Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 85,507 : : Positions : : 17,068 25,070 890 6,791 1,131 4,425 9,890 1,346 52,986 33,384 6,836 : : : : Changes from: December 23, 2014 : : -1,536 -1,827 -271 500 -530 193 66 -474 -38 -653 -1,038 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 29.3 1.0 7.9 1.3 5.2 11.6 1.6 62.0 39.0 8.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 14 15 . . . . . . 16 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 30,493 : : Positions : : 9,410 5,190 1,320 2,042 445 7,300 150 375 9,551 19,894 1,462 : : : : Changes from: December 23, 2014 : : -1,330 -700 0 23 -108 650 0 -376 -1,101 -1,119 -631 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.9 17.0 4.3 6.7 1.5 23.9 0.5 1.2 31.3 65.2 4.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 8 8 . . . 4 . . 9 11 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 138,872 : : Positions : : 93,940 101,400 2,636 1,188 12,899 7,432 6,105 4,099 8,466 4,135 8,298 : : : : Changes from: December 23, 2014 : : -1,040 686 -55 -213 -85 133 185 -106 62 -1,539 339 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 73.0 1.9 0.9 9.3 5.4 4.4 3.0 6.1 3.0 6.0 : : : : Number of Traders in Each Category Total Traders: 78 : : 46 45 . . 4 4 4 5 5 8 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 42,832 : : Positions : : 27,895 36,275 9,022 2,149 1,992 1,404 0 2,080 103 0 336 : : : : Changes from: December 23, 2014 : : 586 -99 -189 0 216 -344 0 182 -152 0 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 84.7 21.1 5.0 4.7 3.3 0.0 4.9 0.2 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 19 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 347,967 : : Positions : : 257,140 290,541 40,276 15,794 7,614 13,602 1,300 29,335 0 3,383 0 : : : : Changes from: December 23, 2014 : : 2,214 1,926 -943 0 0 0 -655 328 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 83.5 11.6 4.5 2.2 3.9 0.4 8.4 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 21 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,480,275 : : Positions : :1,188,992 1,292,061 142,095 32,356 80,709 3,496 15,182 21,121 11,894 6,878 31,968 : : : : Changes from: December 23, 2014 : : -2,464 -1,352 2,336 16 -720 352 -16 -392 -1,224 352 816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 87.3 9.6 2.2 5.5 0.2 1.0 1.4 0.8 0.5 2.2 : : : : Number of Traders in Each Category Total Traders: 62 : : 36 38 . . 4 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 48,815 : : Positions : : 37,957 37,894 2,961 4,794 828 1,232 231 4,253 1,565 796 0 : : : : Changes from: December 23, 2014 : : -78 1,278 540 0 -258 228 0 -127 588 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 77.6 6.1 9.8 1.7 2.5 0.5 8.7 3.2 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 290,686 : : Positions : : 220,599 197,324 13,742 19,912 25,890 1,608 23,168 24,392 4,455 0 0 : : : : Changes from: December 23, 2014 : : -2,583 1,560 3,239 0 -3,239 0 -904 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 67.9 4.7 6.9 8.9 0.6 8.0 8.4 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 653,697 : : Positions : : 563,120 535,487 11,304 53,197 36,688 27,788 0 8,133 2,640 16,168 4,024 : : : : Changes from: December 23, 2014 : : 816 408 0 0 0 -816 0 0 408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 81.9 1.7 8.1 5.6 4.3 0.0 1.2 0.4 2.5 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 54,824 : : Positions : : 44,345 45,094 1,817 960 880 3,615 0 1,113 881 5,269 1,211 : : : : Changes from: December 23, 2014 : : 450 217 0 0 0 -192 0 0 -41 0 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 82.3 3.3 1.8 1.6 6.6 0.0 2.0 1.6 9.6 2.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 61,960 : : Positions : : 49,285 61,090 11,265 0 35 150 0 370 0 0 0 : : : : Changes from: December 23, 2014 : : 155 255 0 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 98.6 18.2 0.0 0.1 0.2 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 22 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 74,080 : : Positions : : 59,525 73,545 13,790 0 0 0 5 455 0 0 0 : : : : Changes from: December 23, 2014 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 99.3 18.6 0.0 0.0 0.0 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 31 23 . 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 18,115 : : Positions : : 17,690 15,530 0 2,060 265 0 260 0 100 0 0 : : : : Changes from: December 23, 2014 : : 100 -50 0 0 0 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 85.7 0.0 11.4 1.5 0.0 1.4 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 17 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 264,448 : : Positions : : 179,480 250,776 62,080 392 10,144 9,216 0 3,136 392 0 0 : : : : Changes from: December 23, 2014 : : -816 408 408 0 0 816 0 -408 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 94.8 23.5 0.1 3.8 3.5 0.0 1.2 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 8,818 : : Positions : : 4,947 7,277 0 584 375 1 0 43 3,276 128 132 : : : : Changes from: December 23, 2014 : : 278 21 0 -21 21 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 82.5 0.0 6.6 4.3 0.0 0.0 0.5 37.2 1.5 1.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 15,250 : : Positions : : 10,200 12,700 0 2,200 250 250 0 0 4,550 100 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 83.3 0.0 14.4 1.6 1.6 0.0 0.0 29.8 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 19,370 : : Positions : : 18,495 16,570 0 1,955 635 0 210 0 0 0 0 : : : : Changes from: December 23, 2014 : : 250 100 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 85.5 0.0 10.1 3.3 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 13,817 : : Positions : : 12,697 9,777 50 2,405 420 0 835 380 0 0 0 : : : : Changes from: December 23, 2014 : : 250 0 0 0 0 0 150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 70.8 0.4 17.4 3.0 0.0 6.0 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 17,298 : : Positions : : 13,428 13,069 0 1,232 1,571 1,359 38 411 0 82 0 : : : : Changes from: December 23, 2014 : : 187 144 0 21 -21 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 75.6 0.0 7.1 9.1 7.9 0.2 2.4 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 23 0 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 48,129 : : Positions : : 43,330 32,508 1,058 1,269 2,224 0 5,879 1,233 0 5,008 0 : : : : Changes from: December 23, 2014 : : -240 -46 0 0 0 0 0 0 0 -186 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 67.5 2.2 2.6 4.6 0.0 12.2 2.6 0.0 10.4 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 30 30 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 55,634 : : Positions : : 52,545 37,529 632 5,584 566 82 6,085 1,365 0 4,269 150 : : : : Changes from: December 23, 2014 : : 170 92 0 -30 20 0 58 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 67.5 1.1 10.0 1.0 0.1 10.9 2.5 0.0 7.7 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 31 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 44,330 : : Positions : : 41,115 38,670 2,300 3,735 525 100 0 0 0 1,375 0 : : : : Changes from: December 23, 2014 : : 100 200 0 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 87.2 5.2 8.4 1.2 0.2 0.0 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 11 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 50,075 : : Positions : : 48,360 44,120 1,250 4,355 225 0 0 0 0 1,375 0 : : : : Changes from: December 23, 2014 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 88.1 2.5 8.7 0.4 0.0 0.0 0.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 29 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 384,396 : : Positions : : 246,283 348,393 25,180 13,705 4,590 43,158 0 17,708 47,477 0 0 : : : : Changes from: December 23, 2014 : : -1,968 752 0 0 0 0 0 0 2,720 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 90.6 6.6 3.6 1.2 11.2 0.0 4.6 12.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 27 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 26,066 : : Positions : : 15,889 24,224 2,546 64 622 3,990 0 424 2,147 4 322 : : : : Changes from: December 23, 2014 : : 22 0 22 0 -22 -44 0 44 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 92.9 9.8 0.2 2.4 15.3 0.0 1.6 8.2 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 28 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 13,729 : : Positions : : 10,256 11,746 833 0 905 375 0 1,078 282 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 85.6 6.1 0.0 6.6 2.7 0.0 7.9 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 9 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 555,172 : : Positions : : 453,549 516,960 65,259 5,332 12,136 3,092 0 20,744 392 0 0 : : : : Changes from: December 23, 2014 : : 392 -1,576 -1,576 0 0 -392 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 93.1 11.8 1.0 2.2 0.6 0.0 3.7 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 20 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 50,827 : : Positions : : 35,369 46,361 2,901 1,044 122 3,996 0 1,865 5,112 0 991 : : : : Changes from: December 23, 2014 : : -1 -43 -255 0 0 192 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 91.2 5.7 2.1 0.2 7.9 0.0 3.7 10.1 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 18 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 53,191 : : Positions : : 53,191 43,944 0 3,431 0 0 5,816 0 0 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 82.6 0.0 6.5 0.0 0.0 10.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 16,630 : : Positions : : 10,042 13,968 135 889 961 883 0 0 3,928 0 490 : : : : Changes from: December 23, 2014 : : -211 258 135 -17 58 0 0 0 296 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 84.0 0.8 5.3 5.8 5.3 0.0 0.0 23.6 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 18 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 201,369 : : Positions : : 145,884 196,362 17,512 0 1,967 784 0 0 32,182 0 3,040 : : : : Changes from: December 23, 2014 : : -784 -376 408 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 97.5 8.7 0.0 1.0 0.4 0.0 0.0 16.0 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 19 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 12,223 : : Positions : : 7,377 10,991 2,378 0 319 1,630 0 264 44 520 22 : : : : Changes from: December 23, 2014 : : 234 87 -106 0 -3 255 0 0 0 296 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 89.9 19.5 0.0 2.6 13.3 0.0 2.2 0.4 4.3 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 116,229 : : Positions : : 93,464 108,541 10,789 1,841 3,520 5,369 0 2,327 760 0 0 : : : : Changes from: December 23, 2014 : : 7,041 3,870 -3,171 0 2,362 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 93.4 9.3 1.6 3.0 4.6 0.0 2.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 22,259 : : Positions : : 15,570 13,756 307 537 4,687 0 1,584 1,695 0 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 -100 100 0 100 -76 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 61.8 1.4 2.4 21.1 0.0 7.1 7.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 20,260 : : Positions : : 16,995 13,830 2,675 5,505 0 0 925 0 0 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 68.3 13.2 27.2 0.0 0.0 4.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CV Open Interest is 17,040 : : Positions : : 14,610 10,185 1,850 5,855 0 0 1,000 0 0 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 59.8 10.9 34.4 0.0 0.0 5.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 25,375 : : Positions : : 25,275 19,285 0 1,320 0 100 0 0 0 4,700 0 : : : : Changes from: December 23, 2014 : : 120 420 0 0 0 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 76.0 0.0 5.2 0.0 0.4 0.0 0.0 0.0 18.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 10 0 . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 16,825 : : Positions : : 16,775 12,895 0 1,320 0 0 0 0 0 2,550 50 : : : : Changes from: December 23, 2014 : : 120 270 0 0 0 0 0 0 0 -150 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 76.6 0.0 7.8 0.0 0.0 0.0 0.0 0.0 15.2 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 7 0 . 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 19,090 : : Positions : : 17,830 17,415 0 1,130 495 50 50 0 0 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 91.2 0.0 5.9 2.6 0.3 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 8 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 19,685 : : Positions : : 18,530 19,635 300 0 0 200 50 0 0 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 99.7 1.5 0.0 0.0 1.0 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 10 . 0 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 20,500 : : Positions : : 19,220 20,470 390 0 5 250 25 0 0 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 99.9 1.9 0.0 0.0 1.2 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 23 10 . 0 . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 109,523 : : Positions : : 97,123 103,467 4,757 0 4,606 1,247 0 920 650 480 50 : : : : Changes from: December 23, 2014 : : 519 241 -65 0 0 -213 0 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 94.5 4.3 0.0 4.2 1.1 0.0 0.8 0.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 29 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 138,097 : : Positions : : 122,549 132,945 6,257 0 4,452 3,659 50 270 850 380 0 : : : : Changes from: December 23, 2014 : : 426 340 -125 0 0 99 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 96.3 4.5 0.0 3.2 2.6 0.0 0.2 0.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 36 35 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 158,390 : : Positions : : 125,673 122,288 343 17,643 4,401 3,589 530 2,157 17,552 6,690 4,535 : : : : Changes from: December 23, 2014 : : 285 226 -65 60 -180 21 25 65 -10 -66 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 77.2 0.2 11.1 2.8 2.3 0.3 1.4 11.1 4.2 2.9 : : : : Number of Traders in Each Category Total Traders: 65 : : 37 34 . . 4 . . . 8 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 95,388 : : Positions : : 78,253 84,343 8,400 2,790 4,420 1,485 50 845 1,080 2,220 720 : : : : Changes from: December 23, 2014 : : -60 173 127 -15 -55 56 0 -21 35 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 88.4 8.8 2.9 4.6 1.6 0.1 0.9 1.1 2.3 0.8 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 30 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 17,895 : : Positions : : 15,750 15,710 300 455 610 620 1,120 0 0 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 87.8 1.7 2.5 3.4 3.5 6.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 14 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 17,110 : : Positions : : 14,395 15,805 450 360 555 1,225 365 25 0 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 92.4 2.6 2.1 3.2 7.2 2.1 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 15,350 : : Positions : : 11,700 12,460 420 0 2,100 125 0 175 0 0 0 : : : : Changes from: December 23, 2014 : : -120 -120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 81.2 2.7 0.0 13.7 0.8 0.0 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 20 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 20,601 : : Positions : : 17,012 18,958 648 200 1,048 172 0 148 1,045 0 73 : : : : Changes from: December 23, 2014 : : 2 142 20 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 92.0 3.1 1.0 5.1 0.8 0.0 0.7 5.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 18 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 11,152 : : Positions : : 5,743 8,529 3,722 0 148 0 2,475 0 1,239 0 0 : : : : Changes from: December 23, 2014 : : 128 0 -128 0 128 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 76.5 33.4 0.0 1.3 0.0 22.2 0.0 11.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 202,061 : : Positions : : 116,389 156,608 63,539 0 5,830 0 39,623 0 16,303 0 0 : : : : Changes from: December 23, 2014 : : 6,159 1,144 -5,015 0 3,095 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 77.5 31.4 0.0 2.9 0.0 19.6 0.0 8.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,413,377 : : Positions : : 466,412 1,386,171 919,759 0 27,206 0 0 0 0 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 98.1 65.1 0.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 146,350 : : Positions : : 134,768 80,449 1,074 56,925 3,551 4,065 0 2,870 0 2,533 22 : : : : Changes from: December 23, 2014 : : 1,280 0 0 0 0 0 0 0 -1,280 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 55.0 0.7 38.9 2.4 2.8 0.0 2.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 21 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 3,038,372 : : Positions : :2,616,811 1,274,996 171,320 1,205,199 249,457 0 308,720 0 784 0 0 : : : : Changes from: December 23, 2014 : : 15,912 15,912 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 42.0 5.6 39.7 8.2 0.0 10.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 19 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 20,598 : : Positions : : 19,938 15,683 0 1,757 220 0 1,363 440 0 880 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 76.1 0.0 8.5 1.1 0.0 6.6 2.1 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 32,951 : : Positions : : 27,236 29,208 0 1,440 1,885 3,412 0 418 0 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 88.6 0.0 4.4 5.7 10.4 0.0 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 60,880 : : Positions : : 49,844 46,361 0 3,015 6,362 0 147 3,908 725 0 41 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 76.2 0.0 5.0 10.5 0.0 0.2 6.4 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 37,987 : : Positions : : 27,871 33,168 3,433 286 2,243 0 0 0 2,172 0 2,268 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 87.3 9.0 0.8 5.9 0.0 0.0 0.0 5.7 0.0 6.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 22,198 : : Positions : : 18,622 19,402 2,723 1,921 853 0 0 0 0 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 87.4 12.3 8.7 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 349,597 : : Positions : : 321,573 309,309 0 12,888 0 4,544 0 23,480 0 3,920 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 88.5 0.0 3.7 0.0 1.3 0.0 6.7 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 650,870 : : Positions : : 329,277 468,687 138,474 113,520 64,743 114,456 0 3,920 0 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.6 72.0 21.3 17.4 9.9 17.6 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,573,587 : : Positions : : 962,893 981,824 135,341 299,263 221,180 166,880 0 70,560 15,973 0 760 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 62.4 8.6 19.0 14.1 10.6 0.0 4.5 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 547,659 : : Positions : : 316,281 514,139 11,248 20,976 12,544 0 0 0 207,586 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 93.9 2.1 3.8 2.3 0.0 0.0 0.0 37.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 338,800 : : Positions : : 288,240 287,768 48,992 49,464 1,568 0 0 0 0 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 84.9 14.5 14.6 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 22,268 : : Positions : : 13,590 19,563 4,105 0 1,800 70 25 50 1,848 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 87.9 18.4 0.0 8.1 0.3 0.1 0.2 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 18,996 : : Positions : : 11,051 16,611 3,790 0 1,550 20 25 100 1,816 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 87.4 20.0 0.0 8.2 0.1 0.1 0.5 9.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 15 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 30,296 : : Positions : : 24,208 24,148 0 1,526 1,352 1,100 30 20 2,448 2,570 650 : : : : Changes from: December 23, 2014 : : -543 82 0 -550 550 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 79.7 0.0 5.0 4.5 3.6 0.1 0.1 8.1 8.5 2.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 21 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 19,411 : : Positions : : 11,829 15,878 2,191 2,915 285 805 0 0 3,670 0 35 : : : : Changes from: December 23, 2014 : : -37 98 0 -60 60 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 81.8 11.3 15.0 1.5 4.1 0.0 0.0 18.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 22,176 : : Positions : : 20,722 14,510 62 6,188 339 0 559 385 0 100 0 : : : : Changes from: December 23, 2014 : : 205 125 0 430 -205 0 -300 300 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 65.4 0.3 27.9 1.5 0.0 2.5 1.7 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 22 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 19,724 : : Positions : : 18,860 12,140 290 6,168 200 0 881 235 0 0 0 : : : : Changes from: December 23, 2014 : : 115 110 0 15 0 0 -10 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 61.5 1.5 31.3 1.0 0.0 4.5 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 14,740 : : Positions : : 12,932 11,765 825 1,230 695 0 1,050 0 100 0 0 : : : : Changes from: December 23, 2014 : : 387 -10 -100 0 60 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 79.8 5.6 8.3 4.7 0.0 7.1 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 9,454 : : Positions : : 8,234 8,184 390 565 495 0 210 0 0 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 86.6 4.1 6.0 5.2 0.0 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 17,935 : : Positions : : 14,370 12,930 1,325 0 1,560 0 1,955 340 50 1,050 0 : : : : Changes from: December 23, 2014 : : 450 450 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 72.1 7.4 0.0 8.7 0.0 10.9 1.9 0.3 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 24 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 6,345 : : Positions : : 5,560 5,065 480 1,150 100 75 0 0 0 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 79.8 7.6 18.1 1.6 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 9,572 : : Positions : : 7,492 7,807 480 965 0 630 0 450 0 350 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 81.6 5.0 10.1 0.0 6.6 0.0 4.7 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 14 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 66,695 : : Positions : : 61,256 58,000 0 3,315 3,045 290 0 0 0 0 0 : : : : Changes from: December 23, 2014 : : 840 840 0 0 750 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 87.0 0.0 5.0 4.6 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 21 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 62,707 : : Positions : : 57,807 53,762 0 3,615 2,920 0 0 0 0 0 0 : : : : Changes from: December 23, 2014 : : 840 840 0 0 750 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 85.7 0.0 5.8 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 19 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 14,151 : : Positions : : 11,595 14,095 1,510 0 0 0 50 0 800 0 6 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 99.6 10.7 0.0 0.0 0.0 0.4 0.0 5.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 7 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 15,162 : : Positions : : 14,015 11,975 100 0 500 150 1,110 0 0 1,290 102 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 79.0 0.7 0.0 3.3 1.0 7.3 0.0 0.0 8.5 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 11 . 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 13,285 : : Positions : : 11,600 10,190 425 0 175 200 725 0 0 2,070 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 76.7 3.2 0.0 1.3 1.5 5.5 0.0 0.0 15.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 22,839 : : Positions : : 20,989 17,879 0 45 40 1,525 4,445 40 0 370 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 78.3 0.0 0.2 0.2 6.7 19.5 0.2 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 0 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 58,853 : : Positions : : 44,944 52,323 2,880 450 620 5,195 1,625 0 1,379 0 677 : : : : Changes from: December 23, 2014 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 88.9 4.9 0.8 1.1 8.8 2.8 0.0 2.3 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 24 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 50,082 : : Positions : : 33,865 46,435 2,880 365 565 6,210 575 0 4,590 0 0 : : : : Changes from: December 23, 2014 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 92.7 5.8 0.7 1.1 12.4 1.1 0.0 9.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 21 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 30,450 : : Positions : : 24,880 21,590 0 1,695 475 0 4,900 0 3,125 325 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 70.9 0.0 5.6 1.6 0.0 16.1 0.0 10.3 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 21 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 27,205 : : Positions : : 24,345 25,275 425 1,045 0 250 0 750 800 0 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 92.9 1.6 3.8 0.0 0.9 0.0 2.8 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 17 . . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 23,240 : : Positions : : 8,105 17,655 1,200 600 600 0 3,410 490 12,300 200 0 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 76.0 5.2 2.6 2.6 0.0 14.7 2.1 52.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 28,368 : : Positions : : 17,435 18,335 0 1,250 3,865 2,800 0 150 2,250 3,300 23 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 64.6 0.0 4.4 13.6 9.9 0.0 0.5 7.9 11.6 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 30, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 21,420 : : Positions : : 15,945 15,155 550 1,400 1,890 25 0 650 0 208 252 : : : : Changes from: December 23, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 70.8 2.6 6.5 8.8 0.1 0.0 3.0 0.0 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 2, 2015