.5      48.7       0.0       1.8       0.0       2.2       0.0       3.2       0.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9        14         .         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    31,553                :
: Positions                                                                                                    :
:   27,475    23,309         0     5,634        70       825         0         0     2,258     2,120       400 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      600       995         0      -335         0         0         0         0        60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      73.9       0.0      17.9       0.2       2.6       0.0       0.0       7.2       6.7       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        21         0         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    23,383                :
: Positions                                                                                                    :
:   18,916    18,391         0     3,462     1,470       450         0         0     1,837         0        60 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      255       470         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      78.7       0.0      14.8       6.3       1.9       0.0       0.0       7.9       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        20         0         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    27,808                :
: Positions                                                                                                    :
:   25,568    15,600     1,549    11,921        32         0        15       200       250         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      287       511         0      -275         0         0         0         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.9      56.1       5.6      42.9       0.1       0.0       0.1       0.7       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       25        27         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 2015            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #064C77                                                    Open Interest is    23,294                :
: Positions                                                                                                    :
:   22,364    14,451         0     8,233       160       600       450         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      369        34         0       335         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.0      62.0       0.0      35.3       0.7       2.6       1.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       22        21         0         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    15,859                :
: Positions                                                                                                    :
:   12,414    13,609     3,193     1,290       150         0       810         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      380       200       -50       120         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      85.8      20.1       8.1       0.9       0.0       5.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        12         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    10,844                :
: Positions                                                                                                    :
:    6,476    10,022     3,433       287       120         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      265       360       215         0       120         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.7      92.4      31.7       2.6       1.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        10         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    32,487                :
: Positions                                                                                                    :
:   29,568    25,757     1,175     2,645     1,295         0     1,780       245        25       600         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      335       455         0       -60         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.0      79.3       3.6       8.1       4.0       0.0       5.5       0.8       0.1       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       25        22         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    12,451                :
: Positions                                                                                                    :
:   10,314     9,516         0     2,875         0       975         0         0       982         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      564       564         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      76.4       0.0      23.1       0.0       7.8       0.0       0.0       7.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        16         0         .         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    13,679                :
: Positions                                                                                                    :
:   10,869    10,292       540     3,212         0       480         0       125     1,600        50         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      305        40         0         0         0         0         0         0       -30         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      75.2       3.9      23.5       0.0       3.5       0.0       0.9      11.7       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       23        19         .         .         0         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    56,648                :
: Positions                                                                                                    :
:   51,236    47,999         0     3,000     3,465       425       250       450         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      550       550         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.4      84.7       0.0       5.3       6.1       0.8       0.4       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        21         0         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    51,342                :
: Positions                                                                                                    :
:   46,877    41,439         0     4,745     2,645       425       250       450         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:       45        45         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.3      80.7       0.0       9.2       5.2       0.8       0.5       0.9       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 August 18, 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    13,200                :
: Positions                                                                                                    :
:   12,405    11,195         0         0         0         0     1,260       350         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      -25       -25         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.0      84.8       0.0       0.0       0.0       0.0       9.5       2.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       16        10         0         0         0         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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     9,631                :
: Positions                                                                                                    :
:    8,560     8,370       500         0         0         0       550         0         0       215       296 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:       80        80         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.9      86.9       5.2       0.0       0.0       0.0       5.7       0.0       0.0       2.2       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        10         .         0         0         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    23,330                :
: Positions                                                                                                    :
:   23,205    17,245         0     1,200         0         0     4,810         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:       50        50         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.5      73.9       0.0       5.1       0.0       0.0      20.6       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        13         0         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    69,771                :
: Positions                                                                                                    :
:   53,918    65,719     4,110       775        50     7,535       150        20     1,215         0       296 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      -40       -40         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      94.2       5.9       1.1       0.1      10.8       0.2       0.0       1.7       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        22         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    65,410                :
: Positions                                                                                                    :
:   49,711    62,146     2,810       675       735     6,500         0         0     4,100         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      124       124         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      95.0       4.3       1.0       1.1       9.9       0.0       0.0       6.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        20         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    24,940                :
: Positions                                                                                                    :
:   22,085    19,005         0       855       420         0     3,800       250     1,325         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      425       425         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.6      76.2       0.0       3.4       1.7       0.0      15.2       1.0       5.3       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 August 18, 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    22,540                :
: Positions                                                                                                    :
:   21,640    20,015         0     1,125        75         0       675       525       175         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:    1,325     1,325         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.0      88.8       0.0       5.0       0.3       0.0       3.0       2.3       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       20        14         0         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    15,835                :
: Positions                                                                                                    :
:    6,635    12,060       500     1,100       400     1,200     1,775       300     6,525         0         0 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      135      -315         0         0         0         0         0         0      -450         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.9      76.2       3.2       6.9       2.5       7.6      11.2       1.9      41.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         8         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    28,484                :
: Positions                                                                                                    :
:   22,440    19,870         0     2,610     2,260     1,900     1,200       250       490     1,375        69 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      200       200         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      69.8       0.0       9.2       7.9       6.7       4.2       0.9       1.7       4.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        21         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 18, 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    23,860                :
: Positions                                                                                                    :
:   20,275    17,215         0     3,270     1,325       200       600       650       185         0       140 :
:                                                                                                              :
: Changes from:     August 11, 2015                                                                            :
:      600       600         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      72.2       0.0      13.7       5.6       0.8       2.5       2.7       0.8       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        17         0         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------



Updated August 21, 2015