COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 106,112: 24,825 30,983 847 11,738 2,244 11,456 6,022 4,165 46,361 34,613 15,189: 1,025 1,158
Old : 106,112: 24,825 30,983 847 11,738 2,244 11,456 6,022 4,165 46,361 34,613 15,189: 1,025 1,158
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 2,950: 1,452 -1,628 0 -264 119 1,063 1,006 45 -101 3,295 432: -60 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 29.2 0.8 11.1 2.1 10.8 5.7 3.9 43.7 32.6 14.3: 1.0 1.1
Old : 100.0: 23.4 29.2 0.8 11.1 2.1 10.8 5.7 3.9 43.7 32.6 14.3: 1.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 16 15 . . . . 4 . 16 15 18:
Old : 58: 16 15 . . . . 4 . 16 15 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 33.7 58.0 55.5 34.7 31.4 48.7 46.7
Old : 38.8 33.7 58.0 55.5 34.7 31.4 48.7 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 32,878: 7,610 8,970 1,215 2,166 715 6,902 300 940 13,167 17,728 1,404: 925 655
Old : 32,878: 7,610 8,970 1,215 2,166 715 6,902 300 940 13,167 17,728 1,404: 925 655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 230: -470 205 0 -135 15 -40 30 -70 710 195 -60: 145 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 27.3 3.7 6.6 2.2 21.0 0.9 2.9 40.0 53.9 4.3: 2.8 2.0
Old : 100.0: 23.1 27.3 3.7 6.6 2.2 21.0 0.9 2.9 40.0 53.9 4.3: 2.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 9 10 . . . . . . 15 9 10:
Old : 43: 9 10 . . . . . . 15 9 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 45.2 73.7 66.7 52.2 44.8 66.0 63.4
Old : 59.1 45.2 73.7 66.7 52.2 44.8 66.0 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 138,939: 99,267 111,499 3,761 198 8,624 7,907 3,351 3,709 8,225 4,762 6,622: 824 174
Old : 138,939: 99,267 111,499 3,761 198 8,624 7,907 3,351 3,709 8,225 4,762 6,622: 824 174
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,905: 2,937 1,090 126 -58 -193 318 -145 317 -1,607 1,212 49: -42 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 80.3 2.7 0.1 6.2 5.7 2.4 2.7 5.9 3.4 4.8: 0.6 0.1
Old : 100.0: 71.4 80.3 2.7 0.1 6.2 5.7 2.4 2.7 5.9 3.4 4.8: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 74: 41 44 . . 4 4 . 6 7 6 10:
Old : 74: 41 44 . . 4 4 . 6 7 6 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 28.1 56.1 48.6 25.9 23.1 36.6 36.9
Old : 37.6 28.1 56.1 48.6 25.9 23.1 36.6 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 41,504: 31,097 35,784 5,330 0 2,945 204 651 1,773 0 196 155: 0 0
Old : 41,504: 31,097 35,784 5,330 0 2,945 204 651 1,773 0 196 155: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,234: 1,997 957 -535 0 -53 -26 427 -174 0 52 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 86.2 12.8 0.0 7.1 0.5 1.6 4.3 0.0 0.5 0.4: 0.0 0.0
Old : 100.0: 74.9 86.2 12.8 0.0 7.1 0.5 1.6 4.3 0.0 0.5 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 22 . 0 . . . . 0 . .:
Old : 29: 20 22 . 0 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 48.5 75.7 71.5 36.7 33.3 48.4 45.2
Old : 52.8 48.5 75.7 71.5 36.7 33.3 48.4 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 385,236: 314,105 338,607 9,549 0 20,412 17,989 1,566 21,661 0 1,470 1,520: 0 0
Old : 385,236: 314,105 338,607 9,549 0 20,412 17,989 1,566 21,661 0 1,470 1,520: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 13,246: 15,271 10,177 -1,933 0 1,933 -2,765 -350 832 0 92 562: -654 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 87.9 2.5 0.0 5.3 4.7 0.4 5.6 0.0 0.4 0.4: 0.0 0.0
Old : 100.0: 81.5 87.9 2.5 0.0 5.3 4.7 0.4 5.6 0.0 0.4 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 19 . 0 . . . . 0 . .:
Old : 27: 19 19 . 0 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 53.6 74.7 78.4 35.2 42.2 53.5 55.9
Old : 43.3 53.6 74.7 78.4 35.2 42.2 53.5 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,574,342: 1,256,143 1,410,834 185,778 32,379 65,390 4,286 0 19,407 12,281 15,275 31,057: 0 0
Old : 1,574,342: 1,256,143 1,410,834 185,778 32,379 65,390 4,286 0 19,407 12,281 15,275 31,057: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 14,473: 7,028 16,755 4,275 2,300 1,212 -4,748 0 1,206 1,564 -10,936 3,936: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 89.6 11.8 2.1 4.2 0.3 0.0 1.2 0.8 1.0 2.0: 0.0 0.0
Old : 100.0: 79.8 89.6 11.8 2.1 4.2 0.3 0.0 1.2 0.8 1.0 2.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 33 39 . . . . 0 . 4 . 5:
Old : 59: 33 39 . . . . 0 . 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 43.5 71.0 63.1 40.9 31.8 52.0 44.2
Old : 52.7 43.5 71.0 63.1 40.9 31.8 52.0 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 47,577: 39,823 35,463 0 2,860 1,967 0 639 5,413 0 837 362: 12 36
Old : 47,577: 39,823 35,463 0 2,860 1,967 0 639 5,413 0 837 362: 12 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -744: 825 -689 0 -364 -231 -1,337 77 131 -319 145 187: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 74.5 0.0 6.0 4.1 0.0 1.3 11.4 0.0 1.8 0.8: 0.0 0.1
Old : 100.0: 83.7 74.5 0.0 6.0 4.1 0.0 1.3 11.4 0.0 1.8 0.8: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 16 0 . . 0 . . 0 . .:
Old : 31: 22 16 0 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 58.1 81.9 82.9 52.3 49.5 66.7 62.4
Old : 56.8 58.1 81.9 82.9 52.3 49.5 66.7 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 314,227: 239,102 252,970 22,452 0 22,209 952 12,495 24,993 2,959 0 1,560: 0 0
Old : 314,227: 239,102 252,970 22,452 0 22,209 952 12,495 24,993 2,959 0 1,560: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 10,342: -1,953 13,605 16,467 0 -5,799 0 24 952 -885 0 1,560: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 80.5 7.1 0.0 7.1 0.3 4.0 8.0 0.9 0.0 0.5: 0.0 0.0
Old : 100.0: 76.1 80.5 7.1 0.0 7.1 0.3 4.0 8.0 0.9 0.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 14 . 0 . . . . . 0 .:
Old : 26: 15 14 . 0 . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 60.5 84.5 90.1 39.8 52.2 60.3 65.1
Old : 52.9 60.5 84.5 90.1 39.8 52.2 60.3 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 624,239: 546,978 532,566 14,048 15,453 33,926 11,331 0 14,749 1,760 26,098 1,447: 0 0
Old : 624,239: 546,978 532,566 14,048 15,453 33,926 11,331 0 14,749 1,760 26,098 1,447: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 14,411: 14,020 7,459 0 736 0 0 0 0 0 5,825 391: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 85.3 2.3 2.5 5.4 1.8 0.0 2.4 0.3 4.2 0.2: 0.0 0.0
Old : 100.0: 87.6 85.3 2.3 2.5 5.4 1.8 0.0 2.4 0.3 4.2 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 22 . . . . 0 . . . .:
Old : 38: 25 22 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 52.9 77.3 72.8 34.3 38.7 49.2 51.5
Old : 56.0 52.9 77.3 72.8 34.3 38.7 49.2 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 51,467: 42,966 43,725 1,442 872 897 2,014 110 1,885 679 2,802 1,010: 574 166
Old : 51,467: 42,966 43,725 1,442 872 897 2,014 110 1,885 679 2,802 1,010: 574 166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,434: 725 1,707 1 0 339 -140 110 487 -132 -1,319 132: 22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 85.0 2.8 1.7 1.7 3.9 0.2 3.7 1.3 5.4 2.0: 1.1 0.3
Old : 100.0: 83.5 85.0 2.8 1.7 1.7 3.9 0.2 3.7 1.3 5.4 2.0: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 24 . . . . . . . . .:
Old : 37: 25 24 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 58.4 68.2 74.0 36.7 55.0 52.6 65.2
Old : 47.7 58.4 68.2 74.0 36.7 55.0 52.6 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 58,892: 48,610 58,157 9,765 0 40 0 95 250 0 0 50: 177 300
Old : 58,892: 48,610 58,157 9,765 0 40 0 95 250 0 0 50: 177 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 450: -187 400 625 0 0 0 0 0 -50 0 50: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 98.8 16.6 0.0 0.1 0.0 0.2 0.4 0.0 0.0 0.1: 0.3 0.5
Old : 100.0: 82.5 98.8 16.6 0.0 0.1 0.0 0.2 0.4 0.0 0.0 0.1: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 25 23 . 0 . 0 . . 0 0 .:
Old : 36: 25 23 . 0 . 0 . . 0 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 79.0 69.7 89.3 37.7 63.6 55.1 71.9
Old : 47.8 79.0 69.7 89.3 37.7 63.6 55.1 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 74,184: 61,572 73,509 11,755 0 90 405 0 230 0 50 0: 132 305
Old : 74,184: 61,572 73,509 11,755 0 90 405 0 230 0 50 0: 132 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,000: 378 1,000 610 0 0 50 0 -50 0 50 0: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 99.1 15.8 0.0 0.1 0.5 0.0 0.3 0.0 0.1 0.0: 0.2 0.4
Old : 100.0: 83.0 99.1 15.8 0.0 0.1 0.5 0.0 0.3 0.0 0.1 0.0: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 27 24 . 0 . . 0 . 0 . 0:
Old : 38: 27 24 . 0 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 74.7 64.9 88.3 36.3 62.6 52.4 70.8
Old : 47.2 74.7 64.9 88.3 36.3 62.6 52.4 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,280: 14,925 15,095 0 1,055 1,050 1,120 0 80 50 0 0: 55 0
Old : 17,280: 14,925 15,095 0 1,055 1,050 1,120 0 80 50 0 0: 55 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 600: 0 600 0 0 0 600 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 87.4 0.0 6.1 6.1 6.5 0.0 0.5 0.3 0.0 0.0: 0.3 0.0
Old : 100.0: 86.4 87.4 0.0 6.1 6.1 6.5 0.0 0.5 0.3 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 15 0 . . . 0 . . 0 0:
Old : 30: 18 15 0 . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 79.5 79.2 95.1 45.4 57.7 62.7 71.2
Old : 52.8 79.5 79.2 95.1 45.4 57.7 62.7 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 279,768: 194,872 270,360 74,472 0 784 312 0 8,624 704 0 0: 0 0
Old : 279,768: 194,872 270,360 74,472 0 784 312 0 8,624 704 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 4,744: 8,664 -2,312 -4,704 0 784 -6,272 0 6,272 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 96.6 26.6 0.0 0.3 0.1 0.0 3.1 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 69.7 96.6 26.6 0.0 0.3 0.1 0.0 3.1 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 22 . 0 . . 0 . . 0 0:
Old : 34: 23 22 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 68.7 73.9 85.7 43.2 46.3 52.1 51.7
Old : 51.1 68.7 73.9 85.7 43.2 46.3 52.1 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 9,148: 5,393 7,281 0 782 178 0 20 88 3,104 454 110: 275 235
Old : 9,148: 5,393 7,281 0 782 178 0 20 88 3,104 454 110: 275 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 348: 348 349 0 44 0 0 0 0 0 0 0: 0 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 79.6 0.0 8.5 1.9 0.0 0.2 1.0 33.9 5.0 1.2: 3.0 2.6
Old : 100.0: 59.0 79.6 0.0 8.5 1.9 0.0 0.2 1.0 33.9 5.0 1.2: 3.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 17 0 . . 0 . . . . .:
Old : 27: 15 17 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 47.6 79.3 73.5 58.2 36.9 71.6 58.7
Old : 58.7 47.6 79.3 73.5 58.2 36.9 71.6 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,350: 8,800 11,750 0 2,300 0 0 0 0 5,550 300 0: 0 0
Old : 14,350: 8,800 11,750 0 2,300 0 0 0 0 5,550 300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -100: -100 -100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 81.9 0.0 16.0 0.0 0.0 0.0 0.0 38.7 2.1 0.0: 0.0 0.0
Old : 100.0: 61.3 81.9 0.0 16.0 0.0 0.0 0.0 0.0 38.7 2.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 10 0 . 0 0 0 0 . . 0:
Old : 22: 10 10 0 . 0 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.9 51.9 98.3 88.2 81.9 51.6 94.8 82.9
Old : 81.9 51.9 98.3 88.2 81.9 51.6 94.8 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,850: 16,305 15,785 0 970 1,345 900 0 300 0 450 0: 0 0
Old : 18,850: 16,305 15,785 0 970 1,345 900 0 300 0 450 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,150: 550 1,100 0 0 0 550 0 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 83.7 0.0 5.1 7.1 4.8 0.0 1.6 0.0 2.4 0.0: 0.0 0.0
Old : 100.0: 86.5 83.7 0.0 5.1 7.1 4.8 0.0 1.6 0.0 2.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 19 0 . . . 0 . 0 . 0:
Old : 34: 20 19 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 65.3 74.0 79.3 45.0 51.9 62.0 64.1
Old : 48.2 65.3 74.0 79.3 45.0 51.9 62.0 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,825: 13,035 11,015 50 1,410 1,225 0 920 255 0 0 0: 260 0
Old : 14,825: 13,035 11,015 50 1,410 1,225 0 920 255 0 0 0: 260 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 540: 640 90 0 300 0 0 250 -100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 74.3 0.3 9.5 8.3 0.0 6.2 1.7 0.0 0.0 0.0: 1.8 0.0
Old : 100.0: 87.9 74.3 0.3 9.5 8.3 0.0 6.2 1.7 0.0 0.0 0.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 21 . . . 0 . . 0 0 0:
Old : 30: 19 21 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 54.9 71.9 80.9 34.5 31.6 53.0 47.8
Old : 44.1 54.9 71.9 80.9 34.5 31.6 53.0 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 16,689: 13,373 12,012 0 1,207 1,720 632 0 347 0 60 22: 595 1,321
Old : 16,689: 13,373 12,012 0 1,207 1,720 632 0 347 0 60 22: 595 1,321
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -762: -161 -824 0 342 -324 -321 0 44 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 72.0 0.0 7.2 10.3 3.8 0.0 2.1 0.0 0.4 0.1: 3.6 7.9
Old : 100.0: 80.1 72.0 0.0 7.2 10.3 3.8 0.0 2.1 0.0 0.4 0.1: 3.6 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 25 23 0 . . . 0 . 0 . .:
Old : 32: 25 23 0 . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 53.1 60.8 68.2 23.8 32.2 37.5 41.5
Old : 38.8 53.1 60.8 68.2 23.8 32.2 37.5 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,545: 45,153 32,247 680 2,470 1,496 0 6,067 1,065 0 5,150 50: 101 0
Old : 48,545: 45,153 32,247 680 2,470 1,496 0 6,067 1,065 0 5,150 50: 101 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -242: -182 270 65 -10 -175 0 -25 0 0 -142 50: 0 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 66.4 1.4 5.1 3.1 0.0 12.5 2.2 0.0 10.6 0.1: 0.2 0.0
Old : 100.0: 93.0 66.4 1.4 5.1 3.1 0.0 12.5 2.2 0.0 10.6 0.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 30 30 . . 4 0 . . 0 . .:
Old : 42: 30 30 . . 4 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 42.9 71.1 68.5 48.8 39.8 64.7 62.5
Old : 52.1 42.9 71.1 68.5 48.8 39.8 64.7 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 56,511: 53,522 36,438 679 6,793 646 41 7,038 1,232 0 4,208 137: 254 19
Old : 56,511: 53,522 36,438 679 6,793 646 41 7,038 1,232 0 4,208 137: 254 19
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 23: 174 834 0 -41 -100 0 15 -90 0 -387 37: 2 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 64.5 1.2 12.0 1.1 0.1 12.5 2.2 0.0 7.4 0.2: 0.4 0.0
Old : 100.0: 94.7 64.5 1.2 12.0 1.1 0.1 12.5 2.2 0.0 7.4 0.2: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 31 34 . . 4 . . . 0 4 .:
Old : 47: 31 34 . . 4 . . . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 37.0 72.9 57.8 50.7 34.7 64.7 54.6
Old : 55.3 37.0 72.9 57.8 50.7 34.7 64.7 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 45,700: 42,905 43,915 1,750 1,410 375 600 0 0 0 0 0: 70 0
Old : 45,700: 42,905 43,915 1,750 1,410 375 600 0 0 0 0 0: 70 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 5,095: 4,905 6,120 0 -1,200 175 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 96.1 3.8 3.1 0.8 1.3 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 93.9 96.1 3.8 3.1 0.8 1.3 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 27 15 . . . . 0 0 0 0 0:
Old : 33: 27 15 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 93.2 73.3 98.0 51.5 83.4 69.5 86.0
Old : 51.6 93.2 73.3 98.0 51.5 83.4 69.5 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,730: 46,340 45,615 950 1,835 220 0 0 0 0 0 0: 220 60
Old : 47,730: 46,340 45,615 950 1,835 220 0 0 0 0 0 0: 220 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 4,015: 3,840 5,040 0 -1,200 175 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.1 95.6 2.0 3.8 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.1
Old : 100.0: 97.1 95.6 2.0 3.8 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 27 15 . . . 0 0 0 0 0 0:
Old : 32: 27 15 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 92.2 67.8 97.2 44.8 84.5 63.6 85.4
Old : 48.3 92.2 67.8 97.2 44.8 84.5 63.6 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 397,800: 268,802 358,308 18,094 9,089 8,447 32,878 0 21,956 47,623 0 0: 0 0
Old : 397,800: 268,802 358,308 18,094 9,089 8,447 32,878 0 21,956 47,623 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 3,523: 1,897 3,131 794 17 375 -782 0 0 1,239 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 90.1 4.5 2.3 2.1 8.3 0.0 5.5 12.0 0.0 0.0: 0.0 0.0
Old : 100.0: 67.6 90.1 4.5 2.3 2.1 8.3 0.0 5.5 12.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 29 . . . . 0 . . 0 0:
Old : 38: 25 29 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 44.9 74.6 65.5 37.3 40.0 54.3 50.9
Old : 48.5 44.9 74.6 65.5 37.3 40.0 54.3 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 23,736: 14,789 21,075 2,267 126 706 3,246 168 682 1,751 0 84: 211 895
Old : 23,736: 14,789 21,075 2,267 126 706 3,246 168 682 1,751 0 84: 211 895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 145: 337 123 40 0 44 -66 0 0 -210 0 0: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 88.8 9.6 0.5 3.0 13.7 0.7 2.9 7.4 0.0 0.4: 0.9 3.8
Old : 100.0: 62.3 88.8 9.6 0.5 3.0 13.7 0.7 2.9 7.4 0.0 0.4: 0.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 27 . . . . . . 4 0 .:
Old : 38: 19 27 . . . . . . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 40.7 70.2 59.8 38.9 34.5 56.5 46.1
Old : 44.9 40.7 70.2 59.8 38.9 34.5 56.5 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 14,309: 10,717 11,688 428 0 976 26 123 1,007 1,107 515 0: 48 0
Old : 14,309: 10,717 11,688 428 0 976 26 123 1,007 1,107 515 0: 48 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,003: 641 951 -130 0 52 19 45 -71 492 26 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 81.7 3.0 0.0 6.8 0.2 0.9 7.0 7.7 3.6 0.0: 0.3 0.0
Old : 100.0: 74.9 81.7 3.0 0.0 6.8 0.2 0.9 7.0 7.7 3.6 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 10 . 0 . . . . . . 0:
Old : 23: 12 10 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 75.3 78.2 95.5 35.9 65.2 57.6 69.5
Old : 47.5 75.3 78.2 95.5 35.9 65.2 57.6 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 558,296: 472,021 515,682 53,142 3,588 17,579 0 5,893 15,554 0 0 0: 0 0
Old : 558,296: 472,021 515,682 53,142 3,588 17,579 0 5,893 15,554 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 9,668: 4,964 9,668 4,704 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 92.4 9.5 0.6 3.1 0.0 1.1 2.8 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 84.5 92.4 9.5 0.6 3.1 0.0 1.1 2.8 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 20 . . . 0 . . 0 0 0:
Old : 30: 19 20 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 83.5 79.2 92.1 57.4 69.6 69.6 73.4
Old : 62.5 83.5 79.2 92.1 57.4 69.6 69.6 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 48,402: 35,078 43,880 2,726 876 445 3,306 0 1,824 3,532 0 1,020: 471 357
Old : 48,402: 35,078 43,880 2,726 876 445 3,306 0 1,824 3,532 0 1,020: 471 357
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 285: 235 28 255 0 0 -8 0 255 -454 0 22: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 90.7 5.6 1.8 0.9 6.8 0.0 3.8 7.3 0.0 2.1: 1.0 0.7
Old : 100.0: 72.5 90.7 5.6 1.8 0.9 6.8 0.0 3.8 7.3 0.0 2.1: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 19 . . . . 0 . . 0 .:
Old : 32: 19 19 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 84.9 76.0 92.3 50.1 75.7 66.1 80.1
Old : 55.0 84.9 76.0 92.3 50.1 75.7 66.1 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 16,370: 9,219 13,227 81 500 1,216 1,138 0 0 3,591 0 402: 723 1,025
Old : 16,370: 9,219 13,227 81 500 1,216 1,138 0 0 3,591 0 402: 723 1,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -236: -170 -256 -66 20 0 -22 0 0 22 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 80.8 0.5 3.1 7.4 7.0 0.0 0.0 21.9 0.0 2.5: 4.4 6.3
Old : 100.0: 56.3 80.8 0.5 3.1 7.4 7.0 0.0 0.0 21.9 0.0 2.5: 4.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 17 . . . . 0 0 4 0 .:
Old : 27: 15 17 . . . . 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 51.6 60.1 71.8 29.8 35.9 46.5 47.4
Old : 39.3 51.6 60.1 71.8 29.8 35.9 46.5 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 233,604: 163,107 232,006 20,585 0 1,598 704 0 0 46,828 0 0: 782 0
Old : 233,604: 163,107 232,006 20,585 0 1,598 704 0 0 46,828 0 0: 782 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 3,509: 1,945 3,509 0 0 0 0 0 0 782 0 0: 782 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 99.3 8.8 0.0 0.7 0.3 0.0 0.0 20.0 0.0 0.0: 0.3 0.0
Old : 100.0: 69.8 99.3 8.8 0.0 0.7 0.3 0.0 0.0 20.0 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 17 . 0 . . 0 0 . 0 0:
Old : 27: 13 17 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 62.4 90.9 86.9 60.6 52.8 70.6 66.6
Old : 76.4 62.4 90.9 86.9 60.6 52.8 70.6 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 12,739: 8,239 10,336 1,490 17 1,234 1,277 0 286 0 501 0: 213 365
Old : 12,739: 8,239 10,336 1,490 17 1,234 1,277 0 286 0 501 0: 213 365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 18: 128 -26 -130 0 108 22 0 -22 0 0 0: -88 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 81.1 11.7 0.1 9.7 10.0 0.0 2.2 0.0 3.9 0.0: 1.7 2.9
Old : 100.0: 64.7 81.1 11.7 0.1 9.7 10.0 0.0 2.2 0.0 3.9 0.0: 1.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 16 . . . . 0 . 0 . 0:
Old : 27: 14 16 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 49.3 74.0 74.2 44.5 46.4 62.9 67.9
Old : 53.2 49.3 74.0 74.2 44.5 46.4 62.9 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 105,974: 80,995 93,567 10,415 8,620 3,396 10,425 0 391 352 0 0: 0 0
Old : 105,974: 80,995 93,567 10,415 8,620 3,396 10,425 0 391 352 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,957: 1,175 1,957 0 -782 782 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 88.3 9.8 8.1 3.2 9.8 0.0 0.4 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 76.4 88.3 9.8 8.1 3.2 9.8 0.0 0.4 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 18 . . . . 0 . . 0 0:
Old : 31: 17 18 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 56.4 77.5 76.7 47.0 50.2 64.8 66.6
Old : 51.0 56.4 77.5 76.7 47.0 50.2 64.8 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 22,990: 12,896 16,549 3,530 0 4,920 123 0 1,521 0 0 0: 0 0
Old : 22,990: 12,896 16,549 3,530 0 4,920 123 0 1,521 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,335: 128 3,029 1,617 0 -308 123 -1,161 -225 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 72.0 15.4 0.0 21.4 0.5 0.0 6.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 56.1 72.0 15.4 0.0 21.4 0.5 0.0 6.6 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 16 13 . 0 . . 0 . 0 0 0:
Old : 21: 16 13 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.4 69.1 93.1 88.9 35.6 28.8 39.6 39.4
Old : 79.4 69.1 93.1 88.9 35.6 28.8 39.6 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,520: 28,800 15,355 2,350 15,265 0 0 900 0 0 0 0: 370 0
Old : 31,520: 28,800 15,355 2,350 15,265 0 0 900 0 0 0 0: 370 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 700: 700 700 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 48.7 7.5 48.4 0.0 0.0 2.9 0.0 0.0 0.0 0.0: 1.2 0.0
Old : 100.0: 91.4 48.7 7.5 48.4 0.0 0.0 2.9 0.0 0.0 0.0 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 20 12 . . 0 0 . 0 0 0 0:
Old : 27: 20 12 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 82.0 74.0 94.8 41.3 74.8 63.3 77.3
Old : 49.8 82.0 74.0 94.8 41.3 74.8 63.3 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,405: 26,440 11,895 1,600 15,490 0 0 900 0 0 0 0: 365 120
Old : 28,405: 26,440 11,895 1,600 15,490 0 0 900 0 0 0 0: 365 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 850: 850 800 0 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 41.9 5.6 54.5 0.0 0.0 3.2 0.0 0.0 0.0 0.0: 1.3 0.4
Old : 100.0: 93.1 41.9 5.6 54.5 0.0 0.0 3.2 0.0 0.0 0.0 0.0: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 10 . . 0 0 . 0 0 0 0:
Old : 26: 19 10 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 85.4 76.2 97.3 47.1 81.4 65.4 81.9
Old : 55.5 85.4 76.2 97.3 47.1 81.4 65.4 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,455: 25,375 19,530 0 5,870 0 0 0 0 0 0 0: 80 55
Old : 25,455: 25,375 19,530 0 5,870 0 0 0 0 0 0 0: 80 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 820: 820 820 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.7 76.7 0.0 23.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.2
Old : 100.0: 99.7 76.7 0.0 23.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 21 9 0 . 0 0 0 0 0 0 0:
Old : 28: 21 9 0 . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 80.0 79.1 98.9 52.8 76.1 70.8 87.5
Old : 55.5 80.0 79.1 98.9 52.8 76.1 70.8 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,500: 17,500 13,380 0 4,120 0 0 0 0 0 0 0: 0 0
Old : 17,500: 17,500 13,380 0 4,120 0 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,150: 1,390 1,000 0 150 0 0 0 0 0 0 0: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 100.0 76.5 0.0 23.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 100.0 76.5 0.0 23.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 18 7 0 . 0 0 0 0 0 0 0:
Old : 24: 18 7 0 . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 80.2 79.8 99.7 57.0 79.5 79.1 97.1
Old : 57.7 80.2 79.8 99.7 57.0 79.5 79.1 97.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,340: 15,995 15,735 0 1,115 380 25 50 0 0 0 0: 940 60
Old : 17,340: 15,995 15,735 0 1,115 380 25 50 0 0 0 0: 940 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 460: 460 510 0 0 0 0 0 0 0 0 0: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 90.7 0.0 6.4 2.2 0.1 0.3 0.0 0.0 0.0 0.0: 5.4 0.3
Old : 100.0: 92.2 90.7 0.0 6.4 2.2 0.1 0.3 0.0 0.0 0.0 0.0: 5.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 8 0 . . . . 0 0 0 0:
Old : 22: 13 8 0 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 87.9 87.2 98.5 68.0 87.8 85.6 93.1
Old : 69.4 87.9 87.2 98.5 68.0 87.8 85.6 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,385: 15,260 16,360 275 0 0 100 25 0 0 0 0: 750 0
Old : 16,385: 15,260 16,360 275 0 0 100 25 0 0 0 0: 750 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 350: 350 350 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 99.8 1.7 0.0 0.0 0.6 0.2 0.0 0.0 0.0 0.0: 4.6 0.0
Old : 100.0: 93.1 99.8 1.7 0.0 0.0 0.6 0.2 0.0 0.0 0.0 0.0: 4.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 22 9 . 0 0 . . 0 0 0 0:
Old : 27: 22 9 . 0 0 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 92.7 68.8 99.7 40.6 77.7 55.9 78.0
Old : 48.6 92.7 68.8 99.7 40.6 77.7 55.9 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,575: 16,250 17,575 330 0 0 100 0 0 0 0 0: 895 0
Old : 17,575: 16,250 17,575 330 0 0 100 0 0 0 0 0: 895 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 590: 475 590 0 0 0 -25 0 0 0 0 0: 140 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 100.0 1.9 0.0 0.0 0.6 0.0 0.0 0.0 0.0 0.0: 5.1 0.0
Old : 100.0: 92.5 100.0 1.9 0.0 0.0 0.6 0.0 0.0 0.0 0.0 0.0: 5.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 23 10 . 0 0 . 0 0 0 0 0:
Old : 27: 23 10 . 0 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 91.6 68.6 98.6 39.9 79.9 55.6 79.9
Old : 48.5 91.6 68.6 98.6 39.9 79.9 55.6 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 112,682: 95,895 110,915 13,200 0 1,197 1,265 0 420 450 50 100: 155 0
Old : 112,682: 95,895 110,915 13,200 0 1,197 1,265 0 420 450 50 100: 155 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -690: -1,125 -230 300 0 0 150 -450 -10 0 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 98.4 11.7 0.0 1.1 1.1 0.0 0.4 0.4 0.0 0.1: 0.1 0.0
Old : 100.0: 85.1 98.4 11.7 0.0 1.1 1.1 0.0 0.4 0.4 0.0 0.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 30 32 4 0 . . 0 . . . .:
Old : 47: 30 32 4 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 62.2 62.8 84.2 36.7 55.6 51.8 68.7
Old : 42.1 62.2 62.8 84.2 36.7 55.6 51.8 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 142,276: 122,519 140,714 14,630 0 1,132 2,975 0 420 600 0 0: 0 10
Old : 142,276: 122,519 140,714 14,630 0 1,132 2,975 0 420 600 0 0: 0 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -1,310: -2,110 -1,485 400 0 0 225 0 175 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 98.9 10.3 0.0 0.8 2.1 0.0 0.3 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 86.1 98.9 10.3 0.0 0.8 2.1 0.0 0.3 0.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 34 36 4 0 . 4 0 . . 0 0:
Old : 51: 34 36 4 0 . 4 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 58.4 60.5 82.8 33.2 55.4 50.0 66.3
Old : 36.2 58.4 60.5 82.8 33.2 55.4 50.0 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 155,715: 122,246 115,820 655 19,420 5,485 3,303 1,730 1,965 17,039 6,361 4,754: 268 180
Old : 155,715: 122,246 115,820 655 19,420 5,485 3,303 1,730 1,965 17,039 6,361 4,754: 268 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -1,745: -1,549 122 237 -500 -717 -50 55 15 338 -299 -46: 27 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 74.4 0.4 12.5 3.5 2.1 1.1 1.3 10.9 4.1 3.1: 0.2 0.1
Old : 100.0: 78.5 74.4 0.4 12.5 3.5 2.1 1.1 1.3 10.9 4.1 3.1: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 40 35 . . 4 . . . 6 4 6:
Old : 65: 40 35 . . 4 . . . 6 4 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 67.4 58.3 77.7 35.4 61.8 56.8 69.2
Old : 36.7 67.4 58.3 77.7 35.4 61.8 56.8 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 102,698: 85,663 91,481 7,960 2,411 4,650 1,394 25 551 1,070 2,355 1,215: 195 10
Old : 102,698: 85,663 91,481 7,960 2,411 4,650 1,394 25 551 1,070 2,355 1,215: 195 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,146: 921 2,606 680 -317 -655 23 0 2 0 -200 160: 15 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 89.1 7.8 2.3 4.5 1.4 0.0 0.5 1.0 2.3 1.2: 0.2 0.0
Old : 100.0: 83.4 89.1 7.8 2.3 4.5 1.4 0.0 0.5 1.0 2.3 1.2: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 33 27 . . 4 . . . . . .:
Old : 49: 33 27 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 76.5 60.1 85.9 38.3 73.1 56.5 79.4
Old : 40.0 76.5 60.1 85.9 38.3 73.1 56.5 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,730: 25,030 23,465 395 1,825 385 385 865 50 0 0 0: 485 140
Old : 26,730: 25,030 23,465 395 1,825 385 385 865 50 0 0 0: 485 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -355: -355 -355 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 87.8 1.5 6.8 1.4 1.4 3.2 0.2 0.0 0.0 0.0: 1.8 0.5
Old : 100.0: 93.6 87.8 1.5 6.8 1.4 1.4 3.2 0.2 0.0 0.0 0.0: 1.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 10 . . . . . . 0 0 0:
Old : 28: 19 10 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 78.3 76.2 98.3 52.2 75.2 76.0 92.8
Old : 52.3 78.3 76.2 98.3 52.2 75.2 76.0 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,780: 22,706 22,230 390 1,790 325 1,009 315 0 0 0 0: 350 120
Old : 24,780: 22,706 22,230 390 1,790 325 1,009 315 0 0 0 0: 350 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -580: -530 -580 0 0 0 -50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 89.7 1.6 7.2 1.3 4.1 1.3 0.0 0.0 0.0 0.0: 1.4 0.5
Old : 100.0: 91.6 89.7 1.6 7.2 1.3 4.1 1.3 0.0 0.0 0.0 0.0: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 10 . . . . . 0 0 0 0:
Old : 26: 18 10 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 77.3 75.6 98.4 52.2 76.6 75.1 92.1
Old : 52.3 77.3 75.6 98.4 52.2 76.6 75.1 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 19,725: 16,120 14,275 0 635 2,620 0 920 325 0 25 0: 660 925
Old : 19,725: 16,120 14,275 0 635 2,620 0 920 325 0 25 0: 660 925
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 620: 885 660 0 225 -265 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 72.4 0.0 3.2 13.3 0.0 4.7 1.6 0.0 0.1 0.0: 3.3 4.7
Old : 100.0: 81.7 72.4 0.0 3.2 13.3 0.0 4.7 1.6 0.0 0.1 0.0: 3.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 22 0 . . 0 . . 0 . 0:
Old : 29: 17 22 0 . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 46.9 75.4 73.4 40.5 30.9 53.3 45.0
Old : 53.4 46.9 75.4 73.4 40.5 30.9 53.3 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 18,036: 14,655 16,307 728 173 965 164 0 132 774 0 86: 532 373
Old : 18,036: 14,655 16,307 728 173 965 164 0 132 774 0 86: 532 373
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 96: 96 0 -96 0 96 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 90.4 4.0 1.0 5.4 0.9 0.0 0.7 4.3 0.0 0.5: 2.9 2.1
Old : 100.0: 81.3 90.4 4.0 1.0 5.4 0.9 0.0 0.7 4.3 0.0 0.5: 2.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 14 . . . . 0 . . 0 .:
Old : 24: 17 14 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 76.8 81.8 91.6 48.3 61.1 59.9 65.9
Old : 63.8 76.8 81.8 91.6 48.3 61.1 59.9 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 MEGAWATT HOURS) :
: : Positions :
All : 1,349,585: 415,164 1,325,235 910,071 0 24,350 0 0 0 0 0 0: 0 0
Old : 1,349,585: 415,164 1,325,235 910,071 0 24,350 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 98.2 67.4 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 30.8 98.2 67.4 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 15 . 0 . 0 0 0 0 0 0:
Old : 21: 11 15 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.0 87.1 99.4 94.7 84.6 76.9 85.7 82.3
Old : 92.0 87.1 99.4 94.7 84.6 76.9 85.7 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 138,704: 128,188 74,503 790 55,660 3,551 3,635 0 2,540 0 2,450 0: 0 0
Old : 138,704: 128,188 74,503 790 55,660 3,551 3,635 0 2,540 0 2,450 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 53.7 0.6 40.1 2.6 2.6 0.0 1.8 0.0 1.8 0.0: 0.0 0.0
Old : 100.0: 92.4 53.7 0.6 40.1 2.6 2.6 0.0 1.8 0.0 1.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 17 . . . . 0 . 0 . 0:
Old : 29: 16 17 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 72.7 84.0 85.6 33.1 46.6 50.0 53.1
Old : 62.6 72.7 84.0 85.6 33.1 46.6 50.0 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 2,939,372: 2,543,787 1,192,316 155,536 1,214,607 240,049 0 292,400 0 0 0 0: 0 0
Old : 2,939,372: 2,543,787 1,192,316 155,536 1,214,607 240,049 0 292,400 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 40.6 5.3 41.3 8.2 0.0 9.9 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.5 40.6 5.3 41.3 8.2 0.0 9.9 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 11 . . . 0 . 0 0 0 0:
Old : 27: 19 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 82.6 91.1 94.0 49.4 57.9 61.0 63.9
Old : 73.8 82.6 91.1 94.0 49.4 57.9 61.0 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 54,004: 43,293 44,169 1,063 740 5,299 0 42 3,583 746 0 20: 0 151
Old : 54,004: 43,293 44,169 1,063 740 5,299 0 42 3,583 746 0 20: 0 151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 81.8 2.0 1.4 9.8 0.0 0.1 6.6 1.4 0.0 0.0: 0.0 0.3
Old : 100.0: 80.2 81.8 2.0 1.4 9.8 0.0 0.1 6.6 1.4 0.0 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 10 . . . 0 . . . 0 .:
Old : 22: 13 10 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 75.0 88.0 93.5 56.6 66.9 68.4 74.0
Old : 64.0 75.0 88.0 93.5 56.6 66.9 68.4 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,452,355: 870,101 902,274 138,933 253,991 217,588 146,640 0 70,560 8,181 7,590 352: 0 0
Old : 1,452,355: 870,101 902,274 138,933 253,991 217,588 146,640 0 70,560 8,181 7,590 352: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 62.1 9.6 17.5 15.0 10.1 0.0 4.9 0.6 0.5 0.0: 0.0 0.0
Old : 100.0: 59.9 62.1 9.6 17.5 15.0 10.1 0.0 4.9 0.6 0.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 8 . . . . 0 . . . .:
Old : 24: 13 8 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 84.5 86.1 98.6 50.7 68.5 65.9 73.2
Old : 59.9 84.5 86.1 98.6 50.7 68.5 65.9 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,092: 13,850 19,072 4,170 0 1,650 0 590 10 1,677 0 0: 735 770
Old : 22,092: 13,850 19,072 4,170 0 1,650 0 590 10 1,677 0 0: 735 770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 86.3 18.9 0.0 7.5 0.0 2.7 0.0 7.6 0.0 0.0: 3.3 3.5
Old : 100.0: 62.7 86.3 18.9 0.0 7.5 0.0 2.7 0.0 7.6 0.0 0.0: 3.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 13 . 0 . 0 . . . 0 0:
Old : 25: 12 13 . 0 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 53.9 90.7 81.1 65.9 53.9 83.2 78.6
Old : 73.4 53.9 90.7 81.1 65.9 53.9 83.2 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,957: 11,421 16,302 3,965 0 1,375 0 570 30 1,647 0 0: 519 680
Old : 18,957: 11,421 16,302 3,965 0 1,375 0 570 30 1,647 0 0: 519 680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 86.0 20.9 0.0 7.3 0.0 3.0 0.2 8.7 0.0 0.0: 2.7 3.6
Old : 100.0: 60.2 86.0 20.9 0.0 7.3 0.0 3.0 0.2 8.7 0.0 0.0: 2.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 14 . 0 . 0 . . . 0 0:
Old : 22: 9 14 . 0 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.3 53.2 95.3 81.7 74.7 53.2 85.8 77.5
Old : 82.3 53.2 95.3 81.7 74.7 53.2 85.8 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,885: 26,937 25,309 0 1,961 660 1,450 0 0 1,768 3,270 685: 385 0
Old : 31,885: 26,937 25,309 0 1,961 660 1,450 0 0 1,768 3,270 685: 385 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 322: 805 223 0 600 -480 0 0 0 0 0 0: -3 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 79.4 0.0 6.2 2.1 4.5 0.0 0.0 5.5 10.3 2.1: 1.2 0.0
Old : 100.0: 84.5 79.4 0.0 6.2 2.1 4.5 0.0 0.0 5.5 10.3 2.1: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 21 0 . . . 0 0 . . .:
Old : 32: 20 21 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 52.5 79.4 78.1 54.4 50.7 68.0 67.6
Old : 64.2 52.5 79.4 78.1 54.4 50.7 68.0 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,003: 14,435 18,391 1,508 2,995 345 765 0 0 4,160 0 0: 790 272
Old : 22,003: 14,435 18,391 1,508 2,995 345 765 0 0 4,160 0 0: 790 272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,440: 1,570 910 0 660 -130 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 83.6 6.9 13.6 1.6 3.5 0.0 0.0 18.9 0.0 0.0: 3.6 1.2
Old : 100.0: 65.6 83.6 6.9 13.6 1.6 3.5 0.0 0.0 18.9 0.0 0.0: 3.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 18 . . . . 0 0 . 0 0:
Old : 27: 16 18 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 53.2 82.6 78.1 46.3 43.7 63.4 60.3
Old : 60.5 53.2 82.6 78.1 46.3 43.7 63.4 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,812: 24,426 17,211 627 7,775 77 0 479 220 250 0 0: 212 50
Old : 25,812: 24,426 17,211 627 7,775 77 0 479 220 250 0 0: 212 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 172: 122 277 0 150 0 0 -35 10 0 0 0: 40 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 66.7 2.4 30.1 0.3 0.0 1.9 0.9 1.0 0.0 0.0: 0.8 0.2
Old : 100.0: 94.6 66.7 2.4 30.1 0.3 0.0 1.9 0.9 1.0 0.0 0.0: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 25 22 . . . 0 . . . 0 0:
Old : 36: 25 22 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 60.3 76.2 83.2 57.8 57.6 72.9 79.4
Old : 59.8 60.3 76.2 83.2 57.8 57.6 72.9 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,523: 22,554 15,254 0 7,194 80 582 765 170 0 50 0: 137 10
Old : 23,523: 22,554 15,254 0 7,194 80 582 765 170 0 50 0: 137 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 622: 620 450 0 130 0 -40 0 42 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.9 64.8 0.0 30.6 0.3 2.5 3.3 0.7 0.0 0.2 0.0: 0.6 0.0
Old : 100.0: 95.9 64.8 0.0 30.6 0.3 2.5 3.3 0.7 0.0 0.2 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 19 0 . . . . . 0 . 0:
Old : 35: 22 19 0 . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 46.0 82.3 70.6 63.0 41.9 74.2 65.4
Old : 67.3 46.0 82.3 70.6 63.0 41.9 74.2 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,664: 13,496 13,214 1,545 845 455 0 1,150 0 0 0 0: 168 0
Old : 15,664: 13,496 13,214 1,545 845 455 0 1,150 0 0 0 0: 168 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 25: 10 50 50 0 -35 0 10 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 84.4 9.9 5.4 2.9 0.0 7.3 0.0 0.0 0.0 0.0: 1.1 0.0
Old : 100.0: 86.2 84.4 9.9 5.4 2.9 0.0 7.3 0.0 0.0 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 . . . 0 . 0 0 0 0:
Old : 24: 13 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 62.2 83.9 86.4 51.8 55.5 82.5 78.9
Old : 51.8 62.2 83.9 86.4 51.8 55.5 82.5 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,789: 8,739 10,074 1,720 495 45 0 120 0 0 0 0: 285 55
Old : 10,789: 8,739 10,074 1,720 495 45 0 120 0 0 0 0: 285 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 40: 10 50 370 0 -20 0 10 0 0 0 0: -320 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 93.4 15.9 4.6 0.4 0.0 1.1 0.0 0.0 0.0 0.0: 2.6 0.5
Old : 100.0: 81.0 93.4 15.9 4.6 0.4 0.0 1.1 0.0 0.0 0.0 0.0: 2.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 . . . 0 . 0 0 0 0:
Old : 22: 12 10 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 72.7 76.7 96.1 51.3 63.5 72.7 81.3
Old : 51.3 72.7 76.7 96.1 51.3 63.5 72.7 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,540: 22,660 19,260 1,055 1,945 2,175 0 1,730 465 50 875 0: 135 90
Old : 26,540: 22,660 19,260 1,055 1,945 2,175 0 1,730 465 50 875 0: 135 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 430: 500 1,280 0 -180 -120 0 -600 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 72.6 4.0 7.3 8.2 0.0 6.5 1.8 0.2 3.3 0.0: 0.5 0.3
Old : 100.0: 85.4 72.6 4.0 7.3 8.2 0.0 6.5 1.8 0.2 3.3 0.0: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 24 . . . 0 . . . . 0:
Old : 37: 22 24 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 48.4 72.3 70.2 48.8 36.3 61.4 56.0
Old : 54.4 48.4 72.3 70.2 48.8 36.3 61.4 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 7,865: 6,735 5,425 620 2,425 0 375 0 0 0 0 0: 135 15
Old : 7,865: 6,735 5,425 620 2,425 0 375 0 0 0 0 0: 135 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 490: 340 -725 140 1,200 0 0 0 0 0 0 0: 10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 69.0 7.9 30.8 0.0 4.8 0.0 0.0 0.0 0.0 0.0: 1.7 0.2
Old : 100.0: 85.6 69.0 7.9 30.8 0.0 4.8 0.0 0.0 0.0 0.0 0.0: 1.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 15 . . 0 . 0 0 0 0 0:
Old : 24: 16 15 . . 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 62.0 82.0 87.6 47.5 58.5 69.5 75.9
Old : 53.0 62.0 82.0 87.6 47.5 58.5 69.5 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 11,125: 9,310 8,105 730 2,415 0 375 0 380 0 225 0: 330 0
Old : 11,125: 9,310 8,105 730 2,415 0 375 0 380 0 225 0: 330 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 105: 1,045 -1,095 0 1,200 0 -900 0 0 0 0 0: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 72.9 6.6 21.7 0.0 3.4 0.0 3.4 0.0 2.0 0.0: 3.0 0.0
Old : 100.0: 83.7 72.9 6.6 21.7 0.0 3.4 0.0 3.4 0.0 2.0 0.0: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 13 . . 0 . 0 . 0 . 0:
Old : 26: 18 13 . . 0 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 64.7 76.3 86.3 41.8 56.0 63.7 70.8
Old : 44.2 64.7 76.3 86.3 41.8 56.0 63.7 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 62,602: 56,621 54,748 0 1,710 3,695 245 0 0 0 0 0: 2,041 2,449
Old : 62,602: 56,621 54,748 0 1,710 3,695 245 0 0 0 0 0: 2,041 2,449
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 87.5 0.0 2.7 5.9 0.4 0.0 0.0 0.0 0.0 0.0: 3.3 3.9
Old : 100.0: 90.4 87.5 0.0 2.7 5.9 0.4 0.0 0.0 0.0 0.0 0.0: 3.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 22 0 . . . 0 0 0 0 0:
Old : 29: 17 22 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.4 72.8 90.9 85.9 79.6 67.3 83.6 77.5
Old : 83.4 72.8 90.9 85.9 79.6 67.3 83.6 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,222: 52,822 47,412 0 4,135 2,395 0 0 0 0 0 0: 2,005 3,280
Old : 57,222: 52,822 47,412 0 4,135 2,395 0 0 0 0 0 0: 2,005 3,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 100: 100 0 0 0 0 0 0 0 0 0 0: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 82.9 0.0 7.2 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 3.5 5.7
Old : 100.0: 92.3 82.9 0.0 7.2 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 3.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 16 0 . . 0 0 0 0 0 0:
Old : 22: 15 16 0 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.2 75.0 91.9 88.2 82.0 69.3 85.1 80.2
Old : 85.2 75.0 91.9 88.2 82.0 69.3 85.1 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 13,208: 10,395 13,060 1,280 0 0 575 0 25 600 0 3: 330 120
Old : 13,208: 10,395 13,060 1,280 0 0 575 0 25 600 0 3: 330 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 98.9 9.7 0.0 0.0 4.4 0.0 0.2 4.5 0.0 0.0: 2.5 0.9
Old : 100.0: 78.7 98.9 9.7 0.0 0.0 4.4 0.0 0.2 4.5 0.0 0.0: 2.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 8 . 0 0 . 0 . . 0 .:
Old : 21: 14 8 . 0 0 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 92.3 81.8 98.9 53.4 85.6 72.9 85.6
Old : 56.8 92.3 81.8 98.9 53.4 85.6 72.9 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 12,075: 10,835 9,950 0 0 0 75 1,520 225 0 125 0: 940 255
Old : 12,075: 10,835 9,950 0 0 0 75 1,520 225 0 125 0: 940 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 82.4 0.0 0.0 0.0 0.6 12.6 1.9 0.0 1.0 0.0: 7.8 2.1
Old : 100.0: 89.7 82.4 0.0 0.0 0.0 0.6 12.6 1.9 0.0 1.0 0.0: 7.8 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 8 0 0 0 . . . 0 . 0:
Old : 20: 14 8 0 0 0 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 86.7 82.2 96.6 58.7 77.6 74.3 82.7
Old : 60.0 86.7 82.2 96.6 58.7 77.6 74.3 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 12,765: 11,500 10,485 225 0 375 75 880 0 0 535 325: 265 165
Old : 12,765: 11,500 10,485 225 0 375 75 880 0 0 535 325: 265 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 0: 0 -25 0 0 0 0 25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 82.1 1.8 0.0 2.9 0.6 6.9 0.0 0.0 4.2 2.5: 2.1 1.3
Old : 100.0: 90.1 82.1 1.8 0.0 2.9 0.6 6.9 0.0 0.0 4.2 2.5: 2.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 12 . 0 . . . 0 0 . .:
Old : 23: 15 12 . 0 . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 58.9 80.2 87.3 52.1 51.0 64.7 66.4
Old : 57.7 58.9 80.2 87.3 52.1 51.0 64.7 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 12,200: 10,670 8,555 500 0 100 100 1,400 0 0 2,020 0: 830 125
Old : 12,200: 10,670 8,555 500 0 100 100 1,400 0 0 2,020 0: 830 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 70.1 4.1 0.0 0.8 0.8 11.5 0.0 0.0 16.6 0.0: 6.8 1.0
Old : 100.0: 87.5 70.1 4.1 0.0 0.8 0.8 11.5 0.0 0.0 16.6 0.0: 6.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 8 . 0 . . . 0 0 . 0:
Old : 20: 12 8 . 0 . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 63.4 83.7 94.1 49.5 55.9 69.4 79.1
Old : 59.2 63.4 83.7 94.1 49.5 55.9 69.4 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,206: 25,996 19,806 0 1,200 0 700 5,660 165 0 185 0: 345 190
Old : 27,206: 25,996 19,806 0 1,200 0 700 5,660 165 0 185 0: 345 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 785: 810 -275 0 0 0 0 1,025 -25 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.6 72.8 0.0 4.4 0.0 2.6 20.8 0.6 0.0 0.7 0.0: 1.3 0.7
Old : 100.0: 95.6 72.8 0.0 4.4 0.0 2.6 20.8 0.6 0.0 0.7 0.0: 1.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 13 0 . 0 . . . 0 . 0:
Old : 24: 17 13 0 . 0 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 90.3 89.2 97.0 71.6 88.4 87.8 92.9
Old : 72.4 90.3 89.2 97.0 71.6 88.4 87.8 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,435: 25,035 19,115 0 1,200 0 100 4,985 0 0 0 0: 300 135
Old : 25,435: 25,035 19,115 0 1,200 0 100 4,985 0 0 0 0: 300 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 1,560: 1,440 -300 0 0 0 0 1,800 0 0 0 0: 120 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.4 75.2 0.0 4.7 0.0 0.4 19.6 0.0 0.0 0.0 0.0: 1.2 0.5
Old : 100.0: 98.4 75.2 0.0 4.7 0.0 0.4 19.6 0.0 0.0 0.0 0.0: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 15 8 0 . 0 . . 0 0 0 0:
Old : 20: 15 8 0 . 0 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 92.8 93.0 99.2 77.9 90.2 91.5 95.2
Old : 77.9 92.8 93.0 99.2 77.9 90.2 91.5 95.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 71,402: 51,045 65,323 4,715 565 430 10,555 850 170 413 0 784: 3,290 3,280
Old : 71,402: 51,045 65,323 4,715 565 430 10,555 850 170 413 0 784: 3,290 3,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 2,240: 640 2,290 0 0 0 1,650 0 -50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 91.5 6.6 0.8 0.6 14.8 1.2 0.2 0.6 0.0 1.1: 4.6 4.6
Old : 100.0: 71.5 91.5 6.6 0.8 0.6 14.8 1.2 0.2 0.6 0.0 1.1: 4.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 23 . . . . . . . 0 .:
Old : 33: 21 23 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 56.7 84.4 77.8 64.4 52.8 82.3 73.9
Old : 65.0 56.7 84.4 77.8 64.4 52.8 82.3 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,807: 42,581 62,131 4,690 495 385 11,120 200 0 4,423 0 0: 1,608 1,596
Old : 64,807: 42,581 62,131 4,690 495 385 11,120 200 0 4,423 0 0: 1,608 1,596
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 2,490: 990 2,670 0 0 0 1,500 0 0 0 0 0: 0 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 95.9 7.2 0.8 0.6 17.2 0.3 0.0 6.8 0.0 0.0: 2.5 2.5
Old : 100.0: 65.7 95.9 7.2 0.8 0.6 17.2 0.3 0.0 6.8 0.0 0.0: 2.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 23 . . . . . 0 . 0 0:
Old : 33: 17 23 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 61.9 90.0 81.6 66.8 58.6 87.6 78.2
Old : 68.0 61.9 90.0 81.6 66.8 58.6 87.6 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,495: 23,940 21,450 0 1,615 420 600 4,725 0 2,875 0 0: 1,660 1,285
Old : 29,495: 23,940 21,450 0 1,615 420 600 4,725 0 2,875 0 0: 1,660 1,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 700: 700 700 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 72.7 0.0 5.5 1.4 2.0 16.0 0.0 9.7 0.0 0.0: 5.6 4.4
Old : 100.0: 81.2 72.7 0.0 5.5 1.4 2.0 16.0 0.0 9.7 0.0 0.0: 5.6 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 20 0 . . . . 0 . 0 0:
Old : 30: 18 20 0 . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 56.4 81.3 76.9 45.3 47.5 56.4 57.1
Old : 50.8 56.4 81.3 76.9 45.3 47.5 56.4 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,745: 22,455 22,945 0 985 0 300 0 600 800 0 0: 590 215
Old : 24,745: 22,455 22,945 0 985 0 300 0 600 800 0 0: 590 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 765: 765 765 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 92.7 0.0 4.0 0.0 1.2 0.0 2.4 3.2 0.0 0.0: 2.4 0.9
Old : 100.0: 90.7 92.7 0.0 4.0 0.0 1.2 0.0 2.4 3.2 0.0 0.0: 2.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 20 14 0 . 0 . 0 . . 0 0:
Old : 25: 20 14 0 . 0 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 56.0 76.7 79.7 46.2 42.1 55.9 55.4
Old : 59.1 56.0 76.7 79.7 46.2 42.1 55.9 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,241: 17,530 16,210 0 1,330 3,740 2,825 1,800 0 1,635 3,025 16: 1,495 1,120
Old : 27,241: 17,530 16,210 0 1,330 3,740 2,825 1,800 0 1,635 3,025 16: 1,495 1,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 295: 45 45 0 0 0 0 0 0 0 0 0: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 59.5 0.0 4.9 13.7 10.4 6.6 0.0 6.0 11.1 0.1: 5.5 4.1
Old : 100.0: 64.4 59.5 0.0 4.9 13.7 10.4 6.6 0.0 6.0 11.1 0.1: 5.5 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 17 0 . . . . 0 . . .:
Old : 30: 19 17 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 48.9 74.9 71.9 47.4 37.9 61.7 55.7
Old : 55.1 48.9 74.9 71.9 47.4 37.9 61.7 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, February 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,305: 15,645 13,705 500 1,420 1,820 25 1,200 575 0 250 210: 1,530 1,125
Old : 20,305: 15,645 13,705 500 1,420 1,820 25 1,200 575 0 250 210: 1,530 1,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: 175: 525 525 0 0 0 0 0 0 0 0 0: -350 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 67.5 2.5 7.0 9.0 0.1 5.9 2.8 0.0 1.2 1.0: 7.5 5.5
Old : 100.0: 77.0 67.5 2.5 7.0 9.0 0.1 5.9 2.8 0.0 1.2 1.0: 7.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 16 . . . . . . 0 . .:
Old : 26: 17 16 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 41.1 76.4 66.9 40.9 27.7 50.4 45.3
Old : 56.6 41.1 76.4 66.9 40.9 27.7 50.4 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 27, 2015