COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, April 21, 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 : 118,487: 29,230 29,802 713 15,953 877 22,752 7,019 4,146 41,903 41,185 18,106: 760 1,399 Old : 118,487: 29,230 29,802 713 15,953 877 22,752 7,019 4,146 41,903 41,185 18,106: 760 1,399 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 5,634: -372 1,241 -5 735 -295 6,008 1,126 -107 -1,247 876 1,876: -224 182 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 25.2 0.6 13.5 0.7 19.2 5.9 3.5 35.4 34.8 15.3: 0.6 1.2 Old : 100.0: 24.7 25.2 0.6 13.5 0.7 19.2 5.9 3.5 35.4 34.8 15.3: 0.6 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 16 15 . . . 4 . . 14 14 14: Old : 56: 16 15 . . . 4 . . 14 14 14: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.1 39.8 63.3 59.4 35.5 36.6 48.7 48.1 Old : 44.1 39.8 63.3 59.4 35.5 36.6 48.7 48.1 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, April 21, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 32,983: 7,950 9,400 1,005 2,622 330 6,221 740 617 13,972 16,461 2,088: 800 725 Old : 32,983: 7,950 9,400 1,005 2,622 330 6,221 740 617 13,972 16,461 2,088: 800 725 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 1,412: 315 565 0 15 0 55 -5 42 825 685 145: 30 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 28.5 3.0 7.9 1.0 18.9 2.2 1.9 42.4 49.9 6.3: 2.4 2.2 Old : 100.0: 24.1 28.5 3.0 7.9 1.0 18.9 2.2 1.9 42.4 49.9 6.3: 2.4 2.2 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 : 39: 8 10 . . . . . . 9 13 10: Old : 39: 8 10 . . . . . . 9 13 10: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.8 45.1 75.7 64.4 57.2 42.5 70.1 57.5 Old : 59.8 45.1 75.7 64.4 57.2 42.5 70.1 57.5 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, April 21, 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 : 139,186: 98,836 104,292 3,253 3,322 9,533 8,247 4,020 3,116 7,773 6,923 7,042: 1,386 938 Old : 139,186: 98,836 104,292 3,253 3,322 9,533 8,247 4,020 3,116 7,773 6,923 7,042: 1,386 938 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 5,634: 5,308 955 160 3,322 -508 106 2 0 -386 1,336 125: 829 402 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.0 74.9 2.3 2.4 6.8 5.9 2.9 2.2 5.6 5.0 5.1: 1.0 0.7 Old : 100.0: 71.0 74.9 2.3 2.4 6.8 5.9 2.9 2.2 5.6 5.0 5.1: 1.0 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 75: 44 50 . . 4 4 . 6 7 5 8: Old : 75: 44 50 . . 4 4 . 6 7 5 8: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.6 29.2 57.5 48.8 28.2 20.9 37.4 32.8 Old : 40.6 29.2 57.5 48.8 28.2 20.9 37.4 32.8 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, April 21, 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 : 42,072: 32,913 36,340 3,355 0 3,529 380 77 1,767 25 256 103: 0 0 Old : 42,072: 32,913 36,340 3,355 0 3,529 380 77 1,767 25 256 103: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 23: 24 -235 -208 0 208 0 25 0 25 51 -26: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 86.4 8.0 0.0 8.4 0.9 0.2 4.2 0.1 0.6 0.2: 0.0 0.0 Old : 100.0: 78.2 86.4 8.0 0.0 8.4 0.9 0.2 4.2 0.1 0.6 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 : 35: 25 23 . 0 . . . . . . .: Old : 35: 25 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 : 44.0 42.1 67.5 65.0 27.2 28.9 38.7 39.5 Old : 44.0 42.1 67.5 65.0 27.2 28.9 38.7 39.5 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, April 21, 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 : 403,684: 337,381 345,400 0 14,051 17,737 25,646 6,920 18,200 3,808 464 912: 0 0 Old : 403,684: 337,381 345,400 0 14,051 17,737 25,646 6,920 18,200 3,808 464 912: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 2,016: 3,985 104 0 1,889 -977 0 656 0 -992 344 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.6 85.6 0.0 3.5 4.4 6.4 1.7 4.5 0.9 0.1 0.2: 0.0 0.0 Old : 100.0: 83.6 85.6 0.0 3.5 4.4 6.4 1.7 4.5 0.9 0.1 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 : 34: 23 20 0 . . . . . . . .: Old : 34: 23 20 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 : 40.1 44.9 67.1 69.6 34.8 39.7 52.4 54.0 Old : 40.1 44.9 67.1 69.6 34.8 39.7 52.4 54.0 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, April 21, 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 : 1,585,486: 1,295,639 1,352,478 130,878 88,930 79,276 16,169 2,376 12,441 18,333 15,763 26,116: 6,634 8,106 Old : 1,585,486: 1,295,639 1,352,478 130,878 88,930 79,276 16,169 2,376 12,441 18,333 15,763 26,116: 6,634 8,106 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 52,336: 49,870 -12,983 -14,787 57,579 7,089 1,586 0 0 3,150 -6,249 -1,206: 6,634 8,106 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.7 85.3 8.3 5.6 5.0 1.0 0.1 0.8 1.2 1.0 1.6: 0.4 0.5 Old : 100.0: 81.7 85.3 8.3 5.6 5.0 1.0 0.1 0.8 1.2 1.0 1.6: 0.4 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 : 60: 36 40 . . . . . . . 4 5: Old : 60: 36 40 . . . . . . . 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 : 59.0 49.4 76.1 64.9 39.0 31.8 47.0 41.6 Old : 59.0 49.4 76.1 64.9 39.0 31.8 47.0 41.6 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, April 21, 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 : 55,464: 49,152 39,435 0 7,888 972 50 1,931 4,696 490 438 104: 0 0 Old : 55,464: 49,152 39,435 0 7,888 972 50 1,931 4,696 490 438 104: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 465: 927 436 0 616 -462 26 -25 -26 74 0 -74: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.6 71.1 0.0 14.2 1.8 0.1 3.5 8.5 0.9 0.8 0.2: 0.0 0.0 Old : 100.0: 88.6 71.1 0.0 14.2 1.8 0.1 3.5 8.5 0.9 0.8 0.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 25 21 0 . . . . . . . .: Old : 38: 25 21 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 63.0 78.0 82.9 51.0 54.7 71.5 68.2 Old : 54.7 63.0 78.0 82.9 51.0 54.7 71.5 68.2 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, April 21, 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 : 366,042: 267,427 329,486 63,221 0 1,032 304 570 30,153 2,688 3,584 1,216: 1 1 Old : 366,042: 267,427 329,486 63,221 0 1,032 304 570 30,153 2,688 3,584 1,216: 1 1 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 5,256: 11,480 4,224 -3,984 0 1,032 0 0 0 -3,272 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 90.0 17.3 0.0 0.3 0.1 0.2 8.2 0.7 1.0 0.3: 0.0 0.0 Old : 100.0: 73.1 90.0 17.3 0.0 0.3 0.1 0.2 8.2 0.7 1.0 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 : 29: 17 14 . 0 . . . . . . .: Old : 29: 17 14 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.9 58.4 84.6 87.9 48.2 54.4 66.4 69.3 Old : 55.9 58.4 84.6 87.9 48.2 54.4 66.4 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Futures Only, April 21, 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 : 560,544: 488,796 473,986 12,093 23,093 34,327 12,039 0 12,921 0 15,849 368: 0 0 Old : 560,544: 488,796 473,986 12,093 23,093 34,327 12,039 0 12,921 0 15,849 368: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 4,247: 4,247 4,247 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.2 84.6 2.2 4.1 6.1 2.1 0.0 2.3 0.0 2.8 0.1: 0.0 0.0 Old : 100.0: 87.2 84.6 2.2 4.1 6.1 2.1 0.0 2.3 0.0 2.8 0.1: 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: 22 25 . . . . 0 . 0 . .: Old : 39: 22 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 : 51.9 49.4 73.8 71.5 34.3 36.7 52.0 50.6 Old : 51.9 49.4 73.8 71.5 34.3 36.7 52.0 50.6 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, April 21, 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 : 47,909: 40,727 39,896 0 1,544 954 2,359 325 1,807 170 2,090 1,145: 747 148 Old : 47,909: 40,727 39,896 0 1,544 954 2,359 325 1,807 170 2,090 1,145: 747 148 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 760: 1,295 340 -501 647 -54 0 -103 20 -166 -254 166: 0 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 83.3 0.0 3.2 2.0 4.9 0.7 3.8 0.4 4.4 2.4: 1.6 0.3 Old : 100.0: 85.0 83.3 0.0 3.2 2.0 4.9 0.7 3.8 0.4 4.4 2.4: 1.6 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 25 28 0 . . . . . . . .: Old : 39: 25 28 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 : 50.9 49.8 69.4 64.9 42.5 48.2 58.8 58.7 Old : 50.9 49.8 69.4 64.9 42.5 48.2 58.8 58.7 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, April 21, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 58,094: 48,863 57,342 8,545 0 345 0 295 50 0 50 0: 291 12 Old : 58,094: 48,863 57,342 8,545 0 345 0 295 50 0 50 0: 291 12 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 779: 1,262 767 0 0 0 0 0 0 0 0 0: -483 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.1 98.7 14.7 0.0 0.6 0.0 0.5 0.1 0.0 0.1 0.0: 0.5 0.0 Old : 100.0: 84.1 98.7 14.7 0.0 0.6 0.0 0.5 0.1 0.0 0.1 0.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 30 25 . 0 . 0 . . 0 . 0: Old : 42: 30 25 . 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 : 52.9 74.7 68.1 86.0 44.0 63.7 56.5 74.3 Old : 52.9 74.7 68.1 86.0 44.0 63.7 56.5 74.3 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, April 21, 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 : 72,514: 61,106 72,099 10,750 0 20 50 0 230 0 150 0: 358 15 Old : 72,514: 61,106 72,099 10,750 0 20 50 0 230 0 150 0: 358 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 1,700: 1,638 1,638 50 0 0 0 0 0 0 50 0: 12 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.3 99.4 14.8 0.0 0.0 0.1 0.0 0.3 0.0 0.2 0.0: 0.5 0.0 Old : 100.0: 84.3 99.4 14.8 0.0 0.0 0.1 0.0 0.3 0.0 0.2 0.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 34 26 . 0 . . 0 . 0 . 0: Old : 45: 34 26 . 0 . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 70.5 65.4 87.7 46.2 61.1 57.9 76.6 Old : 51.3 70.5 65.4 87.7 46.2 61.1 57.9 76.6 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, April 21, 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 : 17,620: 15,435 14,780 0 1,825 740 1,190 0 10 0 175 0: 245 90 Old : 17,620: 15,435 14,780 0 1,825 740 1,190 0 10 0 175 0: 245 90 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.6 83.9 0.0 10.4 4.2 6.8 0.0 0.1 0.0 1.0 0.0: 1.4 0.5 Old : 100.0: 87.6 83.9 0.0 10.4 4.2 6.8 0.0 0.1 0.0 1.0 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 : 31: 21 14 0 . . . 0 . 0 . 0: Old : 31: 21 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 : 46.5 72.0 71.3 87.1 43.5 56.2 64.4 68.8 Old : 46.5 72.0 71.3 87.1 43.5 56.2 64.4 68.8 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, April 21, 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 : 281,560: 199,912 267,176 74,960 0 0 0 3,488 6,688 0 4,208 0: 0 0 Old : 281,560: 199,912 267,176 74,960 0 0 0 3,488 6,688 0 4,208 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 1,112: 1,872 -1,192 -760 0 0 0 0 0 0 2,304 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.0 94.9 26.6 0.0 0.0 0.0 1.2 2.4 0.0 1.5 0.0: 0.0 0.0 Old : 100.0: 71.0 94.9 26.6 0.0 0.0 0.0 1.2 2.4 0.0 1.5 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 : 31: 22 20 . 0 0 0 . . 0 . 0: Old : 31: 22 20 . 0 0 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.7 66.0 76.3 84.4 47.2 50.2 58.1 58.0 Old : 49.7 66.0 76.3 84.4 47.2 50.2 58.1 58.0 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, April 21, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 8,394: 4,997 7,200 127 331 178 364 40 88 2,426 254 110: 104 193 Old : 8,394: 4,997 7,200 127 331 178 364 40 88 2,426 254 110: 104 193 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 346: 226 286 20 0 0 80 40 0 0 20 0: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.5 85.8 1.5 3.9 2.1 4.3 0.5 1.0 28.9 3.0 1.3: 1.2 2.3 Old : 100.0: 59.5 85.8 1.5 3.9 2.1 4.3 0.5 1.0 28.9 3.0 1.3: 1.2 2.3 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 : 31: 16 20 . . . . . . . . .: Old : 31: 16 20 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.9 48.5 72.5 72.6 50.8 38.8 65.5 57.5 Old : 52.9 48.5 72.5 72.6 50.8 38.8 65.5 57.5 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, April 21, 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 : 22,515: 19,395 19,360 0 630 1,860 1,060 0 140 0 525 0: 60 0 Old : 22,515: 19,395 19,360 0 630 1,860 1,060 0 140 0 525 0: 60 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 705: 705 705 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 86.0 0.0 2.8 8.3 4.7 0.0 0.6 0.0 2.3 0.0: 0.3 0.0 Old : 100.0: 86.1 86.0 0.0 2.8 8.3 4.7 0.0 0.6 0.0 2.3 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 : 36: 23 23 0 . . . 0 . 0 . 0: Old : 36: 23 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 : 44.3 58.9 71.6 80.0 39.1 45.3 54.4 58.0 Old : 44.3 58.9 71.6 80.0 39.1 45.3 54.4 58.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 Disaggregated Commitments of Traders - Futures Only, April 21, 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 : 13,970: 12,445 10,670 50 1,305 1,020 0 725 230 0 0 0: 225 20 Old : 13,970: 12,445 10,670 50 1,305 1,020 0 725 230 0 0 0: 225 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : -40: 140 115 0 -20 0 0 0 0 0 0 0: -180 -135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.1 76.4 0.4 9.3 7.3 0.0 5.2 1.6 0.0 0.0 0.0: 1.6 0.1 Old : 100.0: 89.1 76.4 0.4 9.3 7.3 0.0 5.2 1.6 0.0 0.0 0.0: 1.6 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 22 22 . . . 0 . . 0 0 0: Old : 31: 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 : 35.0 57.6 61.1 82.2 29.6 35.2 47.8 49.8 Old : 35.0 57.6 61.1 82.2 29.6 35.2 47.8 49.8 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, April 21, 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 : 17,595: 14,406 12,383 0 1,746 1,585 636 0 285 0 18 22: 661 1,556 Old : 17,595: 14,406 12,383 0 1,746 1,585 636 0 285 0 18 22: 661 1,556 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : -262: -304 -72 0 -293 82 0 0 0 0 0 0: -40 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.9 70.4 0.0 9.9 9.0 3.6 0.0 1.6 0.0 0.1 0.1: 3.8 8.8 Old : 100.0: 81.9 70.4 0.0 9.9 9.0 3.6 0.0 1.6 0.0 0.1 0.1: 3.8 8.8 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 : 31: 24 21 0 . . . 0 . 0 . .: Old : 31: 24 21 0 . . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.8 49.7 65.5 66.6 29.7 29.6 46.0 39.2 Old : 40.8 49.7 65.5 66.6 29.7 29.6 46.0 39.2 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, April 21, 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 : 54,564: 49,503 37,992 1,361 1,521 2,211 0 5,446 935 0 6,158 106: 448 195 Old : 54,564: 49,503 37,992 1,361 1,521 2,211 0 5,446 935 0 6,158 106: 448 195 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 484: -18 533 592 10 -16 0 0 0 0 -19 -24: -50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.7 69.6 2.5 2.8 4.1 0.0 10.0 1.7 0.0 11.3 0.2: 0.8 0.4 Old : 100.0: 90.7 69.6 2.5 2.8 4.1 0.0 10.0 1.7 0.0 11.3 0.2: 0.8 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 : 42: 29 29 . . . 0 . . 0 . .: Old : 42: 29 29 . . . 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 40.6 63.4 64.8 37.9 38.2 57.2 60.1 Old : 42.3 40.6 63.4 64.8 37.9 38.2 57.2 60.1 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, April 21, 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 : 59,376: 55,933 40,885 731 4,861 1,280 0 6,285 1,232 0 4,618 175: 25 40 Old : 59,376: 55,933 40,885 731 4,861 1,280 0 6,285 1,232 0 4,618 175: 25 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 639: 677 612 0 -280 163 0 -25 0 0 190 -21: -180 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.2 68.9 1.2 8.2 2.2 0.0 10.6 2.1 0.0 7.8 0.3: 0.0 0.1 Old : 100.0: 94.2 68.9 1.2 8.2 2.2 0.0 10.6 2.1 0.0 7.8 0.3: 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 : 47: 32 33 . . 4 0 . . 0 4 .: Old : 47: 32 33 . . 4 0 . . 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 : 48.4 39.2 68.0 57.4 42.0 36.9 57.5 53.6 Old : 48.4 39.2 68.0 57.4 42.0 36.9 57.5 53.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Futures Only, April 21, 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 : 48,745: 44,535 46,710 1,065 510 1,450 450 0 0 1,145 0 0: 100 75 Old : 48,745: 44,535 46,710 1,065 510 1,450 450 0 0 1,145 0 0: 100 75 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 1,965: 1,790 2,090 0 -300 175 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.4 95.8 2.2 1.0 3.0 0.9 0.0 0.0 2.3 0.0 0.0: 0.2 0.2 Old : 100.0: 91.4 95.8 2.2 1.0 3.0 0.9 0.0 0.0 2.3 0.0 0.0: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 28 14 . . . . 0 0 . 0 0: Old : 35: 28 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 : 55.6 93.8 70.1 98.6 54.7 86.4 68.7 88.1 Old : 55.6 93.8 70.1 98.6 54.7 86.4 68.7 88.1 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, April 21, 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 : 49,545: 46,455 46,880 555 1,500 1,075 0 0 0 1,290 0 0: 170 90 Old : 49,545: 46,455 46,880 555 1,500 1,075 0 0 0 1,290 0 0: 170 90 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 1,610: 1,470 1,770 0 -300 140 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.8 94.6 1.1 3.0 2.2 0.0 0.0 0.0 2.6 0.0 0.0: 0.3 0.2 Old : 100.0: 93.8 94.6 1.1 3.0 2.2 0.0 0.0 0.0 2.6 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 : 34: 29 14 . . . 0 0 0 . 0 0: Old : 34: 29 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 : 48.5 93.9 65.8 97.9 44.8 84.2 60.5 84.6 Old : 48.5 93.9 65.8 97.9 44.8 84.2 60.5 84.6 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, April 21, 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 : 380,944: 280,556 330,370 8,122 19,653 6,976 28,935 0 20,776 34,827 2,417 752: 0 0 Old : 380,944: 280,556 330,370 8,122 19,653 6,976 28,935 0 20,776 34,827 2,417 752: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 464: -329 1,255 0 -7 0 0 0 0 793 -784 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.6 86.7 2.1 5.2 1.8 7.6 0.0 5.5 9.1 0.6 0.2: 0.0 0.0 Old : 100.0: 73.6 86.7 2.1 5.2 1.8 7.6 0.0 5.5 9.1 0.6 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: 28 29 . . . . 0 . . . .: Old : 39: 28 29 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.5 42.7 71.8 65.6 32.4 36.2 47.8 47.9 Old : 48.5 42.7 71.8 65.6 32.4 36.2 47.8 47.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Futures Only, April 21, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 23,329: 15,221 20,560 1,069 206 981 2,994 190 686 2,053 297 88: 237 321 Old : 23,329: 15,221 20,560 1,069 206 981 2,994 190 686 2,053 297 88: 237 321 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 63: -229 147 44 -102 58 0 0 0 146 -20 0: 44 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.2 88.1 4.6 0.9 4.2 12.8 0.8 2.9 8.8 1.3 0.4: 1.0 1.4 Old : 100.0: 65.2 88.1 4.6 0.9 4.2 12.8 0.8 2.9 8.8 1.3 0.4: 1.0 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 : 44: 25 31 . . . . . . . . .: Old : 44: 25 31 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 38.9 65.9 56.6 36.8 34.2 48.9 43.2 Old : 42.6 38.9 65.9 56.6 36.8 34.2 48.9 43.2 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, April 21, 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 : 17,190: 13,830 14,881 2,072 0 78 78 514 616 386 971 130: 0 0 Old : 17,190: 13,830 14,881 2,072 0 78 78 514 616 386 971 130: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 1,435: 1,202 1,693 385 0 -77 -50 0 0 0 -156 -25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.5 86.6 12.1 0.0 0.5 0.5 3.0 3.6 2.2 5.6 0.8: 0.0 0.0 Old : 100.0: 80.5 86.6 12.1 0.0 0.5 0.5 3.0 3.6 2.2 5.6 0.8: 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 11 . 0 . . . . . . .: Old : 28: 16 11 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 75.5 78.2 95.5 50.6 72.4 68.8 77.3 Old : 51.8 75.5 78.2 95.5 50.6 72.4 68.8 77.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR Disaggregated Commitments of Traders - Futures Only, April 21, 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 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25MWh : : : Positions : All : 177,478: 110,429 158,275 30,384 0 8,016 9,846 0 10,568 8,224 608 0: 11 11 Old : 177,478: 110,429 158,275 30,384 0 8,016 9,846 0 10,568 8,224 608 0: 11 11 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.2 89.2 17.1 0.0 4.5 5.5 0.0 6.0 4.6 0.3 0.0: 0.0 0.0 Old : 100.0: 62.2 89.2 17.1 0.0 4.5 5.5 0.0 6.0 4.6 0.3 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 4 . 0 . . 0 . . . 0: Old : 20: 12 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 : 64.5 94.0 85.3 100.0 56.1 85.0 72.7 85.0 Old : 64.5 94.0 85.3 100.0 56.1 85.0 72.7 85.0 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, April 21, 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 : 512,951: 433,000 471,551 51,027 0 14,886 0 8,506 12,934 0 3,970 1,104: 0 0 Old : 512,951: 433,000 471,551 51,027 0 14,886 0 8,506 12,934 0 3,970 1,104: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 951: 1,375 -1,770 -3,145 0 2,721 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 91.9 9.9 0.0 2.9 0.0 1.7 2.5 0.0 0.8 0.2: 0.0 0.0 Old : 100.0: 84.4 91.9 9.9 0.0 2.9 0.0 1.7 2.5 0.0 0.8 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 : 32: 17 20 . 0 . 0 . . 0 . .: Old : 32: 17 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 : 60.7 86.8 80.2 93.6 56.0 77.2 72.9 81.4 Old : 60.7 86.8 80.2 93.6 56.0 77.2 72.9 81.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Futures Only, April 21, 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 : 44,525: 31,317 40,299 3,620 518 127 3,320 0 1,824 2,730 216 1,136: 451 405 Old : 44,525: 31,317 40,299 3,620 518 127 3,320 0 1,824 2,730 216 1,136: 451 405 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 574: -446 554 1,020 0 0 0 0 0 0 0 0: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.3 90.5 8.1 1.2 0.3 7.5 0.0 4.1 6.1 0.5 2.6: 1.0 0.9 Old : 100.0: 70.3 90.5 8.1 1.2 0.3 7.5 0.0 4.1 6.1 0.5 2.6: 1.0 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 18 19 . . . . 0 . . . .: Old : 29: 18 19 . . . . 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 : 58.9 83.6 79.0 91.1 52.8 74.4 67.5 78.9 Old : 58.9 83.6 79.0 91.1 52.8 74.4 67.5 78.9 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, April 21, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 17,513: 11,077 13,916 469 470 1,157 991 0 41 2,599 0 665: 514 1,264 Old : 17,513: 11,077 13,916 469 470 1,157 991 0 41 2,599 0 665: 514 1,264 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 215: -384 274 296 -243 178 40 0 0 104 0 -41: 22 47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.3 79.5 2.7 2.7 6.6 5.7 0.0 0.2 14.8 0.0 3.8: 2.9 7.2 Old : 100.0: 63.3 79.5 2.7 2.7 6.6 5.7 0.0 0.2 14.8 0.0 3.8: 2.9 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 20 . . . . 0 . 4 0 .: Old : 29: 16 20 . . . . 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 : 46.2 51.1 65.9 66.9 39.2 47.9 55.6 58.6 Old : 46.2 51.1 65.9 66.9 39.2 47.9 55.6 58.6 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, April 21, 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 : 209,640: 139,500 204,928 19,521 1,528 3,184 368 0 0 47,067 0 0: 0 0 Old : 209,640: 139,500 204,928 19,521 1,528 3,184 368 0 0 47,067 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 1,256: 872 1,256 384 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.5 97.8 9.3 0.7 1.5 0.2 0.0 0.0 22.5 0.0 0.0: 0.0 0.0 Old : 100.0: 66.5 97.8 9.3 0.7 1.5 0.2 0.0 0.0 22.5 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 : 28: 15 17 . . . . 0 0 . 0 0: Old : 28: 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 : 77.0 60.3 90.6 87.9 63.2 51.9 72.7 66.8 Old : 77.0 60.3 90.6 87.9 63.2 51.9 72.7 66.8 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, April 21, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 13,045: 8,088 10,359 2,080 277 1,146 1,231 0 154 0 0 0: 346 1,109 Old : 13,045: 8,088 10,359 2,080 277 1,146 1,231 0 154 0 0 0: 346 1,109 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : -236: 44 -191 88 132 -155 -62 0 0 0 0 0: -151 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.0 79.4 15.9 2.1 8.8 9.4 0.0 1.2 0.0 0.0 0.0: 2.7 8.5 Old : 100.0: 62.0 79.4 15.9 2.1 8.8 9.4 0.0 1.2 0.0 0.0 0.0: 2.7 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 19 17 . . . . 0 . 0 0 0: Old : 27: 19 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 : 45.8 52.2 72.5 72.7 37.3 51.6 55.3 64.1 Old : 45.8 52.2 72.5 72.7 37.3 51.6 55.3 64.1 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, April 21, 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 : 111,078: 86,970 97,462 9,713 9,278 4,338 10,057 0 0 0 0 0: 0 0 Old : 111,078: 86,970 97,462 9,713 9,278 4,338 10,057 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: April 14, 2015 : : -375: 1,193 1 0 1,192 -1,568 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.3 87.7 8.7 8.4 3.9 9.1 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 78.3 87.7 8.7 8.4 3.9 9.1 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 : 27: 15 17 . . . . 0 0 0 0 0: Old : 27: 15 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 : 51.0 58.9 73.8 79.2 48.9 50.7 65.6 65.7 Old : 51.0 58.9 73.8 79.2 48.9 50.7 65.6 65.7 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, April 21, 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 : 23,569: 11,833 18,266 5,719 0 4,146 714 0 1,157 0 0 0: 0 0 Old : 23,569: 11,833 18,266 5,719 0 4,146 714 0 1,157 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 383: 2 383 381 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.2 77.5 24.3 0.0 17.6 3.0 0.0 4.9 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 50.2 77.5 24.3 0.0 17.6 3.0 0.0 4.9 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 15 13 . 0 . . 0 . 0 0 0: Old : 21: 15 13 . 0 . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.5 62.8 92.6 86.1 39.7 34.5 46.2 47.0 Old : 78.5 62.8 92.6 86.1 39.7 34.5 46.2 47.0 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, April 21, 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 : 29,560: 27,105 13,740 1,870 14,770 30 0 850 50 0 0 0: 505 120 Old : 29,560: 27,105 13,740 1,870 14,770 30 0 850 50 0 0 0: 505 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 200: 200 200 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.7 46.5 6.3 50.0 0.1 0.0 2.9 0.2 0.0 0.0 0.0: 1.7 0.4 Old : 100.0: 91.7 46.5 6.3 50.0 0.1 0.0 2.9 0.2 0.0 0.0 0.0: 1.7 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: 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 : 55.4 79.1 79.6 92.1 46.1 74.8 68.4 82.1 Old : 55.4 79.1 79.6 92.1 46.1 74.8 68.4 82.1 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, April 21, 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 : 25,925: 24,080 9,895 1,400 14,770 0 0 900 0 0 0 0: 445 360 Old : 25,925: 24,080 9,895 1,400 14,770 0 0 900 0 0 0 0: 445 360 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 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: 92.9 38.2 5.4 57.0 0.0 0.0 3.5 0.0 0.0 0.0 0.0: 1.7 1.4 Old : 100.0: 92.9 38.2 5.4 57.0 0.0 0.0 3.5 0.0 0.0 0.0 0.0: 1.7 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 : 25: 17 10 . . 0 0 . 0 0 0 0: Old : 25: 17 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 : 59.7 86.0 79.3 96.7 53.4 83.7 71.8 86.9 Old : 59.7 86.0 79.3 96.7 53.4 83.7 71.8 86.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Futures Only, April 21, 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 : 25,771: 25,476 19,806 0 5,920 0 0 0 0 100 0 0: 195 45 Old : 25,771: 25,476 19,806 0 5,920 0 0 0 0 100 0 0: 195 45 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 40: 40 40 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.9 76.9 0.0 23.0 0.0 0.0 0.0 0.0 0.4 0.0 0.0: 0.8 0.2 Old : 100.0: 98.9 76.9 0.0 23.0 0.0 0.0 0.0 0.0 0.4 0.0 0.0: 0.8 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 23 10 0 . 0 0 0 0 . 0 0: Old : 32: 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 : 56.4 74.4 76.7 94.7 46.3 70.8 62.0 83.5 Old : 56.4 74.4 76.7 94.7 46.3 70.8 62.0 83.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Disaggregated Commitments of Traders - Futures Only, April 21, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 19,619: 19,424 14,779 0 4,840 0 0 0 0 0 0 0: 195 0 Old : 19,619: 19,424 14,779 0 4,840 0 0 0 0 0 0 0: 195 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 610: 610 240 0 370 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 99.0 75.3 0.0 24.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.0 Old : 100.0: 99.0 75.3 0.0 24.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 20 7 0 . 0 0 0 0 0 0 0: Old : 25: 20 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 : 61.5 76.6 81.5 98.9 58.8 76.3 76.2 90.8 Old : 61.5 76.6 81.5 98.9 58.8 76.3 76.2 90.8 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, April 21, 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 : 14,437: 13,635 14,437 190 0 0 0 0 0 0 0 0: 612 0 Old : 14,437: 13,635 14,437 190 0 0 0 0 0 0 0 0: 612 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 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: 94.4 100.0 1.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 0.0 Old : 100.0: 94.4 100.0 1.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 18 8 . 0 0 0 0 0 0 0 0: Old : 20: 18 8 . 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 : 51.4 96.8 73.9 100.0 48.2 91.5 70.0 91.5 Old : 51.4 96.8 73.9 100.0 48.2 91.5 70.0 91.5 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, April 21, 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 : 112,348: 95,011 110,319 13,608 0 1,784 1,115 95 100 550 0 50: 130 0 Old : 112,348: 95,011 110,319 13,608 0 1,784 1,115 95 100 550 0 50: 130 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 3,025: -210 2,775 3,085 0 250 -100 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.6 98.2 12.1 0.0 1.6 1.0 0.1 0.1 0.5 0.0 0.0: 0.1 0.0 Old : 100.0: 84.6 98.2 12.1 0.0 1.6 1.0 0.1 0.1 0.5 0.0 0.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 32 37 4 0 . . . . . 0 .: Old : 47: 32 37 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 : 45.7 61.7 64.6 80.3 36.5 54.8 51.4 63.1 Old : 45.7 61.7 64.6 80.3 36.5 54.8 51.4 63.1 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, April 21, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 137,049: 118,693 134,628 14,120 0 1,551 1,465 50 720 500 100 0: 0 0 Old : 137,049: 118,693 134,628 14,120 0 1,551 1,465 50 720 500 100 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 5,510: 3,135 5,210 2,225 0 250 -150 0 50 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.6 98.2 10.3 0.0 1.1 1.1 0.0 0.5 0.4 0.1 0.0: 0.0 0.0 Old : 100.0: 86.6 98.2 10.3 0.0 1.1 1.1 0.0 0.5 0.4 0.1 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 : 54: 38 39 4 0 . . . . . . 0: Old : 54: 38 39 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 : 44.2 61.2 65.8 81.3 37.0 57.1 52.7 65.5 Old : 44.2 61.2 65.8 81.3 37.0 57.1 52.7 65.5 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, April 21, 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 : 150,594: 111,986 112,592 3,992 15,378 6,817 3,570 2,001 1,320 14,836 4,513 4,527: 3,546 3,446 Old : 150,594: 111,986 112,592 3,992 15,378 6,817 3,570 2,001 1,320 14,836 4,513 4,527: 3,546 3,446 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 235: -6,441 311 1,992 -4,648 1,232 0 949 0 675 -350 -565: 3,342 3,306 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.4 74.8 2.7 10.2 4.5 2.4 1.3 0.9 9.9 3.0 3.0: 2.4 2.3 Old : 100.0: 74.4 74.8 2.7 10.2 4.5 2.4 1.3 0.9 9.9 3.0 3.0: 2.4 2.3 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 : 66: 43 37 . . 4 . . . 6 4 5: Old : 66: 43 37 . . 4 . . . 6 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 : 32.3 63.7 52.3 74.3 31.2 55.2 48.3 62.4 Old : 32.3 63.7 52.3 74.3 31.2 55.2 48.3 62.4 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, April 21, 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 : 100,343: 78,328 83,476 6,258 1,955 8,077 285 0 1,400 2,275 1,915 1,925: 1,795 1,595 Old : 100,343: 78,328 83,476 6,258 1,955 8,077 285 0 1,400 2,275 1,915 1,925: 1,795 1,595 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 349: -5,817 -331 4,457 -1,068 143 0 0 0 -75 0 25: 1,616 1,580 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 83.2 6.2 1.9 8.0 0.3 0.0 1.4 2.3 1.9 1.9: 1.8 1.6 Old : 100.0: 78.1 83.2 6.2 1.9 8.0 0.3 0.0 1.4 2.3 1.9 1.9: 1.8 1.6 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 : 50: 36 28 . . 4 . 0 . 4 . 5: Old : 50: 36 28 . . 4 . 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 : 35.8 70.5 55.9 79.3 35.1 57.9 49.8 64.0 Old : 35.8 70.5 55.9 79.3 35.1 57.9 49.8 64.0 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, April 21, 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 : 26,425: 25,665 23,430 300 2,075 185 50 615 0 0 0 0: 225 120 Old : 26,425: 25,665 23,430 300 2,075 185 50 615 0 0 0 0: 225 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 1,675: 1,795 1,775 0 0 0 0 -100 0 0 0 0: -120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 97.1 88.7 1.1 7.9 0.7 0.2 2.3 0.0 0.0 0.0 0.0: 0.9 0.5 Old : 100.0: 97.1 88.7 1.1 7.9 0.7 0.2 2.3 0.0 0.0 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 : 33: 26 12 . . . . . 0 0 0 0: Old : 33: 26 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 : 53.9 85.7 75.6 98.3 53.8 82.9 75.3 94.6 Old : 53.9 85.7 75.6 98.3 53.8 82.9 75.3 94.6 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, April 21, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 23,545: 22,750 21,045 300 1,920 180 25 215 50 0 0 0: 240 135 Old : 23,545: 22,750 21,045 300 1,920 180 25 215 50 0 0 0: 240 135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 1,410: 1,480 1,460 0 0 0 0 -100 50 0 0 0: -120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.6 89.4 1.3 8.2 0.8 0.1 0.9 0.2 0.0 0.0 0.0: 1.0 0.6 Old : 100.0: 96.6 89.4 1.3 8.2 0.8 0.1 0.9 0.2 0.0 0.0 0.0: 1.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 22 9 . . . . . . 0 0 0: Old : 29: 22 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 : 56.5 85.9 78.6 98.9 56.5 81.5 78.6 92.5 Old : 56.5 85.9 78.6 98.9 56.5 81.5 78.6 92.5 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, April 21, 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 : 23,060: 19,805 18,145 1,005 1,105 1,850 0 905 295 0 25 0: 105 735 Old : 23,060: 19,805 18,145 1,005 1,105 1,850 0 905 295 0 25 0: 105 735 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 1,500: 900 2,100 600 -600 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.9 78.7 4.4 4.8 8.0 0.0 3.9 1.3 0.0 0.1 0.0: 0.5 3.2 Old : 100.0: 85.9 78.7 4.4 4.8 8.0 0.0 3.9 1.3 0.0 0.1 0.0: 0.5 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 23 20 . . . 0 . . 0 . 0: Old : 33: 23 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 : 50.1 43.7 72.4 69.5 43.2 37.6 60.6 53.3 Old : 50.1 43.7 72.4 69.5 43.2 37.6 60.6 53.3 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, April 21, 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 : 15,416: 12,081 13,089 862 183 768 116 0 132 846 0 0: 611 1,244 Old : 15,416: 12,081 13,089 862 183 768 116 0 132 846 0 0: 611 1,244 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 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: 78.4 84.9 5.6 1.2 5.0 0.8 0.0 0.9 5.5 0.0 0.0: 4.0 8.1 Old : 100.0: 78.4 84.9 5.6 1.2 5.0 0.8 0.0 0.9 5.5 0.0 0.0: 4.0 8.1 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 : 21: 16 10 . . . . 0 . . 0 0: Old : 21: 16 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 : 62.3 77.4 82.4 88.0 45.3 55.4 56.9 58.2 Old : 62.3 77.4 82.4 88.0 45.3 55.4 56.9 58.2 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, April 21, 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 : 1,300,586: 366,165 1,281,437 915,272 0 19,149 0 0 0 0 0 0: 0 0 Old : 1,300,586: 366,165 1,281,437 915,272 0 19,149 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: April 14, 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: 28.2 98.5 70.4 0.0 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 28.2 98.5 70.4 0.0 1.5 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 : 93.0 89.3 99.5 96.1 86.3 79.7 87.1 85.1 Old : 93.0 89.3 99.5 96.1 86.3 79.7 87.1 85.1 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, April 21, 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 : 131,376: 121,364 69,397 706 53,648 3,551 3,215 0 2,540 0 2,240 0: 0 0 Old : 131,376: 121,364 69,397 706 53,648 3,551 3,215 0 2,540 0 2,240 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.4 52.8 0.5 40.8 2.7 2.4 0.0 1.9 0.0 1.7 0.0: 0.0 0.0 Old : 100.0: 92.4 52.8 0.5 40.8 2.7 2.4 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 : 29: 15 18 . . . . 0 . 0 . 0: Old : 29: 15 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 : 63.5 73.4 84.6 86.6 33.9 47.1 50.1 53.1 Old : 63.5 73.4 84.6 86.6 33.9 47.1 50.1 53.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 Disaggregated Commitments of Traders - Futures Only, April 21, 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 : 2,808,488: 2,460,297 1,091,152 132,503 1,238,968 215,688 0 262,680 0 0 0 0: 0 0 Old : 2,808,488: 2,460,297 1,091,152 132,503 1,238,968 215,688 0 262,680 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: April 14, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.6 38.9 4.7 44.1 7.7 0.0 9.4 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 87.6 38.9 4.7 44.1 7.7 0.0 9.4 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 12 . . . 0 . 0 0 0 0: Old : 27: 18 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 : 75.5 83.5 91.9 93.9 51.9 60.0 62.9 65.1 Old : 75.5 83.5 91.9 93.9 51.9 60.0 62.9 65.1 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, April 21, 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 : 49,052: 38,573 40,393 1,589 530 4,773 168 0 3,205 744 0 0: 0 151 Old : 49,052: 38,573 40,393 1,589 530 4,773 168 0 3,205 744 0 0: 0 151 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 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: 78.6 82.3 3.2 1.1 9.7 0.3 0.0 6.5 1.5 0.0 0.0: 0.0 0.3 Old : 100.0: 78.6 82.3 3.2 1.1 9.7 0.3 0.0 6.5 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 : 64.2 75.0 88.6 93.8 55.5 67.1 68.5 73.7 Old : 64.2 75.0 88.6 93.8 55.5 67.1 68.5 73.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Disaggregated Commitments of Traders - Futures Only, April 21, 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 : 20,825: 16,929 19,061 2,873 999 765 0 0 0 0 0 0: 258 0 Old : 20,825: 16,929 19,061 2,873 999 765 0 0 0 0 0 0: 258 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 91.5 13.8 4.8 3.7 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.0 Old : 100.0: 81.3 91.5 13.8 4.8 3.7 0.0 0.0 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 : 20: 11 7 . . . 0 0 0 0 0 0: Old : 20: 11 7 . . . 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 : 60.7 74.5 83.2 100.0 54.1 62.5 72.4 81.9 Old : 60.7 74.5 83.2 100.0 54.1 62.5 72.4 81.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Disaggregated Commitments of Traders - Futures Only, April 21, 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 : 537,392: 239,400 363,049 135,399 117,440 56,903 105,690 0 0 0 0 0: 0 0 Old : 537,392: 239,400 363,049 135,399 117,440 56,903 105,690 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: April 14, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.5 67.6 25.2 21.9 10.6 19.7 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 44.5 67.6 25.2 21.9 10.6 19.7 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 11 . . . . 0 0 0 0 0: Old : 20: 10 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 : 82.4 80.4 97.8 93.3 71.1 73.3 84.5 82.8 Old : 82.4 80.4 97.8 93.3 71.1 73.3 84.5 82.8 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, April 21, 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 : 1,316,269: 764,126 855,152 141,905 172,261 214,616 116,920 0 70,560 8,142 3,680 0: 0 0 Old : 1,316,269: 764,126 855,152 141,905 172,261 214,616 116,920 0 70,560 8,142 3,680 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 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: 58.1 65.0 10.8 13.1 16.3 8.9 0.0 5.4 0.6 0.3 0.0: 0.0 0.0 Old : 100.0: 58.1 65.0 10.8 13.1 16.3 8.9 0.0 5.4 0.6 0.3 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 8 . . . . 0 . . . 0: Old : 25: 14 8 . . . . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.9 84.7 86.4 99.0 48.0 67.3 65.2 72.0 Old : 58.9 84.7 86.4 99.0 48.0 67.3 65.2 72.0 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, April 21, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 20,202: 12,240 17,812 4,900 0 1,200 0 570 0 1,297 0 0: 565 620 Old : 20,202: 12,240 17,812 4,900 0 1,200 0 570 0 1,297 0 0: 565 620 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 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: 60.6 88.2 24.3 0.0 5.9 0.0 2.8 0.0 6.4 0.0 0.0: 2.8 3.1 Old : 100.0: 60.6 88.2 24.3 0.0 5.9 0.0 2.8 0.0 6.4 0.0 0.0: 2.8 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 13 . 0 . 0 . 0 . 0 0: Old : 24: 11 13 . 0 . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.1 56.5 91.8 81.2 70.2 56.5 85.9 80.0 Old : 76.1 56.5 91.8 81.2 70.2 56.5 85.9 80.0 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, April 21, 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 : 17,643: 10,301 15,458 4,570 0 1,075 0 570 0 1,268 0 0: 429 540 Old : 17,643: 10,301 15,458 4,570 0 1,075 0 570 0 1,268 0 0: 429 540 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 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: 58.4 87.6 25.9 0.0 6.1 0.0 3.2 0.0 7.2 0.0 0.0: 2.4 3.1 Old : 100.0: 58.4 87.6 25.9 0.0 6.1 0.0 3.2 0.0 7.2 0.0 0.0: 2.4 3.1 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 : 22: 9 15 . 0 . 0 . 0 . 0 0: Old : 22: 9 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 : 83.6 55.7 96.0 81.6 77.1 55.7 86.5 78.8 Old : 83.6 55.7 96.0 81.6 77.1 55.7 86.5 78.8 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, April 21, 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 : 33,112: 29,219 22,332 0 7,145 50 1,250 0 0 1,253 2,670 755: 585 160 Old : 33,112: 29,219 22,332 0 7,145 50 1,250 0 0 1,253 2,670 755: 585 160 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : -38: -225 -3,180 0 3,040 -10 0 0 0 135 0 -48: 110 160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.2 67.4 0.0 21.6 0.2 3.8 0.0 0.0 3.8 8.1 2.3: 1.8 0.5 Old : 100.0: 88.2 67.4 0.0 21.6 0.2 3.8 0.0 0.0 3.8 8.1 2.3: 1.8 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 21 21 0 . . . 0 0 . . .: Old : 32: 21 21 0 . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.2 48.6 79.0 74.2 56.3 47.1 68.0 66.3 Old : 65.2 48.6 79.0 74.2 56.3 47.1 68.0 66.3 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, April 21, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 21,043: 14,746 14,776 877 5,585 600 785 0 0 3,085 0 0: 950 82 Old : 21,043: 14,746 14,776 877 5,585 600 785 0 0 3,085 0 0: 950 82 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 119: -46 -1,904 -300 1,975 275 150 0 0 0 0 0: 40 -227 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.1 70.2 4.2 26.5 2.9 3.7 0.0 0.0 14.7 0.0 0.0: 4.5 0.4 Old : 100.0: 70.1 70.2 4.2 26.5 2.9 3.7 0.0 0.0 14.7 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: 16 16 . . . . 0 0 . 0 0: Old : 27: 16 16 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 57.0 78.2 79.3 42.5 51.3 55.5 62.5 Old : 55.1 57.0 78.2 79.3 42.5 51.3 55.5 62.5 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, April 21, 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 : 25,557: 22,056 18,054 912 5,558 73 20 260 230 250 0 0: 2,016 1,382 Old : 25,557: 22,056 18,054 912 5,558 73 20 260 230 250 0 0: 2,016 1,382 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 937: -552 987 -11 -1,475 73 0 0 0 0 0 0: 1,427 1,352 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.3 70.6 3.6 21.7 0.3 0.1 1.0 0.9 1.0 0.0 0.0: 7.9 5.4 Old : 100.0: 86.3 70.6 3.6 21.7 0.3 0.1 1.0 0.9 1.0 0.0 0.0: 7.9 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 22 21 . . . . . . . 0 0: Old : 35: 22 21 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.5 56.9 74.4 73.8 51.3 56.6 67.9 71.6 Old : 54.5 56.9 74.4 73.8 51.3 56.6 67.9 71.6 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, April 21, 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 : 22,791: 21,826 16,478 0 5,313 115 710 785 0 0 0 0: 140 100 Old : 22,791: 21,826 16,478 0 5,313 115 710 785 0 0 0 0: 140 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 245: 725 -65 0 640 -480 0 150 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.8 72.3 0.0 23.3 0.5 3.1 3.4 0.0 0.0 0.0 0.0: 0.6 0.4 Old : 100.0: 95.8 72.3 0.0 23.3 0.5 3.1 3.4 0.0 0.0 0.0 0.0: 0.6 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 : 32: 21 20 0 . . . . 0 0 0 0: Old : 32: 21 20 0 . . . . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.6 50.5 83.6 72.6 67.8 47.5 78.8 68.1 Old : 70.6 50.5 83.6 72.6 67.8 47.5 78.8 68.1 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, April 21, 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 : 16,127: 12,010 13,154 2,850 908 470 0 990 0 0 0 0: 797 605 Old : 16,127: 12,010 13,154 2,850 908 470 0 990 0 0 0 0: 797 605 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 504: -1,025 54 1,220 -25 -130 0 0 0 0 0 0: 439 605 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.5 81.6 17.7 5.6 2.9 0.0 6.1 0.0 0.0 0.0 0.0: 4.9 3.8 Old : 100.0: 74.5 81.6 17.7 5.6 2.9 0.0 6.1 0.0 0.0 0.0 0.0: 4.9 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 11 . . . 0 . 0 0 0 0: Old : 23: 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 : 54.9 63.0 80.3 85.5 54.4 57.6 79.4 77.8 Old : 54.9 63.0 80.3 85.5 54.4 57.6 79.4 77.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 Disaggregated Commitments of Traders - Futures Only, April 21, 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 : 27,870: 23,780 20,325 1,910 2,740 1,720 0 1,895 290 25 675 0: 145 225 Old : 27,870: 23,780 20,325 1,910 2,740 1,720 0 1,895 290 25 675 0: 145 225 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 830: 230 830 600 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.3 72.9 6.9 9.8 6.2 0.0 6.8 1.0 0.1 2.4 0.0: 0.5 0.8 Old : 100.0: 85.3 72.9 6.9 9.8 6.2 0.0 6.8 1.0 0.1 2.4 0.0: 0.5 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 : 34: 22 20 . . . 0 . . . . 0: Old : 34: 22 20 . . . 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 47.2 74.7 71.5 51.4 39.8 67.5 60.1 Old : 54.4 47.2 74.7 71.5 51.4 39.8 67.5 60.1 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, April 21, 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 : 9,706: 7,375 7,146 175 2,400 65 975 0 0 0 0 0: 1,116 95 Old : 9,706: 7,375 7,146 175 2,400 65 975 0 0 0 0 0: 1,116 95 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 15: 15 15 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.0 73.6 1.8 24.7 0.7 10.0 0.0 0.0 0.0 0.0 0.0: 11.5 1.0 Old : 100.0: 76.0 73.6 1.8 24.7 0.7 10.0 0.0 0.0 0.0 0.0 0.0: 11.5 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 : 26: 16 19 . . . . 0 0 0 0 0: Old : 26: 16 19 . . . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 66.0 67.5 84.3 39.6 54.1 56.7 72.0 Old : 42.9 66.0 67.5 84.3 39.6 54.1 56.7 72.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 Disaggregated Commitments of Traders - Futures Only, April 21, 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 : 10,905: 7,599 8,090 480 2,190 0 480 0 225 1,456 100 40: 625 260 Old : 10,905: 7,599 8,090 480 2,190 0 480 0 225 1,456 100 40: 625 260 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 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: 69.7 74.2 4.4 20.1 0.0 4.4 0.0 2.1 13.4 0.9 0.4: 5.7 2.4 Old : 100.0: 69.7 74.2 4.4 20.1 0.0 4.4 0.0 2.1 13.4 0.9 0.4: 5.7 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 : 26: 15 15 . . 0 . 0 . . . .: Old : 26: 15 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 : 42.9 61.9 70.8 83.6 41.9 52.5 63.8 68.5 Old : 42.9 61.9 70.8 83.6 41.9 52.5 63.8 68.5 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, April 21, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 60,889: 55,876 53,275 0 2,910 2,495 375 0 150 0 0 0: 1,993 2,059 Old : 60,889: 55,876 53,275 0 2,910 2,495 375 0 150 0 0 0: 1,993 2,059 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 600: 600 600 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 87.5 0.0 4.8 4.1 0.6 0.0 0.2 0.0 0.0 0.0: 3.3 3.4 Old : 100.0: 91.8 87.5 0.0 4.8 4.1 0.6 0.0 0.2 0.0 0.0 0.0: 3.3 3.4 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 : 28: 15 21 0 . . . 0 . 0 0 0: Old : 28: 15 21 0 . . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.8 71.1 89.9 85.5 78.1 66.3 83.7 78.7 Old : 80.8 71.1 89.9 85.5 78.1 66.3 83.7 78.7 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, April 21, 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 : 56,277: 52,722 46,639 0 5,635 1,245 375 0 150 0 0 0: 1,785 2,608 Old : 56,277: 52,722 46,639 0 5,635 1,245 375 0 150 0 0 0: 1,785 2,608 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.7 82.9 0.0 10.0 2.2 0.7 0.0 0.3 0.0 0.0 0.0: 3.2 4.6 Old : 100.0: 93.7 82.9 0.0 10.0 2.2 0.7 0.0 0.3 0.0 0.0 0.0: 3.2 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 : 24: 15 17 0 . . . 0 . 0 0 0: Old : 24: 15 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 : 83.5 73.8 91.0 88.1 81.8 70.2 85.5 82.2 Old : 83.5 73.8 91.0 88.1 81.8 70.2 85.5 82.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Futures Only, April 21, 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 : 11,850: 9,530 11,730 980 0 0 500 0 0 400 0 0: 440 120 Old : 11,850: 9,530 11,730 980 0 0 500 0 0 400 0 0: 440 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 360: 360 360 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.4 99.0 8.3 0.0 0.0 4.2 0.0 0.0 3.4 0.0 0.0: 3.7 1.0 Old : 100.0: 80.4 99.0 8.3 0.0 0.0 4.2 0.0 0.0 3.4 0.0 0.0: 3.7 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 : 21: 13 8 . 0 0 . 0 0 . 0 0: Old : 21: 13 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 : 60.4 91.4 85.7 99.0 57.3 88.6 75.9 89.0 Old : 60.4 91.4 85.7 99.0 57.3 88.6 75.9 89.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI Disaggregated Commitments of Traders - Futures Only, April 21, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 9,575: 9,455 7,105 0 2,130 0 0 290 0 0 0 0: 120 50 Old : 9,575: 9,455 7,105 0 2,130 0 0 290 0 0 0 0: 120 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 240: 240 240 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.7 74.2 0.0 22.2 0.0 0.0 3.0 0.0 0.0 0.0 0.0: 1.3 0.5 Old : 100.0: 98.7 74.2 0.0 22.2 0.0 0.0 3.0 0.0 0.0 0.0 0.0: 1.3 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 : 20: 12 11 0 . 0 0 . 0 0 0 0: Old : 20: 12 11 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 : 74.9 64.1 94.4 90.2 64.1 57.9 75.9 75.9 Old : 74.9 64.1 94.4 90.2 64.1 57.9 75.9 75.9 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, April 21, 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 : 11,969: 10,670 10,040 400 0 200 0 700 0 0 485 314: 385 230 Old : 11,969: 10,670 10,040 400 0 200 0 700 0 0 485 314: 385 230 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.1 83.9 3.3 0.0 1.7 0.0 5.8 0.0 0.0 4.1 2.6: 3.2 1.9 Old : 100.0: 89.1 83.9 3.3 0.0 1.7 0.0 5.8 0.0 0.0 4.1 2.6: 3.2 1.9 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: 13 11 . 0 . 0 . 0 0 . .: Old : 21: 13 11 . 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 : 64.8 64.1 84.3 90.7 61.3 59.6 73.0 74.9 Old : 64.8 64.1 84.3 90.7 61.3 59.6 73.0 74.9 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, April 21, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 27,186: 26,986 20,146 0 1,200 0 0 5,665 0 0 0 0: 200 175 Old : 27,186: 26,986 20,146 0 1,200 0 0 5,665 0 0 0 0: 200 175 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 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: 99.3 74.1 0.0 4.4 0.0 0.0 20.8 0.0 0.0 0.0 0.0: 0.7 0.6 Old : 100.0: 99.3 74.1 0.0 4.4 0.0 0.0 20.8 0.0 0.0 0.0 0.0: 0.7 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 17 12 0 . 0 0 . 0 0 0 0: Old : 23: 17 12 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 : 70.8 90.3 87.7 97.8 70.4 89.2 86.8 92.9 Old : 70.8 90.3 87.7 97.8 70.4 89.2 86.8 92.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Disaggregated Commitments of Traders - Futures Only, April 21, 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 : 26,200: 26,050 19,845 0 1,200 0 0 5,040 0 0 0 0: 150 115 Old : 26,200: 26,050 19,845 0 1,200 0 0 5,040 0 0 0 0: 150 115 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 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: 99.4 75.7 0.0 4.6 0.0 0.0 19.2 0.0 0.0 0.0 0.0: 0.6 0.4 Old : 100.0: 99.4 75.7 0.0 4.6 0.0 0.0 19.2 0.0 0.0 0.0 0.0: 0.6 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 : 22: 16 9 0 . 0 0 . 0 0 0 0: Old : 22: 16 9 0 . 0 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.4 91.2 89.4 98.9 72.4 89.8 88.3 94.5 Old : 72.4 91.2 89.4 98.9 72.4 89.8 88.3 94.5 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, April 21, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 71,069: 50,668 66,104 4,665 725 270 11,545 230 175 181 0 620: 2,945 2,945 Old : 71,069: 50,668 66,104 4,665 725 270 11,545 230 175 181 0 620: 2,945 2,945 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 860: 860 860 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.3 93.0 6.6 1.0 0.4 16.2 0.3 0.2 0.3 0.0 0.9: 4.1 4.1 Old : 100.0: 71.3 93.0 6.6 1.0 0.4 16.2 0.3 0.2 0.3 0.0 0.9: 4.1 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 21 22 . . . . . . . 0 .: Old : 35: 21 22 . . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.6 59.5 86.4 79.4 65.4 57.2 84.2 77.1 Old : 65.6 59.5 86.4 79.4 65.4 57.2 84.2 77.1 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, April 21, 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 : 66,095: 44,195 63,465 4,765 645 210 11,190 0 0 4,134 0 0: 1,601 1,775 Old : 66,095: 44,195 63,465 4,765 645 210 11,190 0 0 4,134 0 0: 1,601 1,775 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 570: 470 570 100 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.9 96.0 7.2 1.0 0.3 16.9 0.0 0.0 6.3 0.0 0.0: 2.4 2.7 Old : 100.0: 66.9 96.0 7.2 1.0 0.3 16.9 0.0 0.0 6.3 0.0 0.0: 2.4 2.7 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 : 33: 19 22 . . . . 0 0 . 0 0: Old : 33: 19 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 : 67.2 62.4 89.3 81.8 66.7 60.8 88.3 79.1 Old : 67.2 62.4 89.3 81.8 66.7 60.8 88.3 79.1 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, April 21, 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 : 28,478: 23,355 21,055 0 1,345 420 500 4,500 100 2,425 0 0: 1,678 1,058 Old : 28,478: 23,355 21,055 0 1,345 420 500 4,500 100 2,425 0 0: 1,678 1,058 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.0 73.9 0.0 4.7 1.5 1.8 15.8 0.4 8.5 0.0 0.0: 5.9 3.7 Old : 100.0: 82.0 73.9 0.0 4.7 1.5 1.8 15.8 0.4 8.5 0.0 0.0: 5.9 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 17 0 . . . . . . 0 0: Old : 25: 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 : 50.0 59.2 80.1 80.2 44.2 52.5 58.4 60.4 Old : 50.0 59.2 80.1 80.2 44.2 52.5 58.4 60.4 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, April 21, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 24,290: 22,205 22,855 0 465 135 150 50 600 650 0 0: 550 185 Old : 24,290: 22,205 22,855 0 465 135 150 50 600 650 0 0: 550 185 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.4 94.1 0.0 1.9 0.6 0.6 0.2 2.5 2.7 0.0 0.0: 2.3 0.8 Old : 100.0: 91.4 94.1 0.0 1.9 0.6 0.6 0.2 2.5 2.7 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: 19 14 0 . . . . . . 0 0: Old : 25: 19 14 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 : 54.9 60.9 74.6 83.0 44.4 45.2 54.9 55.7 Old : 54.9 60.9 74.6 83.0 44.4 45.2 54.9 55.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Disaggregated Commitments of Traders - Futures Only, April 21, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 20,545: 7,005 15,990 900 750 450 1,200 2,775 300 10,275 0 0: 415 280 Old : 20,545: 7,005 15,990 900 750 450 1,200 2,775 300 10,275 0 0: 415 280 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 77.8 4.4 3.7 2.2 5.8 13.5 1.5 50.0 0.0 0.0: 2.0 1.4 Old : 100.0: 34.1 77.8 4.4 3.7 2.2 5.8 13.5 1.5 50.0 0.0 0.0: 2.0 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 : 20: 9 9 . . . . . . . 0 0: Old : 20: 9 9 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.4 68.4 89.1 91.5 73.4 62.9 84.4 81.5 Old : 73.4 68.4 89.1 91.5 73.4 62.9 84.4 81.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Disaggregated Commitments of Traders - Futures Only, April 21, 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 : 10,900: 8,515 9,835 300 150 300 1,200 225 0 0 0 0: 585 390 Old : 10,900: 8,515 9,835 300 150 300 1,200 225 0 0 0 0: 585 390 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.1 90.2 2.8 1.4 2.8 11.0 2.1 0.0 0.0 0.0 0.0: 5.4 3.6 Old : 100.0: 78.1 90.2 2.8 1.4 2.8 11.0 2.1 0.0 0.0 0.0 0.0: 5.4 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 9 . . . . . 0 0 0 0: Old : 20: 10 9 . . . . . 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 : 70.2 74.7 85.9 89.8 70.2 73.5 85.9 86.6 Old : 70.2 74.7 85.9 89.8 70.2 73.5 85.9 86.6 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, April 21, 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 : 26,546: 18,085 16,045 0 2,150 3,100 2,550 1,700 100 1,390 2,475 6: 1,315 970 Old : 26,546: 18,085 16,045 0 2,150 3,100 2,550 1,700 100 1,390 2,475 6: 1,315 970 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 0: 90 0 0 0 0 0 0 0 -90 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.1 60.4 0.0 8.1 11.7 9.6 6.4 0.4 5.2 9.3 0.0: 5.0 3.7 Old : 100.0: 68.1 60.4 0.0 8.1 11.7 9.6 6.4 0.4 5.2 9.3 0.0: 5.0 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 19 18 0 . . . . . . . .: Old : 31: 19 18 0 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.9 46.0 76.9 68.6 48.0 34.2 63.9 53.0 Old : 52.9 46.0 76.9 68.6 48.0 34.2 63.9 53.0 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, April 21, 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 : 21,470: 17,720 14,295 300 2,900 1,425 125 1,150 525 0 190 210: 1,165 775 Old : 21,470: 17,720 14,295 300 2,900 1,425 125 1,150 525 0 190 210: 1,165 775 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : 300: 300 300 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.5 66.6 1.4 13.5 6.6 0.6 5.4 2.4 0.0 0.9 1.0: 5.4 3.6 Old : 100.0: 82.5 66.6 1.4 13.5 6.6 0.6 5.4 2.4 0.0 0.9 1.0: 5.4 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 17 15 . . . . . . 0 . .: Old : 26: 17 15 . . . . . . 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 : 59.4 43.8 78.4 68.0 49.4 34.3 59.9 53.4 Old : 59.4 43.8 78.4 68.0 49.4 34.3 59.9 53.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 24, 2015