COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 99,963: 24,033 27,185 660 8,642 3,588 6,105 10,100 4,187 47,132 31,837 12,921: 1,337 1,503
Old : 99,963: 24,033 27,185 660 8,642 3,588 6,105 10,100 4,187 47,132 31,837 12,921: 1,337 1,503
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -3,462: -2,634 1,095 -224 -875 612 -1,668 -775 840 -1,000 -5,188 525: 87 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 27.2 0.7 8.6 3.6 6.1 10.1 4.2 47.1 31.8 12.9: 1.3 1.5
Old : 100.0: 24.0 27.2 0.7 8.6 3.6 6.1 10.1 4.2 47.1 31.8 12.9: 1.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 16 15 . . . . . . 17 11 16:
Old : 53: 16 15 . . . . . . 17 11 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 33.8 57.6 55.5 36.4 30.3 49.4 49.9
Old : 38.7 33.8 57.6 55.5 36.4 30.3 49.4 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 31,252: 7,830 8,790 1,215 1,905 675 7,432 120 745 10,672 16,534 1,723: 960 760
Old : 31,252: 7,830 8,790 1,215 1,905 675 7,432 120 745 10,672 16,534 1,723: 960 760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -2,562: -495 95 -467 -229 147 -1,133 0 50 -919 -3,005 355: -100 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 28.1 3.9 6.1 2.2 23.8 0.4 2.4 34.1 52.9 5.5: 3.1 2.4
Old : 100.0: 25.1 28.1 3.9 6.1 2.2 23.8 0.4 2.4 34.1 52.9 5.5: 3.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 10 11 . . . 4 . . 14 9 10:
Old : 43: 10 11 . . . 4 . . 14 9 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 44.3 68.5 66.3 47.8 42.6 60.9 60.0
Old : 54.3 44.3 68.5 66.3 47.8 42.6 60.9 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 TONS) :
: : Positions :
All : 1,911: 40 64 149 30 468 0 318 296 416 198 536: 6 2
Old : 1,911: 40 64 149 30 468 0 318 296 416 198 536: 6 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.3 7.8 1.6 24.5 0.0 16.7 15.5 21.8 10.4 28.0: 0.3 0.1
Old : 100.0: 2.1 3.3 7.8 1.6 24.5 0.0 16.7 15.5 21.8 10.4 28.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: . . . . . 0 . . 6 6 7:
Old : 20: . . . . . 0 . . 6 6 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 77.9 91.6 92.9 27.6 25.9 30.9 30.6
Old : 71.0 77.9 91.6 92.9 27.6 25.9 30.9 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 147,283: 102,972 116,882 3,212 660 9,754 7,962 4,664 3,269 11,307 3,739 7,917: 890 397
Old : 147,283: 102,972 116,882 3,212 660 9,754 7,962 4,664 3,269 11,307 3,739 7,917: 890 397
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -1,657: 291 2,278 45 -528 -721 -226 -651 -162 585 -571 -1,319: -151 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 79.4 2.2 0.4 6.6 5.4 3.2 2.2 7.7 2.5 5.4: 0.6 0.3
Old : 100.0: 69.9 79.4 2.2 0.4 6.6 5.4 3.2 2.2 7.7 2.5 5.4: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 75: 45 44 . . 4 6 . 7 6 6 9:
Old : 75: 45 44 . . 4 6 . 7 6 6 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 27.3 59.6 49.1 29.6 20.7 40.9 35.5
Old : 40.6 27.3 59.6 49.1 29.6 20.7 40.9 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 39,893: 28,329 34,971 6,487 0 2,485 360 9 2,024 0 196 208: 0 0
Old : 39,893: 28,329 34,971 6,487 0 2,485 360 9 2,024 0 196 208: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -1,360: -1,048 -2,436 -1,314 -208 1,132 -48 9 -82 -28 196 28: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 87.7 16.3 0.0 6.2 0.9 0.0 5.1 0.0 0.5 0.5: 0.0 0.0
Old : 100.0: 71.0 87.7 16.3 0.0 6.2 0.9 0.0 5.1 0.0 0.5 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 19 . 0 . . . . 0 . .:
Old : 29: 19 19 . 0 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 51.2 78.0 72.9 39.7 38.2 53.3 51.0
Old : 55.8 51.2 78.0 72.9 39.7 38.2 53.3 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 369,744: 296,575 325,605 12,879 0 18,060 21,028 3,551 19,240 0 1,326 1,962: 0 0
Old : 369,744: 296,575 325,605 12,879 0 18,060 21,028 3,551 19,240 0 1,326 1,962: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 3,201: 6,101 6,890 -3,544 -656 3,591 1,602 1,309 -6,511 0 -3,384 1,962: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 88.1 3.5 0.0 4.9 5.7 1.0 5.2 0.0 0.4 0.5: 0.0 0.0
Old : 100.0: 80.2 88.1 3.5 0.0 4.9 5.7 1.0 5.2 0.0 0.4 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 19 . 0 . . . . 0 . .:
Old : 28: 19 19 . 0 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 55.8 77.1 80.2 38.7 47.4 57.3 60.6
Old : 46.4 55.8 77.1 80.2 38.7 47.4 57.3 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,526,881: 1,225,763 1,338,641 156,070 30,485 79,530 4,158 408 22,706 9,894 26,351 28,760: 0 0
Old : 1,526,881: 1,225,763 1,338,641 156,070 30,485 79,530 4,158 408 22,706 9,894 26,351 28,760: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 13,644: 24,046 5,741 956 23 -352 -789 -352 -384 -352 18,448 -9,480: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 87.7 10.2 2.0 5.2 0.3 0.0 1.5 0.6 1.7 1.9: 0.0 0.0
Old : 100.0: 80.3 87.7 10.2 2.0 5.2 0.3 0.0 1.5 0.6 1.7 1.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 33 40 . . . . . . . . 5:
Old : 60: 33 40 . . . . . . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 42.0 71.6 60.6 34.1 28.9 43.4 40.5
Old : 52.2 42.0 71.6 60.6 34.1 28.9 43.4 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 53,616: 40,880 43,585 0 1,307 2,350 4,280 306 5,259 780 718 50: 18 42
Old : 53,616: 40,880 43,585 0 1,307 2,350 4,280 306 5,259 780 718 50: 18 42
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 5,803: 3,686 4,102 0 692 -62 1,627 64 934 -429 26 50: -3 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 81.3 0.0 2.4 4.4 8.0 0.6 9.8 1.5 1.3 0.1: 0.0 0.1
Old : 100.0: 76.2 81.3 0.0 2.4 4.4 8.0 0.6 9.8 1.5 1.3 0.1: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 18 0 . . . . . . . .:
Old : 30: 19 18 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 56.5 78.3 80.6 44.9 50.7 63.0 60.7
Old : 56.7 56.5 78.3 80.6 44.9 50.7 63.0 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 311,770: 245,207 249,362 1,947 984 22,280 952 3,511 35,633 5,751 0 0: 0 0
Old : 311,770: 245,207 249,362 1,947 984 22,280 952 3,511 35,633 5,751 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 26,234: 9,014 44,764 1,947 -7,093 4,888 0 -26,942 10,617 -232 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 80.0 0.6 0.3 7.1 0.3 1.1 11.4 1.8 0.0 0.0: 0.0 0.0
Old : 100.0: 78.6 80.0 0.6 0.3 7.1 0.3 1.1 11.4 1.8 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 14 . . . . . . . 0 0:
Old : 26: 14 14 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 54.7 85.3 86.4 43.3 35.0 52.3 52.3
Old : 52.6 54.7 85.3 86.4 43.3 35.0 52.3 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 651,677: 568,358 568,431 14,048 12,826 35,479 15,003 0 14,749 2,168 18,320 1,872: 0 0
Old : 651,677: 568,358 568,431 14,048 12,826 35,479 15,003 0 14,749 2,168 18,320 1,872: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 1,930: 1,930 18,853 0 -16,923 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 87.2 2.2 2.0 5.4 2.3 0.0 2.3 0.3 2.8 0.3: 0.0 0.0
Old : 100.0: 87.2 87.2 2.2 2.0 5.4 2.3 0.0 2.3 0.3 2.8 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 24 . . . . 0 . . . .:
Old : 37: 24 24 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 52.7 76.8 71.2 33.2 37.6 47.2 48.8
Old : 54.7 52.7 76.8 71.2 33.2 37.6 47.2 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 52,658: 43,660 43,587 1,963 894 367 2,903 110 1,204 712 5,014 1,231: 618 251
Old : 52,658: 43,660 43,587 1,963 894 367 2,903 110 1,204 712 5,014 1,231: 618 251
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 218: 484 400 86 0 -262 -100 22 -8 -66 -40 106: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 82.8 3.7 1.7 0.7 5.5 0.2 2.3 1.4 9.5 2.3: 1.2 0.5
Old : 100.0: 82.9 82.8 3.7 1.7 0.7 5.5 0.2 2.3 1.4 9.5 2.3: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 24 . . . . . . . . .:
Old : 37: 24 24 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 62.5 69.0 75.4 36.8 58.1 53.4 66.6
Old : 48.7 62.5 69.0 75.4 36.8 58.1 53.4 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 62,424: 51,534 61,404 9,735 0 40 130 0 370 0 0 0: 615 610
Old : 62,424: 51,534 61,404 9,735 0 40 130 0 370 0 0 0: 615 610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 500: 2,770 500 -2,270 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 98.4 15.6 0.0 0.1 0.2 0.0 0.6 0.0 0.0 0.0: 1.0 1.0
Old : 100.0: 82.6 98.4 15.6 0.0 0.1 0.2 0.0 0.6 0.0 0.0 0.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 25 20 . 0 . . 0 . 0 0 0:
Old : 34: 25 20 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 77.3 71.1 88.6 35.9 61.6 55.0 68.5
Old : 48.0 77.3 71.1 88.6 35.9 61.6 55.0 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 78,677: 65,652 78,187 11,945 0 90 420 0 390 50 0 0: 130 10
Old : 78,677: 65,652 78,187 11,945 0 90 420 0 390 50 0 0: 130 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 1,814: 4,084 1,814 -2,270 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 99.4 15.2 0.0 0.1 0.5 0.0 0.5 0.1 0.0 0.0: 0.2 0.0
Old : 100.0: 83.4 99.4 15.2 0.0 0.1 0.5 0.0 0.5 0.1 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 27 24 . 0 . . 0 . . 0 0:
Old : 38: 27 24 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 73.3 67.1 87.8 34.6 62.4 50.3 69.8
Old : 48.8 73.3 67.1 87.8 34.6 62.4 50.3 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,715: 16,690 15,310 0 1,260 865 0 280 0 100 0 0: 60 0
Old : 17,715: 16,690 15,310 0 1,260 865 0 280 0 100 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 260: 260 260 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 86.4 0.0 7.1 4.9 0.0 1.6 0.0 0.6 0.0 0.0: 0.3 0.0
Old : 100.0: 94.2 86.4 0.0 7.1 4.9 0.0 1.6 0.0 0.6 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 17 0 . . 0 . 0 . 0 0:
Old : 30: 18 17 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 78.9 79.8 91.4 47.8 57.0 63.4 67.6
Old : 56.3 78.9 79.8 91.4 47.8 57.0 63.4 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 279,360: 192,776 277,008 76,536 0 0 6,992 0 2,352 704 0 0: 0 0
Old : 279,360: 192,776 277,008 76,536 0 0 6,992 0 2,352 704 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 3,072: 3,072 3,072 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 99.2 27.4 0.0 0.0 2.5 0.0 0.8 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 69.0 99.2 27.4 0.0 0.0 2.5 0.0 0.8 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 21 . 0 0 . 0 . . 0 0:
Old : 34: 21 21 . 0 0 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 72.9 73.2 89.3 42.9 54.1 52.7 60.9
Old : 52.5 72.9 73.2 89.3 42.9 54.1 52.7 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 8,783: 5,378 6,854 0 672 199 0 129 0 2,990 432 132: 84 365
Old : 8,783: 5,378 6,854 0 672 199 0 129 0 2,990 432 132: 84 365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 196: 152 156 0 20 0 0 0 0 0 0 0: 44 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 78.0 0.0 7.7 2.3 0.0 1.5 0.0 34.0 4.9 1.5: 1.0 4.2
Old : 100.0: 61.2 78.0 0.0 7.7 2.3 0.0 1.5 0.0 34.0 4.9 1.5: 1.0 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 15 0 . . 0 . 0 . . .:
Old : 25: 15 15 0 . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 43.3 78.3 69.8 56.4 37.8 73.0 55.4
Old : 56.6 43.3 78.3 69.8 56.4 37.8 73.0 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,400: 9,600 11,650 0 2,400 0 0 0 0 4,800 350 0: 0 0
Old : 14,400: 9,600 11,650 0 2,400 0 0 0 0 4,800 350 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 100: 0 100 0 0 0 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 80.9 0.0 16.7 0.0 0.0 0.0 0.0 33.3 2.4 0.0: 0.0 0.0
Old : 100.0: 66.7 80.9 0.0 16.7 0.0 0.0 0.0 0.0 33.3 2.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 0 . 0 0 0 0 . . 0:
Old : 20: 10 9 0 . 0 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.9 54.5 97.9 89.6 79.9 54.2 94.1 84.4
Old : 79.9 54.5 97.9 89.6 79.9 54.2 94.1 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,725: 17,640 15,850 0 1,330 1,085 0 410 0 0 50 0: 0 0
Old : 18,725: 17,640 15,850 0 1,330 1,085 0 410 0 0 50 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 70: 70 70 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 84.6 0.0 7.1 5.8 0.0 2.2 0.0 0.0 0.3 0.0: 0.0 0.0
Old : 100.0: 94.2 84.6 0.0 7.1 5.8 0.0 2.2 0.0 0.0 0.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 19 0 . . 0 . 0 0 . 0:
Old : 33: 19 19 0 . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 66.3 79.8 80.8 53.4 55.9 73.0 70.0
Old : 56.6 66.3 79.8 80.8 53.4 55.9 73.0 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,025: 13,095 11,445 50 1,140 1,225 0 835 380 0 0 0: 275 0
Old : 15,025: 13,095 11,445 50 1,140 1,225 0 835 380 0 0 0: 275 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 175: 160 175 0 0 0 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 76.2 0.3 7.6 8.2 0.0 5.6 2.5 0.0 0.0 0.0: 1.8 0.0
Old : 100.0: 87.2 76.2 0.3 7.6 8.2 0.0 5.6 2.5 0.0 0.0 0.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 20 . . . 0 . . 0 0 0:
Old : 31: 19 20 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 53.9 69.7 79.5 36.0 34.5 54.8 52.0
Old : 42.0 53.9 69.7 79.5 36.0 34.5 54.8 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 18,645: 13,853 13,729 0 1,084 2,043 1,811 0 365 0 61 22: 551 1,341
Old : 18,645: 13,853 13,729 0 1,084 2,043 1,811 0 365 0 61 22: 551 1,341
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 564: 626 522 0 60 -40 -44 0 0 0 61 22: 0 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 73.6 0.0 5.8 11.0 9.7 0.0 2.0 0.0 0.3 0.1: 3.0 7.2
Old : 100.0: 74.3 73.6 0.0 5.8 11.0 9.7 0.0 2.0 0.0 0.3 0.1: 3.0 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 22 0 . . . 0 . 0 . .:
Old : 33: 23 22 0 . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 54.6 65.9 70.8 29.1 34.6 44.3 44.4
Old : 42.4 54.6 65.9 70.8 29.1 34.6 44.3 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,124: 42,999 31,888 615 1,152 2,313 0 6,430 1,080 0 4,261 0: 117 0
Old : 47,124: 42,999 31,888 615 1,152 2,313 0 6,430 1,080 0 4,261 0: 117 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 436: 416 451 -50 -113 80 0 35 0 0 -7 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 67.7 1.3 2.4 4.9 0.0 13.6 2.3 0.0 9.0 0.0: 0.2 0.0
Old : 100.0: 91.2 67.7 1.3 2.4 4.9 0.0 13.6 2.3 0.0 9.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 29 29 . . 4 0 . . 0 . 0:
Old : 40: 29 29 . . 4 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 43.3 71.9 68.8 48.2 40.5 64.5 63.7
Old : 52.3 43.3 71.9 68.8 48.2 40.5 64.5 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 57,057: 53,716 36,873 682 6,372 878 82 7,267 1,322 0 4,195 100: 277 50
Old : 57,057: 53,716 36,873 682 6,372 878 82 7,267 1,322 0 4,195 100: 277 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 1,357: 1,452 624 0 531 10 0 340 -105 0 -43 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 64.6 1.2 11.2 1.5 0.1 12.7 2.3 0.0 7.4 0.2: 0.5 0.1
Old : 100.0: 94.1 64.6 1.2 11.2 1.5 0.1 12.7 2.3 0.0 7.4 0.2: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 30 32 . . 4 . . . 0 5 .:
Old : 46: 30 32 . . 4 . . . 0 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 38.3 74.2 59.3 50.8 35.6 66.8 55.7
Old : 55.6 38.3 74.2 59.3 50.8 35.6 66.8 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 44,475: 40,985 40,110 2,300 4,010 250 650 0 0 0 80 0: 290 25
Old : 44,475: 40,985 40,110 2,300 4,010 250 650 0 0 0 80 0: 290 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 130: 80 130 0 0 0 50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 90.2 5.2 9.0 0.6 1.5 0.0 0.0 0.0 0.2 0.0: 0.7 0.1
Old : 100.0: 92.2 90.2 5.2 9.0 0.6 1.5 0.0 0.0 0.0 0.2 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 24 14 . . . . 0 0 0 . 0:
Old : 31: 24 14 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 91.3 71.1 96.7 50.8 82.7 68.7 86.0
Old : 51.9 91.3 71.1 96.7 50.8 82.7 68.7 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,630: 47,140 43,910 1,250 4,640 0 0 0 0 0 80 0: 240 0
Old : 48,630: 47,140 43,910 1,250 4,640 0 0 0 0 0 80 0: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 55: 55 55 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.9 90.3 2.6 9.5 0.0 0.0 0.0 0.0 0.0 0.2 0.0: 0.5 0.0
Old : 100.0: 96.9 90.3 2.6 9.5 0.0 0.0 0.0 0.0 0.0 0.2 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 26 14 . . 0 0 0 0 0 . 0:
Old : 32: 26 14 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 94.0 69.3 97.6 48.1 87.8 67.8 89.4
Old : 49.3 94.0 69.3 97.6 48.1 87.8 67.8 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 408,252: 270,643 367,953 18,932 9,409 8,526 38,957 0 22,364 48,830 0 0: 0 0
Old : 408,252: 270,643 367,953 18,932 9,409 8,526 38,957 0 22,364 48,830 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 19,952: 19,176 20,704 -4,680 -5,432 4,680 0 0 0 776 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 90.1 4.6 2.3 2.1 9.5 0.0 5.5 12.0 0.0 0.0: 0.0 0.0
Old : 100.0: 66.3 90.1 4.6 2.3 2.1 9.5 0.0 5.5 12.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 29 . . . . 0 . . 0 0:
Old : 38: 24 29 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 45.9 73.1 66.2 37.5 40.6 54.7 51.2
Old : 49.0 45.9 73.1 66.2 37.5 40.6 54.7 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 25,021: 15,492 22,409 2,568 125 616 3,608 168 703 1,826 0 106: 102 894
Old : 25,021: 15,492 22,409 2,568 125 616 3,608 168 703 1,826 0 106: 102 894
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 562: 390 265 -103 63 211 40 22 -20 64 0 -20: 0 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 89.6 10.3 0.5 2.5 14.4 0.7 2.8 7.3 0.0 0.4: 0.4 3.6
Old : 100.0: 61.9 89.6 10.3 0.5 2.5 14.4 0.7 2.8 7.3 0.0 0.4: 0.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 27 . . . . . . 4 0 .:
Old : 38: 18 27 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 40.2 70.0 58.6 39.7 34.6 57.6 47.5
Old : 45.7 40.2 70.0 58.6 39.7 34.6 57.6 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 13,379: 10,116 11,016 457 0 847 501 78 1,078 356 360 0: 24 0
Old : 13,379: 10,116 11,016 457 0 847 501 78 1,078 356 360 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 106: 180 154 -48 0 0 0 0 0 -26 -48 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 82.3 3.4 0.0 6.3 3.7 0.6 8.1 2.7 2.7 0.0: 0.2 0.0
Old : 100.0: 75.6 82.3 3.4 0.0 6.3 3.7 0.6 8.1 2.7 2.7 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 8 . 0 . . . . . . 0:
Old : 22: 14 8 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 80.1 81.1 97.7 33.5 69.0 54.3 69.9
Old : 51.5 80.1 81.1 97.7 33.5 69.0 54.3 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 577,027: 488,730 537,704 62,127 8,076 9,392 0 5,077 16,778 0 0 0: 0 0
Old : 577,027: 488,730 537,704 62,127 8,076 9,392 0 5,077 16,778 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 15,870: 15,870 16,300 0 0 0 0 -430 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 93.2 10.8 1.4 1.6 0.0 0.9 2.9 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 84.7 93.2 10.8 1.4 1.6 0.0 0.9 2.9 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 18 . . . 0 . . 0 0 0:
Old : 30: 21 18 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 85.0 77.2 93.4 58.2 72.0 71.3 76.1
Old : 60.4 85.0 77.2 93.4 58.2 72.0 71.3 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 49,918: 35,734 45,475 3,099 1,044 122 3,356 0 1,736 4,175 0 1,079: 617 462
Old : 49,918: 35,734 45,475 3,099 1,044 122 3,356 0 1,736 4,175 0 1,079: 617 462
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 409: 1,566 409 0 0 0 -687 0 0 -470 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 91.1 6.2 2.1 0.2 6.7 0.0 3.5 8.4 0.0 2.2: 1.2 0.9
Old : 100.0: 71.6 91.1 6.2 2.1 0.2 6.7 0.0 3.5 8.4 0.0 2.2: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 15 . . . . 0 . . 0 .:
Old : 29: 18 15 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 85.5 75.6 93.4 51.0 77.5 67.5 80.8
Old : 54.7 85.5 75.6 93.4 51.0 77.5 67.5 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 17,262: 9,857 14,318 301 563 999 1,311 0 0 3,608 0 402: 784 980
Old : 17,262: 9,857 14,318 301 563 999 1,311 0 0 3,608 0 402: 784 980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 372: 309 239 -26 0 92 -22 0 0 -2 0 0: 21 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 82.9 1.7 3.3 5.8 7.6 0.0 0.0 20.9 0.0 2.3: 4.5 5.7
Old : 100.0: 57.1 82.9 1.7 3.3 5.8 7.6 0.0 0.0 20.9 0.0 2.3: 4.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 17 . . . . 0 0 4 0 .:
Old : 26: 14 17 . . . . 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 53.2 62.9 74.5 33.8 41.3 49.9 51.5
Old : 40.4 53.2 62.9 74.5 33.8 41.3 49.9 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 242,847: 172,658 240,416 22,232 0 1,207 704 0 0 44,822 0 1,224: 0 0
Old : 242,847: 172,658 240,416 22,232 0 1,207 704 0 0 44,822 0 1,224: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 3,088: 1,872 4,240 1,976 -392 -760 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 99.0 9.2 0.0 0.5 0.3 0.0 0.0 18.5 0.0 0.5: 0.0 0.0
Old : 100.0: 71.1 99.0 9.2 0.0 0.5 0.3 0.0 0.0 18.5 0.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 16 . 0 . . 0 0 . 0 .:
Old : 27: 14 16 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 59.1 91.7 86.7 60.2 50.5 69.5 65.4
Old : 78.2 59.1 91.7 86.7 60.2 50.5 69.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 13,391: 8,433 10,632 1,811 152 1,013 1,528 0 308 0 586 0: 298 700
Old : 13,391: 8,433 10,632 1,811 152 1,013 1,528 0 308 0 586 0: 298 700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 442: 79 -40 27 -85 186 44 0 -22 0 0 0: 128 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 79.4 13.5 1.1 7.6 11.4 0.0 2.3 0.0 4.4 0.0: 2.2 5.2
Old : 100.0: 63.0 79.4 13.5 1.1 7.6 11.4 0.0 2.3 0.0 4.4 0.0: 2.2 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 15 . . . . 0 . 0 . 0:
Old : 26: 14 15 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 48.5 75.7 72.5 47.0 46.5 65.5 64.9
Old : 55.9 48.5 75.7 72.5 47.0 46.5 65.5 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 116,022: 88,561 103,175 10,823 8,618 3,430 11,649 0 799 760 0 0: 0 0
Old : 116,022: 88,561 103,175 10,823 8,618 3,430 11,649 0 799 760 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 2: -350 -782 0 432 352 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 88.9 9.3 7.4 3.0 10.0 0.0 0.7 0.7 0.0 0.0: 0.0 0.0
Old : 100.0: 76.3 88.9 9.3 7.4 3.0 10.0 0.0 0.7 0.7 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 15 . . . . 0 . . 0 0:
Old : 28: 15 15 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 59.1 76.8 79.6 47.9 52.8 66.6 68.2
Old : 51.9 59.1 76.8 79.6 47.9 52.8 66.6 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 20,807: 12,973 12,571 1,325 0 5,124 0 1,751 1,361 0 0 0: 24 0
Old : 20,807: 12,973 12,571 1,325 0 5,124 0 1,751 1,361 0 0 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -525: -650 -421 74 0 0 0 -155 51 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 60.4 6.4 0.0 24.6 0.0 8.4 6.5 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 62.3 60.4 6.4 0.0 24.6 0.0 8.4 6.5 0.0 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 15 15 . 0 . 0 . . 0 0 0:
Old : 20: 15 15 . 0 . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 63.8 94.3 87.4 39.5 34.1 45.4 45.9
Old : 79.2 63.8 94.3 87.4 39.5 34.1 45.4 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,750: 16,880 13,505 2,475 5,345 0 0 900 0 0 0 0: 395 0
Old : 19,750: 16,880 13,505 2,475 5,345 0 0 900 0 0 0 0: 395 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 68.4 12.5 27.1 0.0 0.0 4.6 0.0 0.0 0.0 0.0: 2.0 0.0
Old : 100.0: 85.5 68.4 12.5 27.1 0.0 0.0 4.6 0.0 0.0 0.0 0.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 11 . . 0 0 . 0 0 0 0:
Old : 25: 18 11 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 77.8 77.6 94.6 45.1 72.8 68.1 78.7
Old : 46.5 77.8 77.6 94.6 45.1 72.8 68.1 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,155: 14,070 9,560 1,700 5,695 0 0 900 0 0 0 0: 385 0
Old : 16,155: 14,070 9,560 1,700 5,695 0 0 900 0 0 0 0: 385 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 59.2 10.5 35.3 0.0 0.0 5.6 0.0 0.0 0.0 0.0: 2.4 0.0
Old : 100.0: 87.1 59.2 10.5 35.3 0.0 0.0 5.6 0.0 0.0 0.0 0.0: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 9 . . 0 0 . 0 0 0 0:
Old : 24: 17 9 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 79.2 77.2 96.7 42.4 74.9 62.9 77.7
Old : 51.3 79.2 77.2 96.7 42.4 74.9 62.9 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,430: 24,350 18,400 0 5,870 0 0 100 0 0 0 0: 80 60
Old : 24,430: 24,350 18,400 0 5,870 0 0 100 0 0 0 0: 80 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 130: 130 130 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.7 75.3 0.0 24.0 0.0 0.0 0.4 0.0 0.0 0.0 0.0: 0.3 0.2
Old : 100.0: 99.7 75.3 0.0 24.0 0.0 0.0 0.4 0.0 0.0 0.0 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 9 0 . 0 0 . 0 0 0 0:
Old : 28: 20 9 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 76.7 79.9 97.6 51.7 73.2 70.0 85.9
Old : 55.5 76.7 79.9 97.6 51.7 73.2 70.0 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,445: 16,205 12,525 0 3,920 0 0 0 0 0 0 0: 240 0
Old : 16,445: 16,205 12,525 0 3,920 0 0 0 0 0 0 0: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 290: 50 290 0 0 0 0 0 0 0 0 0: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.5 76.2 0.0 23.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 0.0
Old : 100.0: 98.5 76.2 0.0 23.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 19 6 0 . 0 0 0 0 0 0 0:
Old : 23: 19 6 0 . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 80.8 79.4 100.0 54.6 79.2 77.0 94.2
Old : 57.0 80.8 79.4 100.0 54.6 79.2 77.0 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,020: 16,505 16,290 0 1,115 445 50 50 0 0 0 0: 1,020 120
Old : 18,020: 16,505 16,290 0 1,115 445 50 50 0 0 0 0: 1,020 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 220: 220 220 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 90.4 0.0 6.2 2.5 0.3 0.3 0.0 0.0 0.0 0.0: 5.7 0.7
Old : 100.0: 91.6 90.4 0.0 6.2 2.5 0.3 0.3 0.0 0.0 0.0 0.0: 5.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 7 0 . . . . 0 0 0 0:
Old : 21: 13 7 0 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 85.7 87.1 98.8 64.9 85.7 82.7 90.5
Old : 69.0 85.7 87.1 98.8 64.9 85.7 82.7 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,605: 16,390 17,555 275 0 0 200 50 0 0 0 0: 740 0
Old : 17,605: 16,390 17,555 275 0 0 200 50 0 0 0 0: 740 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 99.7 1.6 0.0 0.0 1.1 0.3 0.0 0.0 0.0 0.0: 4.2 0.0
Old : 100.0: 93.1 99.7 1.6 0.0 0.0 1.1 0.3 0.0 0.0 0.0 0.0: 4.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 21 10 . 0 0 . . 0 0 0 0:
Old : 26: 21 10 . 0 0 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 93.7 67.8 99.0 40.2 80.8 56.3 81.1
Old : 47.4 93.7 67.8 99.0 40.2 80.8 56.3 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,760: 17,465 18,730 325 0 5 200 0 25 0 0 0: 740 0
Old : 18,760: 17,465 18,730 325 0 5 200 0 25 0 0 0: 740 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 450: 435 450 0 0 0 0 -25 25 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 99.8 1.7 0.0 0.0 1.1 0.0 0.1 0.0 0.0 0.0: 3.9 0.0
Old : 100.0: 93.1 99.8 1.7 0.0 0.0 1.1 0.0 0.1 0.0 0.0 0.0: 3.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 23 9 . 0 . . 0 . 0 0 0:
Old : 28: 23 9 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 94.0 68.3 99.1 40.4 82.9 57.2 82.9
Old : 47.4 94.0 68.3 99.1 40.4 82.9 57.2 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 107,852: 97,933 101,231 3,436 1,150 4,101 1,015 588 607 500 75 100: 160 0
Old : 107,852: 97,933 101,231 3,436 1,150 4,101 1,015 588 607 500 75 100: 160 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 100: 100 50 0 0 0 0 0 0 -50 0 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 93.9 3.2 1.1 3.8 0.9 0.5 0.6 0.5 0.1 0.1: 0.1 0.0
Old : 100.0: 90.8 93.9 3.2 1.1 3.8 0.9 0.5 0.6 0.5 0.1 0.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 31 29 . . . . . . . . .:
Old : 46: 31 29 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 62.2 60.9 85.1 36.5 57.0 51.4 66.1
Old : 44.4 62.2 60.9 85.1 36.5 57.0 51.4 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 137,166: 124,235 131,550 3,576 225 4,971 3,344 50 345 625 25 0: 70 0
Old : 137,166: 124,235 131,550 3,576 225 4,971 3,344 50 345 625 25 0: 70 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 635: 515 610 50 0 0 45 0 25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 95.9 2.6 0.2 3.6 2.4 0.0 0.3 0.5 0.0 0.0: 0.1 0.0
Old : 100.0: 90.6 95.9 2.6 0.2 3.6 2.4 0.0 0.3 0.5 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 34 34 . . . . . . . . 0:
Old : 53: 34 34 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 59.5 58.2 82.6 31.2 52.7 48.9 65.1
Old : 37.0 59.5 58.2 82.6 31.2 52.7 48.9 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 161,521: 124,780 124,647 700 16,758 5,179 3,269 1,482 2,110 21,543 7,418 3,637: 303 290
Old : 161,521: 124,780 124,647 700 16,758 5,179 3,269 1,482 2,110 21,543 7,418 3,637: 303 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 2,780: 1,584 2,794 600 -792 391 -510 222 -10 775 168 -103: 53 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 77.2 0.4 10.4 3.2 2.0 0.9 1.3 13.3 4.6 2.3: 0.2 0.2
Old : 100.0: 77.3 77.2 0.4 10.4 3.2 2.0 0.9 1.3 13.3 4.6 2.3: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 36 35 . . 4 . . . 6 . 6:
Old : 61: 36 35 . . 4 . . . 6 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 65.2 59.6 76.7 37.0 58.7 57.6 68.8
Old : 37.9 65.2 59.6 76.7 37.0 58.7 57.6 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 98,731: 81,164 88,104 9,606 2,673 3,916 1,552 50 588 1,115 2,790 610: 180 0
Old : 98,731: 81,164 88,104 9,606 2,673 3,916 1,552 50 588 1,115 2,790 610: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 2,038: 2,318 1,819 56 -80 -46 -50 0 -240 15 600 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 89.2 9.7 2.7 4.0 1.6 0.1 0.6 1.1 2.8 0.6: 0.2 0.0
Old : 100.0: 82.2 89.2 9.7 2.7 4.0 1.6 0.1 0.6 1.1 2.8 0.6: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 34 28 . . 4 . . . . . .:
Old : 51: 34 28 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 74.7 60.8 84.8 40.3 70.9 57.8 80.3
Old : 41.9 74.7 60.8 84.8 40.3 70.9 57.8 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,460: 15,630 15,355 430 520 490 375 915 25 0 25 0: 510 130
Old : 17,460: 15,630 15,355 430 520 490 375 915 25 0 25 0: 510 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 370: 370 370 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 87.9 2.5 3.0 2.8 2.1 5.2 0.1 0.0 0.1 0.0: 2.9 0.7
Old : 100.0: 89.5 87.9 2.5 3.0 2.8 2.1 5.2 0.1 0.0 0.1 0.0: 2.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 11 . . . . . . 0 . 0:
Old : 29: 20 11 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 75.4 73.1 96.2 49.0 71.8 73.1 86.9
Old : 49.0 75.4 73.1 96.2 49.0 71.8 73.1 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,585: 14,095 15,235 425 500 415 1,275 315 0 0 0 0: 375 120
Old : 16,585: 14,095 15,235 425 500 415 1,275 315 0 0 0 0: 375 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 255: 255 255 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 91.9 2.6 3.0 2.5 7.7 1.9 0.0 0.0 0.0 0.0: 2.3 0.7
Old : 100.0: 85.0 91.9 2.6 3.0 2.5 7.7 1.9 0.0 0.0 0.0 0.0: 2.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 10 . . . . . 0 0 0 0:
Old : 25: 15 10 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 76.0 72.7 96.8 45.6 69.5 72.7 86.0
Old : 45.6 76.0 72.7 96.8 45.6 69.5 72.7 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 18,320: 14,025 13,675 250 0 2,695 0 665 325 0 0 0: 1,025 960
Old : 18,320: 14,025 13,675 250 0 2,695 0 665 325 0 0 0: 1,025 960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 215: 215 -35 0 0 0 0 250 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 74.6 1.4 0.0 14.7 0.0 3.6 1.8 0.0 0.0 0.0: 5.6 5.2
Old : 100.0: 76.6 74.6 1.4 0.0 14.7 0.0 3.6 1.8 0.0 0.0 0.0: 5.6 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 20 . 0 . 0 . . 0 0 0:
Old : 27: 15 20 . 0 . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 42.1 81.6 68.9 44.6 25.8 51.5 39.8
Old : 56.6 42.1 81.6 68.9 44.6 25.8 51.5 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 22,460: 16,725 18,492 811 198 1,111 164 0 132 774 0 86: 2,658 2,442
Old : 22,460: 16,725 18,492 811 198 1,111 164 0 132 774 0 86: 2,658 2,442
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -1,541: -1,381 -1,384 97 -18 -96 -24 0 0 -164 0 86: -59 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 82.3 3.6 0.9 4.9 0.7 0.0 0.6 3.4 0.0 0.4: 11.8 10.9
Old : 100.0: 74.5 82.3 3.6 0.9 4.9 0.7 0.0 0.6 3.4 0.0 0.4: 11.8 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 16 . . . . 0 . . 0 .:
Old : 24: 17 16 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 62.6 74.8 79.5 38.4 48.6 47.4 52.5
Old : 57.3 62.6 74.8 79.5 38.4 48.6 47.4 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 MEGAWATT HOURS) :
: : Positions :
All : 1,349,585: 415,164 1,325,235 910,071 0 24,350 0 0 0 0 0 0: 0 0
Old : 1,349,585: 415,164 1,325,235 910,071 0 24,350 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -27,336: -27,336 -24,480 2,856 0 -2,856 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 98.2 67.4 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 30.8 98.2 67.4 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 15 . 0 . 0 0 0 0 0 0:
Old : 21: 11 15 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.0 87.1 99.4 94.7 84.6 76.9 85.7 82.3
Old : 92.0 87.1 99.4 94.7 84.6 76.9 85.7 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 138,704: 128,188 74,503 790 55,660 3,551 3,635 0 2,540 0 2,450 0: 0 0
Old : 138,704: 128,188 74,503 790 55,660 3,551 3,635 0 2,540 0 2,450 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -3,444: -3,192 -3,108 -42 -231 0 -210 0 0 0 -105 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 53.7 0.6 40.1 2.6 2.6 0.0 1.8 0.0 1.8 0.0: 0.0 0.0
Old : 100.0: 92.4 53.7 0.6 40.1 2.6 2.6 0.0 1.8 0.0 1.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 17 . . . . 0 . 0 . 0:
Old : 29: 16 17 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 72.7 84.0 85.6 33.1 46.6 50.0 53.1
Old : 62.6 72.7 84.0 85.6 33.1 46.6 50.0 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 2,939,400: 2,543,815 1,192,344 155,536 1,214,607 240,049 0 292,400 0 0 0 0: 0 0
Old : 2,939,400: 2,543,815 1,192,344 155,536 1,214,607 240,049 0 292,400 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -83,588: -64,004 -67,268 -12,648 6,936 -6,936 0 -16,320 0 0 0 0: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 40.6 5.3 41.3 8.2 0.0 9.9 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.5 40.6 5.3 41.3 8.2 0.0 9.9 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 12 . . . 0 . 0 0 0 0:
Old : 28: 19 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 82.6 91.1 94.0 49.4 57.8 61.0 63.9
Old : 73.8 82.6 91.1 94.0 49.4 57.8 61.0 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 54,004: 43,293 43,229 1,063 740 5,299 0 42 3,583 746 0 20: 0 1,091
Old : 54,004: 43,293 43,229 1,063 740 5,299 0 42 3,583 746 0 20: 0 1,091
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -2,520: -2,415 -1,617 483 -105 -483 0 -105 -105 21 0 -21: 0 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 80.0 2.0 1.4 9.8 0.0 0.1 6.6 1.4 0.0 0.0: 0.0 2.0
Old : 100.0: 80.2 80.0 2.0 1.4 9.8 0.0 0.1 6.6 1.4 0.0 0.0: 0.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 10 . . . 0 . . . 0 .:
Old : 22: 13 10 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 75.0 88.0 92.7 56.6 66.9 68.4 72.3
Old : 64.0 75.0 88.0 92.7 56.6 66.9 68.4 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,452,355: 870,101 909,864 138,933 253,991 217,588 146,640 0 70,560 8,181 0 352: 0 0
Old : 1,452,355: 870,101 909,864 138,933 253,991 217,588 146,640 0 70,560 8,181 0 352: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: -73,440: -57,120 -26,520 1,632 -44,880 -1,632 -16,320 0 0 408 0 -408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 62.6 9.6 17.5 15.0 10.1 0.0 4.9 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 59.9 62.6 9.6 17.5 15.0 10.1 0.0 4.9 0.6 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 9 . . . . 0 . . 0 .:
Old : 24: 13 9 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 84.5 86.1 98.6 50.7 68.5 65.9 73.2
Old : 59.9 84.5 86.1 98.6 50.7 68.5 65.9 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,075: 14,785 20,005 4,020 0 1,800 0 580 20 1,805 0 0: 645 670
Old : 23,075: 14,785 20,005 4,020 0 1,800 0 580 20 1,805 0 0: 645 670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 540: 390 -60 0 0 0 0 580 20 250 0 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 86.7 17.4 0.0 7.8 0.0 2.5 0.1 7.8 0.0 0.0: 2.8 2.9
Old : 100.0: 64.1 86.7 17.4 0.0 7.8 0.0 2.5 0.1 7.8 0.0 0.0: 2.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 13 . 0 . 0 . . . 0 0:
Old : 26: 13 13 . 0 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 53.9 90.6 81.5 65.1 53.9 82.8 78.7
Old : 72.9 53.9 90.6 81.5 65.1 53.9 82.8 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,899: 12,181 17,059 3,840 0 1,500 0 560 40 1,774 0 0: 564 740
Old : 19,899: 12,181 17,059 3,840 0 1,500 0 560 40 1,774 0 0: 564 740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 540: 390 -60 0 0 0 -140 560 40 250 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 85.7 19.3 0.0 7.5 0.0 2.8 0.2 8.9 0.0 0.0: 2.8 3.7
Old : 100.0: 61.2 85.7 19.3 0.0 7.5 0.0 2.8 0.2 8.9 0.0 0.0: 2.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 14 . 0 . 0 . . . 0 0:
Old : 23: 10 14 . 0 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.8 52.3 94.7 81.4 73.9 52.3 85.2 76.9
Old : 81.8 52.3 94.7 81.4 73.9 52.3 85.2 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,671: 26,924 26,174 0 1,306 1,170 1,425 0 0 1,873 3,270 685: 594 66
Old : 32,671: 26,924 26,174 0 1,306 1,170 1,425 0 0 1,873 3,270 685: 594 66
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 485: 293 673 0 -260 25 0 0 0 100 0 2: 65 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 80.1 0.0 4.0 3.6 4.4 0.0 0.0 5.7 10.0 2.1: 1.8 0.2
Old : 100.0: 82.4 80.1 0.0 4.0 3.6 4.4 0.0 0.0 5.7 10.0 2.1: 1.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 20 0 . . . 0 0 . . .:
Old : 30: 18 20 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 52.3 79.8 77.9 55.5 50.5 67.1 66.1
Old : 66.0 52.3 79.8 77.9 55.5 50.5 67.1 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,486: 13,020 17,996 1,721 2,240 925 780 0 0 4,175 0 0: 865 325
Old : 21,486: 13,020 17,996 1,721 2,240 925 780 0 0 4,175 0 0: 865 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 609: 484 384 -355 -220 400 0 0 0 0 0 0: 80 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 83.8 8.0 10.4 4.3 3.6 0.0 0.0 19.4 0.0 0.0: 4.0 1.5
Old : 100.0: 60.6 83.8 8.0 10.4 4.3 3.6 0.0 0.0 19.4 0.0 0.0: 4.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 17 . . . . 0 0 . 0 0:
Old : 27: 16 17 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 51.0 82.8 75.8 51.6 45.0 64.8 60.4
Old : 65.1 51.0 82.8 75.8 51.6 45.0 64.8 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,906: 24,906 16,782 112 7,716 269 0 644 140 6 0 250: 223 105
Old : 25,906: 24,906 16,782 112 7,716 269 0 644 140 6 0 250: 223 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 1,121: 1,121 720 0 115 0 0 0 0 -250 0 250: 0 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.1 64.8 0.4 29.8 1.0 0.0 2.5 0.5 0.0 0.0 1.0: 0.9 0.4
Old : 100.0: 96.1 64.8 0.4 29.8 1.0 0.0 2.5 0.5 0.0 0.0 1.0: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 25 21 . . . 0 . . . 0 .:
Old : 35: 25 21 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 53.8 77.0 81.2 59.8 53.3 71.7 73.5
Old : 61.9 53.8 77.0 81.2 59.8 53.3 71.7 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,993: 21,362 14,229 290 7,423 163 842 780 158 0 100 0: 178 140
Old : 22,993: 21,362 14,229 290 7,423 163 842 780 158 0 100 0: 178 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 497: 472 -143 0 500 0 0 0 0 0 0 0: 25 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 61.9 1.3 32.3 0.7 3.7 3.4 0.7 0.0 0.4 0.0: 0.8 0.6
Old : 100.0: 92.9 61.9 1.3 32.3 0.7 3.7 3.4 0.7 0.0 0.4 0.0: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 20 . . . . . . 0 . 0:
Old : 35: 22 20 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 47.8 78.5 71.6 58.3 42.7 69.4 64.8
Old : 63.2 47.8 78.5 71.6 58.3 42.7 69.4 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,510: 13,527 12,860 1,405 1,135 395 0 1,120 0 0 0 0: 183 0
Old : 15,510: 13,527 12,860 1,405 1,135 395 0 1,120 0 0 0 0: 183 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 420: 410 420 10 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 82.9 9.1 7.3 2.5 0.0 7.2 0.0 0.0 0.0 0.0: 1.2 0.0
Old : 100.0: 87.2 82.9 9.1 7.3 2.5 0.0 7.2 0.0 0.0 0.0 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 . . . 0 . 0 0 0 0:
Old : 24: 13 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 63.9 80.6 88.5 49.7 57.2 77.7 81.8
Old : 49.8 63.9 80.6 88.5 49.7 57.2 77.7 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,400: 8,615 9,430 1,345 565 110 0 210 0 0 0 0: 330 85
Old : 10,400: 8,615 9,430 1,345 565 110 0 210 0 0 0 0: 330 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 445: 5 540 560 0 -120 0 0 0 0 0 0: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 90.7 12.9 5.4 1.1 0.0 2.0 0.0 0.0 0.0 0.0: 3.2 0.8
Old : 100.0: 82.8 90.7 12.9 5.4 1.1 0.0 2.0 0.0 0.0 0.0 0.0: 3.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 10 . . . 0 . 0 0 0 0:
Old : 21: 13 10 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 68.2 78.5 93.8 54.4 60.1 76.1 79.8
Old : 54.6 68.2 78.5 93.8 54.4 60.1 76.1 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,055: 22,070 18,035 1,030 1,740 2,320 0 2,305 465 50 1,100 0: 120 90
Old : 26,055: 22,070 18,035 1,030 1,740 2,320 0 2,305 465 50 1,100 0: 120 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 2,860: 2,740 2,010 120 900 0 0 -50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 69.2 4.0 6.7 8.9 0.0 8.8 1.8 0.2 4.2 0.0: 0.5 0.3
Old : 100.0: 84.7 69.2 4.0 6.7 8.9 0.0 8.8 1.8 0.2 4.2 0.0: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 23 . . . 0 . . . . 0:
Old : 37: 24 23 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 46.4 72.1 70.3 46.1 35.1 59.1 54.2
Old : 52.7 46.4 72.1 70.3 46.1 35.1 59.1 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 6,945: 5,960 5,670 480 1,250 0 375 0 0 0 0 0: 130 25
Old : 6,945: 5,960 5,670 480 1,250 0 375 0 0 0 0 0: 130 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 605: 305 580 0 0 0 300 0 0 0 0 0: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 81.6 6.9 18.0 0.0 5.4 0.0 0.0 0.0 0.0 0.0: 1.9 0.4
Old : 100.0: 85.8 81.6 6.9 18.0 0.0 5.4 0.0 0.0 0.0 0.0 0.0: 1.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 17 12 . . 0 . 0 0 0 0 0:
Old : 23: 17 12 . . 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 64.6 77.0 90.0 48.7 53.2 71.9 74.0
Old : 49.6 64.6 77.0 90.0 48.7 53.2 71.9 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 11,200: 8,390 9,125 730 1,265 0 1,220 0 460 0 350 0: 400 0
Old : 11,200: 8,390 9,125 730 1,265 0 1,220 0 460 0 350 0: 400 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 1,355: 955 1,155 250 300 0 300 0 0 0 0 0: -150 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 81.5 6.5 11.3 0.0 10.9 0.0 4.1 0.0 3.1 0.0: 3.6 0.0
Old : 100.0: 74.9 81.5 6.5 11.3 0.0 10.9 0.0 4.1 0.0 3.1 0.0: 3.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 12 . . 0 . 0 . 0 . 0:
Old : 25: 17 12 . . 0 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 62.6 81.8 85.5 44.9 54.8 66.3 72.3
Old : 50.0 62.6 81.8 85.5 44.9 54.8 66.3 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,763: 59,141 57,909 0 1,160 4,245 290 0 0 0 0 0: 2,087 2,449
Old : 65,763: 59,141 57,909 0 1,160 4,245 290 0 0 0 0 0: 2,087 2,449
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 675: 675 555 0 0 0 0 0 0 0 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 88.1 0.0 1.8 6.5 0.4 0.0 0.0 0.0 0.0 0.0: 3.2 3.7
Old : 100.0: 89.9 88.1 0.0 1.8 6.5 0.4 0.0 0.0 0.0 0.0 0.0: 3.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 21 0 . . . 0 0 0 0 0:
Old : 29: 17 21 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.0 74.0 91.3 87.1 79.8 69.0 83.2 78.3
Old : 84.0 74.0 91.3 87.1 79.8 69.0 83.2 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 60,707: 55,747 50,998 0 3,610 2,920 0 0 0 0 0 0: 2,040 3,179
Old : 60,707: 55,747 50,998 0 3,610 2,920 0 0 0 0 0 0: 2,040 3,179
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 600: 600 480 0 0 0 0 0 0 0 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 84.0 0.0 5.9 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 5.2
Old : 100.0: 91.8 84.0 0.0 5.9 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 3.4 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 16 0 . . 0 0 0 0 0 0:
Old : 22: 15 16 0 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.0 75.6 91.5 88.7 81.2 69.2 85.0 80.3
Old : 85.0 75.6 91.5 88.7 81.2 69.2 85.0 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 13,936: 10,935 13,880 1,430 0 0 550 0 50 600 0 6: 365 0
Old : 13,936: 10,935 13,880 1,430 0 0 550 0 50 600 0 6: 365 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 99.6 10.3 0.0 0.0 3.9 0.0 0.4 4.3 0.0 0.0: 2.6 0.0
Old : 100.0: 78.5 99.6 10.3 0.0 0.0 3.9 0.0 0.4 4.3 0.0 0.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 8 . 0 0 . 0 . . 0 .:
Old : 21: 14 8 . 0 0 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 93.3 80.5 99.6 53.9 86.1 72.8 87.6
Old : 57.1 93.3 80.5 99.6 53.9 86.1 72.8 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 9,310: 9,025 7,715 0 1,405 0 10 0 190 0 0 0: 85 0
Old : 9,310: 9,025 7,715 0 1,405 0 10 0 190 0 0 0: 85 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.9 82.9 0.0 15.1 0.0 0.1 0.0 2.0 0.0 0.0 0.0: 0.9 0.0
Old : 100.0: 96.9 82.9 0.0 15.1 0.0 0.1 0.0 2.0 0.0 0.0 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 8 0 . 0 . 0 . 0 0 0:
Old : 20: 12 8 0 . 0 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 62.5 90.4 96.1 54.6 52.7 65.0 67.3
Old : 74.5 62.5 90.4 96.1 54.6 52.7 65.0 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 14,372: 13,015 11,625 150 0 450 150 1,210 0 0 585 327: 280 175
Old : 14,372: 13,015 11,625 150 0 450 150 1,210 0 0 585 327: 280 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 20: 20 20 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 80.9 1.0 0.0 3.1 1.0 8.4 0.0 0.0 4.1 2.3: 1.9 1.2
Old : 100.0: 90.6 80.9 1.0 0.0 3.1 1.0 8.4 0.0 0.0 4.1 2.3: 1.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 12 . 0 . . . 0 0 . .:
Old : 23: 15 12 . 0 . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 58.7 80.4 87.3 49.7 52.6 62.2 66.7
Old : 56.8 58.7 80.4 87.3 49.7 52.6 62.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 13,165: 11,505 9,345 475 0 125 200 1,525 0 0 2,045 0: 860 125
Old : 13,165: 11,505 9,345 475 0 125 200 1,525 0 0 2,045 0: 860 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 600: 600 300 0 0 0 0 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 71.0 3.6 0.0 0.9 1.5 11.6 0.0 0.0 15.5 0.0: 6.5 0.9
Old : 100.0: 87.4 71.0 3.6 0.0 0.9 1.5 11.6 0.0 0.0 15.5 0.0: 6.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 8 . 0 . . . 0 0 . 0:
Old : 20: 12 8 . 0 . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 61.5 83.2 93.9 49.1 55.4 68.2 78.5
Old : 57.5 61.5 83.2 93.9 49.1 55.4 68.2 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,651: 20,211 16,771 0 0 0 1,075 4,245 115 0 370 0: 250 150
Old : 21,651: 20,211 16,771 0 0 0 1,075 4,245 115 0 370 0: 250 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 125: 190 145 0 0 0 -25 -25 25 0 0 0: -65 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 77.5 0.0 0.0 0.0 5.0 19.6 0.5 0.0 1.7 0.0: 1.2 0.7
Old : 100.0: 93.3 77.5 0.0 0.0 0.0 5.0 19.6 0.5 0.0 1.7 0.0: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 11 0 0 0 . . . 0 . 0:
Old : 23: 15 11 0 0 0 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 93.0 88.6 97.7 66.3 89.2 88.1 93.9
Old : 66.9 93.0 88.6 97.7 66.3 89.2 88.1 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,425: 46,458 52,897 2,615 565 800 4,745 1,175 145 809 0 784: 3,069 3,059
Old : 59,425: 46,458 52,897 2,615 565 800 4,745 1,175 145 809 0 784: 3,069 3,059
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 1,300: 1,086 1,086 0 0 0 -25 -25 25 0 0 0: 214 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 89.0 4.4 1.0 1.3 8.0 2.0 0.2 1.4 0.0 1.3: 5.2 5.1
Old : 100.0: 78.2 89.0 4.4 1.0 1.3 8.0 2.0 0.2 1.4 0.0 1.3: 5.2 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 22 . . . . . . . 0 .:
Old : 33: 21 22 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 51.5 78.2 71.7 52.7 51.5 70.1 67.0
Old : 54.3 51.5 78.2 71.7 52.7 51.5 70.1 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,442: 36,385 47,995 2,565 475 800 5,530 350 0 4,505 0 0: 1,657 1,822
Old : 51,442: 36,385 47,995 2,565 475 800 5,530 350 0 4,505 0 0: 1,657 1,822
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 1,665: 1,665 1,665 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 93.3 5.0 0.9 1.6 10.7 0.7 0.0 8.8 0.0 0.0: 3.2 3.5
Old : 100.0: 70.7 93.3 5.0 0.9 1.6 10.7 0.7 0.0 8.8 0.0 0.0: 3.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 21 . . . . . 0 . 0 0:
Old : 33: 18 21 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 52.8 84.9 73.9 58.2 51.2 76.4 68.2
Old : 60.5 52.8 84.9 73.9 58.2 51.2 76.4 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,660: 23,710 21,215 0 1,750 420 600 4,825 0 3,100 0 0: 1,830 1,450
Old : 29,660: 23,710 21,215 0 1,750 420 600 4,825 0 3,100 0 0: 1,830 1,450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 71.5 0.0 5.9 1.4 2.0 16.3 0.0 10.5 0.0 0.0: 6.2 4.9
Old : 100.0: 79.9 71.5 0.0 5.9 1.4 2.0 16.3 0.0 10.5 0.0 0.0: 6.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 20 0 . . . . 0 . 0 0:
Old : 30: 18 20 0 . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 55.4 80.2 74.9 46.9 45.6 56.6 57.7
Old : 51.8 55.4 80.2 74.9 46.9 45.6 56.6 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,825: 22,415 22,975 0 1,020 0 400 0 600 800 0 0: 610 230
Old : 24,825: 22,415 22,975 0 1,020 0 400 0 600 800 0 0: 610 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 92.5 0.0 4.1 0.0 1.6 0.0 2.4 3.2 0.0 0.0: 2.5 0.9
Old : 100.0: 90.3 92.5 0.0 4.1 0.0 1.6 0.0 2.4 3.2 0.0 0.0: 2.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 19 14 0 . 0 . 0 . . 0 0:
Old : 25: 19 14 0 . 0 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 56.1 77.6 78.8 53.1 47.5 63.5 61.4
Old : 61.5 56.1 77.6 78.8 53.1 47.5 63.5 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,828: 17,960 17,265 0 1,255 3,815 2,950 1,200 0 1,720 3,300 23: 1,360 970
Old : 27,828: 17,960 17,265 0 1,255 3,815 2,950 1,200 0 1,720 3,300 23: 1,360 970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 560: 560 10 0 0 0 0 600 0 0 0 0: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 62.0 0.0 4.5 13.7 10.6 4.3 0.0 6.2 11.9 0.1: 4.9 3.5
Old : 100.0: 64.5 62.0 0.0 4.5 13.7 10.6 4.3 0.0 6.2 11.9 0.1: 4.9 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 16 0 . . . . 0 . . .:
Old : 30: 19 16 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 50.8 75.1 71.5 47.1 39.1 62.2 55.5
Old : 57.1 50.8 75.1 71.5 47.1 39.1 62.2 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, February 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,230: 14,895 13,630 600 1,400 1,840 0 650 600 0 250 210: 2,085 1,650
Old : 20,230: 14,895 13,630 600 1,400 1,840 0 650 600 0 250 210: 2,085 1,650
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 650: 650 50 0 0 0 0 600 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 67.4 3.0 6.9 9.1 0.0 3.2 3.0 0.0 1.2 1.0: 10.3 8.2
Old : 100.0: 73.6 67.4 3.0 6.9 9.1 0.0 3.2 3.0 0.0 1.2 1.0: 10.3 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 16 . . . 0 . . 0 . .:
Old : 26: 17 16 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 43.4 73.3 63.5 36.8 29.1 47.3 42.0
Old : 53.3 43.4 73.3 63.5 36.8 29.1 47.3 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 6, 2015