COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 118,341: 29,365 31,854 677 15,765 757 25,008 7,499 4,379 39,685 39,195 17,430: 1,040 1,462
Old : 118,341: 29,365 31,854 677 15,765 757 25,008 7,499 4,379 39,685 39,195 17,430: 1,040 1,462
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 5,298: 1,597 2,367 30 -26 60 2,328 590 804 -1,146 192 1,416: 209 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 26.9 0.6 13.3 0.6 21.1 6.3 3.7 33.5 33.1 14.7: 0.9 1.2
Old : 100.0: 24.8 26.9 0.6 13.3 0.6 21.1 6.3 3.7 33.5 33.1 14.7: 0.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 16 15 . . . . . . 14 13 14:
Old : 54: 16 15 . . . . . . 14 13 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 41.1 64.0 61.5 36.8 36.5 50.0 48.9
Old : 45.5 41.1 64.0 61.5 36.8 36.5 50.0 48.9
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 32,367: 8,145 9,035 900 3,065 330 5,718 875 732 13,283 15,171 2,439: 820 720
Old : 32,367: 8,145 9,035 900 3,065 330 5,718 875 732 13,283 15,171 2,439: 820 720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 879: 250 275 0 525 0 -745 100 235 754 -611 330: 55 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 27.9 2.8 9.5 1.0 17.7 2.7 2.3 41.0 46.9 7.5: 2.5 2.2
Old : 100.0: 25.2 27.9 2.8 9.5 1.0 17.7 2.7 2.3 41.0 46.9 7.5: 2.5 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 : 40: 9 11 . . . . . . 10 12 11:
Old : 40: 9 11 . . . . . . 10 12 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 46.9 72.7 66.1 55.2 46.0 67.8 59.9
Old : 57.4 46.9 72.7 66.1 55.2 46.0 67.8 59.9
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 138,392: 94,425 100,935 3,163 3,421 10,027 8,289 4,036 3,011 8,434 6,345 10,318: 725 299
Old : 138,392: 94,425 100,935 3,163 3,421 10,027 8,289 4,036 3,011 8,434 6,345 10,318: 725 299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -4,005: -7,873 -6,459 -396 309 34 354 -46 -153 593 -1,043 3,223: 213 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 72.9 2.3 2.5 7.2 6.0 2.9 2.2 6.1 4.6 7.5: 0.5 0.2
Old : 100.0: 68.2 72.9 2.3 2.5 7.2 6.0 2.9 2.2 6.1 4.6 7.5: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 73: 42 45 . . 4 4 5 5 8 5 9:
Old : 73: 42 45 . . 4 4 5 5 8 5 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 30.0 57.3 51.6 27.6 21.3 37.2 35.6
Old : 40.3 30.0 57.3 51.6 27.6 21.3 37.2 35.6
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,227: 30,094 33,844 3,804 0 2,926 433 228 1,533 206 441 231: 0 24
Old : 39,227: 30,094 33,844 3,804 0 2,926 433 228 1,533 206 441 231: 0 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -2,583: -2,839 -1,854 857 0 -780 52 -52 -208 181 133 154: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 86.3 9.7 0.0 7.5 1.1 0.6 3.9 0.5 1.1 0.6: 0.0 0.1
Old : 100.0: 76.7 86.3 9.7 0.0 7.5 1.1 0.6 3.9 0.5 1.1 0.6: 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 : 36: 24 23 . 0 . . . . . . .:
Old : 36: 24 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 : 46.1 42.2 69.4 66.0 32.1 32.0 44.4 44.5
Old : 46.1 42.2 69.4 66.0 32.1 32.0 44.4 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 389,518: 323,167 331,177 0 17,412 18,057 26,862 3,592 16,872 2,880 728 1,680: 0 0
Old : 389,518: 323,167 331,177 0 17,412 18,057 26,862 3,592 16,872 2,880 728 1,680: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -16,416: -13,680 -13,785 0 4,321 -640 1,216 -3,608 -2,704 -2,288 -1,680 1,680: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 85.0 0.0 4.5 4.6 6.9 0.9 4.3 0.7 0.2 0.4: 0.0 0.0
Old : 100.0: 83.0 85.0 0.0 4.5 4.6 6.9 0.9 4.3 0.7 0.2 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 20 0 . . . . . . . .:
Old : 33: 20 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 : 38.8 48.5 64.5 71.5 33.8 40.1 51.8 54.7
Old : 38.8 48.5 64.5 71.5 33.8 40.1 51.8 54.7
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,615,660: 1,344,102 1,387,710 115,762 92,522 77,140 10,815 2,376 12,833 30,347 18,418 24,661: 0 0
Old : 1,615,660: 1,344,102 1,387,710 115,762 92,522 77,140 10,815 2,376 12,833 30,347 18,418 24,661: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 3,455: 9,409 9,985 2,303 1,472 -5,689 -1,423 0 -793 1,103 -65 -1,455: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 85.9 7.2 5.7 4.8 0.7 0.1 0.8 1.9 1.1 1.5: 0.0 0.0
Old : 100.0: 83.2 85.9 7.2 5.7 4.8 0.7 0.1 0.8 1.9 1.1 1.5: 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 : 58: 35 38 . . . . . . 5 . 5:
Old : 58: 35 38 . . . . . . 5 . 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 : 56.3 51.6 74.2 67.6 36.2 31.2 43.3 40.2
Old : 56.3 51.6 74.2 67.6 36.2 31.2 43.3 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,040: 51,205 41,551 0 8,916 587 309 1,854 4,516 1,293 434 104: 26 78
Old : 58,040: 51,205 41,551 0 8,916 587 309 1,854 4,516 1,293 434 104: 26 78
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,222: 830 1,250 0 488 -385 232 -77 -154 647 -4 26: 26 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 71.6 0.0 15.4 1.0 0.5 3.2 7.8 2.2 0.7 0.2: 0.0 0.1
Old : 100.0: 88.2 71.6 0.0 15.4 1.0 0.5 3.2 7.8 2.2 0.7 0.2: 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 : 39: 24 22 0 . . . . . . . .:
Old : 39: 24 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 : 52.6 61.2 77.0 83.8 49.1 56.7 70.8 70.8
Old : 52.6 61.2 77.0 83.8 49.1 56.7 70.8 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 374,753: 283,581 338,926 56,755 0 1,336 0 570 30,153 1,712 1,336 1,216: 0 1,216
Old : 374,753: 283,581 338,926 56,755 0 1,336 0 570 30,153 1,712 1,336 1,216: 0 1,216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 4,007: 4,696 5,040 0 0 0 0 0 0 -688 -2,248 0: -1 1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 90.4 15.1 0.0 0.4 0.0 0.2 8.0 0.5 0.4 0.3: 0.0 0.3
Old : 100.0: 75.7 90.4 15.1 0.0 0.4 0.0 0.2 8.0 0.5 0.4 0.3: 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 : 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 : 54.7 58.1 83.7 87.5 47.1 54.5 65.6 69.0
Old : 54.7 58.1 83.7 87.5 47.1 54.5 65.6 69.0
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 555,514: 480,126 474,102 12,093 20,723 34,327 12,039 0 12,921 2,871 12,304 1,137: 0 0
Old : 555,514: 480,126 474,102 12,093 20,723 34,327 12,039 0 12,921 2,871 12,304 1,137: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -2,836: -5,260 -2,412 0 0 0 0 0 0 2,792 -56 -368: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 85.3 2.2 3.7 6.2 2.2 0.0 2.3 0.5 2.2 0.2: 0.0 0.0
Old : 100.0: 86.4 85.3 2.2 3.7 6.2 2.2 0.0 2.3 0.5 2.2 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 24 28 . . . . 0 . . . .:
Old : 42: 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 : 51.1 46.4 73.1 68.0 33.1 34.3 50.0 48.0
Old : 51.1 46.4 73.1 68.0 33.1 34.3 50.0 48.0
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,819: 40,357 38,746 0 1,859 938 2,359 474 1,827 104 2,126 1,295: 939 554
Old : 47,819: 40,357 38,746 0 1,859 938 2,359 474 1,827 104 2,126 1,295: 939 554
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 252: 292 -281 0 339 -40 0 104 0 -70 36 70: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 81.0 0.0 3.9 2.0 4.9 1.0 3.8 0.2 4.4 2.7: 2.0 1.2
Old : 100.0: 84.4 81.0 0.0 3.9 2.0 4.9 1.0 3.8 0.2 4.4 2.7: 2.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 28 0 . . . . . . . .:
Old : 38: 25 28 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 45.8 69.1 60.7 44.0 44.1 57.8 54.3
Old : 51.9 45.8 69.1 60.7 44.0 44.1 57.8 54.3
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,570: 53,218 61,636 8,475 0 410 0 295 50 50 150 0: 367 29
Old : 62,570: 53,218 61,636 8,475 0 410 0 295 50 50 150 0: 367 29
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,421: 1,255 1,339 25 0 65 0 0 0 0 0 0: 76 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 98.5 13.5 0.0 0.7 0.0 0.5 0.1 0.1 0.2 0.0: 0.6 0.0
Old : 100.0: 85.1 98.5 13.5 0.0 0.7 0.0 0.5 0.1 0.1 0.2 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 30 25 . 0 . 0 . . . . 0:
Old : 44: 30 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 : 55.1 70.8 69.4 85.1 46.6 60.3 59.0 73.7
Old : 55.1 70.8 69.4 85.1 46.6 60.3 59.0 73.7
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,935: 65,840 76,485 10,335 0 20 50 0 230 0 200 0: 460 0
Old : 76,935: 65,840 76,485 10,335 0 20 50 0 230 0 200 0: 460 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,136: 1,089 1,136 -55 0 0 0 0 0 0 0 0: 102 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 99.4 13.4 0.0 0.0 0.1 0.0 0.3 0.0 0.3 0.0: 0.6 0.0
Old : 100.0: 85.6 99.4 13.4 0.0 0.0 0.1 0.0 0.3 0.0 0.3 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 34 29 . 0 . . 0 . 0 . 0:
Old : 48: 34 29 . 0 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 66.8 66.5 86.0 47.9 58.2 59.8 76.1
Old : 52.3 66.8 66.5 86.0 47.9 58.2 59.8 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,865: 16,680 15,975 0 1,825 740 1,190 0 10 0 225 0: 245 90
Old : 18,865: 16,680 15,975 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 28, 2015 :
: -105: -105 -105 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 84.7 0.0 9.7 3.9 6.3 0.0 0.1 0.0 1.2 0.0: 1.3 0.5
Old : 100.0: 88.4 84.7 0.0 9.7 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 : 47.9 70.8 73.1 86.9 44.4 55.2 66.8 69.2
Old : 47.9 70.8 73.1 86.9 44.4 55.2 66.8 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 292,440: 211,560 273,352 74,192 0 0 0 3,488 6,688 0 8,912 0: 0 0
Old : 292,440: 211,560 273,352 74,192 0 0 0 3,488 6,688 0 8,912 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,184: -416 -3,576 -768 0 0 0 0 0 0 2,392 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 93.5 25.4 0.0 0.0 0.0 1.2 2.3 0.0 3.0 0.0: 0.0 0.0
Old : 100.0: 72.3 93.5 25.4 0.0 0.0 0.0 1.2 2.3 0.0 3.0 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 : 32: 22 21 . 0 0 0 . . 0 . 0:
Old : 32: 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 : 50.4 62.4 77.0 82.2 47.9 49.2 58.6 58.7
Old : 50.4 62.4 77.0 82.2 47.9 49.2 58.6 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 9,279: 5,710 7,709 147 331 178 496 40 88 2,426 586 110: 124 237
Old : 9,279: 5,710 7,709 147 331 178 496 40 88 2,426 586 110: 124 237
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 285: 263 49 0 0 0 22 0 0 0 192 0: 0 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 83.1 1.6 3.6 1.9 5.3 0.4 0.9 26.1 6.3 1.2: 1.3 2.6
Old : 100.0: 61.5 83.1 1.6 3.6 1.9 5.3 0.4 0.9 26.1 6.3 1.2: 1.3 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 21 . . . . . . . . .:
Old : 34: 18 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 : 49.0 43.2 68.5 67.7 46.3 32.4 59.3 53.5
Old : 49.0 43.2 68.5 67.7 46.3 32.4 59.3 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,895: 20,775 20,690 0 630 1,860 1,060 0 140 0 575 0: 60 0
Old : 23,895: 20,775 20,690 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 28, 2015 :
: -320: -320 -320 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 86.6 0.0 2.6 7.8 4.4 0.0 0.6 0.0 2.4 0.0: 0.3 0.0
Old : 100.0: 86.9 86.6 0.0 2.6 7.8 4.4 0.0 0.6 0.0 2.4 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 42.1 55.8 69.5 80.0 39.5 43.5 57.3 57.2
Old : 42.1 55.8 69.5 80.0 39.5 43.5 57.3 57.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,510: 12,035 10,210 50 1,355 970 0 725 230 0 0 0: 225 20
Old : 13,510: 12,035 10,210 50 1,355 970 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 28, 2015 :
: -460: -410 -460 0 50 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 75.6 0.4 10.0 7.2 0.0 5.4 1.7 0.0 0.0 0.0: 1.7 0.1
Old : 100.0: 89.1 75.6 0.4 10.0 7.2 0.0 5.4 1.7 0.0 0.0 0.0: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 22 . . . 0 . . 0 0 0:
Old : 31: 21 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 : 34.8 58.8 61.4 84.3 30.6 38.0 49.5 53.0
Old : 34.8 58.8 61.4 84.3 30.6 38.0 49.5 53.0
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,658: 14,324 12,301 0 1,771 1,584 636 0 285 0 98 22: 807 1,597
Old : 17,658: 14,324 12,301 0 1,771 1,584 636 0 285 0 98 22: 807 1,597
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -178: -325 -284 0 25 -1 0 0 0 0 60 0: 148 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 69.7 0.0 10.0 9.0 3.6 0.0 1.6 0.0 0.6 0.1: 4.6 9.0
Old : 100.0: 81.1 69.7 0.0 10.0 9.0 3.6 0.0 1.6 0.0 0.6 0.1: 4.6 9.0
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: 23 22 0 . . . 0 . 0 . .:
Old : 31: 23 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 : 41.9 50.6 66.2 67.5 31.2 31.0 45.4 40.2
Old : 41.9 50.6 66.2 67.5 31.2 31.0 45.4 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,383: 49,134 38,327 1,903 1,587 1,782 0 5,446 935 0 5,845 200: 429 261
Old : 54,383: 49,134 38,327 1,903 1,587 1,782 0 5,446 935 0 5,845 200: 429 261
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -60: -19 -290 4 120 -95 0 0 0 0 130 25: 25 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 70.5 3.5 2.9 3.3 0.0 10.0 1.7 0.0 10.7 0.4: 0.8 0.5
Old : 100.0: 90.3 70.5 3.5 2.9 3.3 0.0 10.0 1.7 0.0 10.7 0.4: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 30 29 . . . 0 . . 0 4 .:
Old : 44: 30 29 . . . 0 . . 0 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 40.6 64.5 65.9 38.6 38.3 58.3 61.2
Old : 42.4 40.6 64.5 65.9 38.6 38.3 58.3 61.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,415: 55,537 40,016 731 5,262 1,075 0 6,285 1,232 75 4,700 755: 10 90
Old : 59,415: 55,537 40,016 731 5,262 1,075 0 6,285 1,232 75 4,700 755: 10 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -432: -1,022 -1,167 0 70 5 0 0 0 50 80 530: 5 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 67.3 1.2 8.9 1.8 0.0 10.6 2.1 0.1 7.9 1.3: 0.0 0.2
Old : 100.0: 93.5 67.3 1.2 8.9 1.8 0.0 10.6 2.1 0.1 7.9 1.3: 0.0 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 : 49: 32 32 . . 4 0 . . . 4 4:
Old : 49: 32 32 . . 4 0 . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 38.3 68.4 57.2 42.6 35.9 58.2 52.9
Old : 48.7 38.3 68.4 57.2 42.6 35.9 58.2 52.9
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,120: 46,585 48,590 1,065 660 1,775 450 0 0 1,145 0 0: 100 95
Old : 51,120: 46,585 48,590 1,065 660 1,775 450 0 0 1,145 0 0: 100 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,215: 1,015 1,195 0 -200 200 0 0 0 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 95.1 2.1 1.3 3.5 0.9 0.0 0.0 2.2 0.0 0.0: 0.2 0.2
Old : 100.0: 91.1 95.1 2.1 1.3 3.5 0.9 0.0 0.0 2.2 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: 27 17 . . . . 0 0 . 0 0:
Old : 35: 27 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 : 55.9 94.8 70.7 98.2 54.5 86.6 68.3 87.2
Old : 55.9 94.8 70.7 98.2 54.5 86.6 68.3 87.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,140: 47,870 47,950 555 1,850 1,250 0 0 0 1,190 0 0: 275 90
Old : 51,140: 47,870 47,950 555 1,850 1,250 0 0 0 1,190 0 0: 275 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 585: 580 585 0 0 0 0 0 0 -100 0 0: 105 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 93.8 1.1 3.6 2.4 0.0 0.0 0.0 2.3 0.0 0.0: 0.5 0.2
Old : 100.0: 93.6 93.8 1.1 3.6 2.4 0.0 0.0 0.0 2.3 0.0 0.0: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 28 14 . . . 0 0 0 . 0 0:
Old : 33: 28 14 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 93.9 66.3 97.8 45.2 83.8 60.9 84.3
Old : 48.7 93.9 66.3 97.8 45.2 83.8 60.9 84.3
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 381,400: 279,571 328,074 7,386 25,526 5,416 28,935 0 20,776 37,340 0 1,608: 368 0
Old : 381,400: 279,571 328,074 7,386 25,526 5,416 28,935 0 20,776 37,340 0 1,608: 368 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 471: 119 496 0 2,312 -776 0 0 0 2,321 0 -1,561: 368 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 86.0 1.9 6.7 1.4 7.6 0.0 5.4 9.8 0.0 0.4: 0.1 0.0
Old : 100.0: 73.3 86.0 1.9 6.7 1.4 7.6 0.0 5.4 9.8 0.0 0.4: 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 : 39: 28 30 . . . . 0 . . 0 .:
Old : 39: 28 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 : 48.6 43.8 70.9 66.0 32.3 36.7 47.6 48.7
Old : 48.6 43.8 70.9 66.0 32.3 36.7 47.6 48.7
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,795: 16,033 20,351 1,004 249 896 2,994 148 686 1,752 951 215: 215 299
Old : 23,795: 16,033 20,351 1,004 249 896 2,994 148 686 1,752 951 215: 215 299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -130: -106 -845 -1 85 -43 0 -42 0 -85 610 127: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 85.5 4.2 1.0 3.8 12.6 0.6 2.9 7.4 4.0 0.9: 0.9 1.3
Old : 100.0: 67.4 85.5 4.2 1.0 3.8 12.6 0.6 2.9 7.4 4.0 0.9: 0.9 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 : 45: 27 30 . . . . . . . 4 .:
Old : 45: 27 30 . . . . . . . 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 : 41.7 40.9 65.8 57.7 36.7 36.0 51.9 45.7
Old : 41.7 40.9 65.8 57.7 36.7 36.0 51.9 45.7
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,648: 16,058 18,850 3,302 0 78 26 514 616 308 486 104: 156 0
Old : 20,648: 16,058 18,850 3,302 0 78 26 514 616 308 486 104: 156 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,259: 848 1,770 385 0 0 -52 0 0 -78 -511 0: 156 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 91.3 16.0 0.0 0.4 0.1 2.5 3.0 1.5 2.4 0.5: 0.8 0.0
Old : 100.0: 77.8 91.3 16.0 0.0 0.4 0.1 2.5 3.0 1.5 2.4 0.5: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 13 . 0 . . . . . . .:
Old : 29: 17 13 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 78.4 82.6 94.3 56.8 74.8 73.3 80.5
Old : 59.4 78.4 82.6 94.3 56.8 74.8 73.3 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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 213,262: 144,301 202,379 41,952 0 304 9,238 0 10,568 5,672 0 0: 1,227 11
Old : 213,262: 144,301 202,379 41,952 0 304 9,238 0 10,568 5,672 0 0: 1,227 11
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 35,096: 31,584 43,416 11,568 0 -7,712 0 0 0 -1,560 -608 0: 1,216 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 94.9 19.7 0.0 0.1 4.3 0.0 5.0 2.7 0.0 0.0: 0.6 0.0
Old : 100.0: 67.7 94.9 19.7 0.0 0.1 4.3 0.0 5.0 2.7 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 . . 0 . . 0 . . 0 0:
Old : 20: 13 . . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 99.9 88.2 100.0 64.0 93.3 83.1 93.3
Old : 64.1 99.9 88.2 100.0 64.0 93.3 83.1 93.3
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 514,119: 435,864 472,719 49,331 0 14,886 0 8,506 12,934 0 5,074 0: 1,104 0
Old : 514,119: 435,864 472,719 49,331 0 14,886 0 8,506 12,934 0 5,074 0: 1,104 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,856: 3,552 1,856 -1,696 0 0 0 0 0 0 1,104 -1,104: 1,104 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 91.9 9.6 0.0 2.9 0.0 1.7 2.5 0.0 1.0 0.0: 0.2 0.0
Old : 100.0: 84.8 91.9 9.6 0.0 2.9 0.0 1.7 2.5 0.0 1.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 20 . 0 . 0 . . 0 . 0:
Old : 32: 18 20 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 86.3 81.2 93.0 55.5 75.1 72.4 79.6
Old : 61.7 86.3 81.2 93.0 55.5 75.1 72.4 79.6
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,981: 31,553 40,797 3,796 518 127 3,320 0 1,824 2,730 260 1,092: 539 363
Old : 44,981: 31,553 40,797 3,796 518 127 3,320 0 1,824 2,730 260 1,092: 539 363
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 220: 176 220 0 0 0 0 0 0 0 44 -44: 88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 90.7 8.4 1.2 0.3 7.4 0.0 4.1 6.1 0.6 2.4: 1.2 0.8
Old : 100.0: 70.1 90.7 8.4 1.2 0.3 7.4 0.0 4.1 6.1 0.6 2.4: 1.2 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 : 59.0 82.3 79.2 90.3 53.0 73.1 67.6 78.8
Old : 59.0 82.3 79.2 90.3 53.0 73.1 67.6 78.8
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 16,802: 11,131 13,059 254 706 897 747 0 41 2,861 371 445: 426 1,283
Old : 16,802: 11,131 13,059 254 706 897 747 0 41 2,861 371 445: 426 1,283
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -319: 251 -466 -44 174 -176 -328 0 0 242 371 -220: -44 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 77.7 1.5 4.2 5.3 4.4 0.0 0.2 17.0 2.2 2.6: 2.5 7.6
Old : 100.0: 66.2 77.7 1.5 4.2 5.3 4.4 0.0 0.2 17.0 2.2 2.6: 2.5 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 20 . . . . 0 . 4 . .:
Old : 30: 14 20 . . . . 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 : 44.1 50.3 63.0 65.4 39.6 46.8 56.5 58.1
Old : 44.1 50.3 63.0 65.4 39.6 46.8 56.5 58.1
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 198,369: 135,140 193,552 19,121 0 4,817 424 0 0 38,867 0 0: 0 0
Old : 198,369: 135,140 193,552 19,121 0 4,817 424 0 0 38,867 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -14,479: -5,136 -13,736 448 -1,528 785 -368 0 0 -10,208 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 97.6 9.6 0.0 2.4 0.2 0.0 0.0 19.6 0.0 0.0: 0.0 0.0
Old : 100.0: 68.1 97.6 9.6 0.0 2.4 0.2 0.0 0.0 19.6 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: 13 15 . 0 . . 0 0 . 0 0:
Old : 27: 13 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 : 76.8 59.4 91.6 86.6 61.9 47.2 71.2 66.5
Old : 76.8 59.4 91.6 86.6 61.9 47.2 71.2 66.5
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 12,316: 7,336 9,830 1,926 319 1,104 1,211 0 44 220 0 0: 475 1,019
Old : 12,316: 7,336 9,830 1,926 319 1,104 1,211 0 44 220 0 0: 475 1,019
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -842: -776 -536 -154 42 -42 64 0 -154 220 0 0: 0 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 79.8 15.6 2.6 9.0 9.8 0.0 0.4 1.8 0.0 0.0: 3.9 8.3
Old : 100.0: 59.6 79.8 15.6 2.6 9.0 9.8 0.0 0.4 1.8 0.0 0.0: 3.9 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 16 . . . . 0 . . 0 0:
Old : 27: 17 16 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 48.9 71.6 74.1 37.6 48.1 55.5 65.2
Old : 44.8 48.9 71.6 74.1 37.6 48.1 55.5 65.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 106,870: 88,370 93,942 5,529 6,958 5,970 7,001 0 0 0 0 0: 0 0
Old : 106,870: 88,370 93,942 5,529 6,958 5,970 7,001 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 28, 2015 :
: -8,272: -4,592 -6,800 -1,472 -1,472 0 -2,208 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 87.9 5.2 6.5 5.6 6.6 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.7 87.9 5.2 6.5 5.6 6.6 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 17 . . . . 0 0 0 0 0:
Old : 27: 16 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 : 50.6 55.8 74.8 76.4 47.4 46.9 63.3 61.5
Old : 50.6 55.8 74.8 76.4 47.4 46.9 63.3 61.5
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,638: 12,058 18,413 5,771 0 4,146 584 0 1,079 0 0 0: 0 0
Old : 23,638: 12,058 18,413 5,771 0 4,146 584 0 1,079 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 28, 2015 :
: -34: 122 44 52 0 0 -130 0 -78 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 77.9 24.4 0.0 17.5 2.5 0.0 4.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 51.0 77.9 24.4 0.0 17.5 2.5 0.0 4.6 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 15 . 0 . . 0 . 0 0 0:
Old : 21: 14 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 : 76.9 61.3 92.3 84.7 38.5 35.1 45.4 46.1
Old : 76.9 61.3 92.3 84.7 38.5 35.1 45.4 46.1
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,085: 25,950 12,600 1,695 14,435 30 0 850 50 0 0 0: 360 120
Old : 28,085: 25,950 12,600 1,695 14,435 30 0 850 50 0 0 0: 360 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,475: -1,155 -1,140 -175 -335 0 0 0 0 0 0 0: -145 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 44.9 6.0 51.4 0.1 0.0 3.0 0.2 0.0 0.0 0.0: 1.3 0.4
Old : 100.0: 92.4 44.9 6.0 51.4 0.1 0.0 3.0 0.2 0.0 0.0 0.0: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 14 . . . 0 . . 0 0 0:
Old : 26: 17 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 : 57.3 80.2 82.1 92.0 48.1 75.6 72.0 83.4
Old : 57.3 80.2 82.1 92.0 48.1 75.6 72.0 83.4
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,455: 22,855 8,760 1,300 14,435 0 0 900 0 0 0 0: 300 360
Old : 24,455: 22,855 8,760 1,300 14,435 0 0 900 0 0 0 0: 300 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,470: -1,225 -1,135 -100 -335 0 0 0 0 0 0 0: -145 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 35.8 5.3 59.0 0.0 0.0 3.7 0.0 0.0 0.0 0.0: 1.2 1.5
Old : 100.0: 93.5 35.8 5.3 59.0 0.0 0.0 3.7 0.0 0.0 0.0 0.0: 1.2 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 : 24: 16 10 . . 0 0 . 0 0 0 0:
Old : 24: 16 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 : 61.5 87.0 80.3 96.8 56.1 84.5 74.0 87.8
Old : 61.5 87.0 80.3 96.8 56.1 84.5 74.0 87.8
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,681: 24,631 19,021 0 5,620 0 0 0 0 50 0 0: 0 40
Old : 24,681: 24,631 19,021 0 5,620 0 0 0 0 50 0 0: 0 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,390: -1,145 -885 0 -500 0 0 0 0 -50 0 0: -195 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.8 77.1 0.0 22.8 0.0 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.2
Old : 100.0: 99.8 77.1 0.0 22.8 0.0 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 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 : 33: 22 13 0 . 0 0 0 0 . 0 0:
Old : 33: 22 13 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 : 53.9 74.7 75.0 94.8 45.3 70.8 62.5 81.8
Old : 53.9 74.7 75.0 94.8 45.3 70.8 62.5 81.8
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,929: 19,680 15,324 0 4,590 0 0 0 0 0 0 0: 249 15
Old : 19,929: 19,680 15,324 0 4,590 0 0 0 0 0 0 0: 249 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -555: -360 -305 0 -250 0 0 0 0 0 0 0: -195 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.8 76.9 0.0 23.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.1
Old : 100.0: 98.8 76.9 0.0 23.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 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 : 26: 19 10 0 . 0 0 0 0 0 0 0:
Old : 26: 19 10 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 : 60.8 76.4 80.5 95.6 59.3 76.0 77.1 87.4
Old : 60.8 76.4 80.5 95.6 59.3 76.0 77.1 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,850: 11,335 11,790 75 0 0 0 0 0 0 0 0: 440 60
Old : 11,850: 11,335 11,790 75 0 0 0 0 0 0 0 0: 440 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.7 99.5 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 0.5
Old : 100.0: 95.7 99.5 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 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: 18 6 . 0 0 0 0 0 0 0 0:
Old : 20: 18 6 . 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 : 50.8 95.8 74.0 99.5 48.1 87.4 68.0 87.4
Old : 50.8 95.8 74.0 99.5 48.1 87.4 68.0 87.4
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,492: 12,097 12,492 95 0 0 0 0 0 0 0 0: 300 0
Old : 12,492: 12,097 12,492 95 0 0 0 0 0 0 0 0: 300 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,700: -1,293 -1,700 -95 0 0 0 0 0 0 0 0: -312 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.8 100.0 0.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 0.0
Old : 100.0: 96.8 100.0 0.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 19 8 . 0 0 0 0 0 0 0 0:
Old : 21: 19 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 : 50.6 95.2 71.9 100.0 48.0 87.6 65.8 87.6
Old : 50.6 95.2 71.9 100.0 48.0 87.6 65.8 87.6
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 112,519: 96,017 110,019 11,987 0 2,380 1,115 70 50 850 0 0: 120 0
Old : 112,519: 96,017 110,019 11,987 0 2,380 1,115 70 50 850 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,511: -776 -1,832 -1,371 0 446 0 -25 -50 300 0 -50: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 97.8 10.7 0.0 2.1 1.0 0.1 0.0 0.8 0.0 0.0: 0.1 0.0
Old : 100.0: 85.3 97.8 10.7 0.0 2.1 1.0 0.1 0.0 0.8 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 : 45: 31 32 4 0 . . . . . 0 0:
Old : 45: 31 32 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 : 46.2 62.9 65.5 81.9 38.1 51.2 53.0 61.3
Old : 46.2 62.9 65.5 81.9 38.1 51.2 53.0 61.3
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 134,637: 117,361 131,853 12,812 0 1,964 1,515 100 520 450 200 0: 15 0
Old : 134,637: 117,361 131,853 12,812 0 1,964 1,515 100 520 450 200 0: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -5,945: -4,750 -6,283 -1,383 0 388 50 50 -200 -50 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 97.9 9.5 0.0 1.5 1.1 0.1 0.4 0.3 0.1 0.0: 0.0 0.0
Old : 100.0: 87.2 97.9 9.5 0.0 1.5 1.1 0.1 0.4 0.3 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 : 51: 35 34 4 0 . . . . . . 0:
Old : 51: 35 34 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 : 47.9 62.2 68.8 80.6 39.9 57.3 54.9 66.2
Old : 47.9 62.2 68.8 80.6 39.9 57.3 54.9 66.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 144,018: 109,884 110,467 3,872 16,648 5,920 3,475 1,600 1,195 14,112 2,871 5,232: 328 85
Old : 144,018: 109,884 110,467 3,872 16,648 5,920 3,475 1,600 1,195 14,112 2,871 5,232: 328 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -8,129: -6,836 -6,242 -282 270 -843 -95 -89 -125 -649 -1,735 700: 1 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 76.7 2.7 11.6 4.1 2.4 1.1 0.8 9.8 2.0 3.6: 0.2 0.1
Old : 100.0: 76.3 76.7 2.7 11.6 4.1 2.4 1.1 0.8 9.8 2.0 3.6: 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 : 62: 39 36 . . 4 . . . 7 4 6:
Old : 62: 39 36 . . 4 . . . 7 4 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 66.0 51.1 76.8 29.4 58.0 47.2 64.1
Old : 30.5 66.0 51.1 76.8 29.4 58.0 47.2 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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 94,827: 76,477 79,424 6,337 3,860 6,523 230 0 1,380 1,770 1,730 1,895: 215 15
Old : 94,827: 76,477 79,424 6,337 3,860 6,523 230 0 1,380 1,770 1,730 1,895: 215 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -4,650: -2,890 -3,618 57 705 -1,532 -55 0 -20 -210 -185 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 83.8 6.7 4.1 6.9 0.2 0.0 1.5 1.9 1.8 2.0: 0.2 0.0
Old : 100.0: 80.6 83.8 6.7 4.1 6.9 0.2 0.0 1.5 1.9 1.8 2.0: 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 : 47: 33 27 . . 4 . 0 . 4 . 5:
Old : 47: 33 27 . . 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 : 36.2 72.5 56.6 81.4 35.2 60.4 51.5 66.3
Old : 36.2 72.5 56.6 81.4 35.2 60.4 51.5 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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,490: 24,820 22,545 300 2,180 80 0 565 0 150 0 0: 140 120
Old : 25,490: 24,820 22,545 300 2,180 80 0 565 0 150 0 0: 140 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,295: -1,205 -1,245 0 105 -105 -50 -50 0 150 0 0: -85 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.4 88.4 1.2 8.6 0.3 0.0 2.2 0.0 0.6 0.0 0.0: 0.5 0.5
Old : 100.0: 97.4 88.4 1.2 8.6 0.3 0.0 2.2 0.0 0.6 0.0 0.0: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 24 9 . . . 0 . 0 . 0 0:
Old : 31: 24 9 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 86.2 78.0 99.1 56.3 83.8 77.8 96.2
Old : 56.4 86.2 78.0 99.1 56.3 83.8 77.8 96.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,075: 22,485 20,575 300 2,010 90 0 215 50 0 0 0: 150 135
Old : 23,075: 22,485 20,575 300 2,010 90 0 215 50 0 0 0: 150 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -870: -665 -870 0 90 -90 -25 0 0 0 0 0: -90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.4 89.2 1.3 8.7 0.4 0.0 0.9 0.2 0.0 0.0 0.0: 0.7 0.6
Old : 100.0: 97.4 89.2 1.3 8.7 0.4 0.0 0.9 0.2 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 : 27: 22 8 . . . 0 . . 0 0 0:
Old : 27: 22 8 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 86.0 79.3 99.2 58.4 80.7 79.2 92.0
Old : 58.5 86.0 79.3 99.2 58.4 80.7 79.2 92.0
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,485: 21,325 19,550 815 1,435 1,945 0 905 295 0 25 0: 105 330
Old : 24,485: 21,325 19,550 815 1,435 1,945 0 905 295 0 25 0: 105 330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,380: 1,475 1,375 -175 330 80 0 0 0 0 0 0: 0 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 79.8 3.3 5.9 7.9 0.0 3.7 1.2 0.0 0.1 0.0: 0.4 1.3
Old : 100.0: 87.1 79.8 3.3 5.9 7.9 0.0 3.7 1.2 0.0 0.1 0.0: 0.4 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 : 34: 24 19 . . . 0 . . 0 . 0:
Old : 34: 24 19 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 43.1 70.2 69.9 41.4 35.6 58.2 55.0
Old : 48.2 43.1 70.2 69.9 41.4 35.6 58.2 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,338: 11,180 12,144 824 168 768 92 0 132 802 0 0: 540 1,126
Old : 14,338: 11,180 12,144 824 168 768 92 0 132 802 0 0: 540 1,126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,078: -901 -945 -38 -15 0 -24 0 0 -44 0 0: -71 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 84.7 5.7 1.2 5.4 0.6 0.0 0.9 5.6 0.0 0.0: 3.8 7.9
Old : 100.0: 78.0 84.7 5.7 1.2 5.4 0.6 0.0 0.9 5.6 0.0 0.0: 3.8 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 15 10 . . . . 0 . . 0 0:
Old : 20: 15 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 : 63.2 76.9 84.4 88.0 45.0 53.0 56.4 56.0
Old : 63.2 76.9 84.4 88.0 45.0 53.0 56.4 56.0
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 126,228: 116,480 65,151 662 52,856 3,551 2,995 0 2,540 0 2,130 0: 0 0
Old : 126,228: 116,480 65,151 662 52,856 3,551 2,995 0 2,540 0 2,130 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -5,148: -4,884 -4,246 -44 -792 0 -220 0 0 0 -110 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 51.6 0.5 41.9 2.8 2.4 0.0 2.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 92.3 51.6 0.5 41.9 2.8 2.4 0.0 2.0 0.0 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 17 . . . . 0 . 0 . 0:
Old : 28: 15 17 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 73.8 84.9 86.8 35.3 47.9 50.7 53.8
Old : 64.1 73.8 84.9 86.8 35.3 47.9 50.7 53.8
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,755,128: 2,419,817 1,062,448 121,095 1,230,504 214,216 0 247,960 0 0 0 0: 0 0
Old : 2,755,128: 2,419,817 1,062,448 121,095 1,230,504 214,216 0 247,960 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 28, 2015 :
: -53,360: -40,480 -28,704 -11,408 -8,464 -1,472 0 -14,720 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 38.6 4.4 44.7 7.8 0.0 9.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.8 38.6 4.4 44.7 7.8 0.0 9.0 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 : 25: 17 11 . . . 0 . 0 0 0 0:
Old : 25: 17 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 : 76.3 84.0 92.5 94.3 52.5 60.1 63.1 64.7
Old : 76.3 84.0 92.5 94.3 52.5 60.1 63.1 64.7
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,349: 36,002 38,237 1,655 420 4,707 278 0 2,985 722 0 0: 0 0
Old : 46,349: 36,002 38,237 1,655 420 4,707 278 0 2,985 722 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -2,703: -2,571 -2,156 66 -110 -66 110 0 -220 -22 0 0: 0 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 82.5 3.6 0.9 10.2 0.6 0.0 6.4 1.6 0.0 0.0: 0.0 0.0
Old : 100.0: 77.7 82.5 3.6 0.9 10.2 0.6 0.0 6.4 1.6 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 : 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 : 64.5 75.2 89.0 94.2 54.7 67.1 68.0 73.3
Old : 64.5 75.2 89.0 94.2 54.7 67.1 68.0 73.3
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,599: 13,922 16,231 2,741 603 765 0 0 0 0 0 0: 171 0
Old : 17,599: 13,922 16,231 2,741 603 765 0 0 0 0 0 0: 171 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -2,486: -2,267 -2,090 -132 -396 0 0 0 0 0 0 0: -87 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 92.2 15.6 3.4 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.0
Old : 100.0: 79.1 92.2 15.6 3.4 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 6 . . . 0 0 0 0 0 0:
Old : 20: 11 6 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 74.3 82.3 100.0 61.5 70.2 82.3 91.5
Old : 61.5 74.3 82.3 100.0 61.5 70.2 82.3 91.5
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,247,821: 710,766 832,336 143,377 131,781 213,144 102,200 0 70,560 7,774 0 0: 0 0
Old : 1,247,821: 710,766 832,336 143,377 131,781 213,144 102,200 0 70,560 7,774 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -68,448: -53,360 -22,816 1,472 -40,480 -1,472 -14,720 0 0 -368 -3,680 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 66.7 11.5 10.6 17.1 8.2 0.0 5.7 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 57.0 66.7 11.5 10.6 17.1 8.2 0.0 5.7 0.6 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 : 22: 13 7 . . . . 0 . . 0 0:
Old : 22: 13 7 . . . . 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 : 58.3 85.2 86.6 99.5 46.5 66.9 64.8 71.5
Old : 58.3 85.2 86.6 99.5 46.5 66.9 64.8 71.5
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,847: 10,725 17,477 5,400 0 900 0 570 0 2,076 0 130: 616 770
Old : 19,847: 10,725 17,477 5,400 0 900 0 570 0 2,076 0 130: 616 770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -955: -2,115 -935 500 0 -300 0 0 0 779 0 130: 51 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 88.1 27.2 0.0 4.5 0.0 2.9 0.0 10.5 0.0 0.7: 3.1 3.9
Old : 100.0: 54.0 88.1 27.2 0.0 4.5 0.0 2.9 0.0 10.5 0.0 0.7: 3.1 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 15 . 0 . 0 . 0 . 0 .:
Old : 26: 11 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 : 75.7 60.5 90.5 83.4 71.0 60.5 85.1 81.6
Old : 75.7 60.5 90.5 83.4 71.0 60.5 85.1 81.6
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,458: 9,941 15,178 4,770 0 875 0 570 0 1,217 70 175: 480 590
Old : 17,458: 9,941 15,178 4,770 0 875 0 570 0 1,217 70 175: 480 590
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,085: -960 -1,180 200 0 -200 0 0 0 -51 70 175: -249 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 86.9 27.3 0.0 5.0 0.0 3.3 0.0 7.0 0.4 1.0: 2.7 3.4
Old : 100.0: 56.9 86.9 27.3 0.0 5.0 0.0 3.3 0.0 7.0 0.4 1.0: 2.7 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 : 23: 9 14 . 0 . 0 . 0 . . .:
Old : 23: 9 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 : 83.5 61.4 95.4 82.9 77.5 61.4 86.5 80.4
Old : 83.5 61.4 95.4 82.9 77.5 61.4 86.5 80.4
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,993: 29,230 21,983 0 7,490 55 1,150 0 0 1,193 2,670 755: 610 40
Old : 32,993: 29,230 21,983 0 7,490 55 1,150 0 0 1,193 2,670 755: 610 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -314: -279 -614 0 320 -20 -100 0 0 -60 0 0: 145 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 66.6 0.0 22.7 0.2 3.5 0.0 0.0 3.6 8.1 2.3: 1.8 0.1
Old : 100.0: 88.6 66.6 0.0 22.7 0.2 3.5 0.0 0.0 3.6 8.1 2.3: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 20 0 . . . 0 0 . . .:
Old : 31: 19 20 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 49.4 80.6 75.0 58.0 48.4 69.6 67.2
Old : 67.0 49.4 80.6 75.0 58.0 48.4 69.6 67.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,106: 14,543 13,876 674 5,630 600 720 0 0 2,855 0 0: 714 0
Old : 20,106: 14,543 13,876 674 5,630 600 720 0 0 2,855 0 0: 714 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,007: -388 -1,015 -153 20 0 -65 0 0 -230 0 0: -171 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 69.0 3.4 28.0 3.0 3.6 0.0 0.0 14.2 0.0 0.0: 3.6 0.0
Old : 100.0: 72.3 69.0 3.4 28.0 3.0 3.6 0.0 0.0 14.2 0.0 0.0: 3.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 17 . . . . 0 0 . 0 0:
Old : 27: 17 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 : 54.9 57.6 78.5 79.7 42.9 52.2 55.3 62.4
Old : 54.9 57.6 78.5 79.7 42.9 52.2 55.3 62.4
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,210: 22,344 17,899 1,158 5,748 98 0 210 200 250 0 0: 160 55
Old : 24,210: 22,344 17,899 1,158 5,748 98 0 210 200 250 0 0: 160 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -470: -187 -680 296 265 0 -20 -50 -30 -100 0 0: -429 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 73.9 4.8 23.7 0.4 0.0 0.9 0.8 1.0 0.0 0.0: 0.7 0.2
Old : 100.0: 92.3 73.9 4.8 23.7 0.4 0.0 0.9 0.8 1.0 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 : 33: 22 21 . . . 0 . . . 0 0:
Old : 33: 22 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 : 59.9 59.0 80.5 77.0 55.7 58.6 73.8 74.6
Old : 59.9 59.0 80.5 77.0 55.7 58.6 73.8 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,596: 21,501 16,848 0 4,613 415 600 720 0 0 0 0: 80 0
Old : 22,596: 21,501 16,848 0 4,613 415 600 720 0 0 0 0: 80 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -223: -368 342 0 -700 300 -110 -65 0 0 0 0: -45 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.2 74.6 0.0 20.4 1.8 2.7 3.2 0.0 0.0 0.0 0.0: 0.4 0.0
Old : 100.0: 95.2 74.6 0.0 20.4 1.8 2.7 3.2 0.0 0.0 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 20 0 . . . . 0 0 0 0:
Old : 32: 20 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 : 71.4 48.5 83.7 70.2 69.2 44.6 78.4 65.6
Old : 71.4 48.5 83.7 70.2 69.2 44.6 78.4 65.6
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,444: 12,496 13,209 2,500 850 445 0 940 0 0 0 0: 3 0
Old : 15,444: 12,496 13,209 2,500 850 445 0 940 0 0 0 0: 3 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -488: -74 5 -50 -58 -25 0 -50 0 0 0 0: -339 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 85.5 16.2 5.5 2.9 0.0 6.1 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.9 85.5 16.2 5.5 2.9 0.0 6.1 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 11 . . . 0 . 0 0 0 0:
Old : 26: 17 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 62.8 79.4 86.6 54.4 55.5 78.6 76.9
Old : 54.9 62.8 79.4 86.6 54.4 55.5 78.6 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,523: 7,253 9,878 2,265 380 225 0 0 0 0 0 0: 780 40
Old : 10,523: 7,253 9,878 2,265 380 225 0 0 0 0 0 0: 780 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -75: 539 64 -85 -25 0 0 0 0 0 0 0: -529 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 93.9 21.5 3.6 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 7.4 0.4
Old : 100.0: 68.9 93.9 21.5 3.6 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 7.4 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 : 21: 12 11 . . . 0 0 0 0 0 0:
Old : 21: 12 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 : 48.5 71.1 71.8 91.6 44.2 69.6 63.7 79.1
Old : 48.5 71.1 71.8 91.6 44.2 69.6 63.7 79.1
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,755: 24,695 21,065 1,935 2,890 1,680 0 1,895 290 25 675 0: 130 260
Old : 28,755: 24,695 21,065 1,935 2,890 1,680 0 1,895 290 25 675 0: 130 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 820: 835 785 0 0 0 0 0 0 0 0 0: -15 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 73.3 6.7 10.1 5.8 0.0 6.6 1.0 0.1 2.3 0.0: 0.5 0.9
Old : 100.0: 85.9 73.3 6.7 10.1 5.8 0.0 6.6 1.0 0.1 2.3 0.0: 0.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 26 20 . . . 0 . . . . 0:
Old : 37: 26 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 : 52.8 47.2 73.5 71.1 51.1 41.1 68.8 60.7
Old : 52.8 47.2 73.5 71.1 51.1 41.1 68.8 60.7
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,156: 7,800 7,596 175 2,400 65 975 0 0 0 0 0: 1,141 95
Old : 10,156: 7,800 7,596 175 2,400 65 975 0 0 0 0 0: 1,141 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 450: 425 450 0 0 0 0 0 0 0 0 0: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 74.8 1.7 23.6 0.6 9.6 0.0 0.0 0.0 0.0 0.0: 11.2 0.9
Old : 100.0: 76.8 74.8 1.7 23.6 0.6 9.6 0.0 0.0 0.0 0.0 0.0: 11.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 19 . . . . 0 0 0 0 0:
Old : 26: 15 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 : 41.8 64.0 68.9 81.6 41.7 54.5 60.7 69.7
Old : 41.8 64.0 68.9 81.6 41.7 54.5 60.7 69.7
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 11,550: 8,109 8,795 480 2,190 0 480 0 225 1,481 100 40: 735 200
Old : 11,550: 8,109 8,795 480 2,190 0 480 0 225 1,481 100 40: 735 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 645: 510 705 0 0 0 0 0 0 25 0 0: 110 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 76.1 4.2 19.0 0.0 4.2 0.0 1.9 12.8 0.9 0.3: 6.4 1.7
Old : 100.0: 70.2 76.1 4.2 19.0 0.0 4.2 0.0 1.9 12.8 0.9 0.3: 6.4 1.7
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 : 27: 14 17 . . 0 . 0 . . . .:
Old : 27: 14 17 . . 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 66.6 71.9 82.5 42.3 53.9 65.3 68.6
Old : 43.5 66.6 71.9 82.5 42.3 53.9 65.3 68.6
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,289: 56,126 53,175 0 3,510 2,245 855 0 150 0 50 0: 1,913 2,159
Old : 61,289: 56,126 53,175 0 3,510 2,245 855 0 150 0 50 0: 1,913 2,159
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -50: -50 -100 0 -350 350 0 0 0 0 50 0: -350 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 86.8 0.0 5.7 3.7 1.4 0.0 0.2 0.0 0.1 0.0: 3.1 3.5
Old : 100.0: 91.6 86.8 0.0 5.7 3.7 1.4 0.0 0.2 0.0 0.1 0.0: 3.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 21 0 . . . 0 . 0 . 0:
Old : 30: 15 21 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.1 71.7 89.3 86.1 77.9 67.5 83.6 79.7
Old : 80.1 71.7 89.3 86.1 77.9 67.5 83.6 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,777: 52,972 46,589 0 6,235 1,195 855 0 150 0 0 0: 1,605 2,608
Old : 56,777: 52,972 46,589 0 6,235 1,195 855 0 150 0 0 0: 1,605 2,608
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -50: -50 -50 0 -245 245 0 0 0 0 0 0: -245 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 82.1 0.0 11.0 2.1 1.5 0.0 0.3 0.0 0.0 0.0: 2.8 4.6
Old : 100.0: 93.3 82.1 0.0 11.0 2.1 1.5 0.0 0.3 0.0 0.0 0.0: 2.8 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 : 83.3 74.7 90.6 88.9 81.6 71.3 85.5 83.2
Old : 83.3 74.7 90.6 88.9 81.6 71.3 85.5 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 12,200: 9,605 12,080 830 0 0 800 0 0 347 0 0: 618 120
Old : 12,200: 9,605 12,080 830 0 0 800 0 0 347 0 0: 618 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 350: 75 350 -150 0 0 300 0 0 -53 0 0: 178 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 99.0 6.8 0.0 0.0 6.6 0.0 0.0 2.8 0.0 0.0: 5.1 1.0
Old : 100.0: 78.7 99.0 6.8 0.0 0.0 6.6 0.0 0.0 2.8 0.0 0.0: 5.1 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 : 22: 13 9 . 0 0 . 0 0 . 0 0:
Old : 22: 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 : 57.6 88.9 85.5 98.6 55.0 86.2 74.8 88.3
Old : 57.6 88.9 85.5 98.6 55.0 86.2 74.8 88.3
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,580: 9,405 7,035 0 2,080 0 0 290 0 0 0 0: 175 175
Old : 9,580: 9,405 7,035 0 2,080 0 0 290 0 0 0 0: 175 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 5: -50 -70 0 -50 0 0 0 0 0 0 0: 55 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.2 73.4 0.0 21.7 0.0 0.0 3.0 0.0 0.0 0.0 0.0: 1.8 1.8
Old : 100.0: 98.2 73.4 0.0 21.7 0.0 0.0 3.0 0.0 0.0 0.0 0.0: 1.8 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 12 0 . 0 0 . 0 0 0 0:
Old : 21: 12 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 : 74.2 64.1 93.7 89.1 64.0 57.3 76.7 74.7
Old : 74.2 64.1 93.7 89.1 64.0 57.3 76.7 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,790: 7,920 8,190 0 180 350 405 0 0 0 0 0: 115 70
Old : 8,790: 7,920 8,190 0 180 350 405 0 0 0 0 0: 115 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 93.2 0.0 2.0 4.0 4.6 0.0 0.0 0.0 0.0 0.0: 1.3 0.8
Old : 100.0: 90.1 93.2 0.0 2.0 4.0 4.6 0.0 0.0 0.0 0.0 0.0: 1.3 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 : 20: 14 7 0 . . . 0 0 0 0 0:
Old : 20: 14 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 : 58.6 91.4 78.6 99.2 56.9 81.0 76.1 86.5
Old : 58.6 91.4 78.6 99.2 56.9 81.0 76.1 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 12,069: 10,835 10,040 500 0 100 0 800 0 0 476 314: 320 339
Old : 12,069: 10,835 10,040 500 0 100 0 800 0 0 476 314: 320 339
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 100: 165 0 100 0 -100 0 100 0 0 -9 0: -65 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 83.2 4.1 0.0 0.8 0.0 6.6 0.0 0.0 3.9 2.6: 2.7 2.8
Old : 100.0: 89.8 83.2 4.1 0.0 0.8 0.0 6.6 0.0 0.0 3.9 2.6: 2.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 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 : 65.2 63.6 85.4 90.7 61.9 59.1 74.6 75.0
Old : 65.2 63.6 85.4 90.7 61.9 59.1 74.6 75.0
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,941: 26,571 19,911 0 1,200 0 0 5,665 0 100 0 0: 270 165
Old : 26,941: 26,571 19,911 0 1,200 0 0 5,665 0 100 0 0: 270 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -235: -415 -235 0 0 0 0 0 0 100 0 0: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.6 73.9 0.0 4.5 0.0 0.0 21.0 0.0 0.4 0.0 0.0: 1.0 0.6
Old : 100.0: 98.6 73.9 0.0 4.5 0.0 0.0 21.0 0.0 0.4 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 : 23: 16 12 0 . 0 0 . 0 . 0 0:
Old : 23: 16 12 0 . 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 90.2 89.0 97.8 71.1 89.5 88.1 93.4
Old : 71.4 90.2 89.0 97.8 71.1 89.5 88.1 93.4
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,990: 25,770 19,635 0 1,200 0 0 5,040 0 0 0 0: 220 115
Old : 25,990: 25,770 19,635 0 1,200 0 0 5,040 0 0 0 0: 220 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -210: -280 -210 0 0 0 0 0 0 0 0 0: 70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.2 75.5 0.0 4.6 0.0 0.0 19.4 0.0 0.0 0.0 0.0: 0.8 0.4
Old : 100.0: 99.2 75.5 0.0 4.6 0.0 0.0 19.4 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 : 21: 15 9 0 . 0 0 . 0 0 0 0:
Old : 21: 15 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 : 73.0 91.1 90.3 98.8 73.0 89.7 89.2 94.6
Old : 73.0 91.1 90.3 98.8 73.0 89.7 89.2 94.6
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,554: 51,478 67,284 4,065 835 160 11,345 230 175 1,361 0 640: 3,330 3,230
Old : 72,554: 51,478 67,284 4,065 835 160 11,345 230 175 1,361 0 640: 3,330 3,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 740: 225 585 -600 110 -110 -200 0 0 1,180 0 20: 225 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 92.7 5.6 1.2 0.2 15.6 0.3 0.2 1.9 0.0 0.9: 4.6 4.5
Old : 100.0: 71.0 92.7 5.6 1.2 0.2 15.6 0.3 0.2 1.9 0.0 0.9: 4.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 22 23 . . . . . . . 0 .:
Old : 38: 22 23 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 58.2 84.0 79.7 63.6 55.9 81.8 77.4
Old : 63.9 58.2 84.0 79.7 63.6 55.9 81.8 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 67,315: 44,940 64,280 4,165 725 130 10,890 0 0 5,290 0 0: 1,900 2,180
Old : 67,315: 44,940 64,280 4,165 725 130 10,890 0 0 5,290 0 0: 1,900 2,180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 425: 100 170 -600 80 -80 -300 0 0 1,156 0 0: 149 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 95.5 6.2 1.1 0.2 16.2 0.0 0.0 7.9 0.0 0.0: 2.8 3.2
Old : 100.0: 66.8 95.5 6.2 1.1 0.2 16.2 0.0 0.0 7.9 0.0 0.0: 2.8 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 : 36: 19 24 . . . . 0 0 . 0 0:
Old : 36: 19 24 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 61.3 86.6 81.5 64.7 59.8 85.4 78.9
Old : 65.4 61.3 86.6 81.5 64.7 59.8 85.4 78.9
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,318: 24,610 21,780 0 1,270 420 500 4,500 100 2,425 100 0: 1,263 1,148
Old : 29,318: 24,610 21,780 0 1,270 420 500 4,500 100 2,425 100 0: 1,263 1,148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 790: 1,205 675 0 -75 0 0 0 0 0 100 0: -415 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 74.3 0.0 4.3 1.4 1.7 15.3 0.3 8.3 0.3 0.0: 4.3 3.9
Old : 100.0: 83.9 74.3 0.0 4.3 1.4 1.7 15.3 0.3 8.3 0.3 0.0: 4.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 17 0 . . . . . . . 0:
Old : 28: 19 17 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 60.0 78.4 80.8 42.9 54.3 56.3 61.6
Old : 49.2 60.0 78.4 80.8 42.9 54.3 56.3 61.6
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,285: 23,605 23,790 0 465 135 150 50 600 650 0 0: 145 245
Old : 25,285: 23,605 23,790 0 465 135 150 50 600 650 0 0: 145 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 945: 1,350 885 0 0 0 0 0 0 0 0 0: -405 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 94.1 0.0 1.8 0.5 0.6 0.2 2.4 2.6 0.0 0.0: 0.6 1.0
Old : 100.0: 93.4 94.1 0.0 1.8 0.5 0.6 0.2 2.4 2.6 0.0 0.0: 0.6 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 : 27: 21 14 0 . . . . . . 0 0:
Old : 27: 21 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 : 54.1 62.2 73.2 83.4 44.4 47.5 54.7 57.6
Old : 54.1 62.2 73.2 83.4 44.4 47.5 54.7 57.6
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,440: 6,900 15,840 800 750 450 1,200 2,775 300 10,275 0 0: 515 325
Old : 20,440: 6,900 15,840 800 750 450 1,200 2,775 300 10,275 0 0: 515 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -105: -105 -150 -100 0 0 0 0 0 0 0 0: 100 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 77.5 3.9 3.7 2.2 5.9 13.6 1.5 50.3 0.0 0.0: 2.5 1.6
Old : 100.0: 33.8 77.5 3.9 3.7 2.2 5.9 13.6 1.5 50.3 0.0 0.0: 2.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 9 . . . . . . . 0 0:
Old : 20: 8 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 : 73.8 73.6 89.0 94.4 73.8 68.0 84.3 83.4
Old : 73.8 73.6 89.0 94.4 73.8 68.0 84.3 83.4
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,850: 8,465 9,755 300 150 300 1,200 225 0 0 0 0: 585 420
Old : 10,850: 8,465 9,755 300 150 300 1,200 225 0 0 0 0: 585 420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -95: -95 -125 0 0 0 0 0 0 0 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 89.9 2.8 1.4 2.8 11.1 2.1 0.0 0.0 0.0 0.0: 5.4 3.9
Old : 100.0: 78.0 89.9 2.8 1.4 2.8 11.1 2.1 0.0 0.0 0.0 0.0: 5.4 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 10 . . . . . 0 0 0 0:
Old : 21: 10 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 : 70.6 77.3 86.3 90.6 70.6 76.6 86.3 87.7
Old : 70.6 77.3 86.3 90.6 70.6 76.6 86.3 87.7
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,156: 20,180 17,580 0 2,785 2,465 2,550 1,700 100 1,472 2,475 6: 1,383 1,045
Old : 28,156: 20,180 17,580 0 2,785 2,465 2,550 1,700 100 1,472 2,475 6: 1,383 1,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -130: -245 -205 0 35 -35 0 0 0 82 0 0: 68 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 62.4 0.0 9.9 8.8 9.1 6.0 0.4 5.2 8.8 0.0: 4.9 3.7
Old : 100.0: 71.7 62.4 0.0 9.9 8.8 9.1 6.0 0.4 5.2 8.8 0.0: 4.9 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 : 32: 18 18 0 . . . . . . . .:
Old : 32: 18 18 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 45.5 76.7 67.3 47.9 34.3 64.6 52.3
Old : 52.4 45.5 76.7 67.3 47.9 34.3 64.6 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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,300: 17,500 13,955 200 2,910 1,465 125 1,150 525 0 230 210: 1,275 855
Old : 21,300: 17,500 13,955 200 2,910 1,465 125 1,150 525 0 230 210: 1,275 855
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -260: -270 -340 -100 0 0 0 0 0 0 0 0: 110 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 65.5 0.9 13.7 6.9 0.6 5.4 2.5 0.0 1.1 1.0: 6.0 4.0
Old : 100.0: 82.2 65.5 0.9 13.7 6.9 0.6 5.4 2.5 0.0 1.1 1.0: 6.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 14 . . . . . . 0 . .:
Old : 25: 16 14 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 44.4 78.6 67.9 50.4 34.6 60.5 53.6
Old : 59.8 44.4 78.6 67.9 50.4 34.6 60.5 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,233: 22,578 20,548 0 3,120 0 0 480 0 650 0 0: 1,005 85
Old : 24,233: 22,578 20,548 0 3,120 0 0 480 0 650 0 0: 1,005 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 84.8 0.0 12.9 0.0 0.0 2.0 0.0 2.7 0.0 0.0: 4.1 0.4
Old : 100.0: 93.2 84.8 0.0 12.9 0.0 0.0 2.0 0.0 2.7 0.0 0.0: 4.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 6 0 . 0 0 . 0 . 0 0:
Old : 20: 14 6 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 : 66.1 88.7 84.9 99.6 66.1 82.2 81.0 91.3
Old : 66.1 88.7 84.9 99.6 66.1 82.2 81.0 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Disaggregated Commitments of Traders - Futures Only, May 5, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,475: 19,685 19,705 0 1,070 135 0 480 0 650 0 0: 1,005 85
Old : 21,475: 19,685 19,705 0 1,070 135 0 480 0 650 0 0: 1,005 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 91.8 0.0 5.0 0.6 0.0 2.2 0.0 3.0 0.0 0.0: 4.7 0.4
Old : 100.0: 91.7 91.8 0.0 5.0 0.6 0.0 2.2 0.0 3.0 0.0 0.0: 4.7 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 : 20: 14 6 0 . . 0 . 0 . 0 0:
Old : 20: 14 6 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 : 67.8 85.1 85.9 99.6 67.8 77.7 83.0 91.6
Old : 67.8 85.1 85.9 99.6 67.8 77.7 83.0 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 8, 2015