COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 113,043: 27,768 29,487 647 15,791 697 22,680 6,909 3,575 40,831 39,003 16,014: 831 1,567 Old : 113,043: 27,768 29,487 647 15,791 697 22,680 6,909 3,575 40,831 39,003 16,014: 831 1,567 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : -5,444: -1,462 -315 -66 -162 -180 -72 -110 -571 -1,072 -2,182 -2,092: 71 168 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 26.1 0.6 14.0 0.6 20.1 6.1 3.2 36.1 34.5 14.2: 0.7 1.4 Old : 100.0: 24.6 26.1 0.6 14.0 0.6 20.1 6.1 3.2 36.1 34.5 14.2: 0.7 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 : 54: 16 14 . . . . . . 14 13 15: Old : 54: 16 14 . . . . . . 14 13 15: 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 : 46.0 41.3 64.2 61.5 37.3 37.3 50.4 50.0 Old : 46.0 41.3 64.2 61.5 37.3 37.3 50.4 50.0 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 28, 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 : 31,488: 7,895 8,760 900 2,540 330 6,463 775 497 12,529 15,782 2,109: 765 695 Old : 31,488: 7,895 8,760 900 2,540 330 6,463 775 497 12,529 15,782 2,109: 765 695 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : -1,495: -55 -640 -105 -82 0 242 35 -120 -1,443 -679 21: -35 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.1 27.8 2.9 8.1 1.0 20.5 2.5 1.6 39.8 50.1 6.7: 2.4 2.2 Old : 100.0: 25.1 27.8 2.9 8.1 1.0 20.5 2.5 1.6 39.8 50.1 6.7: 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 : 61.3 45.3 75.3 64.7 56.2 43.6 68.7 58.8 Old : 61.3 45.3 75.3 64.7 56.2 43.6 68.7 58.8 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 28, 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 : 142,397: 102,298 107,394 3,559 3,112 9,993 7,935 4,082 3,164 7,841 7,388 7,095: 512 169 Old : 142,397: 102,298 107,394 3,559 3,112 9,993 7,935 4,082 3,164 7,841 7,388 7,095: 512 169 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 3,211: 3,462 3,102 306 -210 460 -312 62 48 68 465 53: -874 -769 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 75.4 2.5 2.2 7.0 5.6 2.9 2.2 5.5 5.2 5.0: 0.4 0.1 Old : 100.0: 71.8 75.4 2.5 2.2 7.0 5.6 2.9 2.2 5.5 5.2 5.0: 0.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 75: 45 49 . . . 5 . 7 6 6 8: Old : 75: 45 49 . . . 5 . 7 6 6 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 : 40.5 29.8 57.2 50.3 26.9 20.0 36.3 33.4 Old : 40.5 29.8 57.2 50.3 26.9 20.0 36.3 33.4 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 28, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 41,810: 32,933 35,698 2,947 0 3,706 381 280 1,741 25 308 77: 0 0 Old : 41,810: 32,933 35,698 2,947 0 3,706 381 280 1,741 25 308 77: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : -262: 20 -642 -408 0 177 1 203 -26 0 52 -26: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.8 85.4 7.0 0.0 8.9 0.9 0.7 4.2 0.1 0.7 0.2: 0.0 0.0 Old : 100.0: 78.8 85.4 7.0 0.0 8.9 0.9 0.7 4.2 0.1 0.7 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 : 37: 25 23 . 0 . . . . . . .: Old : 37: 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 : 43.5 43.0 66.0 65.2 27.8 28.6 38.1 39.7 Old : 43.5 43.0 66.0 65.2 27.8 28.6 38.1 39.7 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 28, 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 : 405,934: 336,847 344,962 0 13,091 18,697 25,646 7,200 19,576 5,168 2,408 0: 0 0 Old : 405,934: 336,847 344,962 0 13,091 18,697 25,646 7,200 19,576 5,168 2,408 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 2,250: -534 -438 0 -960 960 0 280 1,376 1,360 1,944 -912: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.0 85.0 0.0 3.2 4.6 6.3 1.8 4.8 1.3 0.6 0.0: 0.0 0.0 Old : 100.0: 83.0 85.0 0.0 3.2 4.6 6.3 1.8 4.8 1.3 0.6 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 : 36: 23 20 0 . . . . . . 4 0: Old : 36: 23 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 : 39.9 44.9 65.3 70.2 33.9 38.5 52.3 52.8 Old : 39.9 44.9 65.3 70.2 33.9 38.5 52.3 52.8 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 28, 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 : 1,612,205: 1,334,693 1,377,725 113,459 91,050 82,829 12,238 2,376 13,626 29,244 18,483 26,116: 0 0 Old : 1,612,205: 1,334,693 1,377,725 113,459 91,050 82,829 12,238 2,376 13,626 29,244 18,483 26,116: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 26,719: 39,054 25,247 -17,419 2,120 3,553 -3,931 0 1,185 10,911 2,720 0: -6,634 -8,106 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 85.5 7.0 5.6 5.1 0.8 0.1 0.8 1.8 1.1 1.6: 0.0 0.0 Old : 100.0: 82.8 85.5 7.0 5.6 5.1 0.8 0.1 0.8 1.8 1.1 1.6: 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 : 62: 38 40 . . . . . . . 4 5: Old : 62: 38 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 : 57.0 49.1 75.4 65.5 36.2 30.2 44.9 39.8 Old : 57.0 49.1 75.4 65.5 36.2 30.2 44.9 39.8 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 28, 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 : 56,818: 50,375 40,301 0 8,428 972 77 1,931 4,670 646 438 78: 0 0 Old : 56,818: 50,375 40,301 0 8,428 972 77 1,931 4,670 646 438 78: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 1,354: 1,223 866 0 540 0 27 0 -26 156 0 -26: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.7 70.9 0.0 14.8 1.7 0.1 3.4 8.2 1.1 0.8 0.1: 0.0 0.0 Old : 100.0: 88.7 70.9 0.0 14.8 1.7 0.1 3.4 8.2 1.1 0.8 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: 26 21 0 . . . . . . . .: Old : 39: 26 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 : 52.6 62.7 77.0 83.2 49.1 55.5 70.5 69.3 Old : 52.6 62.7 77.0 83.2 49.1 55.5 70.5 69.3 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 28, 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 : 370,746: 278,885 333,886 56,755 0 1,336 0 570 30,153 2,400 3,584 1,216: 1 1 Old : 370,746: 278,885 333,886 56,755 0 1,336 0 570 30,153 2,400 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 21, 2015 : : 4,704: 11,458 4,400 -6,466 0 304 -304 0 0 -288 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 90.1 15.3 0.0 0.4 0.0 0.2 8.1 0.6 1.0 0.3: 0.0 0.0 Old : 100.0: 75.2 90.1 15.3 0.0 0.4 0.0 0.2 8.1 0.6 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: 18 14 . 0 . 0 . . . . .: Old : 29: 18 14 . 0 . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 57.9 84.3 87.4 47.5 53.9 65.8 68.3 Old : 55.0 57.9 84.3 87.4 47.5 53.9 65.8 68.3 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 28, 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 : 558,350: 485,386 476,514 12,093 20,723 34,327 12,039 0 12,921 79 12,360 1,505: 0 0 Old : 558,350: 485,386 476,514 12,093 20,723 34,327 12,039 0 12,921 79 12,360 1,505: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : -2,194: -3,410 2,528 0 -2,370 0 0 0 0 79 -3,489 1,137: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.9 85.3 2.2 3.7 6.1 2.2 0.0 2.3 0.0 2.2 0.3: 0.0 0.0 Old : 100.0: 86.9 85.3 2.2 3.7 6.1 2.2 0.0 2.3 0.0 2.2 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 : 41: 24 28 . . . . 0 . . . .: Old : 41: 24 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 : 51.5 49.7 73.4 71.0 34.0 37.6 50.8 51.0 Old : 51.5 49.7 73.4 71.0 34.0 37.6 50.8 51.0 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 28, 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 : 47,567: 40,065 39,027 0 1,520 978 2,359 370 1,827 174 2,090 1,225: 939 530 Old : 47,567: 40,065 39,027 0 1,520 978 2,359 370 1,827 174 2,090 1,225: 939 530 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : -342: -662 -869 0 -24 24 0 45 20 4 0 80: 192 382 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 82.0 0.0 3.2 2.1 5.0 0.8 3.8 0.4 4.4 2.6: 2.0 1.1 Old : 100.0: 84.2 82.0 0.0 3.2 2.1 5.0 0.8 3.8 0.4 4.4 2.6: 2.0 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 25 27 0 . . . . . . . .: Old : 39: 25 27 0 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 49.1 69.0 63.7 43.0 47.4 57.7 57.7 Old : 51.6 49.1 69.0 63.7 43.0 47.4 57.7 57.7 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 28, 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 : 61,149: 51,963 60,297 8,450 0 345 0 295 50 50 150 0: 291 12 Old : 61,149: 51,963 60,297 8,450 0 345 0 295 50 50 150 0: 291 12 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 3,055: 3,100 2,955 -95 0 0 0 0 0 50 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 98.6 13.8 0.0 0.6 0.0 0.5 0.1 0.1 0.2 0.0: 0.5 0.0 Old : 100.0: 85.0 98.6 13.8 0.0 0.6 0.0 0.5 0.1 0.1 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 : 44: 31 25 . 0 . 0 . . . . 0: Old : 44: 31 25 . 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 : 54.5 71.8 69.1 86.4 46.1 61.2 58.0 74.9 Old : 54.5 71.8 69.1 86.4 46.1 61.2 58.0 74.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 75,799: 64,751 75,349 10,390 0 20 50 0 230 0 200 0: 358 0 Old : 75,799: 64,751 75,349 10,390 0 20 50 0 230 0 200 0: 358 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 3,285: 3,645 3,250 -360 0 0 0 0 0 0 50 0: 0 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.4 99.4 13.7 0.0 0.0 0.1 0.0 0.3 0.0 0.3 0.0: 0.5 0.0 Old : 100.0: 85.4 99.4 13.7 0.0 0.0 0.1 0.0 0.3 0.0 0.3 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 : 47: 35 27 . 0 . . 0 . 0 . 0: Old : 47: 35 27 . 0 . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 67.8 65.6 87.4 47.2 59.1 58.6 77.3 Old : 51.6 67.8 65.6 87.4 47.2 59.1 58.6 77.3 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 28, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 18,970: 16,785 16,080 0 1,825 740 1,190 0 10 0 225 0: 245 90 Old : 18,970: 16,785 16,080 0 1,825 740 1,190 0 10 0 225 0: 245 90 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 1,350: 1,350 1,300 0 0 0 0 0 0 0 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.5 84.8 0.0 9.6 3.9 6.3 0.0 0.1 0.0 1.2 0.0: 1.3 0.5 Old : 100.0: 88.5 84.8 0.0 9.6 3.9 6.3 0.0 0.1 0.0 1.2 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 : 33: 23 14 0 . . . 0 . 0 . 0: Old : 33: 23 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 : 46.7 72.0 71.7 87.2 44.2 57.4 66.4 70.5 Old : 46.7 72.0 71.7 87.2 44.2 57.4 66.4 70.5 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 28, 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 : 293,624: 211,976 276,928 74,960 0 0 0 3,488 6,688 0 6,520 0: 0 0 Old : 293,624: 211,976 276,928 74,960 0 0 0 3,488 6,688 0 6,520 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 12,064: 12,064 9,752 0 0 0 0 0 0 0 2,312 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.2 94.3 25.5 0.0 0.0 0.0 1.2 2.3 0.0 2.2 0.0: 0.0 0.0 Old : 100.0: 72.2 94.3 25.5 0.0 0.0 0.0 1.2 2.3 0.0 2.2 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 : 50.2 63.0 77.5 82.9 48.0 49.8 58.7 58.9 Old : 50.2 63.0 77.5 82.9 48.0 49.8 58.7 58.9 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 28, 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 : 8,994: 5,447 7,660 147 331 178 474 40 88 2,426 394 110: 124 193 Old : 8,994: 5,447 7,660 147 331 178 474 40 88 2,426 394 110: 124 193 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 600: 450 460 20 0 0 110 0 0 0 140 0: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.6 85.2 1.6 3.7 2.0 5.3 0.4 1.0 27.0 4.4 1.2: 1.4 2.1 Old : 100.0: 60.6 85.2 1.6 3.7 2.0 5.3 0.4 1.0 27.0 4.4 1.2: 1.4 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 17 21 . . . . . . . . .: Old : 34: 17 21 . . . . . . . . .: 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 : 50.2 45.0 68.9 67.9 47.7 35.8 60.7 55.7 Old : 50.2 45.0 68.9 67.9 47.7 35.8 60.7 55.7 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 28, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 24,215: 21,095 21,010 0 630 1,860 1,060 0 140 0 575 0: 60 0 Old : 24,215: 21,095 21,010 0 630 1,860 1,060 0 140 0 575 0: 60 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 1,700: 1,700 1,650 0 0 0 0 0 0 0 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.1 86.8 0.0 2.6 7.7 4.4 0.0 0.6 0.0 2.4 0.0: 0.2 0.0 Old : 100.0: 87.1 86.8 0.0 2.6 7.7 4.4 0.0 0.6 0.0 2.4 0.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 23 22 0 . . . 0 . 0 . 0: Old : 37: 23 22 0 . . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.6 57.2 68.2 80.8 38.6 44.4 56.1 57.8 Old : 41.6 57.2 68.2 80.8 38.6 44.4 56.1 57.8 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 28, 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 21, 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 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 28, 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 : 17,836: 14,649 12,585 0 1,746 1,585 636 0 285 0 38 22: 659 1,575 Old : 17,836: 14,649 12,585 0 1,746 1,585 636 0 285 0 38 22: 659 1,575 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 241: 243 202 0 0 0 0 0 0 0 20 0: -2 19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.1 70.6 0.0 9.8 8.9 3.6 0.0 1.6 0.0 0.2 0.1: 3.7 8.8 Old : 100.0: 82.1 70.6 0.0 9.8 8.9 3.6 0.0 1.6 0.0 0.2 0.1: 3.7 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 : 32: 24 22 0 . . . 0 . 0 . .: Old : 32: 24 22 0 . . . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.5 50.3 65.1 67.6 29.3 30.5 45.4 40.4 Old : 40.5 50.3 65.1 67.6 29.3 30.5 45.4 40.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 54,443: 49,153 38,617 1,899 1,467 1,877 0 5,446 935 0 5,715 175: 404 211 Old : 54,443: 49,153 38,617 1,899 1,467 1,877 0 5,446 935 0 5,715 175: 404 211 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : -121: -350 625 538 -54 -334 0 0 0 0 -443 69: -44 16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.3 70.9 3.5 2.7 3.4 0.0 10.0 1.7 0.0 10.5 0.3: 0.7 0.4 Old : 100.0: 90.3 70.9 3.5 2.7 3.4 0.0 10.0 1.7 0.0 10.5 0.3: 0.7 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 : 43: 29 30 . . . 0 . . 0 . .: Old : 43: 29 30 . . . 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 40.4 64.3 64.8 37.9 38.0 57.6 60.3 Old : 42.3 40.4 64.3 64.8 37.9 38.0 57.6 60.3 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 28, 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 : 59,847: 56,559 41,183 731 5,192 1,070 0 6,285 1,232 25 4,620 225: 5 40 Old : 59,847: 56,559 41,183 731 5,192 1,070 0 6,285 1,232 25 4,620 225: 5 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 471: 626 298 0 331 -210 0 0 0 25 2 50: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.5 68.8 1.2 8.7 1.8 0.0 10.5 2.1 0.0 7.7 0.4: 0.0 0.1 Old : 100.0: 94.5 68.8 1.2 8.7 1.8 0.0 10.5 2.1 0.0 7.7 0.4: 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 : 48: 32 33 . . 4 0 . . . 4 .: Old : 48: 32 33 . . 4 0 . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 39.1 67.9 56.5 41.0 36.9 57.0 52.7 Old : 47.8 39.1 67.9 56.5 41.0 36.9 57.0 52.7 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 28, 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 : 49,905: 45,570 47,395 1,065 860 1,575 450 0 0 1,145 0 0: 100 75 Old : 49,905: 45,570 47,395 1,065 860 1,575 450 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 21, 2015 : : 1,160: 1,035 685 0 350 125 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.3 95.0 2.1 1.7 3.2 0.9 0.0 0.0 2.3 0.0 0.0: 0.2 0.2 Old : 100.0: 91.3 95.0 2.1 1.7 3.2 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 16 . . . . 0 0 . 0 0: Old : 35: 28 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 : 56.1 93.2 70.5 97.9 54.6 85.1 68.3 87.4 Old : 56.1 93.2 70.5 97.9 54.6 85.1 68.3 87.4 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 28, 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 : 50,555: 47,290 47,365 555 1,850 1,250 0 0 0 1,290 0 0: 170 90 Old : 50,555: 47,290 47,365 555 1,850 1,250 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 21, 2015 : : 1,010: 835 485 0 350 175 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.5 93.7 1.1 3.7 2.5 0.0 0.0 0.0 2.6 0.0 0.0: 0.3 0.2 Old : 100.0: 93.5 93.7 1.1 3.7 2.5 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 15 . . . 0 0 0 . 0 0: Old : 34: 29 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 : 49.2 93.2 66.3 97.5 45.7 83.2 60.9 84.1 Old : 49.2 93.2 66.3 97.5 45.7 83.2 60.9 84.1 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 28, 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 : 380,929: 279,452 327,578 7,386 23,214 6,192 28,935 0 20,776 35,019 0 3,169: 0 0 Old : 380,929: 279,452 327,578 7,386 23,214 6,192 28,935 0 20,776 35,019 0 3,169: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : -15: -1,104 -2,792 -736 3,561 -784 0 0 0 192 -2,417 2,417: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.4 86.0 1.9 6.1 1.6 7.6 0.0 5.5 9.2 0.0 0.8: 0.0 0.0 Old : 100.0: 73.4 86.0 1.9 6.1 1.6 7.6 0.0 5.5 9.2 0.0 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 : 39: 28 29 . . . . 0 . . 0 .: Old : 39: 28 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 : 48.0 43.6 70.5 66.3 31.2 35.9 46.8 48.2 Old : 48.0 43.6 70.5 66.3 31.2 35.9 46.8 48.2 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 28, 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 : 23,925: 16,139 21,196 1,005 164 939 2,994 190 686 1,837 341 88: 237 321 Old : 23,925: 16,139 21,196 1,005 164 939 2,994 190 686 1,837 341 88: 237 321 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 596: 918 636 -64 -42 -42 0 0 0 -216 44 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.5 88.6 4.2 0.7 3.9 12.5 0.8 2.9 7.7 1.4 0.4: 1.0 1.3 Old : 100.0: 67.5 88.6 4.2 0.7 3.9 12.5 0.8 2.9 7.7 1.4 0.4: 1.0 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 41.8 40.5 65.4 57.4 36.4 35.7 50.9 45.2 Old : 41.8 40.5 65.4 57.4 36.4 35.7 50.9 45.2 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 28, 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 : 19,389: 15,210 17,080 2,917 0 78 78 514 616 386 997 104: 0 0 Old : 19,389: 15,210 17,080 2,917 0 78 78 514 616 386 997 104: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 2,199: 1,380 2,199 845 0 0 0 0 0 0 26 -26: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.4 88.1 15.0 0.0 0.4 0.4 2.7 3.2 2.0 5.1 0.5: 0.0 0.0 Old : 100.0: 78.4 88.1 15.0 0.0 0.4 0.4 2.7 3.2 2.0 5.1 0.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 12 . 0 . . . . . . .: Old : 29: 16 12 . 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 76.1 78.7 94.8 52.4 74.7 70.7 80.5 Old : 55.0 76.1 78.7 94.8 52.4 74.7 70.7 80.5 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 28, 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 : 178,166: 112,717 158,963 30,384 0 8,016 9,238 0 10,568 7,232 608 0: 11 11 Old : 178,166: 112,717 158,963 30,384 0 8,016 9,238 0 10,568 7,232 608 0: 11 11 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 688: 2,288 688 0 0 0 -608 0 0 -992 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.3 89.2 17.1 0.0 4.5 5.2 0.0 5.9 4.1 0.3 0.0: 0.0 0.0 Old : 100.0: 63.3 89.2 17.1 0.0 4.5 5.2 0.0 5.9 4.1 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 : 21: 13 4 . 0 . . 0 . . . 0: Old : 21: 13 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 : 64.2 94.0 85.3 100.0 56.0 84.9 72.7 84.9 Old : 64.2 94.0 85.3 100.0 56.0 84.9 72.7 84.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 512,263: 432,312 470,863 51,027 0 14,886 0 8,506 12,934 0 3,970 1,104: 0 0 Old : 512,263: 432,312 470,863 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 21, 2015 : : -688: -688 -688 0 0 0 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 10.0 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 10.0 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 : 60.9 86.6 80.5 93.4 56.1 76.8 73.0 81.0 Old : 60.9 86.6 80.5 93.4 56.1 76.8 73.0 81.0 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 28, 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 : 44,761: 31,377 40,577 3,796 518 127 3,320 0 1,824 2,730 216 1,136: 451 363 Old : 44,761: 31,377 40,577 3,796 518 127 3,320 0 1,824 2,730 216 1,136: 451 363 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 236: 60 278 176 0 0 0 0 0 0 0 0: 0 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.1 90.7 8.5 1.2 0.3 7.4 0.0 4.1 6.1 0.5 2.5: 1.0 0.8 Old : 100.0: 70.1 90.7 8.5 1.2 0.3 7.4 0.0 4.1 6.1 0.5 2.5: 1.0 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 : 30: 17 20 . . . . 0 . . . .: Old : 30: 17 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 : 59.1 83.0 79.2 90.4 53.1 73.7 67.8 79.0 Old : 59.1 83.0 79.2 90.4 53.1 73.7 67.8 79.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 65,225: 58,585 56,752 6,272 0 368 0 8,105 0 0 0 0: 0 0 Old : 65,225: 58,585 56,752 6,272 0 368 0 8,105 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 21, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.8 87.0 9.6 0.0 0.6 0.0 12.4 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 89.8 87.0 9.6 0.0 0.6 0.0 12.4 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 : 20: 13 9 . 0 . 0 . 0 0 0 0: Old : 20: 13 9 . 0 . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.3 80.2 88.6 97.6 47.8 60.3 59.2 63.9 Old : 65.3 80.2 88.6 97.6 47.8 60.3 59.2 63.9 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 28, 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 : 17,121: 10,880 13,525 298 532 1,073 1,075 0 41 2,619 0 665: 470 1,285 Old : 17,121: 10,880 13,525 298 532 1,073 1,075 0 41 2,619 0 665: 470 1,285 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : -392: -197 -391 -171 62 -84 84 0 0 20 0 0: -44 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.5 79.0 1.7 3.1 6.3 6.3 0.0 0.2 15.3 0.0 3.9: 2.7 7.5 Old : 100.0: 63.5 79.0 1.7 3.1 6.3 6.3 0.0 0.2 15.3 0.0 3.9: 2.7 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 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 : 45.9 50.7 65.5 66.8 39.1 47.8 55.9 58.7 Old : 45.9 50.7 65.5 66.8 39.1 47.8 55.9 58.7 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 28, 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 : 212,848: 140,276 207,288 18,673 1,528 4,032 792 0 0 49,075 0 0: 0 0 Old : 212,848: 140,276 207,288 18,673 1,528 4,032 792 0 0 49,075 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 3,208: 776 2,360 -848 0 848 424 0 0 2,008 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.9 97.4 8.8 0.7 1.9 0.4 0.0 0.0 23.1 0.0 0.0: 0.0 0.0 Old : 100.0: 65.9 97.4 8.8 0.7 1.9 0.4 0.0 0.0 23.1 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 18 . . . . 0 0 . 0 0: Old : 28: 15 18 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.4 60.9 90.4 86.8 60.7 49.7 70.1 64.4 Old : 76.4 60.9 90.4 86.8 60.7 49.7 70.1 64.4 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 28, 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 : 13,158: 8,112 10,366 2,080 277 1,146 1,147 0 198 0 0 0: 475 1,171 Old : 13,158: 8,112 10,366 2,080 277 1,146 1,147 0 198 0 0 0: 475 1,171 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 113: 24 7 0 0 0 -84 0 44 0 0 0: 129 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.7 78.8 15.8 2.1 8.7 8.7 0.0 1.5 0.0 0.0 0.0: 3.6 8.9 Old : 100.0: 61.7 78.8 15.8 2.1 8.7 8.7 0.0 1.5 0.0 0.0 0.0: 3.6 8.9 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 : 26: 18 16 . . . . 0 . 0 0 0: Old : 26: 18 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 : 45.6 52.2 72.2 72.3 37.6 51.3 55.1 63.6 Old : 45.6 52.2 72.2 72.3 37.6 51.3 55.1 63.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 115,142: 92,962 100,742 7,001 8,430 5,970 9,209 0 0 0 0 0: 0 0 Old : 115,142: 92,962 100,742 7,001 8,430 5,970 9,209 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 21, 2015 : : 4,064: 5,992 3,280 -2,712 -848 1,632 -848 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 87.5 6.1 7.3 5.2 8.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 80.7 87.5 6.1 7.3 5.2 8.0 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 : 28: 15 18 . . . . 0 0 0 0 0: Old : 28: 15 18 . . . . 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 56.8 71.8 78.9 44.6 49.3 61.1 64.8 Old : 48.5 56.8 71.8 78.9 44.6 49.3 61.1 64.8 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 28, 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 : 23,672: 11,936 18,369 5,719 0 4,146 714 0 1,157 0 0 0: 0 0 Old : 23,672: 11,936 18,369 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 21, 2015 : : 103: 103 103 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.4 77.6 24.2 0.0 17.5 3.0 0.0 4.9 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 50.4 77.6 24.2 0.0 17.5 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: 14 14 . 0 . . 0 . 0 0 0: Old : 21: 14 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 : 78.1 62.0 92.3 86.0 39.5 35.6 46.2 47.2 Old : 78.1 62.0 92.3 86.0 39.5 35.6 46.2 47.2 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 28, 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 21, 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: 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 28, 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 21, 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 28, 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 : 26,071: 25,776 19,906 0 6,120 0 0 0 0 100 0 0: 195 45 Old : 26,071: 25,776 19,906 0 6,120 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 21, 2015 : : 300: 300 100 0 200 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 98.9 76.4 0.0 23.5 0.0 0.0 0.0 0.0 0.4 0.0 0.0: 0.7 0.2 Old : 100.0: 98.9 76.4 0.0 23.5 0.0 0.0 0.0 0.0 0.4 0.0 0.0: 0.7 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 24 12 0 . 0 0 0 0 . 0 0: Old : 34: 24 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 : 56.5 73.4 76.6 93.5 46.5 69.8 62.0 82.4 Old : 56.5 73.4 76.6 93.5 46.5 69.8 62.0 82.4 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 28, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 20,484: 20,040 15,629 0 4,840 0 0 0 0 0 0 0: 444 15 Old : 20,484: 20,040 15,629 0 4,840 0 0 0 0 0 0 0: 444 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 865: 616 850 0 0 0 0 0 0 0 0 0: 249 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 97.8 76.3 0.0 23.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 0.1 Old : 100.0: 97.8 76.3 0.0 23.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 20 9 0 . 0 0 0 0 0 0 0: Old : 27: 20 9 0 . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 76.4 82.7 97.1 61.0 76.1 77.6 88.9 Old : 63.6 76.4 82.7 97.1 61.0 76.1 77.6 88.9 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 28, 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 : 14,192: 13,390 14,192 190 0 0 0 0 0 0 0 0: 612 0 Old : 14,192: 13,390 14,192 190 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 21, 2015 : : -245: -245 -245 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.3 100.0 1.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.3 0.0 Old : 100.0: 94.3 100.0 1.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.3 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 : 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 : 49.6 95.4 72.2 100.0 47.4 88.9 65.9 88.9 Old : 49.6 95.4 72.2 100.0 47.4 88.9 65.9 88.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 114,030: 96,793 111,851 13,358 0 1,934 1,115 95 100 550 0 50: 130 0 Old : 114,030: 96,793 111,851 13,358 0 1,934 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 21, 2015 : : 1,682: 1,782 1,532 -250 0 150 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.9 98.1 11.7 0.0 1.7 1.0 0.1 0.1 0.5 0.0 0.0: 0.1 0.0 Old : 100.0: 84.9 98.1 11.7 0.0 1.7 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 : 45.1 61.9 63.8 80.8 36.7 52.7 51.3 61.7 Old : 45.1 61.9 63.8 80.8 36.7 52.7 51.3 61.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 140,582: 122,111 138,136 14,195 0 1,576 1,465 50 720 500 100 0: 15 0 Old : 140,582: 122,111 138,136 14,195 0 1,576 1,465 50 720 500 100 0: 15 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 3,533: 3,418 3,508 75 0 25 0 0 0 0 0 0: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.9 98.3 10.1 0.0 1.1 1.0 0.0 0.5 0.4 0.1 0.0: 0.0 0.0 Old : 100.0: 86.9 98.3 10.1 0.0 1.1 1.0 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 : 45.1 61.9 66.2 81.2 36.7 56.0 51.7 64.2 Old : 45.1 61.9 66.2 81.2 36.7 56.0 51.7 64.2 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 28, 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 : 152,147: 116,720 116,709 4,154 16,378 6,763 3,570 1,689 1,320 14,761 4,606 4,532: 327 150 Old : 152,147: 116,720 116,709 4,154 16,378 6,763 3,570 1,689 1,320 14,761 4,606 4,532: 327 150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 1,553: 4,734 4,117 162 1,000 -54 0 -312 0 -75 93 5: -3,219 -3,296 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.7 76.7 2.7 10.8 4.4 2.3 1.1 0.9 9.7 3.0 3.0: 0.2 0.1 Old : 100.0: 76.7 76.7 2.7 10.8 4.4 2.3 1.1 0.9 9.7 3.0 3.0: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 65: 42 37 . . 4 . . . 6 4 5: Old : 65: 42 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 : 31.0 65.5 51.1 76.5 30.2 56.5 47.9 64.1 Old : 31.0 65.5 51.1 76.5 30.2 56.5 47.9 64.1 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 28, 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 : 99,477: 79,367 83,042 6,280 3,155 8,055 285 0 1,400 1,980 1,915 1,895: 215 15 Old : 99,477: 79,367 83,042 6,280 3,155 8,055 285 0 1,400 1,980 1,915 1,895: 215 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : -866: 1,039 -434 22 1,200 -22 0 0 0 -295 0 -30: -1,580 -1,580 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.8 83.5 6.3 3.2 8.1 0.3 0.0 1.4 2.0 1.9 1.9: 0.2 0.0 Old : 100.0: 79.8 83.5 6.3 3.2 8.1 0.3 0.0 1.4 2.0 1.9 1.9: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 50: 36 29 . . 4 . 0 . 4 . 5: Old : 50: 36 29 . . 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 : 36.9 72.6 56.8 80.4 36.2 59.9 50.8 66.3 Old : 36.9 72.6 56.8 80.4 36.2 59.9 50.8 66.3 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 28, 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 : 26,785: 26,025 23,790 300 2,075 185 50 615 0 0 0 0: 225 120 Old : 26,785: 26,025 23,790 300 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 21, 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: 97.2 88.8 1.1 7.7 0.7 0.2 2.3 0.0 0.0 0.0 0.0: 0.8 0.4 Old : 100.0: 97.2 88.8 1.1 7.7 0.7 0.2 2.3 0.0 0.0 0.0 0.0: 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 : 33: 25 12 . . . . . 0 0 0 0: Old : 33: 25 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 : 55.0 85.8 76.4 98.2 54.8 83.5 76.0 95.1 Old : 55.0 85.8 76.4 98.2 54.8 83.5 76.0 95.1 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 28, 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 : 23,945: 23,150 21,445 300 1,920 180 25 215 50 0 0 0: 240 135 Old : 23,945: 23,150 21,445 300 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 21, 2015 : : 400: 400 400 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.7 89.6 1.3 8.0 0.8 0.1 0.9 0.2 0.0 0.0 0.0: 1.0 0.6 Old : 100.0: 96.7 89.6 1.3 8.0 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 10 . . . . . . 0 0 0: Old : 29: 22 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 : 57.5 86.0 79.3 98.8 57.4 82.1 79.2 92.9 Old : 57.5 86.0 79.3 98.8 57.4 82.1 79.2 92.9 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 28, 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 : 23,105: 19,850 18,175 990 1,105 1,865 0 905 295 0 25 0: 105 735 Old : 23,105: 19,850 18,175 990 1,105 1,865 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 21, 2015 : : 45: 45 30 -15 0 15 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 4.3 4.8 8.1 0.0 3.9 1.3 0.0 0.1 0.0: 0.5 3.2 Old : 100.0: 85.9 78.7 4.3 4.8 8.1 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 : 50.2 43.6 72.3 69.4 43.4 37.5 60.7 53.2 Old : 50.2 43.6 72.3 69.4 43.4 37.5 60.7 53.2 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 28, 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 21, 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 28, 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 21, 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 28, 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 21, 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 28, 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 21, 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 28, 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 21, 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 28, 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 : 20,085: 16,189 18,321 2,873 999 765 0 0 0 0 0 0: 258 0 Old : 20,085: 16,189 18,321 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 21, 2015 : : -740: -740 -740 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.6 91.2 14.3 5.0 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 0.0 Old : 100.0: 80.6 91.2 14.3 5.0 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 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 : 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 : 59.3 73.5 82.6 100.0 56.1 63.0 75.1 84.9 Old : 59.3 73.5 82.6 100.0 56.1 63.0 75.1 84.9 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 28, 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 21, 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: 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 28, 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 21, 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 28, 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 : 20,802: 12,840 18,412 4,900 0 1,200 0 570 0 1,297 0 0: 565 620 Old : 20,802: 12,840 18,412 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 21, 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: 61.7 88.5 23.6 0.0 5.8 0.0 2.7 0.0 6.2 0.0 0.0: 2.7 3.0 Old : 100.0: 61.7 88.5 23.6 0.0 5.8 0.0 2.7 0.0 6.2 0.0 0.0: 2.7 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 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 : 76.8 57.7 92.1 81.8 71.1 57.7 86.3 80.6 Old : 76.8 57.7 92.1 81.8 71.1 57.7 86.3 80.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Disaggregated Commitments of Traders - Futures Only, April 28, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 18,543: 10,901 16,358 4,570 0 1,075 0 570 0 1,268 0 0: 729 540 Old : 18,543: 10,901 16,358 4,570 0 1,075 0 570 0 1,268 0 0: 729 540 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 900: 600 900 0 0 0 0 0 0 0 0 0: 300 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.8 88.2 24.6 0.0 5.8 0.0 3.1 0.0 6.8 0.0 0.0: 3.9 2.9 Old : 100.0: 58.8 88.2 24.6 0.0 5.8 0.0 3.1 0.0 6.8 0.0 0.0: 3.9 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 82.8 57.8 94.5 82.5 76.6 57.8 85.6 79.8 Old : 82.8 57.8 94.5 82.5 76.6 57.8 85.6 79.8 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 28, 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 : 33,307: 29,509 22,597 0 7,170 75 1,250 0 0 1,253 2,670 755: 465 40 Old : 33,307: 29,509 22,597 0 7,170 75 1,250 0 0 1,253 2,670 755: 465 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 195: 290 265 0 25 25 0 0 0 0 0 0: -120 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.6 67.8 0.0 21.5 0.2 3.8 0.0 0.0 3.8 8.0 2.3: 1.4 0.1 Old : 100.0: 88.6 67.8 0.0 21.5 0.2 3.8 0.0 0.0 3.8 8.0 2.3: 1.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 48.3 79.1 74.3 56.0 46.9 67.7 66.0 Old : 65.2 48.3 79.1 74.3 56.0 46.9 67.7 66.0 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 28, 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 : 21,113: 14,931 14,891 827 5,610 600 785 0 0 3,085 0 0: 885 12 Old : 21,113: 14,931 14,891 827 5,610 600 785 0 0 3,085 0 0: 885 12 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 70: 185 115 -50 25 0 0 0 0 0 0 0: -65 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.7 70.5 3.9 26.6 2.8 3.7 0.0 0.0 14.6 0.0 0.0: 4.2 0.1 Old : 100.0: 70.7 70.5 3.9 26.6 2.8 3.7 0.0 0.0 14.6 0.0 0.0: 4.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 17 . . . . 0 0 . 0 0: Old : 28: 18 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 : 54.5 57.6 77.8 79.6 41.7 51.4 54.9 62.5 Old : 54.5 57.6 77.8 79.6 41.7 51.4 54.9 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 28, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 24,680: 22,531 18,579 862 5,483 98 20 260 230 350 0 0: 589 30 Old : 24,680: 22,531 18,579 862 5,483 98 20 260 230 350 0 0: 589 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : -877: 475 525 -50 -75 25 0 0 0 100 0 0: -1,427 -1,352 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.3 75.3 3.5 22.2 0.4 0.1 1.1 0.9 1.4 0.0 0.0: 2.4 0.1 Old : 100.0: 91.3 75.3 3.5 22.2 0.4 0.1 1.1 0.9 1.4 0.0 0.0: 2.4 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 22 21 . . . . . . . 0 0: Old : 36: 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 : 56.4 60.8 78.2 78.1 53.4 60.4 70.5 75.8 Old : 56.4 60.8 78.2 78.1 53.4 60.4 70.5 75.8 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 28, 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 : 22,819: 21,869 16,506 0 5,313 115 710 785 0 0 0 0: 125 100 Old : 22,819: 21,869 16,506 0 5,313 115 710 785 0 0 0 0: 125 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 28: 43 28 0 0 0 0 0 0 0 0 0: -15 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: 0.5 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: 0.5 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 : 33: 22 21 0 . . . . 0 0 0 0: Old : 33: 22 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 : 70.7 50.5 83.6 72.4 67.9 47.4 78.8 67.9 Old : 70.7 50.5 83.6 72.4 67.9 47.4 78.8 67.9 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 28, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 15,932: 12,570 13,204 2,550 908 470 0 990 0 0 0 0: 342 360 Old : 15,932: 12,570 13,204 2,550 908 470 0 990 0 0 0 0: 342 360 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : -195: 560 50 -300 0 0 0 0 0 0 0 0: -455 -245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.9 82.9 16.0 5.7 3.0 0.0 6.2 0.0 0.0 0.0 0.0: 2.1 2.3 Old : 100.0: 78.9 82.9 16.0 5.7 3.0 0.0 6.2 0.0 0.0 0.0 0.0: 2.1 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 : 25: 15 11 . . . 0 . 0 0 0 0: Old : 25: 15 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 : 54.3 63.9 79.9 87.1 53.8 56.6 79.1 77.4 Old : 54.3 63.9 79.9 87.1 53.8 56.6 79.1 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 Disaggregated Commitments of Traders - Futures Only, April 28, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 10,598: 6,714 9,814 2,350 405 225 0 0 0 0 0 0: 1,309 154 Old : 10,598: 6,714 9,814 2,350 405 225 0 0 0 0 0 0: 1,309 154 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.4 92.6 22.2 3.8 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 12.4 1.5 Old : 100.0: 63.4 92.6 22.2 3.8 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 12.4 1.5 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: 10 11 . . . 0 0 0 0 0 0: Old : 20: 10 11 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 70.1 73.1 90.9 45.2 68.6 65.4 78.8 Old : 49.3 70.1 73.1 90.9 45.2 68.6 65.4 78.8 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 28, 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 : 27,935: 23,860 20,280 1,935 2,890 1,680 0 1,895 290 25 675 0: 145 225 Old : 27,935: 23,860 20,280 1,935 2,890 1,680 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 21, 2015 : : 65: 80 -45 25 150 -40 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.4 72.6 6.9 10.3 6.0 0.0 6.8 1.0 0.1 2.4 0.0: 0.5 0.8 Old : 100.0: 85.4 72.6 6.9 10.3 6.0 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 : 54.9 47.5 74.8 71.7 51.9 40.3 67.8 60.5 Old : 54.9 47.5 74.8 71.7 51.9 40.3 67.8 60.5 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 28, 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 21, 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: 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 : 43.1 66.0 67.7 84.3 39.6 54.0 56.7 71.9 Old : 43.1 66.0 67.7 84.3 39.6 54.0 56.7 71.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 Disaggregated Commitments of Traders - Futures Only, April 28, 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 21, 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 28, 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 : 61,339: 56,176 53,275 0 3,860 1,895 855 0 150 0 0 0: 2,263 2,159 Old : 61,339: 56,176 53,275 0 3,860 1,895 855 0 150 0 0 0: 2,263 2,159 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 450: 300 0 0 950 -600 480 0 0 0 0 0: 270 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.6 86.9 0.0 6.3 3.1 1.4 0.0 0.2 0.0 0.0 0.0: 3.7 3.5 Old : 100.0: 91.6 86.9 0.0 6.3 3.1 1.4 0.0 0.2 0.0 0.0 0.0: 3.7 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 15 21 0 . . . 0 . 0 0 0: Old : 29: 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 : 79.5 71.1 88.6 85.5 77.8 67.4 83.5 79.6 Old : 79.5 71.1 88.6 85.5 77.8 67.4 83.5 79.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Futures Only, April 28, 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 : 56,827: 53,022 46,639 0 6,480 950 855 0 150 0 0 0: 1,850 2,608 Old : 56,827: 53,022 46,639 0 6,480 950 855 0 150 0 0 0: 1,850 2,608 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 550: 300 0 0 845 -295 480 0 0 0 0 0: 65 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.3 82.1 0.0 11.4 1.7 1.5 0.0 0.3 0.0 0.0 0.0: 3.3 4.6 Old : 100.0: 93.3 82.1 0.0 11.4 1.7 1.5 0.0 0.3 0.0 0.0 0.0: 3.3 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 15 17 0 . . . 0 . 0 0 0: Old : 25: 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 : 83.2 74.0 90.1 88.1 81.6 70.9 85.4 82.8 Old : 83.2 74.0 90.1 88.1 81.6 70.9 85.4 82.8 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 28, 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 21, 2015 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.4 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 28, 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 21, 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: 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 28, 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 21, 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 : 65.3 64.1 84.7 90.7 61.7 59.6 73.0 74.9 Old : 65.3 64.1 84.7 90.7 61.7 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 28, 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 : 27,176: 26,986 20,146 0 1,200 0 0 5,665 0 0 0 0: 190 165 Old : 27,176: 26,986 20,146 0 1,200 0 0 5,665 0 0 0 0: 190 165 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : -10: 0 0 0 0 0 0 0 0 0 0 0: -10 -10 : : : : : 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 87.8 97.8 70.5 89.3 86.9 93.0 Old : 70.8 90.3 87.8 97.8 70.5 89.3 86.9 93.0 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 28, 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 21, 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 28, 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 : 71,814: 51,253 66,699 4,665 725 270 11,545 230 175 181 0 620: 3,105 3,095 Old : 71,814: 51,253 66,699 4,665 725 270 11,545 230 175 181 0 620: 3,105 3,095 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 745: 585 595 0 0 0 0 0 0 0 0 0: 160 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.4 92.9 6.5 1.0 0.4 16.1 0.3 0.2 0.3 0.0 0.9: 4.3 4.3 Old : 100.0: 71.4 92.9 6.5 1.0 0.4 16.1 0.3 0.2 0.3 0.0 0.9: 4.3 4.3 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 : 36: 22 22 . . . . . . . 0 .: Old : 36: 22 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 : 65.0 58.5 85.7 79.2 64.8 56.2 83.5 77.0 Old : 65.0 58.5 85.7 79.2 64.8 56.2 83.5 77.0 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 28, 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 : 66,890: 44,840 64,110 4,765 645 210 11,190 0 0 4,134 0 0: 1,751 1,925 Old : 66,890: 44,840 64,110 4,765 645 210 11,190 0 0 4,134 0 0: 1,751 1,925 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 795: 645 645 0 0 0 0 0 0 0 0 0: 150 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 95.8 7.1 1.0 0.3 16.7 0.0 0.0 6.2 0.0 0.0: 2.6 2.9 Old : 100.0: 67.0 95.8 7.1 1.0 0.3 16.7 0.0 0.0 6.2 0.0 0.0: 2.6 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 23 . . . . 0 0 . 0 0: Old : 34: 20 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 : 66.6 61.3 88.4 81.3 66.0 59.7 87.3 78.6 Old : 66.6 61.3 88.4 81.3 66.0 59.7 87.3 78.6 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 28, 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 : 28,528: 23,405 21,105 0 1,345 420 500 4,500 100 2,425 0 0: 1,678 1,058 Old : 28,528: 23,405 21,105 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 21, 2015 : : 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.0 74.0 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 74.0 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: 16 17 0 . . . . . . 0 0: Old : 25: 16 17 0 . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.9 58.9 80.0 80.3 44.1 52.1 57.9 59.9 Old : 49.9 58.9 80.0 80.3 44.1 52.1 57.9 59.9 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 28, 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 : 24,340: 22,255 22,905 0 465 135 150 50 600 650 0 0: 550 185 Old : 24,340: 22,255 22,905 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 21, 2015 : : 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 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 : 26: 20 14 0 . . . . . . 0 0: Old : 26: 20 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 : 54.8 61.0 74.5 83.0 44.3 45.1 54.7 55.8 Old : 54.8 61.0 74.5 83.0 44.3 45.1 54.7 55.8 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 28, 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 21, 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: 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 28, 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 : 10,945: 8,560 9,880 300 150 300 1,200 225 0 0 0 0: 585 390 Old : 10,945: 8,560 9,880 300 150 300 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 21, 2015 : : 45: 45 45 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 90.3 2.7 1.4 2.7 11.0 2.1 0.0 0.0 0.0 0.0: 5.3 3.6 Old : 100.0: 78.2 90.3 2.7 1.4 2.7 11.0 2.1 0.0 0.0 0.0 0.0: 5.3 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 : 21: 11 10 . . . . . 0 0 0 0: Old : 21: 11 10 . . . . . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.9 74.3 85.6 89.4 69.9 72.8 85.6 85.8 Old : 69.9 74.3 85.6 89.4 69.9 72.8 85.6 85.8 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 28, 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 : 28,286: 20,425 17,785 0 2,750 2,500 2,550 1,700 100 1,390 2,475 6: 1,315 970 Old : 28,286: 20,425 17,785 0 2,750 2,500 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 21, 2015 : : 1,740: 2,340 1,740 0 600 -600 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.2 62.9 0.0 9.7 8.8 9.0 6.0 0.4 4.9 8.7 0.0: 4.6 3.4 Old : 100.0: 72.2 62.9 0.0 9.7 8.8 9.0 6.0 0.4 4.9 8.7 0.0: 4.6 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 : 32: 19 19 0 . . . . . . . .: Old : 32: 19 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 : 52.0 45.3 76.2 67.3 47.4 34.2 64.0 52.3 Old : 52.0 45.3 76.2 67.3 47.4 34.2 64.0 52.3 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 28, 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 : 21,560: 17,770 14,295 300 2,910 1,465 125 1,150 525 0 230 210: 1,165 775 Old : 21,560: 17,770 14,295 300 2,910 1,465 125 1,150 525 0 230 210: 1,165 775 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 90: 50 0 0 10 40 0 0 0 0 40 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.4 66.3 1.4 13.5 6.8 0.6 5.3 2.4 0.0 1.1 1.0: 5.4 3.6 Old : 100.0: 82.4 66.3 1.4 13.5 6.8 0.6 5.3 2.4 0.0 1.1 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 78.5 68.0 49.4 34.2 59.9 53.3 Old : 59.4 43.8 78.5 68.0 49.4 34.2 59.9 53.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 1, 2015