Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 89,193 : : Positions : : 18,604 26,897 1,161 6,291 1,661 4,232 9,824 1,820 53,024 34,037 7,874 : : : : Changes from: December 16, 2014 : : 2,028 -552 5 423 153 420 407 180 -808 1,447 260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 30.2 1.3 7.1 1.9 4.7 11.0 2.0 59.4 38.2 8.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 15 15 . . . . . . 19 12 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 33,454 : : Positions : : 10,740 5,890 1,320 2,019 553 6,650 150 751 10,652 21,013 2,093 : : : : Changes from: December 16, 2014 : : 110 -380 -152 358 -138 -754 0 165 185 -709 -190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 17.6 3.9 6.0 1.7 19.9 0.4 2.2 31.8 62.8 6.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 8 9 . . . 4 . . 9 14 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 147,460 : : Positions : : 99,346 105,913 2,643 1,504 13,977 7,268 5,990 4,356 8,486 4,673 10,378 : : : : Changes from: December 16, 2014 : : 3,585 1,892 410 -810 772 -8 601 104 -2,810 -803 1,205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 71.8 1.8 1.0 9.5 4.9 4.1 3.0 5.8 3.2 7.0 : : : : Number of Traders in Each Category Total Traders: 82 : : 50 47 . 4 4 . 5 7 4 12 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 42,779 : : Positions : : 27,589 36,423 9,230 2,149 1,776 1,499 0 2,147 255 0 284 : : : : Changes from: December 16, 2014 : : 695 1,631 589 2,149 -28 -14 0 -40 -101 -2,611 -308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 85.1 21.6 5.0 4.2 3.5 0.0 5.0 0.6 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 19 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 346,368 : : Positions : : 254,926 288,615 41,219 15,794 7,614 13,602 1,955 29,007 0 3,383 0 : : : : Changes from: December 16, 2014 : : 15,048 9,233 -7,775 15,794 -1,256 1,960 0 -24 0 -15,794 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 83.3 11.9 4.6 2.2 3.9 0.6 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- Options and Futures Combined Positions as of December 23, 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 1,493,058 : : Positions : :1,198,192 1,304,900 144,510 32,340 81,429 3,144 15,198 21,513 13,118 6,526 31,152 : : : : Changes from: December 16, 2014 : : 29,318 38,618 3,733 -5,072 0 0 1,185 39 -1,472 -3,152 2,280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 87.4 9.7 2.2 5.5 0.2 1.0 1.4 0.9 0.4 2.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 36 38 . . 4 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 50,926 : : Positions : : 39,798 38,648 2,405 4,794 1,386 1,358 300 4,980 977 796 0 : : : : Changes from: December 16, 2014 : : 170 1,926 556 4,794 -512 1,332 183 -802 -26 -4,794 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 75.9 4.7 9.4 2.7 2.7 0.6 9.8 1.9 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 293,269 : : Positions : : 223,182 195,764 10,503 19,912 29,129 1,608 24,072 24,392 4,455 0 0 : : : : Changes from: December 16, 2014 : : 21,977 -5,482 -27,459 19,912 15,891 -952 -952 952 0 -19,912 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 66.8 3.6 6.8 9.9 0.5 8.2 8.3 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 653,289 : : Positions : : 562,304 535,079 11,304 53,197 36,688 28,604 0 8,133 2,232 16,168 4,024 : : : : Changes from: December 16, 2014 : : 22,220 15,068 0 4,704 0 1,576 0 -760 704 4,728 -4,728 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 81.9 1.7 8.1 5.6 4.4 0.0 1.2 0.3 2.5 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 54,566 : : Positions : : 43,895 44,877 1,817 960 880 3,807 0 1,113 922 5,269 1,170 : : : : Changes from: December 16, 2014 : : 1,021 942 132 -44 -132 21 0 46 -88 144 -103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 82.2 3.3 1.8 1.6 7.0 0.0 2.0 1.7 9.7 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 61,705 : : Positions : : 49,130 60,835 11,265 0 35 50 0 370 0 0 0 : : : : Changes from: December 16, 2014 : : 2,895 2,765 0 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 98.6 18.3 0.0 0.1 0.1 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 21 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 74,055 : : Positions : : 59,500 73,520 13,790 0 0 0 5 455 0 0 0 : : : : Changes from: December 16, 2014 : : 2,305 2,590 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 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- Options and Futures Combined Positions as of December 23, 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 18,015 : : Positions : : 17,590 15,580 0 2,060 265 0 110 0 100 0 0 : : : : Changes from: December 16, 2014 : : 250 300 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 86.5 0.0 11.4 1.5 0.0 0.6 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- Options and Futures Combined Positions as of December 23, 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 : : 180,296 250,368 61,672 392 10,144 8,400 0 3,544 392 0 0 : : : : Changes from: December 16, 2014 : : -1,168 -2,040 0 0 0 -872 0 408 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 94.7 23.3 0.1 3.8 3.2 0.0 1.3 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 8,797 : : Positions : : 4,669 7,256 0 605 354 1 0 43 3,276 128 132 : : : : Changes from: December 16, 2014 : : 1 410 0 366 0 -21 0 21 410 -366 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 82.5 0.0 6.9 4.0 0.0 0.0 0.5 37.2 1.5 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 16, 2014 : : -50 550 0 650 0 0 0 0 600 -650 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- Options and Futures Combined Positions as of December 23, 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 19,120 : : Positions : : 18,245 16,470 0 1,805 635 0 210 0 0 0 0 : : : : Changes from: December 16, 2014 : : 950 1,050 0 0 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 86.1 0.0 9.4 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- Options and Futures Combined Positions as of December 23, 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 13,667 : : Positions : : 12,447 9,777 50 2,405 420 0 685 380 0 0 0 : : : : Changes from: December 16, 2014 : : 125 175 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 71.5 0.4 17.6 3.1 0.0 5.0 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 17,154 : : Positions : : 13,241 12,925 0 1,211 1,592 1,359 38 411 0 82 0 : : : : Changes from: December 16, 2014 : : 799 644 0 215 -23 145 0 0 0 82 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 75.3 0.0 7.1 9.3 7.9 0.2 2.4 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 23 0 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 48,361 : : Positions : : 43,570 32,554 1,058 1,269 2,224 0 5,879 1,233 0 5,194 0 : : : : Changes from: December 16, 2014 : : 585 544 20 206 94 0 -95 50 0 -35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 67.3 2.2 2.6 4.6 0.0 12.2 2.5 0.0 10.7 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 30 30 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 55,444 : : Positions : : 52,375 37,437 632 5,614 546 82 6,027 1,365 0 4,219 150 : : : : Changes from: December 16, 2014 : : 627 514 0 -136 30 2 126 -40 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 67.5 1.1 10.1 1.0 0.1 10.9 2.5 0.0 7.6 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 31 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 44,130 : : Positions : : 41,015 38,470 2,300 3,835 425 100 0 0 0 1,375 0 : : : : Changes from: December 16, 2014 : : 2,140 2,140 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 87.2 5.2 8.7 1.0 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- Options and Futures Combined Positions as of December 23, 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 50,025 : : Positions : : 48,310 44,070 1,250 4,355 225 0 0 0 0 1,375 0 : : : : Changes from: December 16, 2014 : : 2,145 2,145 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: 35 : : 29 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 383,644 : : Positions : : 248,251 347,641 25,180 13,705 4,590 43,158 0 17,708 44,757 0 0 : : : : Changes from: December 16, 2014 : : 1,520 5,000 0 -2,720 0 0 0 0 760 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 90.6 6.6 3.6 1.2 11.2 0.0 4.6 11.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 27 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 26,044 : : Positions : : 15,867 24,224 2,524 64 644 4,034 0 380 2,147 4 322 : : : : Changes from: December 16, 2014 : : 144 34 0 -41 41 -64 0 0 -87 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 93.0 9.7 0.2 2.5 15.5 0.0 1.5 8.2 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 28 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 16, 2014 : : 80 0 -100 0 77 0 0 0 -208 -228 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- Options and Futures Combined Positions as of December 23, 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 556,748 : : Positions : : 453,157 518,536 66,835 5,332 12,136 3,484 0 20,744 392 0 0 : : : : Changes from: December 16, 2014 : : 15,718 15,718 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 93.1 12.0 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- Options and Futures Combined Positions as of December 23, 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 50,891 : : Positions : : 35,370 46,404 3,156 1,044 122 3,804 0 1,865 5,112 0 991 : : : : Changes from: December 16, 2014 : : 253 50 0 0 0 196 0 21 -399 0 315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 91.2 6.2 2.1 0.2 7.5 0.0 3.7 10.0 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 18 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 16, 2014 : : -760 -760 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- Options and Futures Combined Positions as of December 23, 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 16,331 : : Positions : : 10,253 13,710 0 906 903 883 0 0 3,632 0 490 : : : : Changes from: December 16, 2014 : : -162 2 0 0 0 41 0 0 123 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 84.0 0.0 5.5 5.5 5.4 0.0 0.0 22.2 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 18 0 4 . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 201,745 : : Positions : : 146,668 196,738 17,104 0 1,967 784 0 0 32,182 0 3,040 : : : : Changes from: December 16, 2014 : : 19,783 15,119 -4,664 0 1,967 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 97.5 8.5 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- Options and Futures Combined Positions as of December 23, 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 11,843 : : Positions : : 7,143 10,904 2,484 0 322 1,375 0 264 44 224 22 : : : : Changes from: December 16, 2014 : : 655 853 258 0 -44 -63 0 22 0 60 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 92.1 21.0 0.0 2.7 11.6 0.0 2.2 0.4 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 109,997 : : Positions : : 86,423 104,671 13,960 1,841 1,158 5,369 0 2,327 760 0 0 : : : : Changes from: December 16, 2014 : : -2,720 408 2,720 0 -1,944 408 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 95.2 12.7 1.7 1.1 4.9 0.0 2.1 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 22,235 : : Positions : : 15,570 13,756 307 637 4,587 0 1,484 1,771 0 0 0 : : : : Changes from: December 16, 2014 : : -411 514 307 -435 281 0 -490 310 -307 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 61.9 1.4 2.9 20.6 0.0 6.7 8.0 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- Options and Futures Combined Positions as of December 23, 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 16, 2014 : : 200 200 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- Options and Futures Combined Positions as of December 23, 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 16, 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- Options and Futures Combined Positions as of December 23, 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 25,255 : : Positions : : 25,155 18,865 0 1,320 0 100 0 0 0 5,000 0 : : : : Changes from: December 16, 2014 : : -100 300 0 0 0 0 0 0 0 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 74.7 0.0 5.2 0.0 0.4 0.0 0.0 0.0 19.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 10 0 . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 16,655 : : Positions : : 16,655 12,625 0 1,320 0 0 0 0 0 2,700 0 : : : : Changes from: December 16, 2014 : : 80 380 0 0 0 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 75.8 0.0 7.9 0.0 0.0 0.0 0.0 0.0 16.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 7 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 16, 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- Options and Futures Combined Positions as of December 23, 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 16, 2014 : : 250 250 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- Options and Futures Combined Positions as of December 23, 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 16, 2014 : : 250 250 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- Options and Futures Combined Positions as of December 23, 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 109,132 : : Positions : : 96,604 103,226 4,822 0 4,606 1,460 0 770 650 480 50 : : : : Changes from: December 16, 2014 : : 2,286 2,076 -50 0 0 -250 0 250 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 94.6 4.4 0.0 4.2 1.3 0.0 0.7 0.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 29 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 137,707 : : Positions : : 122,123 132,605 6,382 0 4,452 3,560 0 270 850 380 0 : : : : Changes from: December 16, 2014 : : 880 1,605 75 0 0 0 0 0 650 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 96.3 4.6 0.0 3.2 2.6 0.0 0.2 0.6 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 35 34 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 158,225 : : Positions : : 125,521 122,176 408 17,603 4,581 3,568 505 2,092 17,562 6,756 4,375 : : : : Changes from: December 16, 2014 : : 4,570 -1,611 -1,273 2,988 -1,898 -105 -147 25 519 2,475 -260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 77.2 0.3 11.1 2.9 2.3 0.3 1.3 11.1 4.3 2.8 : : : : Number of Traders in Each Category Total Traders: 66 : : 37 34 . . 4 . . . 8 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 95,341 : : Positions : : 78,313 84,170 8,273 2,805 4,475 1,429 50 866 1,045 2,220 755 : : : : Changes from: December 16, 2014 : : 1,080 2,315 1,690 -100 -1,060 50 0 0 45 600 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 88.3 8.7 2.9 4.7 1.5 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- Options and Futures Combined Positions as of December 23, 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 16, 2014 : : 0 50 0 -50 50 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- Options and Futures Combined Positions as of December 23, 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 16, 2014 : : 0 225 0 0 0 225 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- Options and Futures Combined Positions as of December 23, 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 15,470 : : Positions : : 11,820 12,580 420 0 2,100 125 0 175 0 0 0 : : : : Changes from: December 16, 2014 : : 900 275 -840 0 840 -25 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 81.3 2.7 0.0 13.6 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- Options and Futures Combined Positions as of December 23, 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 25,735 : : Positions : : 19,909 21,556 591 165 1,331 172 0 148 1,045 0 73 : : : : Changes from: December 16, 2014 : : 6,028 6,089 223 15 -37 0 0 0 -351 0 -256 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 83.8 2.3 0.6 5.2 0.7 0.0 0.6 4.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 20 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 11,024 : : Positions : : 5,615 8,529 3,850 0 20 0 2,475 0 1,239 0 0 : : : : Changes from: December 16, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 77.4 34.9 0.0 0.2 0.0 22.5 0.0 11.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 197,822 : : Positions : : 110,230 155,464 68,554 0 2,735 0 39,623 0 16,303 0 0 : : : : Changes from: December 16, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 78.6 34.7 0.0 1.4 0.0 20.0 0.0 8.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 16, 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- Options and Futures Combined Positions as of December 23, 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 : : 133,488 80,449 1,074 56,925 3,551 4,065 0 2,870 1,280 2,533 22 : : : : Changes from: December 16, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 55.0 0.7 38.9 2.4 2.8 0.0 2.0 0.9 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 3,024,970 : : Positions : :2,603,409 1,261,594 171,320 1,205,199 249,457 0 308,720 0 784 0 0 : : : : Changes from: December 16, 2014 : : -370 -370 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 41.7 5.7 39.8 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- Options and Futures Combined Positions as of December 23, 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 16, 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- Options and Futures Combined Positions as of December 23, 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 16, 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- Options and Futures Combined Positions as of December 23, 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 16, 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- Options and Futures Combined Positions as of December 23, 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 16, 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- Options and Futures Combined Positions as of December 23, 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 16, 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- Options and Futures Combined Positions as of December 23, 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 16, 2014 : : -9,328 -9,328 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- Options and Futures Combined Positions as of December 23, 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 16, 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- Options and Futures Combined Positions as of December 23, 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 16, 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- Options and Futures Combined Positions as of December 23, 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 16, 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- Options and Futures Combined Positions as of December 23, 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 16, 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- Options and Futures Combined Positions as of December 23, 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 16, 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: 27 : : 13 15 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 16, 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: 24 : : 10 15 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 30,214 : : Positions : : 24,751 24,066 0 2,076 802 1,100 30 20 2,423 2,570 650 : : : : Changes from: December 16, 2014 : : 1,081 1,201 0 780 -718 0 0 0 900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 79.7 0.0 6.9 2.7 3.6 0.1 0.1 8.0 8.5 2.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 21 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 19,313 : : Positions : : 11,866 15,780 2,191 2,975 225 805 0 0 3,655 0 35 : : : : Changes from: December 16, 2014 : : 41 41 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 81.7 11.3 15.4 1.2 4.2 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- Options and Futures Combined Positions as of December 23, 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 21,826 : : Positions : : 20,517 14,385 62 5,758 544 0 859 85 0 100 0 : : : : Changes from: December 16, 2014 : : 37 636 -150 -535 331 0 -331 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 65.9 0.3 26.4 2.5 0.0 3.9 0.4 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 22 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 19,599 : : Positions : : 18,745 12,030 290 6,153 200 0 891 225 0 0 0 : : : : Changes from: December 16, 2014 : : 575 -10 0 230 0 0 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 61.4 1.5 31.4 1.0 0.0 4.5 1.1 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- Options and Futures Combined Positions as of December 23, 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 14,390 : : Positions : : 12,545 11,775 925 1,230 635 0 750 0 100 0 0 : : : : Changes from: December 16, 2014 : : 485 185 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 81.8 6.4 8.5 4.4 0.0 5.2 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- Options and Futures Combined Positions as of December 23, 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 16, 2014 : : 670 75 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- Options and Futures Combined Positions as of December 23, 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 17,485 : : Positions : : 13,920 12,480 1,325 0 1,560 0 1,955 340 50 1,050 0 : : : : Changes from: December 16, 2014 : : 865 985 300 0 0 0 0 0 0 175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 71.4 7.6 0.0 8.9 0.0 11.2 1.9 0.3 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 24 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 23, 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 16, 2014 : : . . . . . . . . . . . : : : : 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- Options and Futures Combined Positions as of December 23, 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 16, 2014 : : 580 730 480 180 0 0 0 0 0 150 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- Options and Futures Combined Positions as of December 23, 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 65,105 : : Positions : : 60,416 57,160 0 3,315 2,295 290 0 0 0 0 0 : : : : Changes from: December 16, 2014 : : 400 400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 87.8 0.0 5.1 3.5 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- Options and Futures Combined Positions as of December 23, 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 61,117 : : Positions : : 56,967 52,922 0 3,615 2,170 0 0 0 0 0 0 : : : : Changes from: December 16, 2014 : : 400 400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 86.6 0.0 5.9 3.6 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- Options and Futures Combined Positions as of December 23, 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 16, 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- Options and Futures Combined Positions as of December 23, 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 16, 2014 : : 200 100 0 0 0 0 100 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- Options and Futures Combined Positions as of December 23, 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 16, 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- Options and Futures Combined Positions as of December 23, 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 16, 2014 : : 22 272 0 0 0 200 -50 40 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- Options and Futures Combined Positions as of December 23, 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 58,733 : : Positions : : 44,824 52,203 2,880 450 620 5,195 1,625 0 1,379 0 677 : : : : Changes from: December 16, 2014 : : 350 200 0 0 0 50 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 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- Options and Futures Combined Positions as of December 23, 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 49,962 : : Positions : : 33,745 46,315 2,880 365 565 6,210 575 0 4,590 0 0 : : : : Changes from: December 16, 2014 : : -25 25 0 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 92.7 5.8 0.7 1.1 12.4 1.2 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- Options and Futures Combined Positions as of December 23, 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 16, 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- Options and Futures Combined Positions as of December 23, 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 16, 2014 : : 1,200 0 -155 1,045 -445 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- Options and Futures Combined Positions as of December 23, 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 16, 2014 : : 50 230 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- Options and Futures Combined Positions as of December 23, 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 16, 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- Options and Futures Combined Positions as of December 23, 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 16, 2014 : : 0 1,200 0 -1,200 1,200 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 December 30, 2014