COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 100,018: 23,746 30,615 785 11,249 1,981 10,555 4,422 4,587 44,667 33,242 12,734: 963 1,188
Old : 100,018: 23,746 30,615 785 11,249 1,981 10,555 4,422 4,587 44,667 33,242 12,734: 963 1,188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -6,094: -1,079 -368 -62 -489 -263 -901 -1,600 422 -1,694 -1,371 -2,455: -62 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 30.6 0.8 11.2 2.0 10.6 4.4 4.6 44.7 33.2 12.7: 1.0 1.2
Old : 100.0: 23.7 30.6 0.8 11.2 2.0 10.6 4.4 4.6 44.7 33.2 12.7: 1.0 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 : 57: 16 15 . . . . 4 . 15 15 16:
Old : 57: 16 15 . . . . 4 . 15 15 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 35.3 57.6 58.4 34.3 33.4 49.8 48.7
Old : 39.4 35.3 57.6 58.4 34.3 33.4 49.8 48.7
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 30,215: 7,315 8,215 1,110 2,254 525 6,729 170 825 11,691 16,391 1,205: 815 630
Old : 30,215: 7,315 8,215 1,110 2,254 525 6,729 170 825 11,691 16,391 1,205: 815 630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -2,663: -295 -755 -105 88 -190 -173 -130 -115 -1,476 -1,337 -199: -110 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 27.2 3.7 7.5 1.7 22.3 0.6 2.7 38.7 54.2 4.0: 2.7 2.1
Old : 100.0: 24.2 27.2 3.7 7.5 1.7 22.3 0.6 2.7 38.7 54.2 4.0: 2.7 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 : 40: 11 11 . . . . . . 13 9 9:
Old : 40: 11 11 . . . . . . 13 9 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 45.8 75.8 66.2 55.5 45.6 68.6 64.0
Old : 62.7 45.8 75.8 66.2 55.5 45.6 68.6 64.0
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 139,239: 100,255 111,220 4,020 459 8,713 7,965 4,224 3,427 7,160 4,045 6,953: 746 198
Old : 139,239: 100,255 111,220 4,020 459 8,713 7,965 4,224 3,427 7,160 4,045 6,953: 746 198
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 300: 988 -279 259 261 89 58 873 -282 -1,065 -717 331: -78 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 79.9 2.9 0.3 6.3 5.7 3.0 2.5 5.1 2.9 5.0: 0.5 0.1
Old : 100.0: 72.0 79.9 2.9 0.3 6.3 5.7 3.0 2.5 5.1 2.9 5.0: 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 : 72: 40 45 . . 4 4 . 7 8 4 10:
Old : 72: 40 45 . . 4 4 . 7 8 4 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 : 37.3 27.4 55.9 48.0 25.6 22.7 36.6 36.0
Old : 37.3 27.4 55.9 48.0 25.6 22.7 36.6 36.0
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 40,393: 30,012 35,190 5,638 0 2,560 128 463 1,925 0 125 130: 0 0
Old : 40,393: 30,012 35,190 5,638 0 2,560 128 463 1,925 0 125 130: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -1,111: -1,085 -594 308 0 -385 -76 -188 152 0 -71 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 87.1 14.0 0.0 6.3 0.3 1.1 4.8 0.0 0.3 0.3: 0.0 0.0
Old : 100.0: 74.3 87.1 14.0 0.0 6.3 0.3 1.1 4.8 0.0 0.3 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 23 . 0 . . . . 0 . .:
Old : 30: 21 23 . 0 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 46.4 74.7 69.7 35.3 28.6 44.6 41.1
Old : 48.7 46.4 74.7 69.7 35.3 28.6 44.6 41.1
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 375,777: 296,776 329,868 13,902 0 19,923 20,819 4,055 21,277 2,426 0 654: 0 0
Old : 375,777: 296,776 329,868 13,902 0 19,923 20,819 4,055 21,277 2,426 0 654: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -9,459: -17,329 -8,739 4,353 0 -489 2,830 2,489 -384 2,426 -1,470 -866: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 87.8 3.7 0.0 5.3 5.5 1.1 5.7 0.6 0.0 0.2: 0.0 0.0
Old : 100.0: 79.0 87.8 3.7 0.0 5.3 5.5 1.1 5.7 0.6 0.0 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 : 29: 21 19 . 0 . . . . . 0 .:
Old : 29: 21 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 : 43.9 52.5 75.2 76.3 34.8 43.5 51.6 56.1
Old : 43.9 52.5 75.2 76.3 34.8 43.5 51.6 56.1
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,578,529: 1,267,780 1,415,399 175,991 31,571 66,588 6,584 0 18,639 11,890 14,923 31,057: 0 352
Old : 1,578,529: 1,267,780 1,415,399 175,991 31,571 66,588 6,584 0 18,639 11,890 14,923 31,057: 0 352
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 4,187: 11,637 4,565 -9,787 -808 1,198 2,298 0 -768 -391 -352 0: 0 352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 89.7 11.1 2.0 4.2 0.4 0.0 1.2 0.8 0.9 2.0: 0.0 0.0
Old : 100.0: 80.3 89.7 11.1 2.0 4.2 0.4 0.0 1.2 0.8 0.9 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 : 58: 35 39 . . . . 0 . 4 . 5:
Old : 58: 35 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 : 53.0 43.8 70.7 63.3 40.0 31.0 50.5 43.4
Old : 53.0 43.8 70.7 63.3 40.0 31.0 50.5 43.4
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 48,972: 41,605 35,758 0 3,655 1,864 104 1,308 5,051 0 964 336: 12 36
Old : 48,972: 41,605 35,758 0 3,655 1,864 104 1,308 5,051 0 964 336: 12 36
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 1,395: 1,782 295 0 795 -103 104 669 -362 0 127 -26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 73.0 0.0 7.5 3.8 0.2 2.7 10.3 0.0 2.0 0.7: 0.0 0.1
Old : 100.0: 85.0 73.0 0.0 7.5 3.8 0.2 2.7 10.3 0.0 2.0 0.7: 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 15 0 . . . . . 0 . .:
Old : 31: 22 15 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 60.6 81.2 83.8 51.4 50.6 68.9 63.8
Old : 55.3 60.6 81.2 83.8 51.4 50.6 68.9 63.8
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 321,575: 241,585 261,052 22,500 0 22,209 1,302 5,710 30,436 1,375 0 2,168: 0 0
Old : 321,575: 241,585 261,052 22,500 0 22,209 1,302 5,710 30,436 1,375 0 2,168: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 7,348: 2,483 8,082 48 0 0 350 -6,785 5,443 -1,584 0 608: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 81.2 7.0 0.0 6.9 0.4 1.8 9.5 0.4 0.0 0.7: 0.0 0.0
Old : 100.0: 75.1 81.2 7.0 0.0 6.9 0.4 1.8 9.5 0.4 0.0 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 14 . 0 . . . . . 0 .:
Old : 28: 16 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 : 52.1 61.6 84.3 90.5 39.2 53.9 59.3 64.4
Old : 52.1 61.6 84.3 90.5 39.2 53.9 59.3 64.4
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 625,411: 547,745 532,218 14,048 15,800 35,099 10,563 0 14,749 1,760 26,098 1,447: 0 0
Old : 625,411: 547,745 532,218 14,048 15,800 35,099 10,563 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 24, 2015 :
: 1,172: 767 -348 0 347 1,173 -768 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 85.1 2.2 2.5 5.6 1.7 0.0 2.4 0.3 4.2 0.2: 0.0 0.0
Old : 100.0: 87.6 85.1 2.2 2.5 5.6 1.7 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 : 39: 26 23 . . . . 0 . . . .:
Old : 39: 26 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 : 56.2 52.7 77.4 72.8 34.6 38.7 49.6 51.5
Old : 56.2 52.7 77.4 72.8 34.6 38.7 49.6 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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 51,665: 43,146 43,731 1,420 872 809 2,074 280 1,973 679 2,802 1,010: 554 188
Old : 51,665: 43,146 43,731 1,420 872 809 2,074 280 1,973 679 2,802 1,010: 554 188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 198: 180 6 -22 0 -88 60 170 88 0 0 0: -20 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 84.6 2.7 1.7 1.6 4.0 0.5 3.8 1.3 5.4 2.0: 1.1 0.4
Old : 100.0: 83.5 84.6 2.7 1.7 1.6 4.0 0.5 3.8 1.3 5.4 2.0: 1.1 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: 26 24 . . . . . . . . .:
Old : 38: 26 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 : 49.5 58.4 68.6 73.7 37.7 54.9 53.5 64.9
Old : 49.5 58.4 68.6 73.7 37.7 54.9 53.5 64.9
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 59,192: 48,585 58,457 10,065 0 40 0 70 275 0 0 50: 177 300
Old : 59,192: 48,585 58,457 10,065 0 40 0 70 275 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 24, 2015 :
: 300: -25 300 300 0 0 0 -25 25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 98.8 17.0 0.0 0.1 0.0 0.1 0.5 0.0 0.0 0.1: 0.3 0.5
Old : 100.0: 82.1 98.8 17.0 0.0 0.1 0.0 0.1 0.5 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 78.8 69.3 89.1 38.1 63.4 54.9 72.2
Old : 47.8 78.8 69.3 89.1 38.1 63.4 54.9 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Disaggregated Commitments of Traders - Futures Only, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 2,650: 2,250 2,550 200 0 100 50 0 0 0 0 0: 50 0
Old : 2,650: 2,250 2,550 200 0 100 50 0 0 0 0 0: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -4,550: -2,300 -4,050 -100 0 -100 -1,450 -50 -50 -400 0 0: -150 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 96.2 7.5 0.0 3.8 1.9 0.0 0.0 0.0 0.0 0.0: 1.9 0.0
Old : 100.0: 84.9 96.2 7.5 0.0 3.8 1.9 0.0 0.0 0.0 0.0 0.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 11 . 0 . . 0 0 0 0 0:
Old : 21: 11 11 . 0 . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 60.4 86.8 86.8 47.2 58.5 71.7 79.2
Old : 54.7 60.4 86.8 86.8 47.2 58.5 71.7 79.2
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 74,774: 61,812 74,099 12,105 0 90 405 0 230 0 50 0: 132 305
Old : 74,774: 61,812 74,099 12,105 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 24, 2015 :
: 590: 240 590 350 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 99.1 16.2 0.0 0.1 0.5 0.0 0.3 0.0 0.1 0.0: 0.2 0.4
Old : 100.0: 82.7 99.1 16.2 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 : 48.2 74.2 65.8 87.9 36.8 62.2 52.7 70.1
Old : 48.2 74.2 65.8 87.9 36.8 62.2 52.7 70.1
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,830: 16,475 16,570 0 1,055 1,050 1,120 0 80 50 75 0: 55 0
Old : 18,830: 16,475 16,570 0 1,055 1,050 1,120 0 80 50 75 0: 55 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 1,550: 1,550 1,475 0 0 0 0 0 0 0 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 88.0 0.0 5.6 5.6 5.9 0.0 0.4 0.3 0.4 0.0: 0.3 0.0
Old : 100.0: 87.5 88.0 0.0 5.6 5.6 5.9 0.0 0.4 0.3 0.4 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 : 31: 18 15 0 . . . 0 . . . 0:
Old : 31: 18 15 0 . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 76.3 79.6 91.2 48.6 56.3 64.5 69.9
Old : 54.8 76.3 79.6 91.2 48.6 56.3 64.5 69.9
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 282,128: 198,024 271,936 73,256 0 784 0 840 8,568 1,496 0 0: 0 0
Old : 282,128: 198,024 271,936 73,256 0 784 0 840 8,568 1,496 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 2,360: 3,152 1,576 -1,216 0 0 -312 840 -56 792 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 96.4 26.0 0.0 0.3 0.0 0.3 3.0 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 70.2 96.4 26.0 0.0 0.3 0.0 0.3 3.0 0.5 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 : 35: 22 22 . 0 . 0 . . . 0 0:
Old : 35: 22 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 : 51.4 64.9 74.3 83.7 42.4 45.9 51.2 51.6
Old : 51.4 64.9 74.3 83.7 42.4 45.9 51.2 51.6
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 9,214: 5,415 7,303 0 782 178 0 42 88 3,104 476 110: 319 235
Old : 9,214: 5,415 7,303 0 782 178 0 42 88 3,104 476 110: 319 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 66: 22 22 0 0 0 0 22 0 0 22 0: 44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 79.3 0.0 8.5 1.9 0.0 0.5 1.0 33.7 5.2 1.2: 3.5 2.6
Old : 100.0: 58.8 79.3 0.0 8.5 1.9 0.0 0.5 1.0 33.7 5.2 1.2: 3.5 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 : 58.2 47.2 79.0 73.2 57.8 36.6 72.5 58.6
Old : 58.2 47.2 79.0 73.2 57.8 36.6 72.5 58.6
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,350: 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 24, 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: 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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,925: 18,380 17,735 0 970 1,345 850 0 350 0 525 0: 0 0
Old : 20,925: 18,380 17,735 0 970 1,345 850 0 350 0 525 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 2,075: 2,075 1,950 0 0 0 -50 0 50 0 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 84.8 0.0 4.6 6.4 4.1 0.0 1.7 0.0 2.5 0.0: 0.0 0.0
Old : 100.0: 87.8 84.8 0.0 4.6 6.4 4.1 0.0 1.7 0.0 2.5 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 : 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 : 52.0 64.6 76.0 79.6 49.2 52.6 64.9 66.3
Old : 52.0 64.6 76.0 79.6 49.2 52.6 64.9 66.3
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,845: 13,055 11,035 50 1,410 1,225 0 920 255 0 0 0: 260 0
Old : 14,845: 13,055 11,035 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 24, 2015 :
: 20: 20 20 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 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 : 43.9 54.8 71.6 80.8 34.3 31.6 51.5 47.8
Old : 43.9 54.8 71.6 80.8 34.3 31.6 51.5 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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 17,312: 14,270 12,421 0 1,717 1,424 654 0 347 0 38 22: 595 1,343
Old : 17,312: 14,270 12,421 0 1,717 1,424 654 0 347 0 38 22: 595 1,343
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 623: 897 409 0 510 -296 22 0 0 0 -22 0: 0 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 71.7 0.0 9.9 8.2 3.8 0.0 2.0 0.0 0.2 0.1: 3.4 7.8
Old : 100.0: 82.4 71.7 0.0 9.9 8.2 3.8 0.0 2.0 0.0 0.2 0.1: 3.4 7.8
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 : 33: 26 24 0 . . . 0 . 0 . .:
Old : 33: 26 24 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 : 36.4 54.1 59.3 71.7 23.8 34.3 39.6 45.4
Old : 36.4 54.1 59.3 71.7 23.8 34.3 39.6 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Futures Only, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,564: 45,158 32,282 680 2,285 1,510 0 6,287 1,065 0 5,085 50: 101 0
Old : 48,564: 45,158 32,282 680 2,285 1,510 0 6,287 1,065 0 5,085 50: 101 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 19: 5 35 0 -185 14 0 220 0 0 -65 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 66.5 1.4 4.7 3.1 0.0 12.9 2.2 0.0 10.5 0.1: 0.2 0.0
Old : 100.0: 93.0 66.5 1.4 4.7 3.1 0.0 12.9 2.2 0.0 10.5 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 : 52.2 43.3 70.7 69.1 49.3 40.2 65.3 62.8
Old : 52.2 43.3 70.7 69.1 49.3 40.2 65.3 62.8
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 56,689: 53,697 36,922 679 6,653 661 41 6,975 1,232 0 4,063 127: 252 56
Old : 56,689: 53,697 36,922 679 6,653 661 41 6,975 1,232 0 4,063 127: 252 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 178: 175 484 0 -140 15 0 -63 0 0 -145 -10: -2 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 65.1 1.2 11.7 1.2 0.1 12.3 2.2 0.0 7.2 0.2: 0.4 0.1
Old : 100.0: 94.7 65.1 1.2 11.7 1.2 0.1 12.3 2.2 0.0 7.2 0.2: 0.4 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 : 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 : 55.5 38.5 74.0 57.7 50.4 36.2 66.0 54.4
Old : 55.5 38.5 74.0 57.7 50.4 36.2 66.0 54.4
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,485: 42,850 45,075 1,750 210 1,200 600 0 0 0 0 0: 85 0
Old : 46,485: 42,850 45,075 1,750 210 1,200 600 0 0 0 0 0: 85 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 785: -55 1,160 0 -1,200 825 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 97.0 3.8 0.5 2.6 1.3 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 92.2 97.0 3.8 0.5 2.6 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 : 54.2 93.1 73.9 97.8 54.2 87.4 71.8 88.7
Old : 54.2 93.1 73.9 97.8 54.2 87.4 71.8 88.7
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,645: 47,410 47,905 1,020 635 1,105 0 0 0 0 0 0: 110 0
Old : 49,645: 47,410 47,905 1,020 635 1,105 0 0 0 0 0 0: 110 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 1,915: 1,070 2,290 70 -1,200 885 0 0 0 0 0 0: -110 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.5 96.5 2.1 1.3 2.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 95.5 96.5 2.1 1.3 2.2 0.0 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 0:
Old : 33: 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 : 47.9 92.6 67.9 97.4 44.5 84.8 63.8 85.7
Old : 47.9 92.6 67.9 97.4 44.5 84.8 63.8 85.7
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 400,920: 271,555 357,468 16,932 12,288 9,208 32,878 0 21,956 48,391 0 0: 0 0
Old : 400,920: 271,555 357,468 16,932 12,288 9,208 32,878 0 21,956 48,391 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 3,120: 2,753 -840 -1,162 3,199 761 0 0 0 768 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 89.2 4.2 3.1 2.3 8.2 0.0 5.5 12.1 0.0 0.0: 0.0 0.0
Old : 100.0: 67.7 89.2 4.2 3.1 2.3 8.2 0.0 5.5 12.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 29 . . . . 0 . . 0 0:
Old : 38: 24 29 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 43.9 75.7 64.4 38.2 37.9 55.5 50.1
Old : 49.3 43.9 75.7 64.4 38.2 37.9 55.5 50.1
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 24,192: 15,222 21,337 2,137 123 837 3,268 168 682 1,791 40 44: 211 961
Old : 24,192: 15,222 21,337 2,137 123 837 3,268 168 682 1,791 40 44: 211 961
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 456: 433 262 -130 -3 131 22 0 0 40 40 -40: 0 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 88.2 8.8 0.5 3.5 13.5 0.7 2.8 7.4 0.2 0.2: 0.9 4.0
Old : 100.0: 62.9 88.2 8.8 0.5 3.5 13.5 0.7 2.8 7.4 0.2 0.2: 0.9 4.0
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 : 39: 19 27 . . . . . . 4 . .:
Old : 39: 19 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 : 44.2 40.6 68.9 60.4 38.6 33.9 56.4 45.6
Old : 44.2 40.6 68.9 60.4 38.6 33.9 56.4 45.6
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 14,206: 10,561 12,098 813 0 591 0 123 1,007 1,184 385 0: 50 2
Old : 14,206: 10,561 12,098 813 0 591 0 123 1,007 1,184 385 0: 50 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -103: -156 410 385 0 -385 -26 0 0 77 -130 0: 2 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 85.2 5.7 0.0 4.2 0.0 0.9 7.1 8.3 2.7 0.0: 0.4 0.0
Old : 100.0: 74.3 85.2 5.7 0.0 4.2 0.0 0.9 7.1 8.3 2.7 0.0: 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 : 22: 12 11 . 0 . 0 . . . . 0:
Old : 22: 12 11 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 76.1 77.7 94.0 35.1 66.2 58.3 70.9
Old : 46.5 76.1 77.7 94.0 35.1 66.2 58.3 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 572,245: 495,378 528,895 43,734 3,588 17,579 0 6,629 15,554 0 0 0: 0 0
Old : 572,245: 495,378 528,895 43,734 3,588 17,579 0 6,629 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 24, 2015 :
: 13,949: 23,357 13,213 -9,408 0 0 0 736 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 92.4 7.6 0.6 3.1 0.0 1.2 2.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.6 92.4 7.6 0.6 3.1 0.0 1.2 2.7 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 : 60.0 82.8 78.3 91.3 55.2 69.0 70.1 73.7
Old : 60.0 82.8 78.3 91.3 55.2 69.0 70.1 73.7
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 47,830: 34,777 43,330 2,238 876 423 3,676 0 1,824 3,488 0 1,020: 384 357
Old : 47,830: 34,777 43,330 2,238 876 423 3,676 0 1,824 3,488 0 1,020: 384 357
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -572: -301 -550 -488 0 -22 370 0 0 -44 0 0: -87 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 90.6 4.7 1.8 0.9 7.7 0.0 3.8 7.3 0.0 2.1: 0.8 0.7
Old : 100.0: 72.7 90.6 4.7 1.8 0.9 7.7 0.0 3.8 7.3 0.0 2.1: 0.8 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 : 31: 18 19 . . . . 0 . . 0 .:
Old : 31: 18 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 : 56.1 85.3 75.6 92.6 49.8 75.4 65.3 79.3
Old : 56.1 85.3 75.6 92.6 49.8 75.4 65.3 79.3
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 16,819: 9,648 13,313 37 586 1,238 1,160 0 0 3,611 0 402: 723 1,280
Old : 16,819: 9,648 13,313 37 586 1,238 1,160 0 0 3,611 0 402: 723 1,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 449: 429 86 -44 86 22 22 0 0 20 0 0: 0 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 79.2 0.2 3.5 7.4 6.9 0.0 0.0 21.5 0.0 2.4: 4.3 7.6
Old : 100.0: 57.4 79.2 0.2 3.5 7.4 6.9 0.0 0.0 21.5 0.0 2.4: 4.3 7.6
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 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 : 38.1 48.9 59.4 68.7 29.3 33.7 45.7 44.6
Old : 38.1 48.9 59.4 68.7 29.3 33.7 45.7 44.6
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 234,796: 164,299 233,198 20,585 0 1,598 704 0 0 46,828 0 0: 782 0
Old : 234,796: 164,299 233,198 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 24, 2015 :
: 1,192: 1,192 1,192 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 99.3 8.8 0.0 0.7 0.3 0.0 0.0 19.9 0.0 0.0: 0.3 0.0
Old : 100.0: 70.0 99.3 8.8 0.0 0.7 0.3 0.0 0.0 19.9 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 61.9 90.8 86.7 60.0 51.9 69.9 66.0
Old : 76.4 61.9 90.8 86.7 60.0 51.9 69.9 66.0
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 12,805: 8,285 10,100 1,490 61 1,212 1,321 0 264 0 501 0: 233 667
Old : 12,805: 8,285 10,100 1,490 61 1,212 1,321 0 264 0 501 0: 233 667
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 66: 46 -236 0 44 -22 44 0 -22 0 0 0: 20 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 78.9 11.6 0.5 9.5 10.3 0.0 2.1 0.0 3.9 0.0: 1.8 5.2
Old : 100.0: 64.7 78.9 11.6 0.5 9.5 10.3 0.0 2.1 0.0 3.9 0.0: 1.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 16 . . . . 0 . 0 . 0:
Old : 26: 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 : 52.6 46.9 73.8 71.8 43.9 44.5 63.0 64.6
Old : 52.6 46.9 73.8 71.8 43.9 44.5 63.0 64.6
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 123,205: 97,835 113,518 10,415 5,900 3,396 10,816 0 391 352 0 0: 0 0
Old : 123,205: 97,835 113,518 10,415 5,900 3,396 10,816 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 24, 2015 :
: 17,231: 16,840 19,951 0 -2,720 0 391 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 92.1 8.5 4.8 2.8 8.8 0.0 0.3 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 79.4 92.1 8.5 4.8 2.8 8.8 0.0 0.3 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 : 56.9 60.8 80.0 78.6 37.9 43.1 54.5 57.7
Old : 56.9 60.8 80.0 78.6 37.9 43.1 54.5 57.7
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 22,756: 12,690 16,757 3,324 0 4,790 743 0 1,209 0 0 0: 0 0
Old : 22,756: 12,690 16,757 3,324 0 4,790 743 0 1,209 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 24, 2015 :
: -234: -206 208 -206 0 -130 620 0 -312 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 73.6 14.6 0.0 21.0 3.3 0.0 5.3 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 55.8 73.6 14.6 0.0 21.0 3.3 0.0 5.3 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: 15 12 . 0 . . 0 . 0 0 0:
Old : 21: 15 12 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.4 70.2 93.7 90.8 37.6 31.7 43.2 42.3
Old : 79.4 70.2 93.7 90.8 37.6 31.7 43.2 42.3
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,490: 28,800 15,225 2,320 15,365 0 0 900 0 0 0 0: 370 0
Old : 31,490: 28,800 15,225 2,320 15,365 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 24, 2015 :
: -30: 0 -130 -30 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 48.3 7.4 48.8 0.0 0.0 2.9 0.0 0.0 0.0 0.0: 1.2 0.0
Old : 100.0: 91.5 48.3 7.4 48.8 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 74.5 94.8 41.4 75.2 63.7 77.7
Old : 49.8 82.0 74.5 94.8 41.4 75.2 63.7 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Futures Only, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,390: 26,365 11,880 1,600 15,490 0 0 900 0 0 0 0: 425 120
Old : 28,390: 26,365 11,880 1,600 15,490 0 0 900 0 0 0 0: 425 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -15: -75 -15 0 0 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 41.8 5.6 54.6 0.0 0.0 3.2 0.0 0.0 0.0 0.0: 1.5 0.4
Old : 100.0: 92.9 41.8 5.6 54.6 0.0 0.0 3.2 0.0 0.0 0.0 0.0: 1.5 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 : 25: 18 10 . . 0 0 . 0 0 0 0:
Old : 25: 18 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 : 56.1 85.5 77.3 97.3 47.1 81.4 66.5 82.0
Old : 56.1 85.5 77.3 97.3 47.1 81.4 66.5 82.0
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,475: 25,395 19,550 0 5,870 0 0 0 0 0 0 0: 80 55
Old : 25,475: 25,395 19,550 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 24, 2015 :
: 20: 20 20 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.7 76.7 0.0 23.0 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 23.0 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 : 55.6 80.0 79.1 98.9 52.8 76.1 70.8 87.6
Old : 55.6 80.0 79.1 98.9 52.8 76.1 70.8 87.6
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,500: 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 24, 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: 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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,340: 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 24, 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: 92.2 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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,685: 15,560 16,600 275 0 0 100 25 0 0 0 0: 750 60
Old : 16,685: 15,560 16,600 275 0 0 100 25 0 0 0 0: 750 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 300: 300 240 0 0 0 0 0 0 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 99.5 1.6 0.0 0.0 0.6 0.1 0.0 0.0 0.0 0.0: 4.5 0.4
Old : 100.0: 93.3 99.5 1.6 0.0 0.0 0.6 0.1 0.0 0.0 0.0 0.0: 4.5 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 : 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 : 47.6 92.5 68.5 99.3 40.6 77.9 56.7 78.0
Old : 47.6 92.5 68.5 99.3 40.6 77.9 56.7 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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,032: 16,707 17,972 330 0 0 100 0 0 0 0 0: 895 60
Old : 18,032: 16,707 17,972 330 0 0 100 0 0 0 0 0: 895 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 457: 457 397 0 0 0 0 0 0 0 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 99.7 1.8 0.0 0.0 0.6 0.0 0.0 0.0 0.0 0.0: 5.0 0.3
Old : 100.0: 92.7 99.7 1.8 0.0 0.0 0.6 0.0 0.0 0.0 0.0 0.0: 5.0 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 : 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 : 47.6 91.8 67.8 98.6 39.1 80.7 55.1 80.7
Old : 47.6 91.8 67.8 98.6 39.1 80.7 55.1 80.7
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 112,458: 95,556 110,641 13,215 0 1,197 1,215 0 470 550 0 100: 155 50
Old : 112,458: 95,556 110,641 13,215 0 1,197 1,215 0 470 550 0 100: 155 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -224: -339 -274 15 0 0 -50 0 50 100 -50 0: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 98.4 11.8 0.0 1.1 1.1 0.0 0.4 0.5 0.0 0.1: 0.1 0.0
Old : 100.0: 85.0 98.4 11.8 0.0 1.1 1.1 0.0 0.4 0.5 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 : 46: 31 33 4 0 . . 0 . . 0 .:
Old : 46: 31 33 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 : 40.7 61.2 61.7 83.2 33.4 53.1 48.9 66.1
Old : 40.7 61.2 61.7 83.2 33.4 53.1 48.9 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 141,441: 121,484 139,889 14,865 0 1,132 2,790 0 420 750 0 0: 0 0
Old : 141,441: 121,484 139,889 14,865 0 1,132 2,790 0 420 750 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -835: -1,035 -825 235 0 0 -185 0 0 150 0 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 98.9 10.5 0.0 0.8 2.0 0.0 0.3 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 85.9 98.9 10.5 0.0 0.8 2.0 0.0 0.3 0.5 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 37 4 0 . . 0 . . 0 0:
Old : 51: 34 37 4 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 : 37.1 58.2 59.7 82.9 30.1 54.3 46.5 65.0
Old : 37.1 58.2 59.7 82.9 30.1 54.3 46.5 65.0
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 156,895: 123,350 117,668 280 19,350 5,608 3,318 1,791 1,950 17,313 5,580 4,765: 311 183
Old : 156,895: 123,350 117,668 280 19,350 5,608 3,318 1,791 1,950 17,313 5,580 4,765: 311 183
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 1,180: 1,104 1,848 -375 -70 123 15 61 -15 274 -781 11: 43 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 75.0 0.2 12.3 3.6 2.1 1.1 1.2 11.0 3.6 3.0: 0.2 0.1
Old : 100.0: 78.6 75.0 0.2 12.3 3.6 2.1 1.1 1.2 11.0 3.6 3.0: 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 : 67: 41 37 . . 4 . . . 7 . 6:
Old : 67: 41 37 . . 4 . . . 7 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 66.6 58.7 76.5 35.7 61.1 57.3 68.0
Old : 37.1 66.6 58.7 76.5 35.7 61.1 57.3 68.0
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 105,152: 88,057 92,675 6,975 1,936 5,725 734 25 1,211 1,070 2,355 1,215: 165 10
Old : 105,152: 88,057 92,675 6,975 1,936 5,725 734 25 1,211 1,070 2,355 1,215: 165 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 2,454: 2,394 1,194 -985 -475 1,075 -660 0 660 0 0 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 88.1 6.6 1.8 5.4 0.7 0.0 1.2 1.0 2.2 1.2: 0.2 0.0
Old : 100.0: 83.7 88.1 6.6 1.8 5.4 0.7 0.0 1.2 1.0 2.2 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 : 50: 34 28 . . 4 . . . . . .:
Old : 50: 34 28 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 73.3 59.6 83.2 37.4 69.6 55.0 76.5
Old : 38.9 73.3 59.6 83.2 37.4 69.6 55.0 76.5
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,295: 25,720 24,030 395 1,825 385 370 865 50 0 0 0: 375 140
Old : 27,295: 25,720 24,030 395 1,825 385 370 865 50 0 0 0: 375 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 565: 690 565 0 0 0 -15 0 0 0 0 0: -110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 88.0 1.4 6.7 1.4 1.4 3.2 0.2 0.0 0.0 0.0: 1.4 0.5
Old : 100.0: 94.2 88.0 1.4 6.7 1.4 1.4 3.2 0.2 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 : 29: 20 9 . . . . . . 0 0 0:
Old : 29: 20 9 . . . . . . 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 80.1 76.1 98.5 53.0 77.0 76.1 92.4
Old : 53.0 80.1 76.1 98.5 53.0 77.0 76.1 92.4
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,255: 23,181 22,705 390 1,790 325 1,009 315 0 0 0 0: 350 120
Old : 25,255: 23,181 22,705 390 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 24, 2015 :
: 475: 475 475 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 89.9 1.5 7.1 1.3 4.0 1.2 0.0 0.0 0.0 0.0: 1.4 0.5
Old : 100.0: 91.8 89.9 1.5 7.1 1.3 4.0 1.2 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 : 51.6 78.5 75.9 98.6 51.6 74.7 75.5 91.4
Old : 51.6 78.5 75.9 98.6 51.6 74.7 75.5 91.4
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 20,060: 16,480 14,610 0 635 2,620 0 945 300 0 25 0: 660 925
Old : 20,060: 16,480 14,610 0 635 2,620 0 945 300 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 24, 2015 :
: 335: 360 335 0 0 0 0 25 -25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 72.8 0.0 3.2 13.1 0.0 4.7 1.5 0.0 0.1 0.0: 3.3 4.6
Old : 100.0: 82.2 72.8 0.0 3.2 13.1 0.0 4.7 1.5 0.0 0.1 0.0: 3.3 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 : 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 : 55.2 46.2 76.4 73.8 42.9 30.5 55.5 45.8
Old : 55.2 46.2 76.4 73.8 42.9 30.5 55.5 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Futures Only, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 16,743: 13,394 15,002 830 158 893 140 0 132 730 0 86: 538 472
Old : 16,743: 13,394 15,002 830 158 893 140 0 132 730 0 86: 538 472
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -1,293: -1,261 -1,305 102 -15 -72 -24 0 0 -44 0 0: 6 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 89.6 5.0 0.9 5.3 0.8 0.0 0.8 4.4 0.0 0.5: 3.2 2.8
Old : 100.0: 80.0 89.6 5.0 0.9 5.3 0.8 0.0 0.8 4.4 0.0 0.5: 3.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 16 12 . . . . 0 . . 0 .:
Old : 21: 16 12 . . . . 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 77.0 82.7 91.6 47.6 59.8 58.6 64.0
Old : 64.0 77.0 82.7 91.6 47.6 59.8 58.6 64.0
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 MEGAWATT HOURS) :
: : Positions :
All : 1,326,001: 391,580 1,304,115 912,535 0 21,886 0 0 0 0 0 0: 0 0
Old : 1,326,001: 391,580 1,304,115 912,535 0 21,886 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 24, 2015 :
: -23,584: -23,584 -21,120 2,464 0 -2,464 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 98.3 68.8 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 29.5 98.3 68.8 0.0 1.7 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 : 20: 10 14 . 0 . 0 0 0 0 0 0:
Old : 20: 10 14 . 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 : 92.5 88.2 99.5 95.4 85.4 78.4 86.4 83.6
Old : 92.5 88.2 99.5 95.4 85.4 78.4 86.4 83.6
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 134,984: 124,708 72,103 750 54,440 3,551 3,435 0 2,540 0 2,350 0: 0 0
Old : 134,984: 124,708 72,103 750 54,440 3,551 3,435 0 2,540 0 2,350 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -3,720: -3,480 -2,400 -40 -1,220 0 -200 0 0 0 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 53.4 0.6 40.3 2.6 2.5 0.0 1.9 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 92.4 53.4 0.6 40.3 2.6 2.5 0.0 1.9 0.0 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 17 . . . . 0 . 0 . 0:
Old : 28: 15 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 : 63.1 73.1 84.4 86.2 33.4 46.9 50.2 53.0
Old : 63.1 73.1 84.4 86.2 33.4 46.9 50.2 53.0
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 2,881,996: 2,503,307 1,149,020 144,624 1,220,591 234,065 0 278,320 0 0 0 0: 0 0
Old : 2,881,996: 2,503,307 1,149,020 144,624 1,220,591 234,065 0 278,320 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 24, 2015 :
: -57,376: -40,480 -43,296 -10,912 5,984 -5,984 0 -14,080 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 39.9 5.0 42.4 8.1 0.0 9.7 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.9 39.9 5.0 42.4 8.1 0.0 9.7 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 : 26: 18 11 . . . 0 . 0 0 0 0:
Old : 26: 18 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 : 74.5 83.1 91.5 94.0 50.3 58.6 61.6 64.2
Old : 74.5 83.1 91.5 94.0 50.3 58.6 61.6 64.2
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 51,604: 40,993 42,549 1,523 640 4,839 58 0 3,425 766 0 0: 0 151
Old : 51,604: 40,993 42,549 1,523 640 4,839 58 0 3,425 766 0 0: 0 151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -2,400: -2,300 -1,620 460 -100 -460 58 -42 -158 20 0 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 82.5 3.0 1.2 9.4 0.1 0.0 6.6 1.5 0.0 0.0: 0.0 0.3
Old : 100.0: 79.4 82.5 3.0 1.2 9.4 0.1 0.0 6.6 1.5 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 0:
Old : 22: 13 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 : 64.0 75.0 88.3 93.7 56.0 67.4 68.8 74.3
Old : 64.0 75.0 88.3 93.7 56.0 67.4 68.8 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Futures Only, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,388,995: 820,821 879,394 140,341 215,271 216,180 132,560 0 70,560 8,533 7,590 0: 0 0
Old : 1,388,995: 820,821 879,394 140,341 215,271 216,180 132,560 0 70,560 8,533 7,590 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -63,360: -49,280 -22,880 1,408 -38,720 -1,408 -14,080 0 0 352 0 -352: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 63.3 10.1 15.5 15.6 9.5 0.0 5.1 0.6 0.5 0.0: 0.0 0.0
Old : 100.0: 59.1 63.3 10.1 15.5 15.6 9.5 0.0 5.1 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 . . . 0:
Old : 24: 13 8 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 84.5 86.2 98.6 49.5 67.9 65.6 72.7
Old : 59.5 84.5 86.2 98.6 49.5 67.9 65.6 72.7
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 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 24, 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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 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 24, 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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,614: 27,691 26,099 0 2,055 460 1,450 0 0 1,768 3,270 685: 560 45
Old : 32,614: 27,691 26,099 0 2,055 460 1,450 0 0 1,768 3,270 685: 560 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 729: 754 790 0 94 -200 0 0 0 0 0 0: 175 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 80.0 0.0 6.3 1.4 4.4 0.0 0.0 5.4 10.0 2.1: 1.7 0.1
Old : 100.0: 84.9 80.0 0.0 6.3 1.4 4.4 0.0 0.0 5.4 10.0 2.1: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 20 0 . . . 0 0 . . .:
Old : 31: 19 20 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 50.8 79.4 75.8 55.3 49.0 69.3 69.9
Old : 63.7 50.8 79.4 75.8 55.3 49.0 69.3 69.9
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,153: 14,335 18,496 1,478 2,995 345 765 0 0 4,160 0 0: 1,070 317
Old : 22,153: 14,335 18,496 1,478 2,995 345 765 0 0 4,160 0 0: 1,070 317
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 150: -100 105 -30 0 0 0 0 0 0 0 0: 280 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 83.5 6.7 13.5 1.6 3.5 0.0 0.0 18.8 0.0 0.0: 4.8 1.4
Old : 100.0: 64.7 83.5 6.7 13.5 1.6 3.5 0.0 0.0 18.8 0.0 0.0: 4.8 1.4
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: 15 17 . . . . 0 0 . 0 0:
Old : 26: 15 17 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 53.5 81.9 78.2 45.8 44.1 62.9 60.6
Old : 59.9 53.5 81.9 78.2 45.8 44.1 62.9 60.6
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,123: 24,414 17,521 768 7,730 61 0 434 246 400 0 0: 234 131
Old : 26,123: 24,414 17,521 768 7,730 61 0 434 246 400 0 0: 234 131
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 311: -12 310 141 -45 -16 0 -45 26 150 0 0: 22 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 67.1 2.9 29.6 0.2 0.0 1.7 0.9 1.5 0.0 0.0: 0.9 0.5
Old : 100.0: 93.5 67.1 2.9 29.6 0.2 0.0 1.7 0.9 1.5 0.0 0.0: 0.9 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 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 : 56.4 60.3 74.7 82.9 55.5 57.4 69.9 78.5
Old : 56.4 60.3 74.7 82.9 55.5 57.4 69.9 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,081: 23,079 15,395 0 7,358 80 612 765 173 0 50 0: 137 260
Old : 24,081: 23,079 15,395 0 7,358 80 612 765 173 0 50 0: 137 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 558: 525 141 0 164 0 30 0 3 0 0 0: 0 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 63.9 0.0 30.6 0.3 2.5 3.2 0.7 0.0 0.2 0.0: 0.6 1.1
Old : 100.0: 95.8 63.9 0.0 30.6 0.3 2.5 3.2 0.7 0.0 0.2 0.0: 0.6 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 : 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 : 66.2 45.3 82.0 69.3 62.5 41.6 74.8 64.4
Old : 66.2 45.3 82.0 69.3 62.5 41.6 74.8 64.4
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,729: 13,561 13,259 1,545 845 455 0 1,170 0 0 0 0: 168 0
Old : 15,729: 13,561 13,259 1,545 845 455 0 1,170 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 24, 2015 :
: 65: 65 45 0 0 0 0 20 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 84.3 9.8 5.4 2.9 0.0 7.4 0.0 0.0 0.0 0.0: 1.1 0.0
Old : 100.0: 86.2 84.3 9.8 5.4 2.9 0.0 7.4 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 : 52.0 62.2 84.0 86.4 52.0 55.5 82.6 78.9
Old : 52.0 62.2 84.0 86.4 52.0 55.5 82.6 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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,909: 8,859 10,169 1,720 495 45 0 120 0 0 0 0: 285 80
Old : 10,909: 8,859 10,169 1,720 495 45 0 120 0 0 0 0: 285 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 120: 120 95 0 0 0 0 0 0 0 0 0: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 93.2 15.8 4.5 0.4 0.0 1.1 0.0 0.0 0.0 0.0: 2.6 0.7
Old : 100.0: 81.2 93.2 15.8 4.5 0.4 0.0 1.1 0.0 0.0 0.0 0.0: 2.6 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 : 22: 12 11 . . . 0 . 0 0 0 0:
Old : 22: 12 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 : 50.8 71.7 77.0 94.8 50.8 62.6 71.9 80.2
Old : 50.8 71.7 77.0 94.8 50.8 62.6 71.9 80.2
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,900: 23,020 19,280 1,055 2,280 2,175 0 1,735 465 50 875 0: 135 90
Old : 26,900: 23,020 19,280 1,055 2,280 2,175 0 1,735 465 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 24, 2015 :
: 360: 360 20 0 335 0 0 5 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 71.7 3.9 8.5 8.1 0.0 6.4 1.7 0.2 3.3 0.0: 0.5 0.3
Old : 100.0: 85.6 71.7 3.9 8.5 8.1 0.0 6.4 1.7 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 : 38: 23 25 . . . 0 . . . . 0:
Old : 38: 23 25 . . . 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 : 53.7 48.9 71.4 70.5 48.0 37.0 60.7 56.4
Old : 53.7 48.9 71.4 70.5 48.0 37.0 60.7 56.4
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 8,090: 6,670 5,645 620 2,425 0 675 0 0 0 0 0: 125 20
Old : 8,090: 6,670 5,645 620 2,425 0 675 0 0 0 0 0: 125 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 225: -65 220 0 0 0 300 0 0 0 0 0: -10 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 69.8 7.7 30.0 0.0 8.3 0.0 0.0 0.0 0.0 0.0: 1.5 0.2
Old : 100.0: 82.4 69.8 7.7 30.0 0.0 8.3 0.0 0.0 0.0 0.0 0.0: 1.5 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 : 47.0 62.9 78.6 87.8 43.4 56.9 67.9 72.5
Old : 47.0 62.9 78.6 87.8 43.4 56.9 67.9 72.5
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 10,965: 9,160 8,070 710 2,265 0 375 0 380 0 250 0: 340 0
Old : 10,965: 9,160 8,070 710 2,265 0 375 0 380 0 250 0: 340 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -160: -150 -35 -20 -150 0 0 0 0 0 25 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 73.6 6.5 20.7 0.0 3.4 0.0 3.5 0.0 2.3 0.0: 3.1 0.0
Old : 100.0: 83.5 73.6 6.5 20.7 0.0 3.4 0.0 3.5 0.0 2.3 0.0: 3.1 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: 18 15 . . 0 . 0 . 0 . 0:
Old : 27: 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 : 43.4 64.9 74.2 86.3 40.1 56.6 61.7 71.4
Old : 43.4 64.9 74.2 86.3 40.1 56.6 61.7 71.4
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 62,562: 56,056 54,783 0 1,710 3,695 610 0 160 0 0 0: 2,041 2,214
Old : 62,562: 56,056 54,783 0 1,710 3,695 610 0 160 0 0 0: 2,041 2,214
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -40: -565 35 0 0 0 365 0 160 0 0 0: 0 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 87.6 0.0 2.7 5.9 1.0 0.0 0.3 0.0 0.0 0.0: 3.3 3.5
Old : 100.0: 89.6 87.6 0.0 2.7 5.9 1.0 0.0 0.3 0.0 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 : 30: 17 22 0 . . . 0 . 0 0 0:
Old : 30: 17 22 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 : 82.5 72.9 90.0 85.9 78.7 67.4 82.7 77.6
Old : 82.5 72.9 90.0 85.9 78.7 67.4 82.7 77.6
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,182: 52,257 47,447 0 4,135 2,395 365 0 160 0 0 0: 2,005 3,045
Old : 57,182: 52,257 47,447 0 4,135 2,395 365 0 160 0 0 0: 2,005 3,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: -40: -565 35 0 0 0 365 0 160 0 0 0: 0 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 83.0 0.0 7.2 4.2 0.6 0.0 0.3 0.0 0.0 0.0: 3.5 5.3
Old : 100.0: 91.4 83.0 0.0 7.2 4.2 0.6 0.0 0.3 0.0 0.0 0.0: 3.5 5.3
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 16 0 . . . 0 . 0 0 0:
Old : 23: 15 16 0 . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.3 75.1 91.0 88.2 81.0 69.3 84.3 80.3
Old : 84.3 75.1 91.0 88.2 81.0 69.3 84.3 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 13,208: 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 24, 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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 12,690: 11,435 10,565 0 0 0 75 1,520 225 0 125 0: 955 255
Old : 12,690: 11,435 10,565 0 0 0 75 1,520 225 0 125 0: 955 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 615: 600 615 0 0 0 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 83.3 0.0 0.0 0.0 0.6 12.0 1.8 0.0 1.0 0.0: 7.5 2.0
Old : 100.0: 90.1 83.3 0.0 0.0 0.0 0.6 12.0 1.8 0.0 1.0 0.0: 7.5 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 : 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 : 61.8 87.4 82.9 96.8 60.6 78.6 75.4 83.5
Old : 61.8 87.4 82.9 96.8 60.6 78.6 75.4 83.5
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 12,815: 11,550 10,535 225 0 375 75 880 0 0 535 325: 265 165
Old : 12,815: 11,550 10,535 225 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 24, 2015 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 82.2 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 82.2 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 : 57.4 59.0 80.3 87.4 52.3 51.2 64.8 66.6
Old : 57.4 59.0 80.3 87.4 52.3 51.2 64.8 66.6
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 12,250: 10,720 8,605 500 0 100 100 1,400 0 0 2,020 0: 830 125
Old : 12,250: 10,720 8,605 500 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 24, 2015 :
: 50: 50 50 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 70.2 4.1 0.0 0.8 0.8 11.4 0.0 0.0 16.5 0.0: 6.8 1.0
Old : 100.0: 87.5 70.2 4.1 0.0 0.8 0.8 11.4 0.0 0.0 16.5 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 : 59.0 63.2 83.4 94.1 49.3 55.7 69.6 79.2
Old : 59.0 63.2 83.4 94.1 49.3 55.7 69.6 79.2
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,756: 27,521 21,056 0 1,200 0 700 5,935 190 0 185 0: 345 190
Old : 28,756: 27,521 21,056 0 1,200 0 700 5,935 190 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 24, 2015 :
: 1,550: 1,525 1,250 0 0 0 0 275 25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.7 73.2 0.0 4.2 0.0 2.4 20.6 0.7 0.0 0.6 0.0: 1.2 0.7
Old : 100.0: 95.7 73.2 0.0 4.2 0.0 2.4 20.6 0.7 0.0 0.6 0.0: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 12 0 . 0 . . . 0 . 0:
Old : 24: 17 12 0 . 0 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 90.8 87.7 97.3 70.2 88.9 86.5 92.8
Old : 70.8 90.8 87.7 97.3 70.2 88.9 86.5 92.8
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,715: 26,315 20,095 0 1,200 0 100 5,285 0 0 0 0: 300 135
Old : 26,715: 26,315 20,095 0 1,200 0 100 5,285 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 24, 2015 :
: 1,280: 1,280 980 0 0 0 0 300 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.5 75.2 0.0 4.5 0.0 0.4 19.8 0.0 0.0 0.0 0.0: 1.1 0.5
Old : 100.0: 98.5 75.2 0.0 4.5 0.0 0.4 19.8 0.0 0.0 0.0 0.0: 1.1 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 : 75.0 93.6 91.2 99.3 75.0 90.8 90.2 95.5
Old : 75.0 93.6 91.2 99.3 75.0 90.8 90.2 95.5
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 74,037: 53,065 67,918 4,715 565 430 11,130 850 195 413 0 784: 3,305 3,295
Old : 74,037: 53,065 67,918 4,715 565 430 11,130 850 195 413 0 784: 3,305 3,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 2,635: 2,020 2,595 0 0 0 575 0 25 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 91.7 6.4 0.8 0.6 15.0 1.1 0.3 0.6 0.0 1.1: 4.5 4.5
Old : 100.0: 71.7 91.7 6.4 0.8 0.6 15.0 1.1 0.3 0.6 0.0 1.1: 4.5 4.5
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: 22 23 . . . . . . . 0 .:
Old : 33: 22 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 : 65.8 57.7 85.2 78.2 65.2 54.0 83.1 74.4
Old : 65.8 57.7 85.2 78.2 65.2 54.0 83.1 74.4
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 67,437: 44,611 64,761 4,690 495 385 11,720 200 0 4,423 0 0: 1,608 1,596
Old : 67,437: 44,611 64,761 4,690 495 385 11,720 200 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 24, 2015 :
: 2,630: 2,030 2,630 0 0 0 600 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 96.0 7.0 0.7 0.6 17.4 0.3 0.0 6.6 0.0 0.0: 2.4 2.4
Old : 100.0: 66.2 96.0 7.0 0.7 0.6 17.4 0.3 0.0 6.6 0.0 0.0: 2.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.7 61.7 90.0 82.2 67.3 58.4 87.6 79.0
Old : 68.7 61.7 90.0 82.2 67.3 58.4 87.6 79.0
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,695: 25,140 22,650 0 1,615 420 600 4,725 0 2,875 0 0: 1,660 1,285
Old : 30,695: 25,140 22,650 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 24, 2015 :
: 1,200: 1,200 1,200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 73.8 0.0 5.3 1.4 2.0 15.4 0.0 9.4 0.0 0.0: 5.4 4.2
Old : 100.0: 81.9 73.8 0.0 5.3 1.4 2.0 15.4 0.0 9.4 0.0 0.0: 5.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 48.9 55.6 79.8 77.8 43.6 49.6 58.1 58.8
Old : 48.9 55.6 79.8 77.8 43.6 49.6 58.1 58.8
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,945: 23,655 24,145 0 985 0 300 0 600 800 0 0: 590 215
Old : 25,945: 23,655 24,145 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 24, 2015 :
: 1,200: 1,200 1,200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 93.1 0.0 3.8 0.0 1.2 0.0 2.3 3.1 0.0 0.0: 2.3 0.8
Old : 100.0: 91.2 93.1 0.0 3.8 0.0 1.2 0.0 2.3 3.1 0.0 0.0: 2.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.3 58.0 75.2 80.7 46.1 44.8 57.5 57.5
Old : 56.3 58.0 75.2 80.7 46.1 44.8 57.5 57.5
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,441: 18,730 17,410 0 1,330 3,740 2,825 1,800 0 1,635 3,025 16: 1,495 1,120
Old : 28,441: 18,730 17,410 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 24, 2015 :
: 1,200: 1,200 1,200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 61.2 0.0 4.7 13.2 9.9 6.3 0.0 5.7 10.6 0.1: 5.3 3.9
Old : 100.0: 65.9 61.2 0.0 4.7 13.2 9.9 6.3 0.0 5.7 10.6 0.1: 5.3 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 : 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 : 54.0 46.8 75.9 69.9 49.6 36.3 63.4 54.2
Old : 54.0 46.8 75.9 69.9 49.6 36.3 63.4 54.2
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, March 3, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,655: 16,995 14,955 500 1,520 1,820 25 1,200 575 0 250 210: 1,530 1,125
Old : 21,655: 16,995 14,955 500 1,520 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 24, 2015 :
: 1,350: 1,350 1,250 0 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 69.1 2.3 7.0 8.4 0.1 5.5 2.7 0.0 1.2 1.0: 7.1 5.2
Old : 100.0: 78.5 69.1 2.3 7.0 8.4 0.1 5.5 2.7 0.0 1.2 1.0: 7.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 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 : 58.4 39.5 77.0 65.4 43.7 27.9 53.0 47.7
Old : 58.4 39.5 77.0 65.4 43.7 27.9 53.0 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 6, 2015